2018-12-25 13:23:59 +00:00
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from unittest.mock import MagicMock
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2018-12-25 12:56:30 +00:00
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from pandas import DataFrame
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from freqtrade.data.dataprovider import DataProvider
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2018-12-29 08:13:20 +00:00
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from freqtrade.state import RunMode
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2019-09-08 07:54:15 +00:00
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from tests.conftest import get_patched_exchange
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2018-12-25 12:56:30 +00:00
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def test_ohlcv(mocker, default_conf, ticker_history):
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2019-01-22 05:56:54 +00:00
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default_conf["runmode"] = RunMode.DRY_RUN
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2019-11-02 19:26:26 +00:00
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timeframe = default_conf["ticker_interval"]
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2018-12-25 12:56:30 +00:00
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exchange = get_patched_exchange(mocker, default_conf)
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2019-11-02 19:26:26 +00:00
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exchange._klines[("XRP/BTC", timeframe)] = ticker_history
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exchange._klines[("UNITTEST/BTC", timeframe)] = ticker_history
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2019-08-18 10:06:21 +00:00
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2018-12-25 12:56:30 +00:00
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dp = DataProvider(default_conf, exchange)
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2018-12-29 08:13:20 +00:00
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assert dp.runmode == RunMode.DRY_RUN
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2019-11-02 19:26:26 +00:00
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assert ticker_history.equals(dp.ohlcv("UNITTEST/BTC", timeframe))
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assert isinstance(dp.ohlcv("UNITTEST/BTC", timeframe), DataFrame)
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assert dp.ohlcv("UNITTEST/BTC", timeframe) is not ticker_history
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assert dp.ohlcv("UNITTEST/BTC", timeframe, copy=False) is ticker_history
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assert not dp.ohlcv("UNITTEST/BTC", timeframe).empty
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assert dp.ohlcv("NONESENSE/AAA", timeframe).empty
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2018-12-30 06:15:49 +00:00
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# Test with and without parameter
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2019-11-02 19:26:26 +00:00
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assert dp.ohlcv("UNITTEST/BTC", timeframe).equals(dp.ohlcv("UNITTEST/BTC"))
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2018-12-29 08:13:20 +00:00
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2019-01-22 05:56:54 +00:00
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default_conf["runmode"] = RunMode.LIVE
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2018-12-29 08:13:20 +00:00
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dp = DataProvider(default_conf, exchange)
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assert dp.runmode == RunMode.LIVE
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2019-11-02 19:26:26 +00:00
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assert isinstance(dp.ohlcv("UNITTEST/BTC", timeframe), DataFrame)
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2018-12-29 08:13:20 +00:00
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2019-01-22 05:56:54 +00:00
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default_conf["runmode"] = RunMode.BACKTEST
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2018-12-29 08:13:20 +00:00
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dp = DataProvider(default_conf, exchange)
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assert dp.runmode == RunMode.BACKTEST
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2019-11-02 19:26:26 +00:00
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assert dp.ohlcv("UNITTEST/BTC", timeframe).empty
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2018-12-25 12:56:30 +00:00
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def test_historic_ohlcv(mocker, default_conf, ticker_history):
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historymock = MagicMock(return_value=ticker_history)
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2019-01-22 05:56:54 +00:00
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mocker.patch("freqtrade.data.dataprovider.load_pair_history", historymock)
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2018-12-25 12:56:30 +00:00
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dp = DataProvider(default_conf, None)
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2019-01-22 05:56:54 +00:00
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data = dp.historic_ohlcv("UNITTEST/BTC", "5m")
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2018-12-25 12:56:30 +00:00
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assert isinstance(data, DataFrame)
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assert historymock.call_count == 1
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2019-11-02 19:19:13 +00:00
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assert historymock.call_args_list[0][1]["timeframe"] == "5m"
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2018-12-26 13:23:21 +00:00
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2019-08-17 09:59:27 +00:00
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def test_get_pair_dataframe(mocker, default_conf, ticker_history):
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default_conf["runmode"] = RunMode.DRY_RUN
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ticker_interval = default_conf["ticker_interval"]
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exchange = get_patched_exchange(mocker, default_conf)
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exchange._klines[("XRP/BTC", ticker_interval)] = ticker_history
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exchange._klines[("UNITTEST/BTC", ticker_interval)] = ticker_history
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2019-08-18 10:06:21 +00:00
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2019-08-17 09:59:27 +00:00
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dp = DataProvider(default_conf, exchange)
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assert dp.runmode == RunMode.DRY_RUN
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assert ticker_history.equals(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval))
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assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval), DataFrame)
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assert dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval) is not ticker_history
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assert not dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval).empty
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assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty
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# Test with and without parameter
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assert dp.get_pair_dataframe("UNITTEST/BTC",
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ticker_interval).equals(dp.get_pair_dataframe("UNITTEST/BTC"))
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default_conf["runmode"] = RunMode.LIVE
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dp = DataProvider(default_conf, exchange)
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assert dp.runmode == RunMode.LIVE
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assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval), DataFrame)
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assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty
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historymock = MagicMock(return_value=ticker_history)
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mocker.patch("freqtrade.data.dataprovider.load_pair_history", historymock)
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default_conf["runmode"] = RunMode.BACKTEST
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dp = DataProvider(default_conf, exchange)
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assert dp.runmode == RunMode.BACKTEST
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assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval), DataFrame)
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# assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty
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2018-12-26 13:23:21 +00:00
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def test_available_pairs(mocker, default_conf, ticker_history):
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exchange = get_patched_exchange(mocker, default_conf)
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2019-04-07 13:14:40 +00:00
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ticker_interval = default_conf["ticker_interval"]
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exchange._klines[("XRP/BTC", ticker_interval)] = ticker_history
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exchange._klines[("UNITTEST/BTC", ticker_interval)] = ticker_history
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2018-12-26 13:23:21 +00:00
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2019-08-18 10:06:21 +00:00
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dp = DataProvider(default_conf, exchange)
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2018-12-26 13:23:21 +00:00
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assert len(dp.available_pairs) == 2
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2019-01-22 05:56:54 +00:00
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assert dp.available_pairs == [
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2019-04-07 13:14:40 +00:00
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("XRP/BTC", ticker_interval),
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("UNITTEST/BTC", ticker_interval),
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2019-01-22 05:56:54 +00:00
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]
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2019-01-22 05:55:40 +00:00
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def test_refresh(mocker, default_conf, ticker_history):
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refresh_mock = MagicMock()
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2019-01-22 05:56:54 +00:00
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mocker.patch("freqtrade.exchange.Exchange.refresh_latest_ohlcv", refresh_mock)
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2019-01-22 05:55:40 +00:00
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2019-01-22 05:56:54 +00:00
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exchange = get_patched_exchange(mocker, default_conf, id="binance")
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2019-04-07 13:14:40 +00:00
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ticker_interval = default_conf["ticker_interval"]
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pairs = [("XRP/BTC", ticker_interval), ("UNITTEST/BTC", ticker_interval)]
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2019-01-22 05:55:40 +00:00
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2019-04-07 13:14:40 +00:00
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pairs_non_trad = [("ETH/USDT", ticker_interval), ("BTC/TUSD", "1h")]
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2019-01-22 05:55:40 +00:00
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dp = DataProvider(default_conf, exchange)
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dp.refresh(pairs)
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assert refresh_mock.call_count == 1
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assert len(refresh_mock.call_args[0]) == 1
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assert len(refresh_mock.call_args[0][0]) == len(pairs)
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assert refresh_mock.call_args[0][0] == pairs
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refresh_mock.reset_mock()
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dp.refresh(pairs, pairs_non_trad)
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assert refresh_mock.call_count == 1
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assert len(refresh_mock.call_args[0]) == 1
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assert len(refresh_mock.call_args[0][0]) == len(pairs) + len(pairs_non_trad)
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assert refresh_mock.call_args[0][0] == pairs + pairs_non_trad
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2019-10-10 15:03:52 +00:00
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def test_orderbook(mocker, default_conf, order_book_l2):
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api_mock = MagicMock()
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api_mock.fetch_l2_order_book = order_book_l2
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exchange = get_patched_exchange(mocker, default_conf, api_mock=api_mock)
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dp = DataProvider(default_conf, exchange)
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res = dp.orderbook('ETH/BTC', 5)
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assert order_book_l2.call_count == 1
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assert order_book_l2.call_args_list[0][0][0] == 'ETH/BTC'
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assert order_book_l2.call_args_list[0][0][1] == 5
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assert type(res) is dict
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assert 'bids' in res
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assert 'asks' in res
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def test_market(mocker, default_conf, markets):
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api_mock = MagicMock()
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api_mock.markets = markets
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exchange = get_patched_exchange(mocker, default_conf, api_mock=api_mock)
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dp = DataProvider(default_conf, exchange)
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res = dp.market('ETH/BTC')
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assert type(res) is dict
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assert 'symbol' in res
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assert res['symbol'] == 'ETH/BTC'
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res = dp.market('UNITTEST/BTC')
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assert res is None
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