stable/freqtrade/tests/test_analyze.py

# pragma pylint: disable=missing-docstring,W0621
import json
from unittest.mock import MagicMock

import arrow
import pytest
from pandas import DataFrame

from freqtrade.analyze import (get_signal, parse_ticker_dataframe,
                               populate_buy_trend, populate_indicators,
                               populate_sell_trend)


@pytest.fixture
def result():
    with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file:
        return parse_ticker_dataframe(json.load(data_file))


def test_dataframe_correct_columns(result):
    assert result.columns.tolist() == \
        ['close', 'high', 'low', 'open', 'date', 'volume']


def test_dataframe_correct_length(result):
    assert len(result.index) == 14395


def test_populates_buy_trend(result):
    dataframe = populate_buy_trend(populate_indicators(result))
    assert 'buy' in dataframe.columns


def test_populates_sell_trend(result):
    dataframe = populate_sell_trend(populate_indicators(result))
    assert 'sell' in dataframe.columns


def test_returns_latest_buy_signal(mocker):
    mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock())
    mocker.patch(
        'freqtrade.analyze.analyze_ticker',
        return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}])
    )
    assert get_signal('BTC-ETH', 5) == (True, False)

    mocker.patch(
        'freqtrade.analyze.analyze_ticker',
        return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}])
    )
    assert get_signal('BTC-ETH', 5) == (False, True)


def test_returns_latest_sell_signal(mocker):
    mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock())
    mocker.patch(
        'freqtrade.analyze.analyze_ticker',
        return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}])
    )
    assert get_signal('BTC-ETH', 5) == (False, True)

    mocker.patch(
        'freqtrade.analyze.analyze_ticker',
        return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}])
    )
    assert get_signal('BTC-ETH', 5) == (True, False)


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)