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Merge pull request #5780 from samgermain/mark-price-candles

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Mark price candles
This commit is contained in:
Matthias
2021-12-09 06:24:54 +01:00
committed by GitHub
parent a7eb9f8a58 2679744228
commit 0c28d15dc1
53 changed files with 1407 additions and 449 deletions
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38
tests/commands/test_commands.py
View File

@@ -814,6 +814,18 @@ def test_download_data_trades(mocker, caplog):
assert dl_mock.call_args[1]['timerange'].starttype == "date"
assert dl_mock.call_count == 1
assert convert_mock.call_count == 1
args = [
"download-data",
"--exchange", "kraken",
"--pairs", "ETH/BTC", "XRP/BTC",
"--days", "20",
"--trading-mode", "futures",
"--dl-trades"
]
with pytest.raises(OperationalException,
match="Trade download not supported for futures."):
start_download_data(get_args(args))
def test_start_convert_trades(mocker, caplog):
@@ -1327,8 +1339,8 @@ def test_start_list_data(testdatadir, capsys):
start_list_data(pargs)
captured = capsys.readouterr()
assert "Found 17 pair / timeframe combinations." in captured.out
assert "\n| Pair | Timeframe |\n" in captured.out
assert "\n| UNITTEST/BTC | 1m, 5m, 8m, 30m |\n" in captured.out
assert "\n| Pair | Timeframe | Type |\n" in captured.out
assert "\n| UNITTEST/BTC | 1m, 5m, 8m, 30m | spot |\n" in captured.out
args = [
"list-data",
@@ -1343,9 +1355,27 @@ def test_start_list_data(testdatadir, capsys):
start_list_data(pargs)
captured = capsys.readouterr()
assert "Found 2 pair / timeframe combinations." in captured.out
assert "\n| Pair | Timeframe |\n" in captured.out
assert "\n| Pair | Timeframe | Type |\n" in captured.out
assert "UNITTEST/BTC" not in captured.out
assert "\n| XRP/ETH | 1m, 5m |\n" in captured.out
assert "\n| XRP/ETH | 1m, 5m | spot |\n" in captured.out
args = [
"list-data",
"--data-format-ohlcv",
"json",
"--trading-mode", "futures",
"--datadir",
str(testdatadir),
]
pargs = get_args(args)
pargs['config'] = None
start_list_data(pargs)
captured = capsys.readouterr()
assert "Found 3 pair / timeframe combinations." in captured.out
assert "\n| Pair | Timeframe | Type |\n" in captured.out
assert "\n| XRP/USDT | 1h | futures |\n" in captured.out
assert "\n| XRP/USDT | 1h | mark |\n" in captured.out
@pytest.mark.usefixtures("init_persistence")

8
tests/conftest.py
View File

@@ -18,8 +18,7 @@ from freqtrade import constants
from freqtrade.commands import Arguments
from freqtrade.data.converter import ohlcv_to_dataframe
from freqtrade.edge import PairInfo
from freqtrade.enums import Collateral, RunMode, TradingMode
from freqtrade.enums.signaltype import SignalDirection
from freqtrade.enums import CandleType, Collateral, RunMode, SignalDirection, TradingMode
from freqtrade.exchange import Exchange
from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.persistence import LocalTrade, Trade, init_db
@@ -459,6 +458,7 @@ def get_default_conf(testdatadir):
"disableparamexport": True,
"internals": {},
"export": "none",
"candle_type_def": CandleType.SPOT,
}
return configuration
@@ -2386,7 +2386,7 @@ def market_buy_order_usdt_doublefee(market_buy_order_usdt):
'amount': 25.0,
'cost': 50.25,
'fee': {'cost': 0.00025125, 'currency': 'BNB'}
}, {
}, {
'timestamp': None,
'datetime': None,
'symbol': 'ETH/USDT',
@@ -2399,7 +2399,7 @@ def market_buy_order_usdt_doublefee(market_buy_order_usdt):
'amount': 5,
'cost': 10,
'fee': {'cost': 0.0100306, 'currency': 'USDT'}
}]
}]
return order

86
tests/data/test_converter.py
View File

@@ -12,6 +12,8 @@ from freqtrade.data.converter import (convert_ohlcv_format, convert_trades_forma
trades_to_ohlcv, trim_dataframe)
from freqtrade.data.history import (get_timerange, load_data, load_pair_history,
validate_backtest_data)
from freqtrade.data.history.idatahandler import IDataHandler
from freqtrade.enums import CandleType
from tests.conftest import log_has, log_has_re
from tests.data.test_history import _clean_test_file
@@ -75,7 +77,8 @@ def test_ohlcv_fill_up_missing_data(testdatadir, caplog):
def test_ohlcv_fill_up_missing_data2(caplog):
timeframe = '5m'
ticks = [[
ticks = [
[
1511686200000, # 8:50:00
8.794e-05, # open
8.948e-05, # high
@@ -106,7 +109,7 @@ def test_ohlcv_fill_up_missing_data2(caplog):
8.895e-05,
8.817e-05,
123551
]
]
]
# Generate test-data without filling missing
@@ -133,7 +136,8 @@ def test_ohlcv_fill_up_missing_data2(caplog):
def test_ohlcv_drop_incomplete(caplog):
timeframe = '1d'
ticks = [[
ticks = [
[
1559750400000, # 2019-06-04
8.794e-05, # open
8.948e-05, # high
@@ -164,7 +168,7 @@ def test_ohlcv_drop_incomplete(caplog):
8.895e-05,
8.817e-05,
123551
]
]
]
caplog.set_level(logging.DEBUG)
data = ohlcv_to_dataframe(ticks, timeframe, pair="UNITTEST/BTC",
@@ -287,42 +291,56 @@ def test_convert_trades_format(default_conf, testdatadir, tmpdir):
file['new'].unlink()
def test_convert_ohlcv_format(default_conf, testdatadir, tmpdir):
@pytest.mark.parametrize('file_base,candletype', [
(['XRP_ETH-5m', 'XRP_ETH-1m'], CandleType.SPOT),
(['UNITTEST_USDT-1h-mark', 'XRP_USDT-1h-mark'], CandleType.MARK),
(['XRP_USDT-1h-futures'], CandleType.FUTURES),
])
def test_convert_ohlcv_format(default_conf, testdatadir, tmpdir, file_base, candletype):
tmpdir1 = Path(tmpdir)
prependix = '' if candletype == CandleType.SPOT else 'futures/'
files_orig = []
files_temp = []
files_new = []
for file in file_base:
file_orig = testdatadir / f"{prependix}{file}.json"
file_temp = tmpdir1 / f"{prependix}{file}.json"
file_new = tmpdir1 / f"{prependix}{file}.json.gz"
IDataHandler.create_dir_if_needed(file_temp)
copyfile(file_orig, file_temp)
file1_orig = testdatadir / "XRP_ETH-5m.json"
file1 = tmpdir1 / "XRP_ETH-5m.json"
file1_new = tmpdir1 / "XRP_ETH-5m.json.gz"
file2_orig = testdatadir / "XRP_ETH-1m.json"
file2 = tmpdir1 / "XRP_ETH-1m.json"
file2_new = tmpdir1 / "XRP_ETH-1m.json.gz"
copyfile(file1_orig, file1)
copyfile(file2_orig, file2)
files_orig.append(file_orig)
files_temp.append(file_temp)
files_new.append(file_new)
default_conf['datadir'] = tmpdir1
default_conf['pairs'] = ['XRP_ETH']
default_conf['timeframes'] = ['1m', '5m']
default_conf['pairs'] = ['XRP_ETH', 'XRP_USDT', 'UNITTEST_USDT']
default_conf['timeframes'] = ['1m', '5m', '1h']
assert not file1_new.exists()
assert not file2_new.exists()
assert not file_new.exists()
convert_ohlcv_format(default_conf, convert_from='json',
convert_to='jsongz', erase=False)
assert file1_new.exists()
assert file2_new.exists()
assert file1.exists()
assert file2.exists()
convert_ohlcv_format(
default_conf,
convert_from='json',
convert_to='jsongz',
erase=False,
candle_type=candletype
)
for file in (files_temp + files_new):
assert file.exists()
# Remove original files
file1.unlink()
file2.unlink()
for file in (files_temp):
file.unlink()
# Convert back
convert_ohlcv_format(default_conf, convert_from='jsongz',
convert_to='json', erase=True)
assert file1.exists()
assert file2.exists()
assert not file1_new.exists()
assert not file2_new.exists()
convert_ohlcv_format(
default_conf,
convert_from='jsongz',
convert_to='json',
erase=True,
candle_type=candletype
)
for file in (files_temp):
assert file.exists()
for file in (files_new):
assert not file.exists()

80
tests/data/test_dataprovider.py
View File

@@ -5,40 +5,49 @@ import pytest
from pandas import DataFrame
from freqtrade.data.dataprovider import DataProvider
from freqtrade.enums import RunMode
from freqtrade.enums import CandleType, RunMode
from freqtrade.exceptions import ExchangeError, OperationalException
from freqtrade.plugins.pairlistmanager import PairListManager
from tests.conftest import get_patched_exchange
def test_ohlcv(mocker, default_conf, ohlcv_history):
@pytest.mark.parametrize('candle_type', [
'mark',
'',
])
def test_dp_ohlcv(mocker, default_conf, ohlcv_history, candle_type):
default_conf["runmode"] = RunMode.DRY_RUN
timeframe = default_conf["timeframe"]
exchange = get_patched_exchange(mocker, default_conf)
exchange._klines[("XRP/BTC", timeframe)] = ohlcv_history
exchange._klines[("UNITTEST/BTC", timeframe)] = ohlcv_history
candletype = CandleType.from_string(candle_type)
exchange._klines[("XRP/BTC", timeframe, candletype)] = ohlcv_history
exchange._klines[("UNITTEST/BTC", timeframe, candletype)] = ohlcv_history
dp = DataProvider(default_conf, exchange)
assert dp.runmode == RunMode.DRY_RUN
assert ohlcv_history.equals(dp.ohlcv("UNITTEST/BTC", timeframe))
assert isinstance(dp.ohlcv("UNITTEST/BTC", timeframe), DataFrame)
assert dp.ohlcv("UNITTEST/BTC", timeframe) is not ohlcv_history
assert dp.ohlcv("UNITTEST/BTC", timeframe, copy=False) is ohlcv_history
assert not dp.ohlcv("UNITTEST/BTC", timeframe).empty
assert dp.ohlcv("NONESENSE/AAA", timeframe).empty
assert ohlcv_history.equals(dp.ohlcv("UNITTEST/BTC", timeframe, candle_type=candletype))
assert isinstance(dp.ohlcv("UNITTEST/BTC", timeframe, candle_type=candletype), DataFrame)
assert dp.ohlcv("UNITTEST/BTC", timeframe, candle_type=candletype) is not ohlcv_history
assert dp.ohlcv("UNITTEST/BTC", timeframe, copy=False, candle_type=candletype) is ohlcv_history
assert not dp.ohlcv("UNITTEST/BTC", timeframe, candle_type=candletype).empty
assert dp.ohlcv("NONESENSE/AAA", timeframe, candle_type=candletype).empty
# Test with and without parameter
assert dp.ohlcv("UNITTEST/BTC", timeframe).equals(dp.ohlcv("UNITTEST/BTC"))
assert dp.ohlcv(
"UNITTEST/BTC",
timeframe,
candle_type=candletype
).equals(dp.ohlcv("UNITTEST/BTC", candle_type=candle_type))
default_conf["runmode"] = RunMode.LIVE
dp = DataProvider(default_conf, exchange)
assert dp.runmode == RunMode.LIVE
assert isinstance(dp.ohlcv("UNITTEST/BTC", timeframe), DataFrame)
assert isinstance(dp.ohlcv("UNITTEST/BTC", timeframe, candle_type=candle_type), DataFrame)
default_conf["runmode"] = RunMode.BACKTEST
dp = DataProvider(default_conf, exchange)
assert dp.runmode == RunMode.BACKTEST
assert dp.ohlcv("UNITTEST/BTC", timeframe).empty
assert dp.ohlcv("UNITTEST/BTC", timeframe, candle_type=candle_type).empty
def test_historic_ohlcv(mocker, default_conf, ohlcv_history):
@@ -77,37 +86,50 @@ def test_historic_ohlcv_dataformat(mocker, default_conf, ohlcv_history):
jsonloadmock.assert_not_called()
def test_get_pair_dataframe(mocker, default_conf, ohlcv_history):
@pytest.mark.parametrize('candle_type', [
'mark',
'futures',
'',
])
def test_get_pair_dataframe(mocker, default_conf, ohlcv_history, candle_type):
default_conf["runmode"] = RunMode.DRY_RUN
timeframe = default_conf["timeframe"]
exchange = get_patched_exchange(mocker, default_conf)
exchange._klines[("XRP/BTC", timeframe)] = ohlcv_history
exchange._klines[("UNITTEST/BTC", timeframe)] = ohlcv_history
candletype = CandleType.from_string(candle_type)
exchange._klines[("XRP/BTC", timeframe, candletype)] = ohlcv_history
exchange._klines[("UNITTEST/BTC", timeframe, candletype)] = ohlcv_history
dp = DataProvider(default_conf, exchange)
assert dp.runmode == RunMode.DRY_RUN
assert ohlcv_history.equals(dp.get_pair_dataframe("UNITTEST/BTC", timeframe))
assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", timeframe), DataFrame)
assert dp.get_pair_dataframe("UNITTEST/BTC", timeframe) is not ohlcv_history
assert not dp.get_pair_dataframe("UNITTEST/BTC", timeframe).empty
assert dp.get_pair_dataframe("NONESENSE/AAA", timeframe).empty
assert ohlcv_history.equals(dp.get_pair_dataframe(
"UNITTEST/BTC", timeframe, candle_type=candle_type))
assert ohlcv_history.equals(dp.get_pair_dataframe(
"UNITTEST/BTC", timeframe, candle_type=candletype))
assert isinstance(dp.get_pair_dataframe(
"UNITTEST/BTC", timeframe, candle_type=candle_type), DataFrame)
assert dp.get_pair_dataframe("UNITTEST/BTC", timeframe,
candle_type=candle_type) is not ohlcv_history
assert not dp.get_pair_dataframe("UNITTEST/BTC", timeframe, candle_type=candle_type).empty
assert dp.get_pair_dataframe("NONESENSE/AAA", timeframe, candle_type=candle_type).empty
# Test with and without parameter
assert dp.get_pair_dataframe("UNITTEST/BTC", timeframe)\
.equals(dp.get_pair_dataframe("UNITTEST/BTC"))
assert dp.get_pair_dataframe("UNITTEST/BTC", timeframe, candle_type=candle_type)\
.equals(dp.get_pair_dataframe("UNITTEST/BTC", candle_type=candle_type))
default_conf["runmode"] = RunMode.LIVE
dp = DataProvider(default_conf, exchange)
assert dp.runmode == RunMode.LIVE
assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", timeframe), DataFrame)
assert dp.get_pair_dataframe("NONESENSE/AAA", timeframe).empty
assert isinstance(dp.get_pair_dataframe(
"UNITTEST/BTC", timeframe, candle_type=candle_type), DataFrame)
assert dp.get_pair_dataframe("NONESENSE/AAA", timeframe, candle_type=candle_type).empty
historymock = MagicMock(return_value=ohlcv_history)
mocker.patch("freqtrade.data.dataprovider.load_pair_history", historymock)
default_conf["runmode"] = RunMode.BACKTEST
dp = DataProvider(default_conf, exchange)
assert dp.runmode == RunMode.BACKTEST
assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", timeframe), DataFrame)
assert isinstance(dp.get_pair_dataframe(
"UNITTEST/BTC", timeframe, candle_type=candle_type), DataFrame)
# assert dp.get_pair_dataframe("NONESENSE/AAA", timeframe).empty
@@ -230,8 +252,8 @@ def test_get_analyzed_dataframe(mocker, default_conf, ohlcv_history):
exchange = get_patched_exchange(mocker, default_conf)
dp = DataProvider(default_conf, exchange)
dp._set_cached_df("XRP/BTC", timeframe, ohlcv_history)
dp._set_cached_df("UNITTEST/BTC", timeframe, ohlcv_history)
dp._set_cached_df("XRP/BTC", timeframe, ohlcv_history, CandleType.SPOT)
dp._set_cached_df("UNITTEST/BTC", timeframe, ohlcv_history, CandleType.SPOT)
assert dp.runmode == RunMode.DRY_RUN
dataframe, time = dp.get_analyzed_dataframe("UNITTEST/BTC", timeframe)
@@ -276,7 +298,7 @@ def test_no_exchange_mode(default_conf):
dp.refresh([()])
with pytest.raises(OperationalException, match=message):
dp.ohlcv('XRP/USDT', '5m')
dp.ohlcv('XRP/USDT', '5m', '')
with pytest.raises(OperationalException, match=message):
dp.market('XRP/USDT')

271
tests/data/test_history.py
View File

@@ -1,6 +1,7 @@
# pragma pylint: disable=missing-docstring, protected-access, C0103
import json
import re
import uuid
from pathlib import Path
from shutil import copyfile
@@ -23,6 +24,7 @@ from freqtrade.data.history.history_utils import (_download_pair_history, _downl
validate_backtest_data)
from freqtrade.data.history.idatahandler import IDataHandler, get_datahandler, get_datahandlerclass
from freqtrade.data.history.jsondatahandler import JsonDataHandler, JsonGzDataHandler
from freqtrade.enums import CandleType
from freqtrade.exchange import timeframe_to_minutes
from freqtrade.misc import file_dump_json
from freqtrade.resolvers import StrategyResolver
@@ -95,6 +97,17 @@ def test_load_data_1min_timeframe(ohlcv_history, mocker, caplog, testdatadir) ->
)
def test_load_data_mark(ohlcv_history, mocker, caplog, testdatadir) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ohlcv_history)
file = testdatadir / 'futures/UNITTEST_USDT-1h-mark.json'
load_data(datadir=testdatadir, timeframe='1h', pairs=['UNITTEST/BTC'], candle_type='mark')
assert file.is_file()
assert not log_has(
'Download history data for pair: "UNITTEST/USDT", interval: 1m '
'and store in None.', caplog
)
def test_load_data_startup_candles(mocker, caplog, default_conf, testdatadir) -> None:
ltfmock = mocker.patch(
'freqtrade.data.history.jsondatahandler.JsonDataHandler._ohlcv_load',
@@ -110,8 +123,9 @@ def test_load_data_startup_candles(mocker, caplog, default_conf, testdatadir) ->
assert ltfmock.call_args_list[0][1]['timerange'].startts == timerange.startts - 20 * 60
@pytest.mark.parametrize('candle_type', ['mark', ''])
def test_load_data_with_new_pair_1min(ohlcv_history_list, mocker, caplog,
default_conf, tmpdir) -> None:
default_conf, tmpdir, candle_type) -> None:
"""
Test load_pair_history() with 1 min timeframe
"""
@@ -121,7 +135,7 @@ def test_load_data_with_new_pair_1min(ohlcv_history_list, mocker, caplog,
file = tmpdir1 / 'MEME_BTC-1m.json'
# do not download a new pair if refresh_pairs isn't set
load_pair_history(datadir=tmpdir1, timeframe='1m', pair='MEME/BTC')
load_pair_history(datadir=tmpdir1, timeframe='1m', pair='MEME/BTC', candle_type=candle_type)
assert not file.is_file()
assert log_has(
'No history data for pair: "MEME/BTC", timeframe: 1m. '
@@ -131,7 +145,7 @@ def test_load_data_with_new_pair_1min(ohlcv_history_list, mocker, caplog,
# download a new pair if refresh_pairs is set
refresh_data(datadir=tmpdir1, timeframe='1m', pairs=['MEME/BTC'],
exchange=exchange)
load_pair_history(datadir=tmpdir1, timeframe='1m', pair='MEME/BTC')
load_pair_history(datadir=tmpdir1, timeframe='1m', pair='MEME/BTC', candle_type=candle_type)
assert file.is_file()
assert log_has_re(
r'Download history data for pair: "MEME/BTC" \(0/1\), timeframe: 1m '
@@ -143,19 +157,31 @@ def test_testdata_path(testdatadir) -> None:
assert str(Path('tests') / 'testdata') in str(testdatadir)
@pytest.mark.parametrize("pair,expected_result", [
("ETH/BTC", 'freqtrade/hello/world/ETH_BTC-5m.json'),
("Fabric Token/ETH", 'freqtrade/hello/world/Fabric_Token_ETH-5m.json'),
("ETHH20", 'freqtrade/hello/world/ETHH20-5m.json'),
(".XBTBON2H", 'freqtrade/hello/world/_XBTBON2H-5m.json'),
("ETHUSD.d", 'freqtrade/hello/world/ETHUSD_d-5m.json'),
("ACC_OLD/BTC", 'freqtrade/hello/world/ACC_OLD_BTC-5m.json'),
@pytest.mark.parametrize("pair,expected_result,candle_type", [
("ETH/BTC", 'freqtrade/hello/world/ETH_BTC-5m.json', ""),
("Fabric Token/ETH", 'freqtrade/hello/world/Fabric_Token_ETH-5m.json', ""),
("ETHH20", 'freqtrade/hello/world/ETHH20-5m.json', ""),
(".XBTBON2H", 'freqtrade/hello/world/_XBTBON2H-5m.json', ""),
("ETHUSD.d", 'freqtrade/hello/world/ETHUSD_d-5m.json', ""),
("ACC_OLD/BTC", 'freqtrade/hello/world/ACC_OLD_BTC-5m.json', ""),
("ETH/BTC", 'freqtrade/hello/world/futures/ETH_BTC-5m-mark.json', "mark"),
("ACC_OLD/BTC", 'freqtrade/hello/world/futures/ACC_OLD_BTC-5m-index.json', "index"),
])
def test_json_pair_data_filename(pair, expected_result):
fn = JsonDataHandler._pair_data_filename(Path('freqtrade/hello/world'), pair, '5m')
def test_json_pair_data_filename(pair, expected_result, candle_type):
fn = JsonDataHandler._pair_data_filename(
Path('freqtrade/hello/world'),
pair,
'5m',
CandleType.from_string(candle_type)
)
assert isinstance(fn, Path)
assert fn == Path(expected_result)
fn = JsonGzDataHandler._pair_data_filename(Path('freqtrade/hello/world'), pair, '5m')
fn = JsonGzDataHandler._pair_data_filename(
Path('freqtrade/hello/world'),
pair,
'5m',
candle_type=CandleType.from_string(candle_type)
)
assert isinstance(fn, Path)
assert fn == Path(expected_result + '.gz')
@@ -229,24 +255,38 @@ def test_load_cached_data_for_updating(mocker, testdatadir) -> None:
assert start_ts is None
def test_download_pair_history(ohlcv_history_list, mocker, default_conf, tmpdir) -> None:
@pytest.mark.parametrize('candle_type,subdir,file_tail', [
('mark', 'futures/', '-mark'),
('spot', '', ''),
])
def test_download_pair_history(
ohlcv_history_list,
mocker,
default_conf,
tmpdir,
candle_type,
subdir,
file_tail
) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ohlcv_history_list)
exchange = get_patched_exchange(mocker, default_conf)
tmpdir1 = Path(tmpdir)
file1_1 = tmpdir1 / 'MEME_BTC-1m.json'
file1_5 = tmpdir1 / 'MEME_BTC-5m.json'
file2_1 = tmpdir1 / 'CFI_BTC-1m.json'
file2_5 = tmpdir1 / 'CFI_BTC-5m.json'
file1_1 = tmpdir1 / f'{subdir}MEME_BTC-1m{file_tail}.json'
file1_5 = tmpdir1 / f'{subdir}MEME_BTC-5m{file_tail}.json'
file2_1 = tmpdir1 / f'{subdir}CFI_BTC-1m{file_tail}.json'
file2_5 = tmpdir1 / f'{subdir}CFI_BTC-5m{file_tail}.json'
assert not file1_1.is_file()
assert not file2_1.is_file()
assert _download_pair_history(datadir=tmpdir1, exchange=exchange,
pair='MEME/BTC',
timeframe='1m')
timeframe='1m',
candle_type=candle_type)
assert _download_pair_history(datadir=tmpdir1, exchange=exchange,
pair='CFI/BTC',
timeframe='1m')
timeframe='1m',
candle_type=candle_type)
assert not exchange._pairs_last_refresh_time
assert file1_1.is_file()
assert file2_1.is_file()
@@ -260,10 +300,12 @@ def test_download_pair_history(ohlcv_history_list, mocker, default_conf, tmpdir)
assert _download_pair_history(datadir=tmpdir1, exchange=exchange,
pair='MEME/BTC',
timeframe='5m')
timeframe='5m',
candle_type=candle_type)
assert _download_pair_history(datadir=tmpdir1, exchange=exchange,
pair='CFI/BTC',
timeframe='5m')
timeframe='5m',
candle_type=candle_type)
assert not exchange._pairs_last_refresh_time
assert file1_5.is_file()
assert file2_5.is_file()
@@ -283,7 +325,9 @@ def test_download_pair_history2(mocker, default_conf, testdatadir) -> None:
timeframe='1m')
_download_pair_history(datadir=testdatadir, exchange=exchange, pair="UNITTEST/BTC",
timeframe='3m')
assert json_dump_mock.call_count == 2
_download_pair_history(datadir=testdatadir, exchange=exchange, pair="UNITTEST/USDT",
timeframe='1h', candle_type='mark')
assert json_dump_mock.call_count == 3
def test_download_backtesting_data_exception(mocker, caplog, default_conf, tmpdir) -> None:
@@ -443,7 +487,13 @@ def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> No
assert len(caplog.record_tuples) == 0
def test_refresh_backtest_ohlcv_data(mocker, default_conf, markets, caplog, testdatadir):
@pytest.mark.parametrize('trademode,callcount', [
('spot', 4),
('margin', 4),
('futures', 6),
])
def test_refresh_backtest_ohlcv_data(
mocker, default_conf, markets, caplog, testdatadir, trademode, callcount):
dl_mock = mocker.patch('freqtrade.data.history.history_utils._download_pair_history',
MagicMock())
mocker.patch(
@@ -456,10 +506,11 @@ def test_refresh_backtest_ohlcv_data(mocker, default_conf, markets, caplog, test
timerange = TimeRange.parse_timerange("20190101-20190102")
refresh_backtest_ohlcv_data(exchange=ex, pairs=["ETH/BTC", "XRP/BTC"],
timeframes=["1m", "5m"], datadir=testdatadir,
timerange=timerange, erase=True
timerange=timerange, erase=True,
trading_mode=trademode
)
assert dl_mock.call_count == 4
assert dl_mock.call_count == callcount
assert dl_mock.call_args[1]['timerange'].starttype == 'date'
assert log_has("Downloading pair ETH/BTC, interval 1m.", caplog)
@@ -477,7 +528,8 @@ def test_download_data_no_markets(mocker, default_conf, caplog, testdatadir):
unav_pairs = refresh_backtest_ohlcv_data(exchange=ex, pairs=["BTT/BTC", "LTC/USDT"],
timeframes=["1m", "5m"],
datadir=testdatadir,
timerange=timerange, erase=False
timerange=timerange, erase=False,
trading_mode='spot'
)
assert dl_mock.call_count == 0
@@ -605,33 +657,99 @@ def test_convert_trades_to_ohlcv(testdatadir, tmpdir, caplog):
def test_datahandler_ohlcv_get_pairs(testdatadir):
pairs = JsonDataHandler.ohlcv_get_pairs(testdatadir, '5m')
pairs = JsonDataHandler.ohlcv_get_pairs(testdatadir, '5m', candle_type=CandleType.SPOT)
# Convert to set to avoid failures due to sorting
assert set(pairs) == {'UNITTEST/BTC', 'XLM/BTC', 'ETH/BTC', 'TRX/BTC', 'LTC/BTC',
'XMR/BTC', 'ZEC/BTC', 'ADA/BTC', 'ETC/BTC', 'NXT/BTC',
'DASH/BTC', 'XRP/ETH'}
pairs = JsonGzDataHandler.ohlcv_get_pairs(testdatadir, '8m')
pairs = JsonGzDataHandler.ohlcv_get_pairs(testdatadir, '8m', candle_type=CandleType.SPOT)
assert set(pairs) == {'UNITTEST/BTC'}
pairs = HDF5DataHandler.ohlcv_get_pairs(testdatadir, '5m')
pairs = HDF5DataHandler.ohlcv_get_pairs(testdatadir, '5m', candle_type=CandleType.SPOT)
assert set(pairs) == {'UNITTEST/BTC'}
pairs = JsonDataHandler.ohlcv_get_pairs(testdatadir, '1h', candle_type=CandleType.MARK)
assert set(pairs) == {'UNITTEST/USDT', 'XRP/USDT'}
pairs = JsonGzDataHandler.ohlcv_get_pairs(testdatadir, '1h', candle_type=CandleType.FUTURES)
assert set(pairs) == {'XRP/USDT'}
pairs = HDF5DataHandler.ohlcv_get_pairs(testdatadir, '1h', candle_type=CandleType.MARK)
assert set(pairs) == {'UNITTEST/USDT'}
@pytest.mark.parametrize('filename,pair,timeframe,candletype', [
('XMR_BTC-5m.json', 'XMR_BTC', '5m', ''),
('XMR_USDT-1h.h5', 'XMR_USDT', '1h', ''),
('BTC-PERP-1h.h5', 'BTC-PERP', '1h', ''),
('BTC_USDT-2h.jsongz', 'BTC_USDT', '2h', ''),
('BTC_USDT-2h-mark.jsongz', 'BTC_USDT', '2h', 'mark'),
('XMR_USDT-1h-mark.h5', 'XMR_USDT', '1h', 'mark'),
('XMR_USDT-1h-random.h5', 'XMR_USDT', '1h', 'random'),
('BTC-PERP-1h-index.h5', 'BTC-PERP', '1h', 'index'),
('XMR_USDT_USDT-1h-mark.h5', 'XMR_USDT_USDT', '1h', 'mark'),
])
def test_datahandler_ohlcv_regex(filename, pair, timeframe, candletype):
regex = JsonDataHandler._OHLCV_REGEX
match = re.search(regex, filename)
assert len(match.groups()) > 1
assert match[1] == pair
assert match[2] == timeframe
assert match[3] == candletype
@pytest.mark.parametrize('input,expected', [
('XMR_USDT', 'XMR/USDT'),
('BTC_USDT', 'BTC/USDT'),
('USDT_BUSD', 'USDT/BUSD'),
('BTC_USDT_USDT', 'BTC/USDT:USDT'), # Futures
('XRP_USDT_USDT', 'XRP/USDT:USDT'), # futures
('BTC-PERP', 'BTC-PERP'),
('BTC-PERP_USDT', 'BTC-PERP:USDT'), # potential FTX case
('UNITTEST_USDT', 'UNITTEST/USDT'),
])
def test_rebuild_pair_from_filename(input, expected):
assert IDataHandler.rebuild_pair_from_filename(input) == expected
def test_datahandler_ohlcv_get_available_data(testdatadir):
paircombs = JsonDataHandler.ohlcv_get_available_data(testdatadir)
paircombs = JsonDataHandler.ohlcv_get_available_data(testdatadir, 'spot')
# Convert to set to avoid failures due to sorting
assert set(paircombs) == {('UNITTEST/BTC', '5m'), ('ETH/BTC', '5m'), ('XLM/BTC', '5m'),
('TRX/BTC', '5m'), ('LTC/BTC', '5m'), ('XMR/BTC', '5m'),
('ZEC/BTC', '5m'), ('UNITTEST/BTC', '1m'), ('ADA/BTC', '5m'),
('ETC/BTC', '5m'), ('NXT/BTC', '5m'), ('DASH/BTC', '5m'),
('XRP/ETH', '1m'), ('XRP/ETH', '5m'), ('UNITTEST/BTC', '30m'),
('UNITTEST/BTC', '8m'), ('NOPAIR/XXX', '4m')}
assert set(paircombs) == {
('UNITTEST/BTC', '5m', CandleType.SPOT),
('ETH/BTC', '5m', CandleType.SPOT),
('XLM/BTC', '5m', CandleType.SPOT),
('TRX/BTC', '5m', CandleType.SPOT),
('LTC/BTC', '5m', CandleType.SPOT),
('XMR/BTC', '5m', CandleType.SPOT),
('ZEC/BTC', '5m', CandleType.SPOT),
('UNITTEST/BTC', '1m', CandleType.SPOT),
('ADA/BTC', '5m', CandleType.SPOT),
('ETC/BTC', '5m', CandleType.SPOT),
('NXT/BTC', '5m', CandleType.SPOT),
('DASH/BTC', '5m', CandleType.SPOT),
('XRP/ETH', '1m', CandleType.SPOT),
('XRP/ETH', '5m', CandleType.SPOT),
('UNITTEST/BTC', '30m', CandleType.SPOT),
('UNITTEST/BTC', '8m', CandleType.SPOT),
('NOPAIR/XXX', '4m', CandleType.SPOT),
}
paircombs = JsonGzDataHandler.ohlcv_get_available_data(testdatadir)
assert set(paircombs) == {('UNITTEST/BTC', '8m')}
paircombs = HDF5DataHandler.ohlcv_get_available_data(testdatadir)
assert set(paircombs) == {('UNITTEST/BTC', '5m')}
paircombs = JsonDataHandler.ohlcv_get_available_data(testdatadir, 'futures')
# Convert to set to avoid failures due to sorting
assert set(paircombs) == {
('UNITTEST/USDT', '1h', 'mark'),
('XRP/USDT', '1h', 'futures'),
('XRP/USDT', '1h', 'mark'),
}
paircombs = JsonGzDataHandler.ohlcv_get_available_data(testdatadir, 'spot')
assert set(paircombs) == {('UNITTEST/BTC', '8m', CandleType.SPOT)}
paircombs = HDF5DataHandler.ohlcv_get_available_data(testdatadir, 'spot')
assert set(paircombs) == {('UNITTEST/BTC', '5m', CandleType.SPOT)}
def test_jsondatahandler_trades_get_pairs(testdatadir):
@@ -644,21 +762,29 @@ def test_jsondatahandler_ohlcv_purge(mocker, testdatadir):
mocker.patch.object(Path, "exists", MagicMock(return_value=False))
unlinkmock = mocker.patch.object(Path, "unlink", MagicMock())
dh = JsonGzDataHandler(testdatadir)
assert not dh.ohlcv_purge('UNITTEST/NONEXIST', '5m')
assert not dh.ohlcv_purge('UNITTEST/NONEXIST', '5m', '')
assert not dh.ohlcv_purge('UNITTEST/NONEXIST', '5m', candle_type='mark')
assert unlinkmock.call_count == 0
mocker.patch.object(Path, "exists", MagicMock(return_value=True))
assert dh.ohlcv_purge('UNITTEST/NONEXIST', '5m')
assert unlinkmock.call_count == 1
assert dh.ohlcv_purge('UNITTEST/NONEXIST', '5m', '')
assert dh.ohlcv_purge('UNITTEST/NONEXIST', '5m', candle_type='mark')
assert unlinkmock.call_count == 2
def test_jsondatahandler_ohlcv_load(testdatadir, caplog):
dh = JsonDataHandler(testdatadir)
df = dh.ohlcv_load('XRP/ETH', '5m')
df = dh.ohlcv_load('XRP/ETH', '5m', 'spot')
assert len(df) == 711
df_mark = dh.ohlcv_load('UNITTEST/USDT', '1h', candle_type="mark")
assert len(df_mark) == 99
df_no_mark = dh.ohlcv_load('UNITTEST/USDT', '1h', 'spot')
assert len(df_no_mark) == 0
# Failure case (empty array)
df1 = dh.ohlcv_load('NOPAIR/XXX', '4m')
df1 = dh.ohlcv_load('NOPAIR/XXX', '4m', 'spot')
assert len(df1) == 0
assert log_has("Could not load data for NOPAIR/XXX.", caplog)
assert df.columns.equals(df1.columns)
@@ -691,7 +817,9 @@ def test_jsondatahandler_trades_purge(mocker, testdatadir):
def test_datahandler_ohlcv_append(datahandler, testdatadir, ):
dh = get_datahandler(testdatadir, datahandler)
with pytest.raises(NotImplementedError):
dh.ohlcv_append('UNITTEST/ETH', '5m', DataFrame())
dh.ohlcv_append('UNITTEST/ETH', '5m', DataFrame(), CandleType.SPOT)
with pytest.raises(NotImplementedError):
dh.ohlcv_append('UNITTEST/ETH', '5m', DataFrame(), CandleType.MARK)
@pytest.mark.parametrize('datahandler', AVAILABLE_DATAHANDLERS)
@@ -773,35 +901,52 @@ def test_hdf5datahandler_trades_purge(mocker, testdatadir):
assert unlinkmock.call_count == 1
def test_hdf5datahandler_ohlcv_load_and_resave(testdatadir, tmpdir):
@pytest.mark.parametrize('pair,timeframe,candle_type,candle_append,startdt,enddt', [
# Data goes from 2018-01-10 - 2018-01-30
('UNITTEST/BTC', '5m', 'spot', '', '2018-01-15', '2018-01-19'),
# Mark data goes from to 2021-11-15 2021-11-19
('UNITTEST/USDT', '1h', 'mark', '-mark', '2021-11-16', '2021-11-18'),
])
def test_hdf5datahandler_ohlcv_load_and_resave(
testdatadir,
tmpdir,
pair,
timeframe,
candle_type,
candle_append,
startdt, enddt
):
tmpdir1 = Path(tmpdir)
tmpdir2 = tmpdir1
if candle_type not in ('', 'spot'):
tmpdir2 = tmpdir1 / 'futures'
tmpdir2.mkdir()
dh = HDF5DataHandler(testdatadir)
ohlcv = dh.ohlcv_load('UNITTEST/BTC', '5m')
ohlcv = dh._ohlcv_load(pair, timeframe, None, candle_type=candle_type)
assert isinstance(ohlcv, DataFrame)
assert len(ohlcv) > 0
file = tmpdir1 / 'UNITTEST_NEW-5m.h5'
file = tmpdir2 / f"UNITTEST_NEW-{timeframe}{candle_append}.h5"
assert not file.is_file()
dh1 = HDF5DataHandler(tmpdir1)
dh1.ohlcv_store('UNITTEST/NEW', '5m', ohlcv)
dh1.ohlcv_store('UNITTEST/NEW', timeframe, ohlcv, candle_type=candle_type)
assert file.is_file()
assert not ohlcv[ohlcv['date'] < '2018-01-15'].empty
assert not ohlcv[ohlcv['date'] < startdt].empty
# Data gores from 2018-01-10 - 2018-01-30
timerange = TimeRange.parse_timerange('20180115-20180119')
timerange = TimeRange.parse_timerange(f"{startdt.replace('-', '')}-{enddt.replace('-', '')}")
# Call private function to ensure timerange is filtered in hdf5
ohlcv = dh._ohlcv_load('UNITTEST/BTC', '5m', timerange)
ohlcv1 = dh1._ohlcv_load('UNITTEST/NEW', '5m', timerange)
ohlcv = dh._ohlcv_load(pair, timeframe, timerange, candle_type=candle_type)
ohlcv1 = dh1._ohlcv_load('UNITTEST/NEW', timeframe, timerange, candle_type=candle_type)
assert len(ohlcv) == len(ohlcv1)
assert ohlcv.equals(ohlcv1)
assert ohlcv[ohlcv['date'] < '2018-01-15'].empty
assert ohlcv[ohlcv['date'] > '2018-01-19'].empty
assert ohlcv[ohlcv['date'] < startdt].empty
assert ohlcv[ohlcv['date'] > enddt].empty
# Try loading inexisting file
ohlcv = dh.ohlcv_load('UNITTEST/NONEXIST', '5m')
ohlcv = dh.ohlcv_load('UNITTEST/NONEXIST', timeframe, candle_type=candle_type)
assert ohlcv.empty
@@ -809,12 +954,14 @@ def test_hdf5datahandler_ohlcv_purge(mocker, testdatadir):
mocker.patch.object(Path, "exists", MagicMock(return_value=False))
unlinkmock = mocker.patch.object(Path, "unlink", MagicMock())
dh = HDF5DataHandler(testdatadir)
assert not dh.ohlcv_purge('UNITTEST/NONEXIST', '5m')
assert not dh.ohlcv_purge('UNITTEST/NONEXIST', '5m', '')
assert not dh.ohlcv_purge('UNITTEST/NONEXIST', '5m', candle_type='mark')
assert unlinkmock.call_count == 0
mocker.patch.object(Path, "exists", MagicMock(return_value=True))
assert dh.ohlcv_purge('UNITTEST/NONEXIST', '5m')
assert unlinkmock.call_count == 1
assert dh.ohlcv_purge('UNITTEST/NONEXIST', '5m', '')
assert dh.ohlcv_purge('UNITTEST/NONEXIST', '5m', candle_type='mark')
assert unlinkmock.call_count == 2
def test_gethandlerclass():

12
tests/exchange/test_binance.py
View File

@@ -343,7 +343,8 @@ def test__set_leverage_binance(mocker, default_conf):
@pytest.mark.asyncio
async def test__async_get_historic_ohlcv_binance(default_conf, mocker, caplog):
@pytest.mark.parametrize('candle_type', ['mark', ''])
async def test__async_get_historic_ohlcv_binance(default_conf, mocker, caplog, candle_type):
ohlcv = [
[
int((datetime.now(timezone.utc).timestamp() - 1000) * 1000),
@@ -360,16 +361,17 @@ async def test__async_get_historic_ohlcv_binance(default_conf, mocker, caplog):
exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
pair = 'ETH/BTC'
respair, restf, res = await exchange._async_get_historic_ohlcv(
pair, "5m", 1500000000000, is_new_pair=False)
respair, restf, restype, res = await exchange._async_get_historic_ohlcv(
pair, "5m", 1500000000000, is_new_pair=False, candle_type=candle_type)
assert respair == pair
assert restf == '5m'
assert restype == candle_type
# Call with very old timestamp - causes tons of requests
assert exchange._api_async.fetch_ohlcv.call_count > 400
# assert res == ohlcv
exchange._api_async.fetch_ohlcv.reset_mock()
_, _, res = await exchange._async_get_historic_ohlcv(
pair, "5m", 1500000000000, is_new_pair=True)
_, _, _, res = await exchange._async_get_historic_ohlcv(
pair, "5m", 1500000000000, is_new_pair=True, candle_type=candle_type)
# Called twice - one "init" call - and one to get the actual data.
assert exchange._api_async.fetch_ohlcv.call_count == 2

30
tests/exchange/test_ccxt_compat.py
View File

@@ -11,6 +11,7 @@ from pathlib import Path
import pytest
from freqtrade.enums import CandleType
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_prev_date
from freqtrade.resolvers.exchange_resolver import ExchangeResolver
from tests.conftest import get_default_conf_usdt
@@ -51,14 +52,12 @@ EXCHANGES = {
'hasQuoteVolume': True,
'timeframe': '5m',
'futures': True,
'futures_fundingrate_tf': '8h',
'futures_pair': 'BTC/USDT:USDT',
},
'okex': {
'pair': 'BTC/USDT',
'hasQuoteVolume': True,
'timeframe': '5m',
'futures_fundingrate_tf': '8h',
'futures_pair': 'BTC/USDT:USDT',
'futures': True,
},
@@ -182,7 +181,9 @@ class TestCCXTExchange():
exchange, exchangename = exchange
pair = EXCHANGES[exchangename]['pair']
timeframe = EXCHANGES[exchangename]['timeframe']
pair_tf = (pair, timeframe)
pair_tf = (pair, timeframe, CandleType.SPOT)
ohlcv = exchange.refresh_latest_ohlcv([pair_tf])
assert isinstance(ohlcv, dict)
assert len(ohlcv[pair_tf]) == len(exchange.klines(pair_tf))
@@ -193,7 +194,6 @@ class TestCCXTExchange():
now = datetime.now(timezone.utc) - timedelta(minutes=(timeframe_to_minutes(timeframe) * 2))
assert exchange.klines(pair_tf).iloc[-1]['date'] >= timeframe_to_prev_date(timeframe, now)
@pytest.mark.skip("No futures support yet")
def test_ccxt_fetch_funding_rate_history(self, exchange_futures):
# TODO-lev: enable this test once Futures mode is enabled.
exchange, exchangename = exchange_futures
@@ -206,12 +206,32 @@ class TestCCXTExchange():
rate = exchange.get_funding_rate_history(pair, since)
assert isinstance(rate, dict)
expected_tf = EXCHANGES[exchangename].get('futures_fundingrate_tf', '1h')
expected_tf = exchange._ft_has['mark_ohlcv_timeframe']
this_hour = timeframe_to_prev_date(expected_tf)
prev_tick = timeframe_to_prev_date(expected_tf, this_hour - timedelta(minutes=1))
assert rate[int(this_hour.timestamp() * 1000)] != 0.0
assert rate[int(prev_tick.timestamp() * 1000)] != 0.0
@pytest.mark.skip("No futures support yet")
def test_fetch_mark_price_history(self, exchange_futures):
exchange, exchangename = exchange_futures
if not exchange:
# exchange_futures only returns values for supported exchanges
return
pair = EXCHANGES[exchangename].get('futures_pair', EXCHANGES[exchangename]['pair'])
since = int((datetime.now(timezone.utc) - timedelta(days=5)).timestamp() * 1000)
mark_candles = exchange._get_mark_price_history(pair, since)
assert isinstance(mark_candles, dict)
expected_tf = '1h'
this_hour = timeframe_to_prev_date(expected_tf)
prev_tick = timeframe_to_prev_date(expected_tf, this_hour - timedelta(minutes=1))
assert mark_candles[int(this_hour.timestamp() * 1000)] != 0.0
assert mark_candles[int(prev_tick.timestamp() * 1000)] != 0.0
# TODO: tests fetch_trades (?)
def test_ccxt_get_fee(self, exchange):

97
tests/exchange/test_exchange.py
View File

@@ -11,7 +11,7 @@ import ccxt
import pytest
from pandas import DataFrame
from freqtrade.enums import Collateral, TradingMode
from freqtrade.enums import CandleType, Collateral, TradingMode
from freqtrade.exceptions import (DDosProtection, DependencyException, InvalidOrderException,
OperationalException, PricingError, TemporaryError)
from freqtrade.exchange import Binance, Bittrex, Exchange, Kraken
@@ -1560,7 +1560,8 @@ def test_fetch_ticker(default_conf, mocker, exchange_name):
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name):
@pytest.mark.parametrize('candle_type', ['mark', ''])
def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name, candle_type):
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
ohlcv = [
[
@@ -1574,15 +1575,19 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name):
]
pair = 'ETH/BTC'
async def mock_candle_hist(pair, timeframe, since_ms):
return pair, timeframe, ohlcv
async def mock_candle_hist(pair, timeframe, candle_type, since_ms):
return pair, timeframe, candle_type, ohlcv
exchange._async_get_candle_history = Mock(wraps=mock_candle_hist)
# one_call calculation * 1.8 should do 2 calls
since = 5 * 60 * exchange.ohlcv_candle_limit('5m') * 1.8
ret = exchange.get_historic_ohlcv(pair, "5m", int((
arrow.utcnow().int_timestamp - since) * 1000))
ret = exchange.get_historic_ohlcv(
pair,
"5m",
int((arrow.utcnow().int_timestamp - since) * 1000),
candle_type=candle_type
)
assert exchange._async_get_candle_history.call_count == 2
# Returns twice the above OHLCV data
@@ -1595,13 +1600,18 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name):
raise TimeoutError()
exchange._async_get_candle_history = MagicMock(side_effect=mock_get_candle_hist_error)
ret = exchange.get_historic_ohlcv(pair, "5m", int(
(arrow.utcnow().int_timestamp - since) * 1000))
ret = exchange.get_historic_ohlcv(
pair,
"5m",
int((arrow.utcnow().int_timestamp - since) * 1000),
candle_type=candle_type
)
assert log_has_re(r"Async code raised an exception: .*", caplog)
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_get_historic_ohlcv_as_df(default_conf, mocker, exchange_name):
@pytest.mark.parametrize('candle_type', ['mark', ''])
def test_get_historic_ohlcv_as_df(default_conf, mocker, exchange_name, candle_type):
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
ohlcv = [
[
@@ -1631,15 +1641,19 @@ def test_get_historic_ohlcv_as_df(default_conf, mocker, exchange_name):
]
pair = 'ETH/BTC'
async def mock_candle_hist(pair, timeframe, since_ms):
return pair, timeframe, ohlcv
async def mock_candle_hist(pair, timeframe, candle_type, since_ms):
return pair, timeframe, candle_type, ohlcv
exchange._async_get_candle_history = Mock(wraps=mock_candle_hist)
# one_call calculation * 1.8 should do 2 calls
since = 5 * 60 * exchange.ohlcv_candle_limit('5m') * 1.8
ret = exchange.get_historic_ohlcv_as_df(pair, "5m", int((
arrow.utcnow().int_timestamp - since) * 1000))
ret = exchange.get_historic_ohlcv_as_df(
pair,
"5m",
int((arrow.utcnow().int_timestamp - since) * 1000),
candle_type=candle_type
)
assert exchange._async_get_candle_history.call_count == 2
# Returns twice the above OHLCV data
@@ -1653,6 +1667,7 @@ def test_get_historic_ohlcv_as_df(default_conf, mocker, exchange_name):
@pytest.mark.asyncio
@pytest.mark.parametrize("exchange_name", EXCHANGES)
# TODO-lev @pytest.mark.parametrize('candle_type', ['mark', ''])
async def test__async_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name):
ohlcv = [
[
@@ -1669,8 +1684,8 @@ async def test__async_get_historic_ohlcv(default_conf, mocker, caplog, exchange_
exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
pair = 'ETH/USDT'
respair, restf, res = await exchange._async_get_historic_ohlcv(
pair, "5m", 1500000000000, is_new_pair=False)
respair, restf, _, res = await exchange._async_get_historic_ohlcv(
pair, "5m", 1500000000000, candle_type=CandleType.SPOT, is_new_pair=False)
assert respair == pair
assert restf == '5m'
# Call with very old timestamp - causes tons of requests
@@ -1678,6 +1693,7 @@ async def test__async_get_historic_ohlcv(default_conf, mocker, caplog, exchange_
assert res[0] == ohlcv[0]
# TODO-lev: @pytest.mark.parametrize('candle_type', ['mark', ''])
def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
ohlcv = [
[
@@ -1702,7 +1718,7 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
exchange = get_patched_exchange(mocker, default_conf)
exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
pairs = [('IOTA/ETH', '5m'), ('XRP/ETH', '5m')]
pairs = [('IOTA/ETH', '5m', ''), ('XRP/ETH', '5m', '')]
# empty dicts
assert not exchange._klines
res = exchange.refresh_latest_ohlcv(pairs, cache=False)
@@ -1733,23 +1749,25 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
assert exchange.klines(pair, copy=False) is exchange.klines(pair, copy=False)
# test caching
res = exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m'), ('XRP/ETH', '5m')])
res = exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m', ''), ('XRP/ETH', '5m', '')])
assert len(res) == len(pairs)
assert exchange._api_async.fetch_ohlcv.call_count == 0
exchange.required_candle_call_count = 1
assert log_has(f"Using cached candle (OHLCV) data for pair {pairs[0][0]}, "
f"timeframe {pairs[0][1]} ...",
f"timeframe {pairs[0][1]}, candleType ...",
caplog)
res = exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m'), ('XRP/ETH', '5m'), ('XRP/ETH', '1d')],
cache=False)
res = exchange.refresh_latest_ohlcv(
[('IOTA/ETH', '5m', ''), ('XRP/ETH', '5m', ''), ('XRP/ETH', '1d', '')],
cache=False
)
assert len(res) == 3
assert exchange._api_async.fetch_ohlcv.call_count == 3
# Test the same again, should NOT return from cache!
exchange._api_async.fetch_ohlcv.reset_mock()
res = exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m'), ('XRP/ETH', '5m'), ('XRP/ETH', '1d')],
cache=False)
res = exchange.refresh_latest_ohlcv(
[('IOTA/ETH', '5m', ''), ('XRP/ETH', '5m', ''), ('XRP/ETH', '1d', '')], cache=False)
assert len(res) == 3
assert exchange._api_async.fetch_ohlcv.call_count == 3
@@ -1774,33 +1792,35 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
pair = 'ETH/BTC'
res = await exchange._async_get_candle_history(pair, "5m")
res = await exchange._async_get_candle_history(pair, "5m", CandleType.SPOT)
assert type(res) is tuple
assert len(res) == 3
assert len(res) == 4
assert res[0] == pair
assert res[1] == "5m"
assert res[2] == ohlcv
assert res[2] == CandleType.SPOT
assert res[3] == ohlcv
assert exchange._api_async.fetch_ohlcv.call_count == 1
assert not log_has(f"Using cached candle (OHLCV) data for {pair} ...", caplog)
# exchange = Exchange(default_conf)
await async_ccxt_exception(mocker, default_conf, MagicMock(),
"_async_get_candle_history", "fetch_ohlcv",
pair='ABCD/BTC', timeframe=default_conf['timeframe'])
pair='ABCD/BTC', timeframe=default_conf['timeframe'],
candle_type=CandleType.SPOT)
api_mock = MagicMock()
with pytest.raises(OperationalException,
match=r'Could not fetch historical candle \(OHLCV\) data.*'):
api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
await exchange._async_get_candle_history(pair, "5m",
await exchange._async_get_candle_history(pair, "5m", CandleType.SPOT,
(arrow.utcnow().int_timestamp - 2000) * 1000)
with pytest.raises(OperationalException, match=r'Exchange.* does not support fetching '
r'historical candle \(OHLCV\) data\..*'):
api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NotSupported("Not supported"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
await exchange._async_get_candle_history(pair, "5m",
await exchange._async_get_candle_history(pair, "5m", CandleType.SPOT,
(arrow.utcnow().int_timestamp - 2000) * 1000)
@@ -1816,12 +1836,13 @@ async def test__async_get_candle_history_empty(default_conf, mocker, caplog):
exchange = Exchange(default_conf)
pair = 'ETH/BTC'
res = await exchange._async_get_candle_history(pair, "5m")
res = await exchange._async_get_candle_history(pair, "5m", CandleType.SPOT)
assert type(res) is tuple
assert len(res) == 3
assert len(res) == 4
assert res[0] == pair
assert res[1] == "5m"
assert res[2] == ohlcv
assert res[2] == CandleType.SPOT
assert res[3] == ohlcv
assert exchange._api_async.fetch_ohlcv.call_count == 1
@@ -1838,7 +1859,7 @@ def test_refresh_latest_ohlcv_inv_result(default_conf, mocker, caplog):
# Monkey-patch async function with empty result
exchange._api_async.fetch_ohlcv = MagicMock(side_effect=mock_get_candle_hist)
pairs = [("ETH/BTC", "5m"), ("XRP/BTC", "5m")]
pairs = [("ETH/BTC", "5m", ''), ("XRP/BTC", "5m", '')]
res = exchange.refresh_latest_ohlcv(pairs)
assert exchange._klines
assert exchange._api_async.fetch_ohlcv.call_count == 2
@@ -2120,9 +2141,10 @@ async def test___async_get_candle_history_sort(default_conf, mocker, exchange_na
exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
sort_mock = mocker.patch('freqtrade.exchange.exchange.sorted', MagicMock(side_effect=sort_data))
# Test the OHLCV data sort
res = await exchange._async_get_candle_history('ETH/BTC', default_conf['timeframe'])
res = await exchange._async_get_candle_history(
'ETH/BTC', default_conf['timeframe'], CandleType.SPOT)
assert res[0] == 'ETH/BTC'
res_ohlcv = res[2]
res_ohlcv = res[3]
assert sort_mock.call_count == 1
assert res_ohlcv[0][0] == 1527830400000
@@ -2157,10 +2179,11 @@ async def test___async_get_candle_history_sort(default_conf, mocker, exchange_na
# Reset sort mock
sort_mock = mocker.patch('freqtrade.exchange.sorted', MagicMock(side_effect=sort_data))
# Test the OHLCV data sort
res = await exchange._async_get_candle_history('ETH/BTC', default_conf['timeframe'])
res = await exchange._async_get_candle_history(
'ETH/BTC', default_conf['timeframe'], CandleType.SPOT)
assert res[0] == 'ETH/BTC'
assert res[1] == default_conf['timeframe']
res_ohlcv = res[2]
res_ohlcv = res[3]
# Sorted not called again - data is already in order
assert sort_mock.call_count == 0
assert res_ohlcv[0][0] == 1527827700000
@@ -3014,7 +3037,7 @@ def test_timeframe_to_next_date():
def test_market_is_tradable(
mocker, default_conf, market_symbol, base,
quote, spot, margin, futures, trademode, add_dict, exchange, expected_result
) -> None:
) -> None:
default_conf['trading_mode'] = trademode
mocker.patch('freqtrade.exchange.exchange.Exchange.validate_trading_mode_and_collateral')
ex = get_patched_exchange(mocker, default_conf, id=exchange)

27
tests/leverage/test_candletype.py Normal file
View File

@@ -0,0 +1,27 @@
import pytest
from freqtrade.enums import CandleType
@pytest.mark.parametrize('input,expected', [
('', CandleType.SPOT),
('spot', CandleType.SPOT),
(CandleType.SPOT, CandleType.SPOT),
(CandleType.FUTURES, CandleType.FUTURES),
(CandleType.INDEX, CandleType.INDEX),
(CandleType.MARK, CandleType.MARK),
('futures', CandleType.FUTURES),
('mark', CandleType.MARK),
('premiumIndex', CandleType.PREMIUMINDEX),
])
def test_CandleType_from_string(input, expected):
assert CandleType.from_string(input) == expected
@pytest.mark.parametrize('input,expected', [
('futures', CandleType.FUTURES),
('spot', CandleType.SPOT),
('margin', CandleType.SPOT),
])
def test_CandleType_get_default(input, expected):
assert CandleType.get_default(input) == expected

5
tests/optimize/test_backtesting.py
View File

@@ -926,8 +926,9 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
offset = 1 if tres == 0 else 0
removed_candles = len(data[pair]) - offset - backtesting.strategy.startup_candle_count
assert len(backtesting.dataprovider.get_analyzed_dataframe(pair, '5m')[0]) == removed_candles
assert len(backtesting.dataprovider.get_analyzed_dataframe(
'NXT/BTC', '5m')[0]) == len(data['NXT/BTC']) - 1 - backtesting.strategy.startup_candle_count
assert len(
backtesting.dataprovider.get_analyzed_dataframe('NXT/BTC', '5m')[0]
) == len(data['NXT/BTC']) - 1 - backtesting.strategy.startup_candle_count
backtest_conf = {
'processed': processed,

56
tests/plugins/test_pairlist.py
View File

@@ -7,7 +7,7 @@ import pytest
import time_machine
from freqtrade.constants import AVAILABLE_PAIRLISTS
from freqtrade.enums.runmode import RunMode
from freqtrade.enums import CandleType, RunMode
from freqtrade.exceptions import OperationalException
from freqtrade.persistence import Trade
from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
@@ -461,11 +461,11 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
ohlcv_history_high_vola.loc[ohlcv_history_high_vola.index == 1, 'close'] = 0.00090
ohlcv_data = {
('ETH/BTC', '1d'): ohlcv_history,
('TKN/BTC', '1d'): ohlcv_history,
('LTC/BTC', '1d'): ohlcv_history.append(ohlcv_history),
('XRP/BTC', '1d'): ohlcv_history,
('HOT/BTC', '1d'): ohlcv_history_high_vola,
('ETH/BTC', '1d', CandleType.SPOT): ohlcv_history,
('TKN/BTC', '1d', CandleType.SPOT): ohlcv_history,
('LTC/BTC', '1d', CandleType.SPOT): ohlcv_history.append(ohlcv_history),
('XRP/BTC', '1d', CandleType.SPOT): ohlcv_history,
('HOT/BTC', '1d', CandleType.SPOT): ohlcv_history_high_vola,
}
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
@@ -579,11 +579,11 @@ def test_VolumePairList_range(mocker, whitelist_conf, shitcoinmarkets, tickers,
ohlcv_history_high_volume.loc[:, 'volume'] = 10
ohlcv_data = {
('ETH/BTC', '1d'): ohlcv_history,
('TKN/BTC', '1d'): ohlcv_history,
('LTC/BTC', '1d'): ohlcv_history_medium_volume,
('XRP/BTC', '1d'): ohlcv_history_high_vola,
('HOT/BTC', '1d'): ohlcv_history_high_volume,
('ETH/BTC', '1d', CandleType.SPOT): ohlcv_history,
('TKN/BTC', '1d', CandleType.SPOT): ohlcv_history,
('LTC/BTC', '1d', CandleType.SPOT): ohlcv_history_medium_volume,
('XRP/BTC', '1d', CandleType.SPOT): ohlcv_history_high_vola,
('HOT/BTC', '1d', CandleType.SPOT): ohlcv_history_high_volume,
}
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
@@ -855,9 +855,9 @@ def test_agefilter_min_days_listed_too_large(mocker, default_conf, markets, tick
def test_agefilter_caching(mocker, markets, whitelist_conf_agefilter, tickers, ohlcv_history):
with time_machine.travel("2021-09-01 05:00:00 +00:00") as t:
ohlcv_data = {
('ETH/BTC', '1d'): ohlcv_history,
('TKN/BTC', '1d'): ohlcv_history,
('LTC/BTC', '1d'): ohlcv_history,
('ETH/BTC', '1d', CandleType.SPOT): ohlcv_history,
('TKN/BTC', '1d', CandleType.SPOT): ohlcv_history,
('LTC/BTC', '1d', CandleType.SPOT): ohlcv_history,
}
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@@ -879,10 +879,10 @@ def test_agefilter_caching(mocker, markets, whitelist_conf_agefilter, tickers, o
assert freqtrade.exchange.refresh_latest_ohlcv.call_count == 2
ohlcv_data = {
('ETH/BTC', '1d'): ohlcv_history,
('TKN/BTC', '1d'): ohlcv_history,
('LTC/BTC', '1d'): ohlcv_history,
('XRP/BTC', '1d'): ohlcv_history.iloc[[0]],
('ETH/BTC', '1d', CandleType.SPOT): ohlcv_history,
('TKN/BTC', '1d', CandleType.SPOT): ohlcv_history,
('LTC/BTC', '1d', CandleType.SPOT): ohlcv_history,
('XRP/BTC', '1d', CandleType.SPOT): ohlcv_history.iloc[[0]],
}
mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', return_value=ohlcv_data)
freqtrade.pairlists.refresh_pairlist()
@@ -900,10 +900,10 @@ def test_agefilter_caching(mocker, markets, whitelist_conf_agefilter, tickers, o
t.move_to("2021-09-03 01:00:00 +00:00")
# Called once for XRP/BTC
ohlcv_data = {
('ETH/BTC', '1d'): ohlcv_history,
('TKN/BTC', '1d'): ohlcv_history,
('LTC/BTC', '1d'): ohlcv_history,
('XRP/BTC', '1d'): ohlcv_history,
('ETH/BTC', '1d', CandleType.SPOT): ohlcv_history,
('TKN/BTC', '1d', CandleType.SPOT): ohlcv_history,
('LTC/BTC', '1d', CandleType.SPOT): ohlcv_history,
('XRP/BTC', '1d', CandleType.SPOT): ohlcv_history,
}
mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', return_value=ohlcv_data)
freqtrade.pairlists.refresh_pairlist()
@@ -964,12 +964,12 @@ def test_rangestabilityfilter_caching(mocker, markets, default_conf, tickers, oh
get_tickers=tickers
)
ohlcv_data = {
('ETH/BTC', '1d'): ohlcv_history,
('TKN/BTC', '1d'): ohlcv_history,
('LTC/BTC', '1d'): ohlcv_history,
('XRP/BTC', '1d'): ohlcv_history,
('HOT/BTC', '1d'): ohlcv_history,
('BLK/BTC', '1d'): ohlcv_history,
('ETH/BTC', '1d', CandleType.SPOT): ohlcv_history,
('TKN/BTC', '1d', CandleType.SPOT): ohlcv_history,
('LTC/BTC', '1d', CandleType.SPOT): ohlcv_history,
('XRP/BTC', '1d', CandleType.SPOT): ohlcv_history,
('HOT/BTC', '1d', CandleType.SPOT): ohlcv_history,
('BLK/BTC', '1d', CandleType.SPOT): ohlcv_history,
}
mocker.patch.multiple(
'freqtrade.exchange.Exchange',

35
tests/rpc/test_rpc_apiserver.py
View File

@@ -16,7 +16,7 @@ from numpy import isnan
from requests.auth import _basic_auth_str
from freqtrade.__init__ import __version__
from freqtrade.enums import RunMode, State
from freqtrade.enums import CandleType, RunMode, State
from freqtrade.exceptions import DependencyException, ExchangeError, OperationalException
from freqtrade.loggers import setup_logging, setup_logging_pre
from freqtrade.persistence import PairLocks, Trade
@@ -706,9 +706,8 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
assert rc.json() == {"error": "Error querying /api/v1/edge: Edge is not enabled."}
@pytest.mark.parametrize(
'is_short,expected',
[(
@pytest.mark.parametrize('is_short,expected', [
(
True,
{'best_pair': 'ETC/BTC', 'best_rate': -0.5, 'best_pair_profit_ratio': -0.005,
'profit_all_coin': 43.61269123,
@@ -720,8 +719,8 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
'profit_closed_percent_mean': -0.75, 'profit_closed_ratio_sum': -0.015,
'profit_closed_percent_sum': -1.5, 'profit_closed_ratio': -6.739057628404269e-06,
'profit_closed_percent': -0.0, 'winning_trades': 0, 'losing_trades': 2}
),
(
),
(
False,
{'best_pair': 'XRP/BTC', 'best_rate': 1.0, 'best_pair_profit_ratio': 0.01,
'profit_all_coin': -44.0631579,
@@ -733,8 +732,8 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
'profit_closed_percent_mean': 0.75, 'profit_closed_ratio_sum': 0.015,
'profit_closed_percent_sum': 1.5, 'profit_closed_ratio': 7.391275897987988e-07,
'profit_closed_percent': 0.0, 'winning_trades': 2, 'losing_trades': 0}
),
(
),
(
None,
{'best_pair': 'XRP/BTC', 'best_rate': 1.0, 'best_pair_profit_ratio': 0.01,
'profit_all_coin': -14.43790415,
@@ -746,8 +745,8 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
'profit_closed_percent_mean': 0.25, 'profit_closed_ratio_sum': 0.005,
'profit_closed_percent_sum': 0.5, 'profit_closed_ratio': -5.429078808526421e-06,
'profit_closed_percent': -0.0, 'winning_trades': 1, 'losing_trades': 1}
)
])
)
])
def test_api_profit(botclient, mocker, ticker, fee, markets, is_short, expected):
ftbot, client = botclient
patch_get_signal(ftbot)
@@ -1180,7 +1179,7 @@ def test_api_pair_candles(botclient, ohlcv_history):
ohlcv_history['enter_short'] = 0
ohlcv_history['exit_short'] = 0
ftbot.dataprovider._set_cached_df("XRP/BTC", timeframe, ohlcv_history)
ftbot.dataprovider._set_cached_df("XRP/BTC", timeframe, ohlcv_history, CandleType.SPOT)
rc = client_get(client,
f"{BASE_URI}/pair_candles?limit={amount}&pair=XRP%2FBTC&timeframe={timeframe}")
@@ -1354,6 +1353,20 @@ def test_list_available_pairs(botclient):
assert rc.json()['pairs'] == ['XRP/ETH']
assert len(rc.json()['pair_interval']) == 1
ftbot.config['trading_mode'] = 'futures'
rc = client_get(
client, f"{BASE_URI}/available_pairs?timeframe=1h")
assert_response(rc)
assert rc.json()['length'] == 1
assert rc.json()['pairs'] == ['XRP/USDT']
rc = client_get(
client, f"{BASE_URI}/available_pairs?timeframe=1h&candletype=mark")
assert_response(rc)
assert rc.json()['length'] == 2
assert rc.json()['pairs'] == ['UNITTEST/USDT', 'XRP/USDT']
assert len(rc.json()['pair_interval']) == 2
def test_sysinfo(botclient):
ftbot, client = botclient

3
tests/strategy/strats/informative_decorator_strategy.py
View File

@@ -19,6 +19,7 @@ class InformativeDecoratorTest(IStrategy):
startup_candle_count: int = 20
def informative_pairs(self):
# Intentionally return 2 tuples, must be converted to 3 in compatibility code
return [('NEO/USDT', '5m')]
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
@@ -67,7 +68,7 @@ class InformativeDecoratorTest(IStrategy):
dataframe['rsi_less'] = dataframe['rsi'] < dataframe['rsi_1h']
# Mixing manual informative pairs with decorators.
informative = self.dp.get_pair_dataframe('NEO/USDT', '5m')
informative = self.dp.get_pair_dataframe('NEO/USDT', '5m', '')
informative['rsi'] = 14
dataframe = merge_informative_pair(dataframe, informative, self.timeframe, '5m', ffill=True)

3
tests/strategy/test_interface.py
View File

@@ -11,8 +11,7 @@ from pandas import DataFrame
from freqtrade.configuration import TimeRange
from freqtrade.data.dataprovider import DataProvider
from freqtrade.data.history import load_data
from freqtrade.enums import SellType
from freqtrade.enums.signaltype import SignalDirection
from freqtrade.enums import SellType, SignalDirection
from freqtrade.exceptions import OperationalException, StrategyError
from freqtrade.optimize.space import SKDecimal
from freqtrade.persistence import PairLocks, Trade

46
tests/strategy/test_strategy_helpers.py
View File

@@ -5,6 +5,7 @@ import pandas as pd
import pytest
from freqtrade.data.dataprovider import DataProvider
from freqtrade.enums import CandleType
from freqtrade.strategy import (merge_informative_pair, stoploss_from_absolute, stoploss_from_open,
timeframe_to_minutes)
from tests.conftest import get_patched_exchange
@@ -145,23 +146,24 @@ def test_stoploss_from_absolute():
assert stoploss_from_absolute(0, 100) == 1
# TODO-lev: @pytest.mark.parametrize('candle_type', ['mark', ''])
def test_informative_decorator(mocker, default_conf):
test_data_5m = generate_test_data('5m', 40)
test_data_30m = generate_test_data('30m', 40)
test_data_1h = generate_test_data('1h', 40)
data = {
('XRP/USDT', '5m'): test_data_5m,
('XRP/USDT', '30m'): test_data_30m,
('XRP/USDT', '1h'): test_data_1h,
('LTC/USDT', '5m'): test_data_5m,
('LTC/USDT', '30m'): test_data_30m,
('LTC/USDT', '1h'): test_data_1h,
('NEO/USDT', '30m'): test_data_30m,
('NEO/USDT', '5m'): test_data_5m,
('NEO/USDT', '1h'): test_data_1h,
('ETH/USDT', '1h'): test_data_1h,
('ETH/USDT', '30m'): test_data_30m,
('ETH/BTC', '1h'): test_data_1h,
('XRP/USDT', '5m', CandleType.SPOT): test_data_5m,
('XRP/USDT', '30m', CandleType.SPOT): test_data_30m,
('XRP/USDT', '1h', CandleType.SPOT): test_data_1h,
('LTC/USDT', '5m', CandleType.SPOT): test_data_5m,
('LTC/USDT', '30m', CandleType.SPOT): test_data_30m,
('LTC/USDT', '1h', CandleType.SPOT): test_data_1h,
('NEO/USDT', '30m', CandleType.SPOT): test_data_30m,
('NEO/USDT', '5m', CandleType.SPOT): test_data_5m,
('NEO/USDT', '1h', CandleType.SPOT): test_data_1h,
('ETH/USDT', '1h', CandleType.SPOT): test_data_1h,
('ETH/USDT', '30m', CandleType.SPOT): test_data_30m,
('ETH/BTC', '1h', CandleType.SPOT): test_data_1h,
}
from .strats.informative_decorator_strategy import InformativeDecoratorTest
default_conf['stake_currency'] = 'USDT'
@@ -173,19 +175,27 @@ def test_informative_decorator(mocker, default_conf):
])
assert len(strategy._ft_informative) == 6 # Equal to number of decorators used
informative_pairs = [('XRP/USDT', '1h'), ('LTC/USDT', '1h'), ('XRP/USDT', '30m'),
('LTC/USDT', '30m'), ('NEO/USDT', '1h'), ('NEO/USDT', '30m'),
('NEO/USDT', '5m'), ('ETH/BTC', '1h'), ('ETH/USDT', '30m')]
informative_pairs = [
('XRP/USDT', '1h', CandleType.SPOT),
('LTC/USDT', '1h', CandleType.SPOT),
('XRP/USDT', '30m', CandleType.SPOT),
('LTC/USDT', '30m', CandleType.SPOT),
('NEO/USDT', '1h', CandleType.SPOT),
('NEO/USDT', '30m', CandleType.SPOT),
('NEO/USDT', '5m', CandleType.SPOT),
('ETH/BTC', '1h', CandleType.SPOT),
('ETH/USDT', '30m', CandleType.SPOT)]
for inf_pair in informative_pairs:
assert inf_pair in strategy.gather_informative_pairs()
def test_historic_ohlcv(pair, timeframe):
return data[(pair, timeframe or strategy.timeframe)].copy()
def test_historic_ohlcv(pair, timeframe, candle_type):
return data[
(pair, timeframe or strategy.timeframe, CandleType.from_string(candle_type))].copy()
mocker.patch('freqtrade.data.dataprovider.DataProvider.historic_ohlcv',
side_effect=test_historic_ohlcv)
analyzed = strategy.advise_all_indicators(
{p: data[(p, strategy.timeframe)] for p in ('XRP/USDT', 'LTC/USDT')})
{p: data[(p, strategy.timeframe, CandleType.SPOT)] for p in ('XRP/USDT', 'LTC/USDT')})
expected_columns = [
'rsi_1h', 'rsi_30m', # Stacked informative decorators
'neo_usdt_rsi_1h', # NEO 1h informative

14
tests/test_freqtradebot.py
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@@ -11,7 +11,7 @@ import arrow
import pytest
from freqtrade.constants import CANCEL_REASON, MATH_CLOSE_PREC, UNLIMITED_STAKE_AMOUNT
from freqtrade.enums import RPCMessageType, RunMode, SellType, SignalDirection, State
from freqtrade.enums import CandleType, RPCMessageType, RunMode, SellType, SignalDirection, State
from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
InvalidOrderException, OperationalException, PricingError,
TemporaryError)
@@ -681,7 +681,10 @@ def test_process_informative_pairs_added(default_conf_usdt, ticker_usdt, mocker)
create_order=MagicMock(side_effect=TemporaryError),
refresh_latest_ohlcv=refresh_mock,
)
inf_pairs = MagicMock(return_value=[("BTC/ETH", '1m'), ("ETH/USDT", "1h")])
inf_pairs = MagicMock(return_value=[
("BTC/ETH", '1m', CandleType.SPOT),
("ETH/USDT", "1h", CandleType.SPOT)
])
mocker.patch.multiple(
'freqtrade.strategy.interface.IStrategy',
get_exit_signal=MagicMock(return_value=(False, False)),
@@ -696,9 +699,10 @@ def test_process_informative_pairs_added(default_conf_usdt, ticker_usdt, mocker)
freqtrade.process()
assert inf_pairs.call_count == 1
assert refresh_mock.call_count == 1
assert ("BTC/ETH", "1m") in refresh_mock.call_args[0][0]
assert ("ETH/USDT", "1h") in refresh_mock.call_args[0][0]
assert ("ETH/USDT", default_conf_usdt["timeframe"]) in refresh_mock.call_args[0][0]
assert ("BTC/ETH", "1m", CandleType.SPOT) in refresh_mock.call_args[0][0]
assert ("ETH/USDT", "1h", CandleType.SPOT) in refresh_mock.call_args[0][0]
assert ("ETH/USDT", default_conf_usdt["timeframe"],
CandleType.SPOT) in refresh_mock.call_args[0][0]
@pytest.mark.parametrize("trading_mode", [

9
tests/test_misc.py
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@@ -69,14 +69,15 @@ def test_file_load_json(mocker, testdatadir) -> None:
("ETH/BTC", 'ETH_BTC'),
("ETH/USDT", 'ETH_USDT'),
("ETH/USDT:USDT", 'ETH_USDT_USDT'), # swap with USDT as settlement currency
("ETH/USDT:USDT-210625", 'ETH_USDT_USDT_210625'), # expiring futures
("ETH/USDT:USDT-210625", 'ETH_USDT_USDT-210625'), # expiring futures
("Fabric Token/ETH", 'Fabric_Token_ETH'),
("ETHH20", 'ETHH20'),
(".XBTBON2H", '_XBTBON2H'),
("ETHUSD.d", 'ETHUSD_d'),
("ADA-0327", 'ADA_0327'),
("BTC-USD-200110", 'BTC_USD_200110'),
("F-AKRO/USDT", 'F_AKRO_USDT'),
("ADA-0327", 'ADA-0327'),
("BTC-USD-200110", 'BTC-USD-200110'),
("BTC-PERP:USDT", 'BTC-PERP_USDT'),
("F-AKRO/USDT", 'F-AKRO_USDT'),
("LC+/ETH", 'LC__ETH'),
("CMT@18/ETH", 'CMT_18_ETH'),
("LBTC:1022/SAI", 'LBTC_1022_SAI'),

BIN
tests/testdata/futures/UNITTEST_USDT-1h-mark.h5 vendored Normal file
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102
tests/testdata/futures/UNITTEST_USDT-1h-mark.json vendored Normal file
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@@ -0,0 +1,102 @@
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102
tests/testdata/futures/XRP_USDT-1h-futures.json vendored Normal file
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