stable/freqtrade/tests/test_analyze.py

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# pragma pylint: disable=missing-docstring,W0621
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import datetime
import json
from unittest.mock import MagicMock
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import arrow
import pytest
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from pandas import DataFrame
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import freqtrade.tests.conftest as tt # test tools
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from freqtrade.analyze import (get_signal, parse_ticker_dataframe,
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populate_buy_trend, populate_indicators,
populate_sell_trend)
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from freqtrade.strategy.strategy import Strategy
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@pytest.fixture
def result():
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with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file:
return parse_ticker_dataframe(json.load(data_file))
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def test_dataframe_correct_columns(result):
assert result.columns.tolist() == \
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['close', 'high', 'low', 'open', 'date', 'volume']
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def test_dataframe_correct_length(result):
assert len(result.index) == 14395
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def test_populates_buy_trend(result):
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# Load the default strategy for the unit test, because this logic is done in main.py
Strategy().init({'strategy': 'default_strategy'})
dataframe = populate_buy_trend(populate_indicators(result))
assert 'buy' in dataframe.columns
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def test_populates_sell_trend(result):
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# Load the default strategy for the unit test, because this logic is done in main.py
Strategy().init({'strategy': 'default_strategy'})
dataframe = populate_sell_trend(populate_indicators(result))
assert 'sell' in dataframe.columns
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def test_returns_latest_buy_signal(mocker):
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock())
mocker.patch(
'freqtrade.analyze.analyze_ticker',
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return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}])
)
assert get_signal('BTC-ETH', 5) == (True, False)
mocker.patch(
'freqtrade.analyze.analyze_ticker',
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return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}])
)
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assert get_signal('BTC-ETH', 5) == (False, True)
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def test_returns_latest_sell_signal(mocker):
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock())
mocker.patch(
'freqtrade.analyze.analyze_ticker',
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return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}])
)
assert get_signal('BTC-ETH', 5) == (False, True)
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mocker.patch(
'freqtrade.analyze.analyze_ticker',
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return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}])
)
assert get_signal('BTC-ETH', 5) == (True, False)
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def test_get_signal_empty(default_conf, mocker, caplog):
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mocker.patch('freqtrade.analyze.get_ticker_history', return_value=None)
assert (False, False) == get_signal('foo', int(default_conf['ticker_interval']))
assert tt.log_has('Empty ticker history for pair foo',
caplog.record_tuples)
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def test_get_signal_exception_valueerror(default_conf, mocker, caplog):
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mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
mocker.patch('freqtrade.analyze.analyze_ticker',
side_effect=ValueError('xyz'))
assert (False, False) == get_signal('foo', int(default_conf['ticker_interval']))
assert tt.log_has('Unable to analyze ticker for pair foo: xyz',
caplog.record_tuples)
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def test_get_signal_empty_dataframe(default_conf, mocker, caplog):
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mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
mocker.patch('freqtrade.analyze.analyze_ticker', return_value=DataFrame([]))
assert (False, False) == get_signal('xyz', int(default_conf['ticker_interval']))
assert tt.log_has('Empty dataframe for pair xyz',
caplog.record_tuples)
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def test_get_signal_old_dataframe(default_conf, mocker, caplog):
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mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
# FIX: The get_signal function has hardcoded 10, which we must inturn hardcode
oldtime = arrow.utcnow() - datetime.timedelta(minutes=11)
ticks = DataFrame([{'buy': 1, 'date': oldtime}])
mocker.patch('freqtrade.analyze.analyze_ticker', return_value=DataFrame(ticks))
assert (False, False) == get_signal('xyz', int(default_conf['ticker_interval']))
assert tt.log_has('Too old dataframe for pair xyz',
caplog.record_tuples)
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def test_get_signal_handles_exceptions(mocker):
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock())
mocker.patch('freqtrade.analyze.analyze_ticker',
side_effect=Exception('invalid ticker history '))
assert get_signal('BTC-ETH', 5) == (False, False)
def test_parse_ticker_dataframe(ticker_history, ticker_history_without_bv):
columns = ['close', 'high', 'low', 'open', 'date', 'volume']
# Test file with BV data
dataframe = parse_ticker_dataframe(ticker_history)
assert dataframe.columns.tolist() == columns
# Test file without BV data
dataframe = parse_ticker_dataframe(ticker_history_without_bv)
assert dataframe.columns.tolist() == columns