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Merge branch 'develop' into pr/mkavinkumar1/6545

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This commit is contained in:
Matthias
2022-07-19 07:22:02 +02:00
parent 89cf60bfc9 75e190ff1d
commit 0287b742da
34 changed files with 447 additions and 135 deletions
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5
tests/conftest.py
View File

@@ -112,11 +112,8 @@ def patch_exchange(
mock_supported_modes=True
) -> None:
mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock(return_value={}))
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_config', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_ordertypes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_pricing')
mocker.patch('freqtrade.exchange.Exchange.id', PropertyMock(return_value=id))
mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value=id.title()))
mocker.patch('freqtrade.exchange.Exchange.precisionMode', PropertyMock(return_value=2))

19
tests/exchange/test_ccxt_compat.py
View File

@@ -153,6 +153,25 @@ class TestCCXTExchange():
assert isinstance(markets[pair], dict)
assert exchange.market_is_spot(markets[pair])
def test_has_validations(self, exchange):
exchange, exchangename = exchange
exchange.validate_ordertypes({
'entry': 'limit',
'exit': 'limit',
'stoploss': 'limit',
})
if exchangename == 'gateio':
# gateio doesn't have market orders on spot
return
exchange.validate_ordertypes({
'entry': 'market',
'exit': 'market',
'stoploss': 'market',
})
def test_load_markets_futures(self, exchange_futures):
exchange, exchangename = exchange_futures
if not exchange:

60
tests/exchange/test_exchange.py
View File

@@ -1078,10 +1078,9 @@ def test_validate_ordertypes(default_conf, mocker):
'stoploss': 'market',
'stoploss_on_exchange': False
}
# TODO: Revert once createMarketOrder is available again.
# with pytest.raises(OperationalException,
# match=r'Exchange .* does not support market orders.'):
# Exchange(default_conf)
with pytest.raises(OperationalException,
match=r'Exchange .* does not support market orders.'):
Exchange(default_conf)
default_conf['order_types'] = {
'entry': 'limit',
@@ -1187,7 +1186,58 @@ def test_create_dry_run_order(default_conf, mocker, side, exchange_name, leverag
assert order["symbol"] == "ETH/BTC"
assert order["amount"] == 1
assert order["leverage"] == leverage
assert order["cost"] == 1 * 200 / leverage
assert order["cost"] == 1 * 200
@pytest.mark.parametrize('side,is_short,order_reason', [
("buy", False, "entry"),
("sell", False, "exit"),
("buy", True, "exit"),
("sell", True, "entry"),
])
@pytest.mark.parametrize("order_type,price_side,fee", [
("limit", "same", 1.0),
("limit", "other", 2.0),
("market", "same", 2.0),
("market", "other", 2.0),
])
def test_create_dry_run_order_fees(
default_conf,
mocker,
side,
order_type,
is_short,
order_reason,
price_side,
fee,
):
mocker.patch(
'freqtrade.exchange.Exchange.get_fee',
side_effect=lambda symbol, taker_or_maker: 2.0 if taker_or_maker == 'taker' else 1.0
)
mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled',
return_value=price_side == 'other')
exchange = get_patched_exchange(mocker, default_conf)
order = exchange.create_dry_run_order(
pair='LTC/USDT',
ordertype=order_type,
side=side,
amount=10,
rate=2.0,
leverage=1.0
)
if price_side == 'other' or order_type == 'market':
assert order['fee']['rate'] == fee
return
else:
assert order['fee'] is None
mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled',
return_value=price_side != 'other')
order1 = exchange.fetch_dry_run_order(order['id'])
assert order1['fee']['rate'] == fee
@pytest.mark.parametrize("side,startprice,endprice", [

19
tests/exchange/test_gateio.py
View File

@@ -53,6 +53,25 @@ def test_fetch_stoploss_order_gateio(default_conf, mocker):
assert fetch_order_mock.call_args_list[0][1]['pair'] == 'ETH/BTC'
assert fetch_order_mock.call_args_list[0][1]['params'] == {'stop': True}
default_conf['trading_mode'] = 'futures'
default_conf['margin_mode'] = 'isolated'
exchange = get_patched_exchange(mocker, default_conf, id='gateio')
exchange.fetch_order = MagicMock(return_value={
'status': 'closed',
'id': '1234',
'stopPrice': 5.62,
'info': {
'trade_id': '222555'
}
})
exchange.fetch_stoploss_order('1234', 'ETH/BTC')
assert exchange.fetch_order.call_count == 2
assert exchange.fetch_order.call_args_list[0][1]['order_id'] == '1234'
assert exchange.fetch_order.call_args_list[1][1]['order_id'] == '222555'
def test_cancel_stoploss_order_gateio(default_conf, mocker):
exchange = get_patched_exchange(mocker, default_conf, id='gateio')

10
tests/optimize/conftest.py
View File

@@ -18,11 +18,11 @@ def hyperopt_conf(default_conf):
'runmode': RunMode.HYPEROPT,
'strategy': 'HyperoptableStrategy',
'hyperopt_loss': 'ShortTradeDurHyperOptLoss',
'hyperopt_path': str(Path(__file__).parent / 'hyperopts'),
'epochs': 1,
'timerange': None,
'spaces': ['default'],
'hyperopt_jobs': 1,
'hyperopt_path': str(Path(__file__).parent / 'hyperopts'),
'epochs': 1,
'timerange': None,
'spaces': ['default'],
'hyperopt_jobs': 1,
'hyperopt_min_trades': 1,
})
return hyperconf

61
tests/optimize/test_backtesting.py
View File

@@ -90,28 +90,6 @@ def load_data_test(what, testdatadir):
fill_missing=True)}
def simple_backtest(config, contour, mocker, testdatadir) -> None:
patch_exchange(mocker)
config['timeframe'] = '1m'
backtesting = Backtesting(config)
backtesting._set_strategy(backtesting.strategylist[0])
data = load_data_test(contour, testdatadir)
processed = backtesting.strategy.advise_all_indicators(data)
min_date, max_date = get_timerange(processed)
assert isinstance(processed, dict)
results = backtesting.backtest(
processed=processed,
start_date=min_date,
end_date=max_date,
max_open_trades=1,
position_stacking=False,
enable_protections=config.get('enable_protections', False),
)
# results :: <class 'pandas.core.frame.DataFrame'>
return results
# FIX: fixturize this?
def _make_backtest_conf(mocker, datadir, conf=None, pair='UNITTEST/BTC'):
data = history.load_data(datadir=datadir, timeframe='1m', pairs=[pair])
@@ -942,6 +920,7 @@ def test_backtest_dataprovider_analyzed_df(default_conf, fee, mocker, testdatadi
def test_backtest_pricecontours_protections(default_conf, fee, mocker, testdatadir) -> None:
# While this test IS a copy of test_backtest_pricecontours, it's needed to ensure
# results do not carry-over to the next run, which is not given by using parametrize.
patch_exchange(mocker)
default_conf['protections'] = [
{
"method": "CooldownPeriod",
@@ -949,6 +928,7 @@ def test_backtest_pricecontours_protections(default_conf, fee, mocker, testdatad
}]
default_conf['enable_protections'] = True
default_conf['timeframe'] = '1m'
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
@@ -959,12 +939,27 @@ def test_backtest_pricecontours_protections(default_conf, fee, mocker, testdatad
['sine', 9],
['raise', 10],
]
backtesting = Backtesting(default_conf)
backtesting._set_strategy(backtesting.strategylist[0])
# While entry-signals are unrealistic, running backtesting
# over and over again should not cause different results
for [contour, numres] in tests:
# Debug output for random test failure
print(f"{contour}, {numres}")
assert len(simple_backtest(default_conf, contour, mocker, testdatadir)['results']) == numres
data = load_data_test(contour, testdatadir)
processed = backtesting.strategy.advise_all_indicators(data)
min_date, max_date = get_timerange(processed)
assert isinstance(processed, dict)
results = backtesting.backtest(
processed=processed,
start_date=min_date,
end_date=max_date,
max_open_trades=1,
position_stacking=False,
enable_protections=default_conf.get('enable_protections', False),
)
assert len(results['results']) == numres
@pytest.mark.parametrize('protections,contour,expected', [
@@ -990,7 +985,25 @@ def test_backtest_pricecontours(default_conf, fee, mocker, testdatadir,
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
# While entry-signals are unrealistic, running backtesting
# over and over again should not cause different results
assert len(simple_backtest(default_conf, contour, mocker, testdatadir)['results']) == expected
patch_exchange(mocker)
default_conf['timeframe'] = '1m'
backtesting = Backtesting(default_conf)
backtesting._set_strategy(backtesting.strategylist[0])
data = load_data_test(contour, testdatadir)
processed = backtesting.strategy.advise_all_indicators(data)
min_date, max_date = get_timerange(processed)
assert isinstance(processed, dict)
results = backtesting.backtest(
processed=processed,
start_date=min_date,
end_date=max_date,
max_open_trades=1,
position_stacking=False,
enable_protections=default_conf.get('enable_protections', False),
)
assert len(results['results']) == expected
def test_backtest_clash_buy_sell(mocker, default_conf, testdatadir):

47
tests/optimize/test_hyperopt.py
View File

@@ -1,7 +1,7 @@
# pragma pylint: disable=missing-docstring,W0212,C0103
from datetime import datetime, timedelta
from pathlib import Path
from unittest.mock import ANY, MagicMock
from unittest.mock import ANY, MagicMock, PropertyMock
import pandas as pd
import pytest
@@ -18,8 +18,8 @@ from freqtrade.optimize.hyperopt_tools import HyperoptTools
from freqtrade.optimize.optimize_reports import generate_strategy_stats
from freqtrade.optimize.space import SKDecimal
from freqtrade.strategy import IntParameter
from tests.conftest import (CURRENT_TEST_STRATEGY, get_args, log_has, log_has_re, patch_exchange,
patched_configuration_load_config_file)
from tests.conftest import (CURRENT_TEST_STRATEGY, get_args, get_markets, log_has, log_has_re,
patch_exchange, patched_configuration_load_config_file)
def generate_result_metrics():
@@ -855,7 +855,7 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
'strategy': 'HyperoptableStrategy',
'user_data_dir': Path(tmpdir),
'hyperopt_random_state': 42,
'spaces': ['all']
'spaces': ['all'],
})
hyperopt = Hyperopt(hyperopt_conf)
hyperopt.backtesting.exchange.get_max_leverage = MagicMock(return_value=1.0)
@@ -883,6 +883,45 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
hyperopt.get_optimizer([], 2)
def test_in_strategy_auto_hyperopt_with_parallel(mocker, hyperopt_conf, tmpdir, fee) -> None:
mocker.patch('freqtrade.exchange.Exchange.validate_config', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
mocker.patch('freqtrade.exchange.Exchange._load_markets')
mocker.patch('freqtrade.exchange.Exchange.markets',
PropertyMock(return_value=get_markets()))
(Path(tmpdir) / 'hyperopt_results').mkdir(parents=True)
# No hyperopt needed
hyperopt_conf.update({
'strategy': 'HyperoptableStrategy',
'user_data_dir': Path(tmpdir),
'hyperopt_random_state': 42,
'spaces': ['all'],
# Enforce parallelity
'epochs': 2,
'hyperopt_jobs': 2,
'fee': fee.return_value,
})
hyperopt = Hyperopt(hyperopt_conf)
hyperopt.backtesting.exchange.get_max_leverage = lambda *x, **xx: 1.0
hyperopt.backtesting.exchange.get_min_pair_stake_amount = lambda *x, **xx: 1.0
hyperopt.backtesting.exchange.get_max_pair_stake_amount = lambda *x, **xx: 100.0
assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
assert isinstance(hyperopt.backtesting.strategy.buy_rsi, IntParameter)
assert hyperopt.backtesting.strategy.bot_loop_started is True
assert hyperopt.backtesting.strategy.buy_rsi.in_space is True
assert hyperopt.backtesting.strategy.buy_rsi.value == 35
assert hyperopt.backtesting.strategy.sell_rsi.value == 74
assert hyperopt.backtesting.strategy.protection_cooldown_lookback.value == 30
buy_rsi_range = hyperopt.backtesting.strategy.buy_rsi.range
assert isinstance(buy_rsi_range, range)
# Range from 0 - 50 (inclusive)
assert len(list(buy_rsi_range)) == 51
hyperopt.start()
def test_SKDecimal():
space = SKDecimal(1, 2, decimals=2)
assert 1.5 in space

1
tests/rpc/test_rpc_apiserver.py
View File

@@ -1398,6 +1398,7 @@ def test_api_strategies(botclient):
assert rc.json() == {'strategies': [
'HyperoptableStrategy',
'HyperoptableStrategyV2',
'InformativeDecoratorTest',
'StrategyTestV2',
'StrategyTestV3',

19
tests/rpc/test_rpc_telegram.py
View File

@@ -12,6 +12,7 @@ from unittest.mock import ANY, MagicMock
import arrow
import pytest
from pandas import DataFrame
from telegram import Chat, Message, ReplyKeyboardMarkup, Update
from telegram.error import BadRequest, NetworkError, TelegramError
@@ -1661,8 +1662,17 @@ def test_show_config_handle(default_conf, update, mocker) -> None:
(RPCMessageType.ENTRY, 'Long', 'long_signal_01', 1.0),
(RPCMessageType.ENTRY, 'Long', 'long_signal_01', 5.0),
(RPCMessageType.ENTRY, 'Short', 'short_signal_01', 2.0)])
def test_send_msg_buy_notification(default_conf, mocker, caplog, message_type,
enter, enter_signal, leverage) -> None:
def test_send_msg_enter_notification(default_conf, mocker, caplog, message_type,
enter, enter_signal, leverage) -> None:
default_conf['telegram']['notification_settings']['show_candle'] = 'ohlc'
df = DataFrame({
'open': [1.1],
'high': [2.2],
'low': [1.0],
'close': [1.5],
})
mocker.patch('freqtrade.data.dataprovider.DataProvider.get_analyzed_dataframe',
return_value=(df, 1))
msg = {
'type': message_type,
@@ -1680,6 +1690,7 @@ def test_send_msg_buy_notification(default_conf, mocker, caplog, message_type,
'fiat_currency': 'USD',
'current_rate': 1.099e-05,
'amount': 1333.3333333333335,
'analyzed_candle': {'open': 1.1, 'high': 2.2, 'low': 1.0, 'close': 1.5},
'open_date': arrow.utcnow().shift(hours=-1)
}
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
@@ -1689,6 +1700,7 @@ def test_send_msg_buy_notification(default_conf, mocker, caplog, message_type,
assert msg_mock.call_args[0][0] == (
f'\N{LARGE BLUE CIRCLE} *Binance (dry):* {enter} ETH/BTC (#1)\n'
'*Candle OHLC*: `1.1, 2.2, 1.0, 1.5`\n'
f'*Enter Tag:* `{enter_signal}`\n'
'*Amount:* `1333.33333333`\n'
f'{leverage_text}'
@@ -1716,7 +1728,8 @@ def test_send_msg_buy_notification(default_conf, mocker, caplog, message_type,
@pytest.mark.parametrize('message_type,enter_signal', [
(RPCMessageType.ENTRY_CANCEL, 'long_signal_01'),
(RPCMessageType.ENTRY_CANCEL, 'short_signal_01')])
def test_send_msg_buy_cancel_notification(default_conf, mocker, message_type, enter_signal) -> None:
def test_send_msg_enter_cancel_notification(
default_conf, mocker, message_type, enter_signal) -> None:
telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)

4
tests/strategy/strats/hyperoptable_strategy.py
View File

@@ -1,13 +1,13 @@
# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
from pandas import DataFrame
from strategy_test_v2 import StrategyTestV2
from strategy_test_v3 import StrategyTestV3
import freqtrade.vendor.qtpylib.indicators as qtpylib
from freqtrade.strategy import BooleanParameter, DecimalParameter, IntParameter, RealParameter
class HyperoptableStrategy(StrategyTestV2):
class HyperoptableStrategy(StrategyTestV3):
"""
Default Strategy provided by freqtrade bot.
Please do not modify this strategy, it's intended for internal use only.

54
tests/strategy/strats/hyperoptable_strategy_v2.py Normal file
View File

@@ -0,0 +1,54 @@
# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
from strategy_test_v2 import StrategyTestV2
from freqtrade.strategy import BooleanParameter, DecimalParameter, IntParameter, RealParameter
class HyperoptableStrategyV2(StrategyTestV2):
"""
Default Strategy provided by freqtrade bot.
Please do not modify this strategy, it's intended for internal use only.
Please look at the SampleStrategy in the user_data/strategy directory
or strategy repository https://github.com/freqtrade/freqtrade-strategies
for samples and inspiration.
"""
buy_params = {
'buy_rsi': 35,
# Intentionally not specified, so "default" is tested
# 'buy_plusdi': 0.4
}
sell_params = {
'sell_rsi': 74,
'sell_minusdi': 0.4
}
buy_plusdi = RealParameter(low=0, high=1, default=0.5, space='buy')
sell_rsi = IntParameter(low=50, high=100, default=70, space='sell')
sell_minusdi = DecimalParameter(low=0, high=1, default=0.5001, decimals=3, space='sell',
load=False)
protection_enabled = BooleanParameter(default=True)
protection_cooldown_lookback = IntParameter([0, 50], default=30)
@property
def protections(self):
prot = []
if self.protection_enabled.value:
prot.append({
"method": "CooldownPeriod",
"stop_duration_candles": self.protection_cooldown_lookback.value
})
return prot
bot_loop_started = False
def bot_loop_start(self):
self.bot_loop_started = True
def bot_start(self, **kwargs) -> None:
"""
Parameters can also be defined here ...
"""
self.buy_rsi = IntParameter([0, 50], default=30, space='buy')

2
tests/strategy/test_interface.py
View File

@@ -916,7 +916,7 @@ def test_hyperopt_parameters():
def test_auto_hyperopt_interface(default_conf):
default_conf.update({'strategy': 'HyperoptableStrategy'})
default_conf.update({'strategy': 'HyperoptableStrategyV2'})
PairLocks.timeframe = default_conf['timeframe']
strategy = StrategyResolver.load_strategy(default_conf)
strategy.ft_bot_start()

6
tests/strategy/test_strategy_loading.py
View File

@@ -34,7 +34,7 @@ def test_search_all_strategies_no_failed():
directory = Path(__file__).parent / "strats"
strategies = StrategyResolver.search_all_objects(directory, enum_failed=False)
assert isinstance(strategies, list)
assert len(strategies) == 6
assert len(strategies) == 7
assert isinstance(strategies[0], dict)
@@ -42,10 +42,10 @@ def test_search_all_strategies_with_failed():
directory = Path(__file__).parent / "strats"
strategies = StrategyResolver.search_all_objects(directory, enum_failed=True)
assert isinstance(strategies, list)
assert len(strategies) == 7
assert len(strategies) == 8
# with enum_failed=True search_all_objects() shall find 2 good strategies
# and 1 which fails to load
assert len([x for x in strategies if x['class'] is not None]) == 6
assert len([x for x in strategies if x['class'] is not None]) == 7
assert len([x for x in strategies if x['class'] is None]) == 1

15
tests/test_freqtradebot.py
View File

@@ -2059,8 +2059,9 @@ def test_update_trade_state_orderexception(mocker, default_conf_usdt, caplog) ->
@pytest.mark.parametrize("is_short", [False, True])
def test_update_trade_state_sell(
default_conf_usdt, trades_for_order, limit_order_open, limit_order, is_short, mocker,
default_conf_usdt, trades_for_order, limit_order_open, limit_order, is_short, mocker
):
buy_order = limit_order[entry_side(is_short)]
open_order = limit_order_open[exit_side(is_short)]
l_order = limit_order[exit_side(is_short)]
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
@@ -2087,6 +2088,9 @@ def test_update_trade_state_sell(
leverage=1,
is_short=is_short,
)
order = Order.parse_from_ccxt_object(buy_order, 'LTC/ETH', entry_side(is_short))
trade.orders.append(order)
order = Order.parse_from_ccxt_object(open_order, 'LTC/ETH', exit_side(is_short))
trade.orders.append(order)
assert order.status == 'open'
@@ -2790,6 +2794,7 @@ def test_manage_open_orders_partial(
rpc_mock = patch_RPCManager(mocker)
open_trade.is_short = is_short
open_trade.leverage = leverage
open_trade.orders[0].ft_order_side = 'sell' if is_short else 'buy'
limit_buy_order_old_partial['id'] = open_trade.open_order_id
limit_buy_order_old_partial['side'] = 'sell' if is_short else 'buy'
limit_buy_canceled = deepcopy(limit_buy_order_old_partial)
@@ -2875,6 +2880,7 @@ def test_manage_open_orders_partial_except(
limit_buy_order_old_partial_canceled, mocker
) -> None:
open_trade.is_short = is_short
open_trade.orders[0].ft_order_side = 'sell' if is_short else 'buy'
rpc_mock = patch_RPCManager(mocker)
limit_buy_order_old_partial_canceled['id'] = open_trade.open_order_id
limit_buy_order_old_partial['id'] = open_trade.open_order_id
@@ -3638,7 +3644,7 @@ def test_execute_trade_exit_market_order(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_usdt,
get_fee=fee,
_is_dry_limit_order_filled=MagicMock(return_value=False),
_is_dry_limit_order_filled=MagicMock(return_value=True),
)
patch_whitelist(mocker, default_conf_usdt)
freqtrade = FreqtradeBot(default_conf_usdt)
@@ -3654,7 +3660,8 @@ def test_execute_trade_exit_market_order(
# Increase the price and sell it
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_usdt_sell_up
fetch_ticker=ticker_usdt_sell_up,
_is_dry_limit_order_filled=MagicMock(return_value=False),
)
freqtrade.config['order_types']['exit'] = 'market'
@@ -3667,7 +3674,7 @@ def test_execute_trade_exit_market_order(
assert not trade.is_open
assert trade.close_profit == profit_ratio
assert rpc_mock.call_count == 3
assert rpc_mock.call_count == 4
last_msg = rpc_mock.call_args_list[-2][0][0]
assert {
'type': RPCMessageType.EXIT,

36
tests/test_plotting.py
View File

@@ -72,7 +72,7 @@ def test_add_indicators(default_conf, testdatadir, caplog):
strategy = StrategyResolver.load_strategy(default_conf)
# Generate buy/sell signals and indicators
# Generate entry/exit signals and indicators
data = strategy.analyze_ticker(data, {'pair': pair})
fig = generate_empty_figure()
@@ -113,7 +113,7 @@ def test_add_areas(default_conf, testdatadir, caplog):
ind_plain = {"macd": {"fill_to": "macdhist"}}
strategy = StrategyResolver.load_strategy(default_conf)
# Generate buy/sell signals and indicators
# Generate entry/exit signals and indicators
data = strategy.analyze_ticker(data, {'pair': pair})
fig = generate_empty_figure()
@@ -165,24 +165,24 @@ def test_plot_trades(testdatadir, caplog):
fig = plot_trades(fig, trades)
figure = fig1.layout.figure
# Check buys - color, should be in first graph, ...
trade_buy = find_trace_in_fig_data(figure.data, 'Trade buy')
assert isinstance(trade_buy, go.Scatter)
assert trade_buy.yaxis == 'y'
assert len(trades) == len(trade_buy.x)
assert trade_buy.marker.color == 'cyan'
assert trade_buy.marker.symbol == 'circle-open'
assert trade_buy.text[0] == '3.99%, buy_tag, roi, 15 min'
# Check entry - color, should be in first graph, ...
trade_entries = find_trace_in_fig_data(figure.data, 'Trade entry')
assert isinstance(trade_entries, go.Scatter)
assert trade_entries.yaxis == 'y'
assert len(trades) == len(trade_entries.x)
assert trade_entries.marker.color == 'cyan'
assert trade_entries.marker.symbol == 'circle-open'
assert trade_entries.text[0] == '3.99%, buy_tag, roi, 15 min'
trade_sell = find_trace_in_fig_data(figure.data, 'Sell - Profit')
assert isinstance(trade_sell, go.Scatter)
assert trade_sell.yaxis == 'y'
assert len(trades.loc[trades['profit_ratio'] > 0]) == len(trade_sell.x)
assert trade_sell.marker.color == 'green'
assert trade_sell.marker.symbol == 'square-open'
assert trade_sell.text[0] == '3.99%, buy_tag, roi, 15 min'
trade_exit = find_trace_in_fig_data(figure.data, 'Exit - Profit')
assert isinstance(trade_exit, go.Scatter)
assert trade_exit.yaxis == 'y'
assert len(trades.loc[trades['profit_ratio'] > 0]) == len(trade_exit.x)
assert trade_exit.marker.color == 'green'
assert trade_exit.marker.symbol == 'square-open'
assert trade_exit.text[0] == '3.99%, buy_tag, roi, 15 min'
trade_sell_loss = find_trace_in_fig_data(figure.data, 'Sell - Loss')
trade_sell_loss = find_trace_in_fig_data(figure.data, 'Exit - Loss')
assert isinstance(trade_sell_loss, go.Scatter)
assert trade_sell_loss.yaxis == 'y'
assert len(trades.loc[trades['profit_ratio'] <= 0]) == len(trade_sell_loss.x)