stable/tests/strategy/test_interface.py

549 lines
22 KiB
Python
Raw Normal View History

# pragma pylint: disable=missing-docstring, C0103
import logging
2020-08-24 09:09:09 +00:00
from datetime import datetime, timedelta, timezone
from unittest.mock import MagicMock
import arrow
2020-02-22 10:52:39 +00:00
import pytest
from pandas import DataFrame
from freqtrade.configuration import TimeRange
2020-08-24 09:09:09 +00:00
from freqtrade.data.dataprovider import DataProvider
2019-12-27 09:44:08 +00:00
from freqtrade.data.history import load_data
2020-12-20 10:17:50 +00:00
from freqtrade.exceptions import StrategyError
2020-10-25 09:54:30 +00:00
from freqtrade.persistence import PairLocks, Trade
from freqtrade.resolvers import StrategyResolver
2020-12-20 10:17:50 +00:00
from freqtrade.strategy.interface import SellCheckTuple, SellType
2020-02-22 10:52:39 +00:00
from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
2020-06-13 18:04:15 +00:00
from tests.conftest import log_has, log_has_re
2020-02-18 19:12:10 +00:00
from .strats.default_strategy import DefaultStrategy
2020-09-28 17:43:15 +00:00
# Avoid to reinit the same object again and again
_STRATEGY = DefaultStrategy(config={})
2020-06-13 17:40:58 +00:00
_STRATEGY.dp = DataProvider({}, None, None)
def test_returns_latest_signal(mocker, default_conf, ohlcv_history):
ohlcv_history.loc[1, 'date'] = arrow.utcnow()
# Take a copy to correctly modify the call
mocked_history = ohlcv_history.copy()
mocked_history['sell'] = 0
mocked_history['buy'] = 0
mocked_history.loc[1, 'sell'] = 1
2020-06-18 06:01:09 +00:00
assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, True)
mocked_history.loc[1, 'sell'] = 0
mocked_history.loc[1, 'buy'] = 1
2020-06-18 06:01:09 +00:00
assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (True, False)
mocked_history.loc[1, 'sell'] = 0
mocked_history.loc[1, 'buy'] = 0
2020-06-18 06:01:09 +00:00
assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, False)
2020-06-13 18:04:15 +00:00
def test_analyze_pair_empty(default_conf, mocker, caplog, ohlcv_history):
mocker.patch.object(_STRATEGY.dp, 'ohlcv', return_value=ohlcv_history)
mocker.patch.object(
_STRATEGY, '_analyze_ticker_internal',
2020-06-13 18:04:15 +00:00
return_value=DataFrame([])
)
2020-06-13 18:04:15 +00:00
mocker.patch.object(_STRATEGY, 'assert_df')
_STRATEGY.analyze_pair('ETH/BTC')
assert log_has('Empty dataframe for pair ETH/BTC', caplog)
def test_get_signal_empty(default_conf, mocker, caplog):
2020-06-18 06:01:09 +00:00
assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'], DataFrame())
assert log_has('Empty candle (OHLCV) data for pair foo', caplog)
caplog.clear()
2020-06-18 06:01:09 +00:00
assert (False, False) == _STRATEGY.get_signal('bar', default_conf['timeframe'], None)
assert log_has('Empty candle (OHLCV) data for pair bar', caplog)
2020-06-18 05:03:30 +00:00
caplog.clear()
2020-06-18 06:01:09 +00:00
assert (False, False) == _STRATEGY.get_signal('baz', default_conf['timeframe'], DataFrame([]))
2020-06-18 05:03:30 +00:00
assert log_has('Empty candle (OHLCV) data for pair baz', caplog)
def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ohlcv_history):
caplog.set_level(logging.INFO)
2020-06-13 17:40:58 +00:00
mocker.patch.object(_STRATEGY.dp, 'ohlcv', return_value=ohlcv_history)
mocker.patch.object(
_STRATEGY, '_analyze_ticker_internal',
side_effect=ValueError('xyz')
)
2020-06-13 17:40:58 +00:00
_STRATEGY.analyze_pair('foo')
assert log_has_re(r'Strategy caused the following exception: xyz.*', caplog)
2020-06-13 17:40:58 +00:00
caplog.clear()
mocker.patch.object(
2020-06-13 17:40:58 +00:00
_STRATEGY, 'analyze_ticker',
side_effect=Exception('invalid ticker history ')
)
2020-06-13 17:40:58 +00:00
_STRATEGY.analyze_pair('foo')
assert log_has_re(r'Strategy caused the following exception: xyz.*', caplog)
def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
# default_conf defines a 5m interval. we check interval * 2 + 5m
# this is necessary as the last candle is removed (partial candles) by default
2020-03-29 09:29:31 +00:00
ohlcv_history.loc[1, 'date'] = arrow.utcnow().shift(minutes=-16)
# Take a copy to correctly modify the call
mocked_history = ohlcv_history.copy()
mocked_history['sell'] = 0
mocked_history['buy'] = 0
mocked_history.loc[1, 'buy'] = 1
caplog.set_level(logging.INFO)
mocker.patch.object(_STRATEGY, 'assert_df')
2020-06-13 17:40:58 +00:00
2020-06-18 06:01:09 +00:00
assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'], mocked_history)
assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog)
def test_ignore_expired_candle(default_conf, ohlcv_history):
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
strategy.ignore_buying_expired_candle = True
strategy.ignore_buying_expired_candle_after = 60
2021-01-05 13:49:35 +00:00
ohlcv_history.loc[-1, 'date'] = arrow.utcnow()
# Take a copy to correctly modify the call
mocked_history = ohlcv_history.copy()
2021-01-05 13:49:35 +00:00
latest_date = mocked_history['date'].max()
2021-01-05 14:30:29 +00:00
assert strategy.ignore_expired_candle(latest_date=latest_date,
timeframe_seconds=300,
buy=True) is True
2020-12-19 16:59:49 +00:00
def test_assert_df_raise(mocker, caplog, ohlcv_history):
2020-03-29 09:40:13 +00:00
ohlcv_history.loc[1, 'date'] = arrow.utcnow().shift(minutes=-16)
# Take a copy to correctly modify the call
mocked_history = ohlcv_history.copy()
mocked_history['sell'] = 0
mocked_history['buy'] = 0
mocked_history.loc[1, 'buy'] = 1
caplog.set_level(logging.INFO)
2020-06-13 17:40:58 +00:00
mocker.patch.object(_STRATEGY.dp, 'ohlcv', return_value=ohlcv_history)
mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(mocked_history, 0))
2020-03-29 09:40:13 +00:00
mocker.patch.object(
_STRATEGY, 'assert_df',
side_effect=StrategyError('Dataframe returned...')
2020-03-29 09:40:13 +00:00
)
2020-06-13 17:40:58 +00:00
_STRATEGY.analyze_pair('xyz')
assert log_has('Unable to analyze candle (OHLCV) data for pair xyz: Dataframe returned...',
caplog)
2020-12-19 16:59:49 +00:00
def test_assert_df(ohlcv_history, caplog):
2020-12-15 19:49:46 +00:00
df_len = len(ohlcv_history) - 1
# Ensure it's running when passed correctly
_STRATEGY.assert_df(ohlcv_history, len(ohlcv_history),
2020-12-15 19:49:46 +00:00
ohlcv_history.loc[df_len, 'close'], ohlcv_history.loc[df_len, 'date'])
with pytest.raises(StrategyError, match=r"Dataframe returned from strategy.*length\."):
_STRATEGY.assert_df(ohlcv_history, len(ohlcv_history) + 1,
2020-12-15 19:49:46 +00:00
ohlcv_history.loc[df_len, 'close'], ohlcv_history.loc[df_len, 'date'])
with pytest.raises(StrategyError,
match=r"Dataframe returned from strategy.*last close price\."):
_STRATEGY.assert_df(ohlcv_history, len(ohlcv_history),
2020-12-15 19:59:58 +00:00
ohlcv_history.loc[df_len, 'close'] + 0.01,
ohlcv_history.loc[df_len, 'date'])
with pytest.raises(StrategyError,
match=r"Dataframe returned from strategy.*last date\."):
_STRATEGY.assert_df(ohlcv_history, len(ohlcv_history),
2020-12-15 19:49:46 +00:00
ohlcv_history.loc[df_len, 'close'], ohlcv_history.loc[0, 'date'])
2020-03-29 09:40:13 +00:00
_STRATEGY.disable_dataframe_checks = True
caplog.clear()
_STRATEGY.assert_df(ohlcv_history, len(ohlcv_history),
2020-12-15 19:49:46 +00:00
ohlcv_history.loc[2, 'close'], ohlcv_history.loc[0, 'date'])
assert log_has_re(r"Dataframe returned from strategy.*last date\.", caplog)
2020-05-30 07:43:50 +00:00
# reset to avoid problems in other tests due to test leakage
_STRATEGY.disable_dataframe_checks = False
def test_ohlcvdata_to_dataframe(default_conf, testdatadir) -> None:
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
timerange = TimeRange.parse_timerange('1510694220-1510700340')
data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange,
fill_up_missing=True)
processed = strategy.ohlcvdata_to_dataframe(data)
assert len(processed['UNITTEST/BTC']) == 102 # partial candle was removed
2020-04-02 18:23:20 +00:00
def test_ohlcvdata_to_dataframe_copy(mocker, default_conf, testdatadir) -> None:
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
aimock = mocker.patch('freqtrade.strategy.interface.IStrategy.advise_indicators')
timerange = TimeRange.parse_timerange('1510694220-1510700340')
data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange,
fill_up_missing=True)
strategy.ohlcvdata_to_dataframe(data)
assert aimock.call_count == 1
# Ensure that a copy of the dataframe is passed to advice_indicators
assert aimock.call_args_list[0][0][0] is not data
def test_min_roi_reached(default_conf, fee) -> None:
# Use list to confirm sequence does not matter
min_roi_list = [{20: 0.05, 55: 0.01, 0: 0.1},
{0: 0.1, 20: 0.05, 55: 0.01}]
for roi in min_roi_list:
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
strategy.minimal_roi = roi
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
2019-12-17 05:58:10 +00:00
amount=5,
open_date=arrow.utcnow().shift(hours=-1).datetime,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='bittrex',
open_rate=1,
)
assert not strategy.min_roi_reached(trade, 0.02, arrow.utcnow().shift(minutes=-56).datetime)
assert strategy.min_roi_reached(trade, 0.12, arrow.utcnow().shift(minutes=-56).datetime)
assert not strategy.min_roi_reached(trade, 0.04, arrow.utcnow().shift(minutes=-39).datetime)
assert strategy.min_roi_reached(trade, 0.06, arrow.utcnow().shift(minutes=-39).datetime)
assert not strategy.min_roi_reached(trade, -0.01, arrow.utcnow().shift(minutes=-1).datetime)
assert strategy.min_roi_reached(trade, 0.02, arrow.utcnow().shift(minutes=-1).datetime)
def test_min_roi_reached2(default_conf, fee) -> None:
# test with ROI raising after last interval
min_roi_list = [{20: 0.07,
30: 0.05,
55: 0.30,
0: 0.1
},
{0: 0.1,
20: 0.07,
30: 0.05,
55: 0.30
},
]
for roi in min_roi_list:
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
strategy.minimal_roi = roi
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
2019-12-17 05:58:10 +00:00
amount=5,
open_date=arrow.utcnow().shift(hours=-1).datetime,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='bittrex',
open_rate=1,
)
assert not strategy.min_roi_reached(trade, 0.02, arrow.utcnow().shift(minutes=-56).datetime)
assert strategy.min_roi_reached(trade, 0.12, arrow.utcnow().shift(minutes=-56).datetime)
assert not strategy.min_roi_reached(trade, 0.04, arrow.utcnow().shift(minutes=-39).datetime)
assert strategy.min_roi_reached(trade, 0.071, arrow.utcnow().shift(minutes=-39).datetime)
assert not strategy.min_roi_reached(trade, 0.04, arrow.utcnow().shift(minutes=-26).datetime)
assert strategy.min_roi_reached(trade, 0.06, arrow.utcnow().shift(minutes=-26).datetime)
# Should not trigger with 20% profit since after 55 minutes only 30% is active.
assert not strategy.min_roi_reached(trade, 0.20, arrow.utcnow().shift(minutes=-2).datetime)
assert strategy.min_roi_reached(trade, 0.31, arrow.utcnow().shift(minutes=-2).datetime)
2019-06-20 00:26:02 +00:00
def test_min_roi_reached3(default_conf, fee) -> None:
# test for issue #1948
min_roi = {20: 0.07,
30: 0.05,
55: 0.30,
}
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
2019-06-20 00:26:02 +00:00
strategy.minimal_roi = min_roi
trade = Trade(
2020-03-11 16:44:03 +00:00
pair='ETH/BTC',
stake_amount=0.001,
amount=5,
open_date=arrow.utcnow().shift(hours=-1).datetime,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='bittrex',
open_rate=1,
2019-06-20 00:26:02 +00:00
)
assert not strategy.min_roi_reached(trade, 0.02, arrow.utcnow().shift(minutes=-56).datetime)
assert not strategy.min_roi_reached(trade, 0.12, arrow.utcnow().shift(minutes=-56).datetime)
assert not strategy.min_roi_reached(trade, 0.04, arrow.utcnow().shift(minutes=-39).datetime)
assert strategy.min_roi_reached(trade, 0.071, arrow.utcnow().shift(minutes=-39).datetime)
assert not strategy.min_roi_reached(trade, 0.04, arrow.utcnow().shift(minutes=-26).datetime)
assert strategy.min_roi_reached(trade, 0.06, arrow.utcnow().shift(minutes=-26).datetime)
# Should not trigger with 20% profit since after 55 minutes only 30% is active.
assert not strategy.min_roi_reached(trade, 0.20, arrow.utcnow().shift(minutes=-2).datetime)
assert strategy.min_roi_reached(trade, 0.31, arrow.utcnow().shift(minutes=-2).datetime)
2020-12-19 19:22:32 +00:00
@pytest.mark.parametrize(
'profit,adjusted,expected,trailing,custom,profit2,adjusted2,expected2,custom_stop', [
# Profit, adjusted stoploss(absolute), profit for 2nd call, enable trailing,
# enable custom stoploss, expected after 1st call, expected after 2nd call
(0.2, 0.9, SellType.NONE, False, False, 0.3, 0.9, SellType.NONE, None),
(0.2, 0.9, SellType.NONE, False, False, -0.2, 0.9, SellType.STOP_LOSS, None),
(0.2, 1.14, SellType.NONE, True, False, 0.05, 1.14, SellType.TRAILING_STOP_LOSS, None),
(0.01, 0.96, SellType.NONE, True, False, 0.05, 1, SellType.NONE, None),
(0.05, 1, SellType.NONE, True, False, -0.01, 1, SellType.TRAILING_STOP_LOSS, None),
# Default custom case - trails with 10%
(0.05, 0.95, SellType.NONE, False, True, -0.02, 0.95, SellType.NONE, None),
(0.05, 0.95, SellType.NONE, False, True, -0.06, 0.95, SellType.TRAILING_STOP_LOSS, None),
(0.05, 1, SellType.NONE, False, True, -0.06, 1, SellType.TRAILING_STOP_LOSS,
lambda **kwargs: -0.05),
(0.05, 1, SellType.NONE, False, True, 0.09, 1.04, SellType.NONE,
lambda **kwargs: -0.05),
(0.05, 0.95, SellType.NONE, False, True, 0.09, 0.98, SellType.NONE,
lambda current_profit, **kwargs: -0.1 if current_profit < 0.6 else -(current_profit * 2)),
# Error case - static stoploss in place
(0.05, 0.9, SellType.NONE, False, True, 0.09, 0.9, SellType.NONE,
lambda **kwargs: None),
])
def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, trailing, custom,
2020-12-19 19:22:32 +00:00
profit2, adjusted2, expected2, custom_stop) -> None:
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
trade = Trade(
pair='ETH/BTC',
stake_amount=0.01,
amount=1,
open_date=arrow.utcnow().shift(hours=-1).datetime,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='bittrex',
open_rate=1,
)
trade.adjust_min_max_rates(trade.open_rate)
strategy.trailing_stop = trailing
strategy.trailing_stop_positive = -0.05
2020-12-20 10:12:22 +00:00
strategy.use_custom_stoploss = custom
2020-12-20 10:17:50 +00:00
original_stopvalue = strategy.custom_stoploss
2020-12-19 19:22:32 +00:00
if custom_stop:
2020-12-20 10:17:50 +00:00
strategy.custom_stoploss = custom_stop
now = arrow.utcnow().datetime
sl_flag = strategy.stop_loss_reached(current_rate=trade.open_rate * (1 + profit), trade=trade,
current_time=now, current_profit=profit,
force_stoploss=0, high=None)
assert isinstance(sl_flag, SellCheckTuple)
assert sl_flag.sell_type == expected
if expected == SellType.NONE:
assert sl_flag.sell_flag is False
else:
assert sl_flag.sell_flag is True
assert round(trade.stop_loss, 2) == adjusted
sl_flag = strategy.stop_loss_reached(current_rate=trade.open_rate * (1 + profit2), trade=trade,
current_time=now, current_profit=profit2,
force_stoploss=0, high=None)
assert sl_flag.sell_type == expected2
if expected2 == SellType.NONE:
assert sl_flag.sell_flag is False
else:
assert sl_flag.sell_flag is True
assert round(trade.stop_loss, 2) == adjusted2
2020-12-20 10:17:50 +00:00
strategy.custom_stoploss = original_stopvalue
2020-12-19 19:22:32 +00:00
def test_analyze_ticker_default(ohlcv_history, mocker, caplog) -> None:
caplog.set_level(logging.DEBUG)
2018-08-09 18:02:24 +00:00
ind_mock = MagicMock(side_effect=lambda x, meta: x)
buy_mock = MagicMock(side_effect=lambda x, meta: x)
sell_mock = MagicMock(side_effect=lambda x, meta: x)
mocker.patch.multiple(
'freqtrade.strategy.interface.IStrategy',
advise_indicators=ind_mock,
advise_buy=buy_mock,
advise_sell=sell_mock,
)
strategy = DefaultStrategy({})
strategy.analyze_ticker(ohlcv_history, {'pair': 'ETH/BTC'})
2018-08-09 18:02:24 +00:00
assert ind_mock.call_count == 1
assert buy_mock.call_count == 1
assert buy_mock.call_count == 1
assert log_has('TA Analysis Launched', caplog)
assert not log_has('Skipping TA Analysis for already analyzed candle', caplog)
caplog.clear()
strategy.analyze_ticker(ohlcv_history, {'pair': 'ETH/BTC'})
# No analysis happens as process_only_new_candles is true
2018-08-09 18:02:24 +00:00
assert ind_mock.call_count == 2
assert buy_mock.call_count == 2
assert buy_mock.call_count == 2
assert log_has('TA Analysis Launched', caplog)
assert not log_has('Skipping TA Analysis for already analyzed candle', caplog)
2018-08-09 18:02:24 +00:00
def test__analyze_ticker_internal_skip_analyze(ohlcv_history, mocker, caplog) -> None:
caplog.set_level(logging.DEBUG)
2018-08-09 18:02:24 +00:00
ind_mock = MagicMock(side_effect=lambda x, meta: x)
buy_mock = MagicMock(side_effect=lambda x, meta: x)
sell_mock = MagicMock(side_effect=lambda x, meta: x)
mocker.patch.multiple(
'freqtrade.strategy.interface.IStrategy',
advise_indicators=ind_mock,
advise_buy=buy_mock,
advise_sell=sell_mock,
)
strategy = DefaultStrategy({})
2020-06-13 17:40:58 +00:00
strategy.dp = DataProvider({}, None, None)
strategy.process_only_new_candles = True
2018-08-09 18:02:24 +00:00
ret = strategy._analyze_ticker_internal(ohlcv_history, {'pair': 'ETH/BTC'})
2018-12-02 15:03:34 +00:00
assert 'high' in ret.columns
assert 'low' in ret.columns
assert 'close' in ret.columns
assert isinstance(ret, DataFrame)
2018-08-09 18:02:24 +00:00
assert ind_mock.call_count == 1
assert buy_mock.call_count == 1
assert buy_mock.call_count == 1
assert log_has('TA Analysis Launched', caplog)
assert not log_has('Skipping TA Analysis for already analyzed candle', caplog)
caplog.clear()
2018-08-09 18:02:24 +00:00
ret = strategy._analyze_ticker_internal(ohlcv_history, {'pair': 'ETH/BTC'})
# No analysis happens as process_only_new_candles is true
2018-08-09 18:02:24 +00:00
assert ind_mock.call_count == 1
assert buy_mock.call_count == 1
assert buy_mock.call_count == 1
# only skipped analyze adds buy and sell columns, otherwise it's all mocked
2018-12-02 15:03:34 +00:00
assert 'buy' in ret.columns
assert 'sell' in ret.columns
2018-08-09 18:02:24 +00:00
assert ret['buy'].sum() == 0
assert ret['sell'].sum() == 0
assert not log_has('TA Analysis Launched', caplog)
assert log_has('Skipping TA Analysis for already analyzed candle', caplog)
2019-08-12 17:50:22 +00:00
2020-10-17 09:28:34 +00:00
@pytest.mark.usefixtures("init_persistence")
2019-08-12 17:50:22 +00:00
def test_is_pair_locked(default_conf):
default_conf.update({'strategy': 'DefaultStrategy'})
2020-10-26 06:36:25 +00:00
PairLocks.timeframe = default_conf['timeframe']
strategy = StrategyResolver.load_strategy(default_conf)
2020-10-17 09:28:34 +00:00
# No lock should be present
2020-10-25 09:54:30 +00:00
assert len(PairLocks.get_pair_locks(None)) == 0
2019-08-12 17:50:22 +00:00
pair = 'ETH/BTC'
assert not strategy.is_pair_locked(pair)
2020-10-26 06:36:25 +00:00
strategy.lock_pair(pair, arrow.now(timezone.utc).shift(minutes=4).datetime)
2019-08-12 17:50:22 +00:00
# ETH/BTC locked for 4 minutes
assert strategy.is_pair_locked(pair)
# XRP/BTC should not be locked now
pair = 'XRP/BTC'
assert not strategy.is_pair_locked(pair)
2019-12-22 08:46:00 +00:00
# Unlocking a pair that's not locked should not raise an error
strategy.unlock_pair(pair)
# Unlock original pair
pair = 'ETH/BTC'
strategy.unlock_pair(pair)
assert not strategy.is_pair_locked(pair)
2020-02-22 10:52:39 +00:00
2020-08-24 09:09:09 +00:00
pair = 'BTC/USDT'
# Lock until 14:30
lock_time = datetime(2020, 5, 1, 14, 30, 0, tzinfo=timezone.utc)
# Subtract 2 seconds, as locking rounds up to the next candle.
strategy.lock_pair(pair, lock_time - timedelta(seconds=2))
2020-10-17 09:28:34 +00:00
2020-08-24 09:09:09 +00:00
assert not strategy.is_pair_locked(pair)
# latest candle is from 14:20, lock goes to 14:30
assert strategy.is_pair_locked(pair, lock_time + timedelta(minutes=-10))
assert strategy.is_pair_locked(pair, lock_time + timedelta(minutes=-50))
# latest candle is from 14:25 (lock should be lifted)
# Since this is the "new candle" available at 14:30
assert not strategy.is_pair_locked(pair, lock_time + timedelta(minutes=-4))
# Should not be locked after time expired
assert not strategy.is_pair_locked(pair, lock_time + timedelta(minutes=10))
# Change timeframe to 15m
strategy.timeframe = '15m'
# Candle from 14:14 - lock goes until 14:30
assert strategy.is_pair_locked(pair, lock_time + timedelta(minutes=-16))
assert strategy.is_pair_locked(pair, lock_time + timedelta(minutes=-15, seconds=-2))
# Candle from 14:15 - lock goes until 14:30
assert not strategy.is_pair_locked(pair, lock_time + timedelta(minutes=-15))
2020-02-22 10:52:39 +00:00
2020-06-14 05:00:55 +00:00
def test_is_informative_pairs_callback(default_conf):
default_conf.update({'strategy': 'TestStrategyLegacy'})
strategy = StrategyResolver.load_strategy(default_conf)
# Should return empty
# Uses fallback to base implementation
assert [] == strategy.informative_pairs()
2020-02-22 10:52:39 +00:00
@pytest.mark.parametrize('error', [
ValueError, KeyError, Exception,
])
def test_strategy_safe_wrapper_error(caplog, error):
def failing_method():
raise error('This is an error.')
def working_method(argumentpassedin):
return argumentpassedin
with pytest.raises(StrategyError, match=r'This is an error.'):
strategy_safe_wrapper(failing_method, message='DeadBeef')()
assert log_has_re(r'DeadBeef.*', caplog)
ret = strategy_safe_wrapper(failing_method, message='DeadBeef', default_retval=True)()
assert isinstance(ret, bool)
assert ret
2020-06-14 05:15:24 +00:00
caplog.clear()
# Test supressing error
ret = strategy_safe_wrapper(failing_method, message='DeadBeef', supress_error=True)()
assert log_has_re(r'DeadBeef.*', caplog)
2020-02-22 10:52:39 +00:00
@pytest.mark.parametrize('value', [
1, 22, 55, True, False, {'a': 1, 'b': '112'},
[1, 2, 3, 4], (4, 2, 3, 6)
])
def test_strategy_safe_wrapper(value):
def working_method(argumentpassedin):
return argumentpassedin
ret = strategy_safe_wrapper(working_method, message='DeadBeef')(value)
assert type(ret) == type(value)
assert ret == value