stable/tests/test_plotting.py

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from copy import deepcopy
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from pathlib import Path
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from unittest.mock import MagicMock
import plotly.graph_objects as go
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import pytest
from plotly.subplots import make_subplots
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from freqtrade import OperationalException
from freqtrade.configuration import TimeRange
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from freqtrade.data import history
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from freqtrade.data.btanalysis import create_cum_profit, load_backtest_data
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from freqtrade.plot.plot_utils import start_plot_dataframe, start_plot_profit
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from freqtrade.plot.plotting import (add_indicators, add_profit,
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analyse_and_plot_pairs,
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generate_candlestick_graph,
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generate_plot_filename,
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generate_profit_graph, init_plotscript,
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plot_profit, plot_trades, store_plot_file)
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from freqtrade.strategy.default_strategy import DefaultStrategy
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from tests.conftest import get_args, log_has, log_has_re
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def fig_generating_mock(fig, *args, **kwargs):
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""" Return Fig - used to mock add_indicators and plot_trades"""
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return fig
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def find_trace_in_fig_data(data, search_string: str):
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matches = (d for d in data if d.name == search_string)
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return next(matches)
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def generage_empty_figure():
return make_subplots(
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rows=3,
cols=1,
shared_xaxes=True,
row_width=[1, 1, 4],
vertical_spacing=0.0001,
)
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def test_init_plotscript(default_conf, mocker, testdatadir):
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default_conf['timerange'] = "20180110-20180112"
default_conf['trade_source'] = "file"
default_conf['ticker_interval'] = "5m"
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default_conf["datadir"] = testdatadir
default_conf['exportfilename'] = str(testdatadir / "backtest-result_test.json")
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ret = init_plotscript(default_conf)
assert "tickers" in ret
assert "trades" in ret
assert "pairs" in ret
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default_conf['pairs'] = ["POWR/BTC", "XLM/BTC"]
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ret = init_plotscript(default_conf)
assert "tickers" in ret
assert "POWR/BTC" in ret["tickers"]
assert "XLM/BTC" in ret["tickers"]
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def test_add_indicators(default_conf, testdatadir, caplog):
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pair = "UNITTEST/BTC"
timerange = TimeRange(None, 'line', 0, -1000)
data = history.load_pair_history(pair=pair, ticker_interval='1m',
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datadir=testdatadir, timerange=timerange)
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indicators1 = ["ema10"]
indicators2 = ["macd"]
# Generate buy/sell signals and indicators
strat = DefaultStrategy(default_conf)
data = strat.analyze_ticker(data, {'pair': pair})
fig = generage_empty_figure()
# Row 1
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fig1 = add_indicators(fig=deepcopy(fig), row=1, indicators=indicators1, data=data)
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figure = fig1.layout.figure
ema10 = find_trace_in_fig_data(figure.data, "ema10")
assert isinstance(ema10, go.Scatter)
assert ema10.yaxis == "y"
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fig2 = add_indicators(fig=deepcopy(fig), row=3, indicators=indicators2, data=data)
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figure = fig2.layout.figure
macd = find_trace_in_fig_data(figure.data, "macd")
assert isinstance(macd, go.Scatter)
assert macd.yaxis == "y3"
# No indicator found
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fig3 = add_indicators(fig=deepcopy(fig), row=3, indicators=['no_indicator'], data=data)
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assert fig == fig3
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assert log_has_re(r'Indicator "no_indicator" ignored\..*', caplog)
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def test_plot_trades(testdatadir, caplog):
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fig1 = generage_empty_figure()
# nothing happens when no trades are available
fig = plot_trades(fig1, None)
assert fig == fig1
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assert log_has("No trades found.", caplog)
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pair = "ADA/BTC"
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filename = testdatadir / "backtest-result_test.json"
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trades = load_backtest_data(filename)
trades = trades.loc[trades['pair'] == pair]
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fig = plot_trades(fig, trades)
figure = fig1.layout.figure
# Check buys - color, should be in first graph, ...
trade_buy = find_trace_in_fig_data(figure.data, "trade_buy")
assert isinstance(trade_buy, go.Scatter)
assert trade_buy.yaxis == 'y'
assert len(trades) == len(trade_buy.x)
assert trade_buy.marker.color == 'green'
trade_sell = find_trace_in_fig_data(figure.data, "trade_sell")
assert isinstance(trade_sell, go.Scatter)
assert trade_sell.yaxis == 'y'
assert len(trades) == len(trade_sell.x)
assert trade_sell.marker.color == 'red'
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def test_generate_candlestick_graph_no_signals_no_trades(default_conf, mocker, testdatadir, caplog):
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row_mock = mocker.patch('freqtrade.plot.plotting.add_indicators',
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MagicMock(side_effect=fig_generating_mock))
trades_mock = mocker.patch('freqtrade.plot.plotting.plot_trades',
MagicMock(side_effect=fig_generating_mock))
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pair = "UNITTEST/BTC"
timerange = TimeRange(None, 'line', 0, -1000)
data = history.load_pair_history(pair=pair, ticker_interval='1m',
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datadir=testdatadir, timerange=timerange)
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data['buy'] = 0
data['sell'] = 0
indicators1 = []
indicators2 = []
fig = generate_candlestick_graph(pair=pair, data=data, trades=None,
indicators1=indicators1, indicators2=indicators2)
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assert isinstance(fig, go.Figure)
assert fig.layout.title.text == pair
figure = fig.layout.figure
assert len(figure.data) == 2
# Candlesticks are plotted first
candles = find_trace_in_fig_data(figure.data, "Price")
assert isinstance(candles, go.Candlestick)
volume = find_trace_in_fig_data(figure.data, "Volume")
assert isinstance(volume, go.Bar)
assert row_mock.call_count == 2
assert trades_mock.call_count == 1
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assert log_has("No buy-signals found.", caplog)
assert log_has("No sell-signals found.", caplog)
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def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir):
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row_mock = mocker.patch('freqtrade.plot.plotting.add_indicators',
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MagicMock(side_effect=fig_generating_mock))
trades_mock = mocker.patch('freqtrade.plot.plotting.plot_trades',
MagicMock(side_effect=fig_generating_mock))
pair = 'UNITTEST/BTC'
timerange = TimeRange(None, 'line', 0, -1000)
data = history.load_pair_history(pair=pair, ticker_interval='1m',
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datadir=testdatadir, timerange=timerange)
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# Generate buy/sell signals and indicators
strat = DefaultStrategy(default_conf)
data = strat.analyze_ticker(data, {'pair': pair})
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indicators1 = []
indicators2 = []
fig = generate_candlestick_graph(pair=pair, data=data, trades=None,
indicators1=indicators1, indicators2=indicators2)
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assert isinstance(fig, go.Figure)
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assert fig.layout.title.text == pair
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figure = fig.layout.figure
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assert len(figure.data) == 6
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# Candlesticks are plotted first
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candles = find_trace_in_fig_data(figure.data, "Price")
assert isinstance(candles, go.Candlestick)
volume = find_trace_in_fig_data(figure.data, "Volume")
assert isinstance(volume, go.Bar)
buy = find_trace_in_fig_data(figure.data, "buy")
assert isinstance(buy, go.Scatter)
# All buy-signals should be plotted
assert int(data.buy.sum()) == len(buy.x)
sell = find_trace_in_fig_data(figure.data, "sell")
assert isinstance(sell, go.Scatter)
# All buy-signals should be plotted
assert int(data.sell.sum()) == len(sell.x)
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assert find_trace_in_fig_data(figure.data, "BB lower")
assert find_trace_in_fig_data(figure.data, "BB upper")
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assert row_mock.call_count == 2
assert trades_mock.call_count == 1
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def test_generate_Plot_filename():
fn = generate_plot_filename("UNITTEST/BTC", "5m")
assert fn == "freqtrade-plot-UNITTEST_BTC-5m.html"
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def test_generate_plot_file(mocker, caplog):
fig = generage_empty_figure()
plot_mock = mocker.patch("freqtrade.plot.plotting.plot", MagicMock())
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store_plot_file(fig, filename="freqtrade-plot-UNITTEST_BTC-5m.html",
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directory=Path("user_data/plots"))
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assert plot_mock.call_count == 1
assert plot_mock.call_args[0][0] == fig
assert (plot_mock.call_args_list[0][1]['filename']
== "user_data/plots/freqtrade-plot-UNITTEST_BTC-5m.html")
assert log_has("Stored plot as user_data/plots/freqtrade-plot-UNITTEST_BTC-5m.html",
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caplog)
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def test_add_profit(testdatadir):
filename = testdatadir / "backtest-result_test.json"
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bt_data = load_backtest_data(filename)
timerange = TimeRange.parse_timerange("20180110-20180112")
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df = history.load_pair_history(pair="POWR/BTC", ticker_interval='5m',
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datadir=testdatadir, timerange=timerange)
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fig = generage_empty_figure()
cum_profits = create_cum_profit(df.set_index('date'),
bt_data[bt_data["pair"] == 'POWR/BTC'],
"cum_profits")
fig1 = add_profit(fig, row=2, data=cum_profits, column='cum_profits', name='Profits')
figure = fig1.layout.figure
profits = find_trace_in_fig_data(figure.data, "Profits")
assert isinstance(profits, go.Scattergl)
assert profits.yaxis == "y2"
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def test_generate_profit_graph(testdatadir):
filename = testdatadir / "backtest-result_test.json"
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trades = load_backtest_data(filename)
timerange = TimeRange.parse_timerange("20180110-20180112")
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pairs = ["POWR/BTC", "XLM/BTC"]
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tickers = history.load_data(datadir=testdatadir,
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pairs=pairs,
ticker_interval='5m',
timerange=timerange
)
trades = trades[trades['pair'].isin(pairs)]
fig = generate_profit_graph(pairs, tickers, trades)
assert isinstance(fig, go.Figure)
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assert fig.layout.title.text == "Freqtrade Profit plot"
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assert fig.layout.yaxis.title.text == "Price"
assert fig.layout.yaxis2.title.text == "Profit"
assert fig.layout.yaxis3.title.text == "Profit"
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figure = fig.layout.figure
assert len(figure.data) == 4
avgclose = find_trace_in_fig_data(figure.data, "Avg close price")
assert isinstance(avgclose, go.Scattergl)
profit = find_trace_in_fig_data(figure.data, "Profit")
assert isinstance(profit, go.Scattergl)
for pair in pairs:
profit_pair = find_trace_in_fig_data(figure.data, f"Profit {pair}")
assert isinstance(profit_pair, go.Scattergl)
def test_start_plot_dataframe(mocker):
aup = mocker.patch("freqtrade.plot.plotting.analyse_and_plot_pairs", MagicMock())
args = [
"--config", "config.json.example",
"plot-dataframe",
"--pairs", "ETH/BTC"
]
start_plot_dataframe(get_args(args))
assert aup.call_count == 1
called_config = aup.call_args_list[0][0][0]
assert "pairs" in called_config
assert called_config['pairs'] == ["ETH/BTC"]
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def test_analyse_and_plot_pairs(default_conf, mocker, caplog, testdatadir):
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default_conf['trade_source'] = 'file'
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default_conf["datadir"] = testdatadir
default_conf['exportfilename'] = str(testdatadir / "backtest-result_test.json")
default_conf['indicators1'] = ["sma5", "ema10"]
default_conf['indicators2'] = ["macd"]
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default_conf['pairs'] = ["ETH/BTC", "LTC/BTC"]
candle_mock = MagicMock()
store_mock = MagicMock()
mocker.patch.multiple(
"freqtrade.plot.plotting",
generate_candlestick_graph=candle_mock,
store_plot_file=store_mock
)
analyse_and_plot_pairs(default_conf)
# Both mocks should be called once per pair
assert candle_mock.call_count == 2
assert store_mock.call_count == 2
assert candle_mock.call_args_list[0][1]['indicators1'] == ['sma5', 'ema10']
assert candle_mock.call_args_list[0][1]['indicators2'] == ['macd']
assert log_has("End of plotting process. 2 plots generated", caplog)
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def test_start_plot_profit(mocker):
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aup = mocker.patch("freqtrade.plot.plotting.plot_profit", MagicMock())
args = [
"--config", "config.json.example",
"plot-profit",
"--pairs", "ETH/BTC"
]
start_plot_profit(get_args(args))
assert aup.call_count == 1
called_config = aup.call_args_list[0][0][0]
assert "pairs" in called_config
assert called_config['pairs'] == ["ETH/BTC"]
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def test_start_plot_profit_error(mocker):
args = [
"plot-profit",
"--pairs", "ETH/BTC"
]
with pytest.raises(OperationalException):
start_plot_profit(get_args(args))
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def test_plot_profit(default_conf, mocker, testdatadir, caplog):
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default_conf['trade_source'] = 'file'
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default_conf["datadir"] = testdatadir
default_conf['exportfilename'] = str(testdatadir / "backtest-result_test.json")
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default_conf['pairs'] = ["ETH/BTC", "LTC/BTC"]
profit_mock = MagicMock()
store_mock = MagicMock()
mocker.patch.multiple(
"freqtrade.plot.plotting",
generate_profit_graph=profit_mock,
store_plot_file=store_mock
)
plot_profit(default_conf)
# Plot-profit generates one combined plot
assert profit_mock.call_count == 1
assert store_mock.call_count == 1
assert profit_mock.call_args_list[0][0][0] == default_conf['pairs']
assert store_mock.call_args_list[0][1]['auto_open'] is True