stable/freqtrade/tests/test_analyze.py

200 lines
7.2 KiB
Python
Raw Normal View History

2018-01-28 07:38:41 +00:00
# pragma pylint: disable=missing-docstring, C0103
2018-02-04 08:28:02 +00:00
"""
Unit test file for analyse.py
"""
2018-01-31 17:37:38 +00:00
import logging
2018-03-17 21:44:47 +00:00
from unittest.mock import MagicMock
2018-02-04 08:28:02 +00:00
import arrow
2017-09-28 21:26:28 +00:00
from pandas import DataFrame
2018-02-04 08:28:02 +00:00
from freqtrade.analyze import Analyze, SignalType
2018-06-05 21:53:49 +00:00
from freqtrade.arguments import TimeRange
2018-07-04 07:31:35 +00:00
from freqtrade.optimize.__init__ import load_tickerdata_file
from freqtrade.tests.conftest import get_patched_exchange, log_has
from freqtrade.strategy.default_strategy import DefaultStrategy
2018-02-04 08:28:02 +00:00
# Avoid to reinit the same object again and again
_ANALYZE = Analyze({}, DefaultStrategy())
2018-02-04 08:28:02 +00:00
def test_signaltype_object() -> None:
"""
Test the SignalType object has the mandatory Constants
:return: None
"""
assert hasattr(SignalType, 'BUY')
assert hasattr(SignalType, 'SELL')
def test_analyze_object() -> None:
"""
Test the Analyze object has the mandatory methods
:return: None
"""
assert hasattr(Analyze, 'parse_ticker_dataframe')
assert hasattr(Analyze, 'populate_indicators')
assert hasattr(Analyze, 'populate_buy_trend')
assert hasattr(Analyze, 'populate_sell_trend')
assert hasattr(Analyze, 'analyze_ticker')
assert hasattr(Analyze, 'get_signal')
assert hasattr(Analyze, 'should_sell')
assert hasattr(Analyze, 'min_roi_reached')
2018-06-26 21:40:20 +00:00
assert hasattr(Analyze, 'stop_loss_reached')
2017-09-09 11:48:49 +00:00
2018-01-06 08:08:25 +00:00
2017-11-07 19:12:56 +00:00
def test_dataframe_correct_length(result):
dataframe = Analyze.parse_ticker_dataframe(result)
assert len(result.index) - 1 == len(dataframe.index) # last partial candle removed
2017-10-30 23:36:35 +00:00
2017-11-07 19:12:56 +00:00
def test_dataframe_correct_columns(result):
assert result.columns.tolist() == \
['date', 'open', 'high', 'low', 'close', 'volume']
2017-10-30 23:36:35 +00:00
2017-10-01 08:11:20 +00:00
def test_populates_buy_trend(result):
2018-01-15 08:35:11 +00:00
# Load the default strategy for the unit test, because this logic is done in main.py
2018-02-04 08:28:02 +00:00
dataframe = _ANALYZE.populate_buy_trend(_ANALYZE.populate_indicators(result))
assert 'buy' in dataframe.columns
2017-11-18 07:19:22 +00:00
def test_populates_sell_trend(result):
2018-01-15 08:35:11 +00:00
# Load the default strategy for the unit test, because this logic is done in main.py
2018-02-04 08:28:02 +00:00
dataframe = _ANALYZE.populate_sell_trend(_ANALYZE.populate_indicators(result))
assert 'sell' in dataframe.columns
2017-10-30 23:36:35 +00:00
2018-06-17 18:48:12 +00:00
def test_returns_latest_buy_signal(mocker, default_conf):
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=MagicMock())
exchange = get_patched_exchange(mocker, default_conf)
2018-02-04 08:28:02 +00:00
mocker.patch.multiple(
'freqtrade.analyze.Analyze',
analyze_ticker=MagicMock(
return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}])
)
)
2018-06-17 18:48:12 +00:00
assert _ANALYZE.get_signal(exchange, 'ETH/BTC', '5m') == (True, False)
2018-02-04 08:28:02 +00:00
mocker.patch.multiple(
'freqtrade.analyze.Analyze',
analyze_ticker=MagicMock(
return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}])
)
)
2018-06-17 18:48:12 +00:00
assert _ANALYZE.get_signal(exchange, 'ETH/BTC', '5m') == (False, True)
2017-11-14 18:28:31 +00:00
2018-06-17 18:48:12 +00:00
def test_returns_latest_sell_signal(mocker, default_conf):
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=MagicMock())
exchange = get_patched_exchange(mocker, default_conf)
2018-02-04 08:28:02 +00:00
mocker.patch.multiple(
'freqtrade.analyze.Analyze',
analyze_ticker=MagicMock(
return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}])
)
)
2017-11-14 18:28:31 +00:00
2018-06-17 18:48:12 +00:00
assert _ANALYZE.get_signal(exchange, 'ETH/BTC', '5m') == (False, True)
2018-02-04 08:28:02 +00:00
mocker.patch.multiple(
'freqtrade.analyze.Analyze',
analyze_ticker=MagicMock(
return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}])
)
)
2018-06-17 18:48:12 +00:00
assert _ANALYZE.get_signal(exchange, 'ETH/BTC', '5m') == (True, False)
2018-01-06 08:08:25 +00:00
def test_get_signal_empty(default_conf, mocker, caplog):
2018-01-31 17:37:38 +00:00
caplog.set_level(logging.INFO)
2018-06-17 18:48:12 +00:00
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=None)
exchange = get_patched_exchange(mocker, default_conf)
assert (False, False) == _ANALYZE.get_signal(exchange, 'foo', default_conf['ticker_interval'])
2018-02-24 19:18:53 +00:00
assert log_has('Empty ticker history for pair foo', caplog.record_tuples)
2018-01-10 06:40:40 +00:00
def test_get_signal_exception_valueerror(default_conf, mocker, caplog):
2018-01-31 17:37:38 +00:00
caplog.set_level(logging.INFO)
2018-06-17 18:48:12 +00:00
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=1)
exchange = get_patched_exchange(mocker, default_conf)
2018-02-04 08:28:02 +00:00
mocker.patch.multiple(
'freqtrade.analyze.Analyze',
analyze_ticker=MagicMock(
side_effect=ValueError('xyz')
)
)
2018-06-17 18:48:12 +00:00
assert (False, False) == _ANALYZE.get_signal(exchange, 'foo', default_conf['ticker_interval'])
2018-02-24 19:18:53 +00:00
assert log_has('Unable to analyze ticker for pair foo: xyz', caplog.record_tuples)
2018-01-10 06:40:40 +00:00
def test_get_signal_empty_dataframe(default_conf, mocker, caplog):
2018-01-31 17:37:38 +00:00
caplog.set_level(logging.INFO)
2018-06-17 18:48:12 +00:00
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=1)
exchange = get_patched_exchange(mocker, default_conf)
2018-02-04 08:28:02 +00:00
mocker.patch.multiple(
'freqtrade.analyze.Analyze',
analyze_ticker=MagicMock(
return_value=DataFrame([])
)
)
2018-06-17 18:48:12 +00:00
assert (False, False) == _ANALYZE.get_signal(exchange, 'xyz', default_conf['ticker_interval'])
2018-02-24 19:18:53 +00:00
assert log_has('Empty dataframe for pair xyz', caplog.record_tuples)
2018-01-10 06:40:40 +00:00
def test_get_signal_old_dataframe(default_conf, mocker, caplog):
2018-01-31 17:37:38 +00:00
caplog.set_level(logging.INFO)
2018-06-17 18:48:12 +00:00
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=1)
exchange = get_patched_exchange(mocker, default_conf)
# default_conf defines a 5m interval. we check interval * 2 + 5m
# this is necessary as the last candle is removed (partial candles) by default
oldtime = arrow.utcnow().shift(minutes=-16)
2018-01-10 06:40:40 +00:00
ticks = DataFrame([{'buy': 1, 'date': oldtime}])
2018-02-04 08:28:02 +00:00
mocker.patch.multiple(
'freqtrade.analyze.Analyze',
analyze_ticker=MagicMock(
return_value=DataFrame(ticks)
)
)
2018-06-17 18:48:12 +00:00
assert (False, False) == _ANALYZE.get_signal(exchange, 'xyz', default_conf['ticker_interval'])
assert log_has(
'Outdated history for pair xyz. Last tick is 16 minutes old',
caplog.record_tuples
)
2018-01-10 06:40:40 +00:00
2018-06-17 18:48:12 +00:00
def test_get_signal_handles_exceptions(mocker, default_conf):
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=MagicMock())
exchange = get_patched_exchange(mocker, default_conf)
2018-02-04 08:28:02 +00:00
mocker.patch.multiple(
'freqtrade.analyze.Analyze',
analyze_ticker=MagicMock(
side_effect=Exception('invalid ticker history ')
)
)
2018-06-17 18:48:12 +00:00
assert _ANALYZE.get_signal(exchange, 'ETH/BTC', '5m') == (False, False)
def test_parse_ticker_dataframe(ticker_history):
columns = ['date', 'open', 'high', 'low', 'close', 'volume']
# Test file with BV data
2018-02-04 08:28:02 +00:00
dataframe = Analyze.parse_ticker_dataframe(ticker_history)
assert dataframe.columns.tolist() == columns
def test_tickerdata_to_dataframe(default_conf) -> None:
"""
Test Analyze.tickerdata_to_dataframe() method
"""
analyze = Analyze(default_conf, DefaultStrategy())
2018-06-05 21:53:49 +00:00
timerange = TimeRange(None, 'line', 0, -100)
tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange)
tickerlist = {'UNITTEST/BTC': tick}
data = analyze.tickerdata_to_dataframe(tickerlist)
2018-06-07 10:12:44 +00:00
assert len(data['UNITTEST/BTC']) == 99 # partial candle was removed