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Merge pull request #2538 from freqtrade/strategy_template

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new-strategy / new-hyperopt - from templates
This commit is contained in:
hroff-1902
2019-11-24 15:21:23 +03:00
committed by GitHub
parent cab748588c a374df7622
commit 1b645d64c8
46 changed files with 1124 additions and 203 deletions
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1
tests/optimize/test_backtesting.py
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@@ -869,6 +869,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
'backtesting',
'--config', 'config.json',
'--datadir', str(testdatadir),
'--strategy-path', str(Path(__file__).parents[2] / 'freqtrade/templates'),
'--ticker-interval', '1m',
'--timerange', '1510694220-1510700340',
'--enable-position-stacking',

10
tests/strategy/test_strategy.py
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@@ -36,13 +36,15 @@ def test_search_strategy():
def test_load_strategy(default_conf, result):
default_conf.update({'strategy': 'SampleStrategy'})
default_conf.update({'strategy': 'SampleStrategy',
'strategy_path': str(Path(__file__).parents[2] / 'freqtrade/templates')
})
resolver = StrategyResolver(default_conf)
assert 'rsi' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
def test_load_strategy_base64(result, caplog, default_conf):
with open("user_data/strategies/sample_strategy.py", "rb") as file:
with (Path(__file__).parents[2] / 'freqtrade/templates/sample_strategy.py').open("rb") as file:
encoded_string = urlsafe_b64encode(file.read()).decode("utf-8")
default_conf.update({'strategy': 'SampleStrategy:{}'.format(encoded_string)})
@@ -54,10 +56,10 @@ def test_load_strategy_base64(result, caplog, default_conf):
def test_load_strategy_invalid_directory(result, caplog, default_conf):
default_conf['strategy'] = 'SampleStrategy'
default_conf['strategy'] = 'DefaultStrategy'
resolver = StrategyResolver(default_conf)
extra_dir = Path.cwd() / 'some/path'
resolver._load_strategy('SampleStrategy', config=default_conf, extra_dir=extra_dir)
resolver._load_strategy('DefaultStrategy', config=default_conf, extra_dir=extra_dir)
assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog)

41
tests/test_configuration.py
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@@ -17,8 +17,6 @@ from freqtrade.configuration.config_validation import validate_config_schema
from freqtrade.configuration.deprecated_settings import (
check_conflicting_settings, process_deprecated_setting,
process_temporary_deprecated_settings)
from freqtrade.configuration.directory_operations import (create_datadir,
create_userdata_dir)
from freqtrade.configuration.load_config import load_config_file
from freqtrade.constants import DEFAULT_DB_DRYRUN_URL, DEFAULT_DB_PROD_URL
from freqtrade.loggers import _set_loggers
@@ -670,45 +668,6 @@ def test_validate_default_conf(default_conf) -> None:
validate(default_conf, constants.CONF_SCHEMA, Draft4Validator)
def test_create_datadir(mocker, default_conf, caplog) -> None:
mocker.patch.object(Path, "is_dir", MagicMock(return_value=False))
md = mocker.patch.object(Path, 'mkdir', MagicMock())
create_datadir(default_conf, '/foo/bar')
assert md.call_args[1]['parents'] is True
assert log_has('Created data directory: /foo/bar', caplog)
def test_create_userdata_dir(mocker, default_conf, caplog) -> None:
mocker.patch.object(Path, "is_dir", MagicMock(return_value=False))
md = mocker.patch.object(Path, 'mkdir', MagicMock())
x = create_userdata_dir('/tmp/bar', create_dir=True)
assert md.call_count == 7
assert md.call_args[1]['parents'] is False
assert log_has(f'Created user-data directory: {Path("/tmp/bar")}', caplog)
assert isinstance(x, Path)
assert str(x) == str(Path("/tmp/bar"))
def test_create_userdata_dir_exists(mocker, default_conf, caplog) -> None:
mocker.patch.object(Path, "is_dir", MagicMock(return_value=True))
md = mocker.patch.object(Path, 'mkdir', MagicMock())
create_userdata_dir('/tmp/bar')
assert md.call_count == 0
def test_create_userdata_dir_exists_exception(mocker, default_conf, caplog) -> None:
mocker.patch.object(Path, "is_dir", MagicMock(return_value=False))
md = mocker.patch.object(Path, 'mkdir', MagicMock())
with pytest.raises(OperationalException,
match=r'Directory `.{1,2}tmp.{1,2}bar` does not exist.*'):
create_userdata_dir('/tmp/bar', create_dir=False)
assert md.call_count == 0
def test_validate_tsl(default_conf):
default_conf['stoploss'] = 0.0
with pytest.raises(OperationalException, match='The config stoploss needs to be different '

91
tests/test_directory_operations.py Normal file
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@@ -0,0 +1,91 @@
# pragma pylint: disable=missing-docstring, protected-access, invalid-name
from pathlib import Path
from unittest.mock import MagicMock
import pytest
from freqtrade import OperationalException
from freqtrade.configuration.directory_operations import (copy_sample_files,
create_datadir,
create_userdata_dir)
from tests.conftest import log_has, log_has_re
def test_create_datadir(mocker, default_conf, caplog) -> None:
mocker.patch.object(Path, "is_dir", MagicMock(return_value=False))
md = mocker.patch.object(Path, 'mkdir', MagicMock())
create_datadir(default_conf, '/foo/bar')
assert md.call_args[1]['parents'] is True
assert log_has('Created data directory: /foo/bar', caplog)
def test_create_userdata_dir(mocker, default_conf, caplog) -> None:
mocker.patch.object(Path, "is_dir", MagicMock(return_value=False))
md = mocker.patch.object(Path, 'mkdir', MagicMock())
x = create_userdata_dir('/tmp/bar', create_dir=True)
assert md.call_count == 8
assert md.call_args[1]['parents'] is False
assert log_has(f'Created user-data directory: {Path("/tmp/bar")}', caplog)
assert isinstance(x, Path)
assert str(x) == str(Path("/tmp/bar"))
def test_create_userdata_dir_exists(mocker, default_conf, caplog) -> None:
mocker.patch.object(Path, "is_dir", MagicMock(return_value=True))
md = mocker.patch.object(Path, 'mkdir', MagicMock())
create_userdata_dir('/tmp/bar')
assert md.call_count == 0
def test_create_userdata_dir_exists_exception(mocker, default_conf, caplog) -> None:
mocker.patch.object(Path, "is_dir", MagicMock(return_value=False))
md = mocker.patch.object(Path, 'mkdir', MagicMock())
with pytest.raises(OperationalException,
match=r'Directory `.{1,2}tmp.{1,2}bar` does not exist.*'):
create_userdata_dir('/tmp/bar', create_dir=False)
assert md.call_count == 0
def test_copy_sample_files(mocker, default_conf, caplog) -> None:
mocker.patch.object(Path, "is_dir", MagicMock(return_value=True))
mocker.patch.object(Path, "exists", MagicMock(return_value=False))
copymock = mocker.patch('shutil.copy', MagicMock())
copy_sample_files(Path('/tmp/bar'))
assert copymock.call_count == 5
assert copymock.call_args_list[0][0][1] == str(
Path('/tmp/bar') / 'strategies/sample_strategy.py')
assert copymock.call_args_list[1][0][1] == str(
Path('/tmp/bar') / 'hyperopts/sample_hyperopt_advanced.py')
assert copymock.call_args_list[2][0][1] == str(
Path('/tmp/bar') / 'hyperopts/sample_hyperopt_loss.py')
assert copymock.call_args_list[3][0][1] == str(
Path('/tmp/bar') / 'hyperopts/sample_hyperopt.py')
assert copymock.call_args_list[4][0][1] == str(
Path('/tmp/bar') / 'notebooks/strategy_analysis_example.ipynb')
def test_copy_sample_files_errors(mocker, default_conf, caplog) -> None:
mocker.patch.object(Path, "is_dir", MagicMock(return_value=False))
mocker.patch.object(Path, "exists", MagicMock(return_value=False))
mocker.patch('shutil.copy', MagicMock())
with pytest.raises(OperationalException,
match=r"Directory `.{1,2}tmp.{1,2}bar` does not exist\."):
copy_sample_files(Path('/tmp/bar'))
mocker.patch.object(Path, "is_dir", MagicMock(side_effect=[True, False]))
with pytest.raises(OperationalException,
match=r"Directory `.{1,2}tmp.{1,2}bar.{1,2}strategies` does not exist\."):
copy_sample_files(Path('/tmp/bar'))
mocker.patch.object(Path, "is_dir", MagicMock(return_value=True))
mocker.patch.object(Path, "exists", MagicMock(return_value=True))
copy_sample_files(Path('/tmp/bar'))
assert log_has_re(r"File `.*` exists already, not deploying sample file\.", caplog)
caplog.clear()
copy_sample_files(Path('/tmp/bar'), overwrite=True)
assert log_has_re(r"File `.*` exists already, overwriting\.", caplog)

77
tests/test_utils.py
View File

@@ -9,8 +9,9 @@ from freqtrade.state import RunMode
from freqtrade.utils import (setup_utils_configuration, start_create_userdir,
start_download_data, start_list_exchanges,
start_list_markets, start_list_timeframes,
start_new_hyperopt, start_new_strategy,
start_trading)
from tests.conftest import get_args, log_has, patch_exchange
from tests.conftest import get_args, log_has, log_has_re, patch_exchange
def test_setup_utils_configuration():
@@ -442,6 +443,7 @@ def test_create_datadir_failed(caplog):
def test_create_datadir(caplog, mocker):
cud = mocker.patch("freqtrade.utils.create_userdata_dir", MagicMock())
csf = mocker.patch("freqtrade.utils.copy_sample_files", MagicMock())
args = [
"create-userdir",
"--userdir",
@@ -450,9 +452,82 @@ def test_create_datadir(caplog, mocker):
start_create_userdir(get_args(args))
assert cud.call_count == 1
assert csf.call_count == 1
assert len(caplog.record_tuples) == 0
def test_start_new_strategy(mocker, caplog):
wt_mock = mocker.patch.object(Path, "write_text", MagicMock())
mocker.patch.object(Path, "exists", MagicMock(return_value=False))
args = [
"new-strategy",
"--strategy",
"CoolNewStrategy"
]
start_new_strategy(get_args(args))
assert wt_mock.call_count == 1
assert "CoolNewStrategy" in wt_mock.call_args_list[0][0][0]
assert log_has_re("Writing strategy to .*", caplog)
def test_start_new_strategy_DefaultStrat(mocker, caplog):
args = [
"new-strategy",
"--strategy",
"DefaultStrategy"
]
with pytest.raises(OperationalException,
match=r"DefaultStrategy is not allowed as name\."):
start_new_strategy(get_args(args))
def test_start_new_strategy_no_arg(mocker, caplog):
args = [
"new-strategy",
]
with pytest.raises(OperationalException,
match="`new-strategy` requires --strategy to be set."):
start_new_strategy(get_args(args))
def test_start_new_hyperopt(mocker, caplog):
wt_mock = mocker.patch.object(Path, "write_text", MagicMock())
mocker.patch.object(Path, "exists", MagicMock(return_value=False))
args = [
"new-hyperopt",
"--hyperopt",
"CoolNewhyperopt"
]
start_new_hyperopt(get_args(args))
assert wt_mock.call_count == 1
assert "CoolNewhyperopt" in wt_mock.call_args_list[0][0][0]
assert log_has_re("Writing hyperopt to .*", caplog)
def test_start_new_hyperopt_DefaultHyperopt(mocker, caplog):
args = [
"new-hyperopt",
"--hyperopt",
"DefaultHyperopt"
]
with pytest.raises(OperationalException,
match=r"DefaultHyperopt is not allowed as name\."):
start_new_hyperopt(get_args(args))
def test_start_new_hyperopt_no_arg(mocker, caplog):
args = [
"new-hyperopt",
]
with pytest.raises(OperationalException,
match="`new-hyperopt` requires --hyperopt to be set."):
start_new_hyperopt(get_args(args))
def test_download_data_keyboardInterrupt(mocker, caplog, markets):
dl_mock = mocker.patch('freqtrade.utils.refresh_backtest_ohlcv_data',
MagicMock(side_effect=KeyboardInterrupt))