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Merge branch 'develop' into BASE64

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This commit is contained in:
Gert Wohlgemuth
2018-07-05 14:40:04 -07:00
committed by GitHub
parent 8bbee4038b 4f642b769c
commit 1c48902e64
48 changed files with 1135 additions and 1140 deletions
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9
freqtrade/tests/conftest.py
View File

@@ -2,8 +2,8 @@
import json
import logging
from datetime import datetime
from typing import Dict, Optional
from functools import reduce
from typing import Dict, Optional
from unittest.mock import MagicMock
import arrow
@@ -11,8 +11,8 @@ import pytest
from jsonschema import validate
from telegram import Chat, Message, Update
from freqtrade.analyze import Analyze
from freqtrade import constants
from freqtrade.analyze import Analyze
from freqtrade.exchange import Exchange
from freqtrade.freqtradebot import FreqtradeBot
@@ -100,7 +100,10 @@ def default_conf():
"0": 0.04
},
"stoploss": -0.10,
"unfilledtimeout": 600,
"unfilledtimeout": {
"buy": 10,
"sell": 30
},
"bid_strategy": {
"ask_last_balance": 0.0
},

179
freqtrade/tests/exchange/test_exchange.py
View File

@@ -2,16 +2,32 @@
# pragma pylint: disable=protected-access
import logging
from copy import deepcopy
from random import randint
from datetime import datetime
from random import randint
from unittest.mock import MagicMock, PropertyMock
import ccxt
import pytest
from freqtrade import OperationalException, DependencyException, TemporaryError
from freqtrade.exchange import Exchange, API_RETRY_COUNT
from freqtrade.tests.conftest import log_has, get_patched_exchange
from freqtrade import DependencyException, OperationalException, TemporaryError
from freqtrade.exchange import API_RETRY_COUNT, Exchange
from freqtrade.tests.conftest import get_patched_exchange, log_has
def ccxt_exceptionhandlers(mocker, default_conf, api_mock, fun, mock_ccxt_fun, **kwargs):
"""Function to test ccxt exception handling """
with pytest.raises(TemporaryError):
api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
getattr(exchange, fun)(**kwargs)
assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1
with pytest.raises(OperationalException):
api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
getattr(exchange, fun)(**kwargs)
assert api_mock.__dict__[mock_ccxt_fun].call_count == 1
def test_init(default_conf, mocker, caplog):
@@ -20,7 +36,7 @@ def test_init(default_conf, mocker, caplog):
assert log_has('Instance is running with dry_run enabled', caplog.record_tuples)
def test_init_exception(default_conf):
def test_init_exception(default_conf, mocker):
default_conf['exchange']['name'] = 'wrong_exchange_name'
with pytest.raises(
@@ -28,6 +44,13 @@ def test_init_exception(default_conf):
match='Exchange {} is not supported'.format(default_conf['exchange']['name'])):
Exchange(default_conf)
default_conf['exchange']['name'] = 'binance'
with pytest.raises(
OperationalException,
match='Exchange {} is not supported'.format(default_conf['exchange']['name'])):
mocker.patch("ccxt.binance", MagicMock(side_effect=AttributeError))
Exchange(default_conf)
def test_validate_pairs(default_conf, mocker):
api_mock = MagicMock()
@@ -97,6 +120,20 @@ def test_validate_pairs_stake_exception(default_conf, mocker, caplog):
Exchange(conf)
def test_exchangehas(default_conf, mocker):
exchange = get_patched_exchange(mocker, default_conf)
assert not exchange.exchange_has('ASDFASDF')
api_mock = MagicMock()
type(api_mock).has = PropertyMock(return_value={'deadbeef': True})
exchange = get_patched_exchange(mocker, default_conf, api_mock)
assert exchange.exchange_has("deadbeef")
type(api_mock).has = PropertyMock(return_value={'deadbeef': False})
exchange = get_patched_exchange(mocker, default_conf, api_mock)
assert not exchange.exchange_has("deadbeef")
def test_buy_dry_run(default_conf, mocker):
default_conf['dry_run'] = True
exchange = get_patched_exchange(mocker, default_conf)
@@ -216,6 +253,11 @@ def test_get_balance_prod(default_conf, mocker):
exchange.get_balance(currency='BTC')
with pytest.raises(TemporaryError, match=r'.*balance due to malformed exchange response:.*'):
exchange = get_patched_exchange(mocker, default_conf, api_mock)
mocker.patch('freqtrade.exchange.Exchange.get_balances', MagicMock(return_value={}))
exchange.get_balance(currency='BTC')
def test_get_balances_dry_run(default_conf, mocker):
default_conf['dry_run'] = True
@@ -243,17 +285,8 @@ def test_get_balances_prod(default_conf, mocker):
assert exchange.get_balances()['1ST']['total'] == 10.0
assert exchange.get_balances()['1ST']['used'] == 0.0
with pytest.raises(TemporaryError):
api_mock.fetch_balance = MagicMock(side_effect=ccxt.NetworkError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_balances()
assert api_mock.fetch_balance.call_count == API_RETRY_COUNT + 1
with pytest.raises(OperationalException):
api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_balances()
assert api_mock.fetch_balance.call_count == 1
ccxt_exceptionhandlers(mocker, default_conf, api_mock,
"get_balances", "fetch_balance")
def test_get_tickers(default_conf, mocker):
@@ -282,15 +315,8 @@ def test_get_tickers(default_conf, mocker):
assert tickers['BCH/BTC']['bid'] == 0.6
assert tickers['BCH/BTC']['ask'] == 0.5
with pytest.raises(TemporaryError): # test retrier
api_mock.fetch_tickers = MagicMock(side_effect=ccxt.NetworkError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_tickers()
with pytest.raises(OperationalException):
api_mock.fetch_tickers = MagicMock(side_effect=ccxt.BaseError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_tickers()
ccxt_exceptionhandlers(mocker, default_conf, api_mock,
"get_tickers", "fetch_tickers")
with pytest.raises(OperationalException):
api_mock.fetch_tickers = MagicMock(side_effect=ccxt.NotSupported)
@@ -345,15 +371,9 @@ def test_get_ticker(default_conf, mocker):
exchange.get_ticker(pair='ETH/BTC', refresh=False)
assert api_mock.fetch_ticker.call_count == 0
with pytest.raises(TemporaryError): # test retrier
api_mock.fetch_ticker = MagicMock(side_effect=ccxt.NetworkError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_ticker(pair='ETH/BTC', refresh=True)
with pytest.raises(OperationalException):
api_mock.fetch_ticker = MagicMock(side_effect=ccxt.BaseError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_ticker(pair='ETH/BTC', refresh=True)
ccxt_exceptionhandlers(mocker, default_conf, api_mock,
"get_ticker", "fetch_ticker",
pair='ETH/BTC', refresh=True)
api_mock.fetch_ticker = MagicMock(return_value={})
exchange = get_patched_exchange(mocker, default_conf, api_mock)
@@ -416,17 +436,14 @@ def test_get_ticker_history(default_conf, mocker):
assert ticks[0][4] == 9
assert ticks[0][5] == 10
with pytest.raises(TemporaryError): # test retrier
api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NetworkError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
# new symbol to get around cache
exchange.get_ticker_history('ABCD/BTC', default_conf['ticker_interval'])
ccxt_exceptionhandlers(mocker, default_conf, api_mock,
"get_ticker_history", "fetch_ohlcv",
pair='ABCD/BTC', tick_interval=default_conf['ticker_interval'])
with pytest.raises(OperationalException):
api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.BaseError)
with pytest.raises(OperationalException, match=r'Exchange .* does not support.*'):
api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NotSupported)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
# new symbol to get around cache
exchange.get_ticker_history('EFGH/BTC', default_conf['ticker_interval'])
exchange.get_ticker_history(pair='ABCD/BTC', tick_interval=default_conf['ticker_interval'])
def test_get_ticker_history_sort(default_conf, mocker):
@@ -515,24 +532,15 @@ def test_cancel_order(default_conf, mocker):
exchange = get_patched_exchange(mocker, default_conf, api_mock)
assert exchange.cancel_order(order_id='_', pair='TKN/BTC') == 123
with pytest.raises(TemporaryError):
api_mock.cancel_order = MagicMock(side_effect=ccxt.NetworkError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.cancel_order(order_id='_', pair='TKN/BTC')
assert api_mock.cancel_order.call_count == API_RETRY_COUNT + 1
with pytest.raises(DependencyException):
api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.cancel_order(order_id='_', pair='TKN/BTC')
assert api_mock.cancel_order.call_count == API_RETRY_COUNT + 1
with pytest.raises(OperationalException):
api_mock.cancel_order = MagicMock(side_effect=ccxt.BaseError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.cancel_order(order_id='_', pair='TKN/BTC')
assert api_mock.cancel_order.call_count == 1
ccxt_exceptionhandlers(mocker, default_conf, api_mock,
"cancel_order", "cancel_order",
order_id='_', pair='TKN/BTC')
def test_get_order(default_conf, mocker):
@@ -550,23 +558,15 @@ def test_get_order(default_conf, mocker):
exchange = get_patched_exchange(mocker, default_conf, api_mock)
assert exchange.get_order('X', 'TKN/BTC') == 456
with pytest.raises(TemporaryError):
api_mock.fetch_order = MagicMock(side_effect=ccxt.NetworkError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_order(order_id='_', pair='TKN/BTC')
assert api_mock.fetch_order.call_count == API_RETRY_COUNT + 1
with pytest.raises(DependencyException):
api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_order(order_id='_', pair='TKN/BTC')
assert api_mock.fetch_order.call_count == API_RETRY_COUNT + 1
with pytest.raises(OperationalException):
api_mock.fetch_order = MagicMock(side_effect=ccxt.BaseError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_order(order_id='_', pair='TKN/BTC')
assert api_mock.fetch_order.call_count == 1
ccxt_exceptionhandlers(mocker, default_conf, api_mock,
'get_order', 'fetch_order',
order_id='_', pair='TKN/BTC')
def test_name(default_conf, mocker):
@@ -651,19 +651,12 @@ def test_get_trades_for_order(default_conf, mocker):
assert len(orders) == 1
assert orders[0]['price'] == 165
# test Exceptions
with pytest.raises(OperationalException):
api_mock = MagicMock()
api_mock.fetch_my_trades = MagicMock(side_effect=ccxt.BaseError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_trades_for_order(order_id, 'LTC/BTC', since)
ccxt_exceptionhandlers(mocker, default_conf, api_mock,
'get_trades_for_order', 'fetch_my_trades',
order_id=order_id, pair='LTC/BTC', since=since)
with pytest.raises(TemporaryError):
api_mock = MagicMock()
api_mock.fetch_my_trades = MagicMock(side_effect=ccxt.NetworkError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_trades_for_order(order_id, 'LTC/BTC', since)
assert api_mock.fetch_my_trades.call_count == API_RETRY_COUNT + 1
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=False))
assert exchange.get_trades_for_order(order_id, 'LTC/BTC', since) == []
def test_get_markets(default_conf, mocker, markets):
@@ -677,19 +670,8 @@ def test_get_markets(default_conf, mocker, markets):
assert ret[0]["id"] == "ethbtc"
assert ret[0]["symbol"] == "ETH/BTC"
# test Exceptions
with pytest.raises(OperationalException):
api_mock = MagicMock()
api_mock.fetch_markets = MagicMock(side_effect=ccxt.BaseError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_markets()
with pytest.raises(TemporaryError):
api_mock = MagicMock()
api_mock.fetch_markets = MagicMock(side_effect=ccxt.NetworkError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_markets()
assert api_mock.fetch_markets.call_count == API_RETRY_COUNT + 1
ccxt_exceptionhandlers(mocker, default_conf, api_mock,
'get_markets', 'fetch_markets')
def test_get_fee(default_conf, mocker):
@@ -704,19 +686,8 @@ def test_get_fee(default_conf, mocker):
assert exchange.get_fee() == 0.025
# test Exceptions
with pytest.raises(OperationalException):
api_mock = MagicMock()
api_mock.calculate_fee = MagicMock(side_effect=ccxt.BaseError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_fee()
with pytest.raises(TemporaryError):
api_mock = MagicMock()
api_mock.calculate_fee = MagicMock(side_effect=ccxt.NetworkError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_fee()
assert api_mock.calculate_fee.call_count == API_RETRY_COUNT + 1
ccxt_exceptionhandlers(mocker, default_conf, api_mock,
'get_fee', 'calculate_fee')
def test_get_amount_lots(default_conf, mocker):

25
freqtrade/tests/optimize/test_backtesting.py
View File

@@ -3,19 +3,20 @@
import json
import math
import random
import pytest
from copy import deepcopy
from typing import List
from unittest.mock import MagicMock
import numpy as np
import pandas as pd
import pytest
from arrow import Arrow
from freqtrade import optimize, constants, DependencyException
from freqtrade import DependencyException, constants, optimize
from freqtrade.analyze import Analyze
from freqtrade.arguments import Arguments, TimeRange
from freqtrade.optimize.backtesting import Backtesting, start, setup_configuration
from freqtrade.optimize.backtesting import (Backtesting, setup_configuration,
start)
from freqtrade.tests.conftest import log_has, patch_exchange
@@ -627,9 +628,13 @@ def test_backtest_record(default_conf, fee, mocker):
Arrow(2017, 11, 14, 22, 10, 00).datetime,
Arrow(2017, 11, 14, 22, 43, 00).datetime,
Arrow(2017, 11, 14, 22, 58, 00).datetime],
"open_rate": [0.002543, 0.003003, 0.003089, 0.003214],
"close_rate": [0.002546, 0.003014, 0.003103, 0.003217],
"open_index": [1, 119, 153, 185],
"close_index": [118, 151, 184, 199],
"trade_duration": [123, 34, 31, 14]})
"trade_duration": [123, 34, 31, 14],
"open_at_end": [False, False, False, True]
})
backtesting._store_backtest_result("backtest-result.json", results)
assert len(results) == 4
# Assert file_dump_json was only called once
@@ -640,12 +645,16 @@ def test_backtest_record(default_conf, fee, mocker):
# ('UNITTEST/BTC', 0.00331158, '1510684320', '1510691700', 0, 117)
# Below follows just a typecheck of the schema/type of trade-records
oix = None
for (pair, profit, date_buy, date_sell, buy_index, dur) in records:
for (pair, profit, date_buy, date_sell, buy_index, dur,
openr, closer, open_at_end) in records:
assert pair == 'UNITTEST/BTC'
isinstance(profit, float)
assert isinstance(profit, float)
# FIX: buy/sell should be converted to ints
isinstance(date_buy, str)
isinstance(date_sell, str)
assert isinstance(date_buy, float)
assert isinstance(date_sell, float)
assert isinstance(openr, float)
assert isinstance(closer, float)
assert isinstance(open_at_end, bool)
isinstance(buy_index, pd._libs.tslib.Timestamp)
if oix:
assert buy_index > oix

277
freqtrade/tests/optimize/test_hyperopt.py
View File

@@ -1,6 +1,5 @@
# pragma pylint: disable=missing-docstring,W0212,C0103
import os
import signal
from copy import deepcopy
from unittest.mock import MagicMock
@@ -40,21 +39,11 @@ def create_trials(mocker) -> None:
mocker.patch('freqtrade.optimize.hyperopt.os.path.exists', return_value=False)
mocker.patch('freqtrade.optimize.hyperopt.os.path.getsize', return_value=1)
mocker.patch('freqtrade.optimize.hyperopt.os.remove', return_value=True)
mocker.patch('freqtrade.optimize.hyperopt.pickle.dump', return_value=None)
mocker.patch('freqtrade.optimize.hyperopt.dump', return_value=None)
return mocker.Mock(
results=[
{
'loss': 1,
'result': 'foo',
'status': 'ok'
}
],
best_trial={'misc': {'vals': {'adx': 999}}}
)
return [{'loss': 1, 'result': 'foo', 'params': {}}]
# Unit tests
def test_start(mocker, default_conf, caplog) -> None:
"""
Test start() function
@@ -148,155 +137,18 @@ def test_no_log_if_loss_does_not_improve(init_hyperopt, caplog) -> None:
assert caplog.record_tuples == []
def test_fmin_best_results(mocker, init_hyperopt, default_conf, caplog) -> None:
fmin_result = {
"macd_below_zero": 0,
"adx": 1,
"adx-value": 15.0,
"fastd": 1,
"fastd-value": 40.0,
"green_candle": 1,
"mfi": 0,
"over_sar": 0,
"rsi": 1,
"rsi-value": 37.0,
"trigger": 2,
"uptrend_long_ema": 1,
"uptrend_short_ema": 0,
"uptrend_sma": 0,
"stoploss": -0.1,
"roi_t1": 1,
"roi_t2": 2,
"roi_t3": 3,
"roi_p1": 1,
"roi_p2": 2,
"roi_p3": 3,
}
conf = deepcopy(default_conf)
conf.update({'config': 'config.json.example'})
conf.update({'epochs': 1})
conf.update({'timerange': None})
conf.update({'spaces': 'all'})
mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock())
mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value=fmin_result)
patch_exchange(mocker)
StrategyResolver({'strategy': 'DefaultStrategy'})
hyperopt = Hyperopt(conf)
hyperopt.trials = create_trials(mocker)
hyperopt.tickerdata_to_dataframe = MagicMock()
hyperopt.start()
exists = [
'Best parameters:',
'"adx": {\n "enabled": true,\n "value": 15.0\n },',
'"fastd": {\n "enabled": true,\n "value": 40.0\n },',
'"green_candle": {\n "enabled": true\n },',
'"macd_below_zero": {\n "enabled": false\n },',
'"mfi": {\n "enabled": false\n },',
'"over_sar": {\n "enabled": false\n },',
'"roi_p1": 1.0,',
'"roi_p2": 2.0,',
'"roi_p3": 3.0,',
'"roi_t1": 1.0,',
'"roi_t2": 2.0,',
'"roi_t3": 3.0,',
'"rsi": {\n "enabled": true,\n "value": 37.0\n },',
'"stoploss": -0.1,',
'"trigger": {\n "type": "faststoch10"\n },',
'"uptrend_long_ema": {\n "enabled": true\n },',
'"uptrend_short_ema": {\n "enabled": false\n },',
'"uptrend_sma": {\n "enabled": false\n }',
'ROI table:\n{0: 6.0, 3.0: 3.0, 5.0: 1.0, 6.0: 0}',
'Best Result:\nfoo'
]
for line in exists:
assert line in caplog.text
def test_fmin_throw_value_error(mocker, init_hyperopt, default_conf, caplog) -> None:
mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock())
mocker.patch('freqtrade.optimize.hyperopt.fmin', side_effect=ValueError())
conf = deepcopy(default_conf)
conf.update({'config': 'config.json.example'})
conf.update({'epochs': 1})
conf.update({'timerange': None})
conf.update({'spaces': 'all'})
patch_exchange(mocker)
StrategyResolver({'strategy': 'DefaultStrategy'})
hyperopt = Hyperopt(conf)
hyperopt.trials = create_trials(mocker)
hyperopt.tickerdata_to_dataframe = MagicMock()
hyperopt.start()
exists = [
'Best Result:',
'Sorry, Hyperopt was not able to find good parameters. Please try with more epochs '
'(param: -e).',
]
for line in exists:
assert line in caplog.text
def test_resuming_previous_hyperopt_results_succeeds(mocker, init_hyperopt, default_conf) -> None:
trials = create_trials(mocker)
conf = deepcopy(default_conf)
conf.update({'config': 'config.json.example'})
conf.update({'epochs': 1})
conf.update({'timerange': None})
conf.update({'spaces': 'all'})
mocker.patch('freqtrade.optimize.hyperopt.os.path.exists', return_value=True)
mocker.patch('freqtrade.optimize.hyperopt.len', return_value=len(trials.results))
mock_read = mocker.patch(
'freqtrade.optimize.hyperopt.Hyperopt.read_trials',
return_value=trials
)
mock_save = mocker.patch(
'freqtrade.optimize.hyperopt.Hyperopt.save_trials',
return_value=None
)
mocker.patch('freqtrade.optimize.hyperopt.sorted', return_value=trials.results)
mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock())
mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={})
patch_exchange(mocker)
StrategyResolver({'strategy': 'DefaultStrategy'})
hyperopt = Hyperopt(conf)
hyperopt.trials = trials
hyperopt.tickerdata_to_dataframe = MagicMock()
hyperopt.start()
mock_read.assert_called_once()
mock_save.assert_called_once()
current_tries = hyperopt.current_tries
total_tries = hyperopt.total_tries
assert current_tries == len(trials.results)
assert total_tries == (current_tries + len(trials.results))
def test_save_trials_saves_trials(mocker, init_hyperopt, caplog) -> None:
create_trials(mocker)
mock_dump = mocker.patch('freqtrade.optimize.hyperopt.pickle.dump', return_value=None)
trials = create_trials(mocker)
mock_dump = mocker.patch('freqtrade.optimize.hyperopt.dump', return_value=None)
hyperopt = _HYPEROPT
mocker.patch('freqtrade.optimize.hyperopt.open', return_value=hyperopt.trials_file)
_HYPEROPT.trials = trials
hyperopt.save_trials()
trials_file = os.path.join('freqtrade', 'tests', 'optimize', 'ut_trials.pickle')
assert log_has(
'Saving Trials to \'{}\''.format(trials_file),
'Saving 1 evaluations to \'{}\''.format(trials_file),
caplog.record_tuples
)
mock_dump.assert_called_once()
@@ -304,8 +156,7 @@ def test_save_trials_saves_trials(mocker, init_hyperopt, caplog) -> None:
def test_read_trials_returns_trials_file(mocker, init_hyperopt, caplog) -> None:
trials = create_trials(mocker)
mock_load = mocker.patch('freqtrade.optimize.hyperopt.pickle.load', return_value=trials)
mock_open = mocker.patch('freqtrade.optimize.hyperopt.open', return_value=mock_load)
mock_load = mocker.patch('freqtrade.optimize.hyperopt.load', return_value=trials)
hyperopt = _HYPEROPT
hyperopt_trial = hyperopt.read_trials()
@@ -315,7 +166,6 @@ def test_read_trials_returns_trials_file(mocker, init_hyperopt, caplog) -> None:
caplog.record_tuples
)
assert hyperopt_trial == trials
mock_open.assert_called_once()
mock_load.assert_called_once()
@@ -333,12 +183,15 @@ def test_roi_table_generation(init_hyperopt) -> None:
assert hyperopt.generate_roi_table(params) == {0: 6, 15: 3, 25: 1, 30: 0}
def test_start_calls_fmin(mocker, init_hyperopt, default_conf) -> None:
trials = create_trials(mocker)
mocker.patch('freqtrade.optimize.hyperopt.sorted', return_value=trials.results)
def test_start_calls_optimizer(mocker, init_hyperopt, default_conf, caplog) -> None:
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock())
mocker.patch('freqtrade.optimize.hyperopt.multiprocessing.cpu_count', MagicMock(return_value=1))
parallel = mocker.patch(
'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
MagicMock(return_value=[{'loss': 1, 'result': 'foo result', 'params': {}}])
)
patch_exchange(mocker)
mock_fmin = mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={})
conf = deepcopy(default_conf)
conf.update({'config': 'config.json.example'})
@@ -347,11 +200,13 @@ def test_start_calls_fmin(mocker, init_hyperopt, default_conf) -> None:
conf.update({'spaces': 'all'})
hyperopt = Hyperopt(conf)
hyperopt.trials = trials
hyperopt.tickerdata_to_dataframe = MagicMock()
hyperopt.start()
mock_fmin.assert_called_once()
parallel.assert_called_once()
assert 'Best result:\nfoo result\nwith values:\n{}' in caplog.text
assert dumper.called
def test_format_results(init_hyperopt):
@@ -384,20 +239,6 @@ def test_format_results(init_hyperopt):
assert result.find('Total profit 1.00000000 EUR')
def test_signal_handler(mocker, init_hyperopt):
"""
Test Hyperopt.signal_handler()
"""
m = MagicMock()
mocker.patch('sys.exit', m)
mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.save_trials', m)
mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.log_trials_result', m)
hyperopt = _HYPEROPT
hyperopt.signal_handler(signal.SIGTERM, None)
assert m.call_count == 3
def test_has_space(init_hyperopt):
"""
Test Hyperopt.has_space() method
@@ -422,8 +263,8 @@ def test_populate_indicators(init_hyperopt) -> None:
# Check if some indicators are generated. We will not test all of them
assert 'adx' in dataframe
assert 'ao' in dataframe
assert 'cci' in dataframe
assert 'mfi' in dataframe
assert 'rsi' in dataframe
def test_buy_strategy_generator(init_hyperopt) -> None:
@@ -437,44 +278,15 @@ def test_buy_strategy_generator(init_hyperopt) -> None:
populate_buy_trend = _HYPEROPT.buy_strategy_generator(
{
'uptrend_long_ema': {
'enabled': True
},
'macd_below_zero': {
'enabled': True
},
'uptrend_short_ema': {
'enabled': True
},
'mfi': {
'enabled': True,
'value': 20
},
'fastd': {
'enabled': True,
'value': 20
},
'adx': {
'enabled': True,
'value': 20
},
'rsi': {
'enabled': True,
'value': 20
},
'over_sar': {
'enabled': True,
},
'green_candle': {
'enabled': True,
},
'uptrend_sma': {
'enabled': True,
},
'trigger': {
'type': 'lower_bb'
}
'adx-value': 20,
'fastd-value': 20,
'mfi-value': 20,
'rsi-value': 20,
'adx-enabled': True,
'fastd-enabled': True,
'mfi-enabled': True,
'rsi-enabled': True,
'trigger': 'bb_lower'
}
)
result = populate_buy_trend(dataframe)
@@ -503,35 +315,34 @@ def test_generate_optimizer(mocker, init_hyperopt, default_conf) -> None:
MagicMock(return_value=backtest_result)
)
patch_exchange(mocker)
mocker.patch('freqtrade.optimize.hyperopt.load', MagicMock())
optimizer_param = {
'adx': {'enabled': False},
'fastd': {'enabled': True, 'value': 35.0},
'green_candle': {'enabled': True},
'macd_below_zero': {'enabled': True},
'mfi': {'enabled': False},
'over_sar': {'enabled': False},
'roi_p1': 0.01,
'roi_p2': 0.01,
'roi_p3': 0.1,
'adx-value': 0,
'fastd-value': 35,
'mfi-value': 0,
'rsi-value': 0,
'adx-enabled': False,
'fastd-enabled': True,
'mfi-enabled': False,
'rsi-enabled': False,
'trigger': 'macd_cross_signal',
'roi_t1': 60.0,
'roi_t2': 30.0,
'roi_t3': 20.0,
'rsi': {'enabled': False},
'roi_p1': 0.01,
'roi_p2': 0.01,
'roi_p3': 0.1,
'stoploss': -0.4,
'trigger': {'type': 'macd_cross_signal'},
'uptrend_long_ema': {'enabled': False},
'uptrend_short_ema': {'enabled': True},
'uptrend_sma': {'enabled': True}
}
response_expected = {
'loss': 1.9840569076926293,
'result': ' 1 trades. Avg profit 2.31%. Total profit 0.00023300 BTC '
'(0.0231Σ%). Avg duration 100.0 mins.',
'status': 'ok'
'params': optimizer_param
}
hyperopt = Hyperopt(conf)
generate_optimizer_value = hyperopt.generate_optimizer(optimizer_param)
generate_optimizer_value = hyperopt.generate_optimizer(list(optimizer_param.values()))
assert generate_optimizer_value == response_expected

15
freqtrade/tests/optimize/test_optimize.py
View File

@@ -3,16 +3,19 @@
import json
import os
import uuid
import arrow
from shutil import copyfile
import arrow
from freqtrade import optimize
from freqtrade.misc import file_dump_json
from freqtrade.optimize.__init__ import make_testdata_path, download_pairs, \
download_backtesting_testdata, load_tickerdata_file, trim_tickerlist, \
load_cached_data_for_updating
from freqtrade.arguments import TimeRange
from freqtrade.tests.conftest import log_has, get_patched_exchange
from freqtrade.misc import file_dump_json
from freqtrade.optimize.__init__ import (download_backtesting_testdata,
download_pairs,
load_cached_data_for_updating,
load_tickerdata_file,
make_testdata_path, trim_tickerlist)
from freqtrade.tests.conftest import get_patched_exchange, log_has
# Change this if modifying UNITTEST/BTC testdatafile
_BTC_UNITTEST_LENGTH = 13681

3
freqtrade/tests/rpc/test_rpc.py
View File

@@ -13,7 +13,8 @@ from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.persistence import Trade
from freqtrade.rpc.rpc import RPC, RPCException
from freqtrade.state import State
from freqtrade.tests.test_freqtradebot import patch_get_signal, patch_coinmarketcap
from freqtrade.tests.test_freqtradebot import (patch_coinmarketcap,
patch_get_signal)
# Functions for recurrent object patching

2
freqtrade/tests/rpc/test_rpc_manager.py
View File

@@ -7,7 +7,7 @@ from copy import deepcopy
from unittest.mock import MagicMock
from freqtrade.rpc.rpc_manager import RPCManager
from freqtrade.tests.conftest import log_has, get_patched_freqtradebot
from freqtrade.tests.conftest import get_patched_freqtradebot, log_has
def test_rpc_manager_object() -> None:

11
freqtrade/tests/rpc/test_rpc_telegram.py
View File

@@ -11,17 +11,18 @@ from datetime import datetime
from random import randint
from unittest.mock import MagicMock
from telegram import Update, Message, Chat
from telegram import Chat, Message, Update
from telegram.error import NetworkError
from freqtrade import __version__
from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.persistence import Trade
from freqtrade.rpc.telegram import Telegram
from freqtrade.rpc.telegram import authorized_only
from freqtrade.rpc.telegram import Telegram, authorized_only
from freqtrade.state import State
from freqtrade.tests.conftest import get_patched_freqtradebot, patch_exchange, log_has
from freqtrade.tests.test_freqtradebot import patch_get_signal, patch_coinmarketcap
from freqtrade.tests.conftest import (get_patched_freqtradebot, log_has,
patch_exchange)
from freqtrade.tests.test_freqtradebot import (patch_coinmarketcap,
patch_get_signal)
class DummyCls(Telegram):

3
freqtrade/tests/test_acl_pair.py
View File

@@ -1,8 +1,9 @@
# pragma pylint: disable=missing-docstring,C0103,protected-access
import freqtrade.tests.conftest as tt # test tools
from unittest.mock import MagicMock
import freqtrade.tests.conftest as tt # test tools
# whitelist, blacklist, filtering, all of that will
# eventually become some rules to run on a generic ACL engine
# perhaps try to anticipate that by using some python package

5
freqtrade/tests/test_analyze.py
View File

@@ -12,9 +12,9 @@ import arrow
from pandas import DataFrame
from freqtrade.analyze import Analyze, SignalType
from freqtrade.optimize.__init__ import load_tickerdata_file
from freqtrade.arguments import TimeRange
from freqtrade.tests.conftest import log_has, get_patched_exchange
from freqtrade.optimize.__init__ import load_tickerdata_file
from freqtrade.tests.conftest import get_patched_exchange, log_has
# Avoid to reinit the same object again and again
_ANALYZE = Analyze({'strategy': 'DefaultStrategy'})
@@ -42,6 +42,7 @@ def test_analyze_object() -> None:
assert hasattr(Analyze, 'get_signal')
assert hasattr(Analyze, 'should_sell')
assert hasattr(Analyze, 'min_roi_reached')
assert hasattr(Analyze, 'stop_loss_reached')
def test_dataframe_correct_length(result):

6
freqtrade/tests/test_configuration.py
View File

@@ -4,18 +4,18 @@
Unit test file for configuration.py
"""
import json
from argparse import Namespace
from copy import deepcopy
from unittest.mock import MagicMock
from argparse import Namespace
import pytest
from jsonschema import ValidationError
from freqtrade import OperationalException
from freqtrade.arguments import Arguments
from freqtrade.configuration import Configuration
from freqtrade.constants import DEFAULT_DB_PROD_URL, DEFAULT_DB_DRYRUN_URL
from freqtrade.constants import DEFAULT_DB_DRYRUN_URL, DEFAULT_DB_PROD_URL
from freqtrade.tests.conftest import log_has
from freqtrade import OperationalException
def test_configuration_object() -> None:

1
freqtrade/tests/test_fiat_convert.py
View File

@@ -5,7 +5,6 @@ import time
from unittest.mock import MagicMock
import pytest
from requests.exceptions import RequestException
from freqtrade.fiat_convert import CryptoFiat, CryptoToFiatConverter

143
freqtrade/tests/test_freqtradebot.py
View File

@@ -14,11 +14,13 @@ import arrow
import pytest
import requests
from freqtrade import constants, DependencyException, OperationalException, TemporaryError
from freqtrade import (DependencyException, OperationalException,
TemporaryError, constants)
from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.persistence import Trade
from freqtrade.state import State
from freqtrade.tests.conftest import log_has, patch_coinmarketcap, patch_exchange
from freqtrade.tests.conftest import (log_has, patch_coinmarketcap,
patch_exchange)
# Functions for recurrent object patching
@@ -348,6 +350,34 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1)
assert result is None
# no cost Min
mocker.patch(
'freqtrade.exchange.Exchange.get_markets',
MagicMock(return_value=[{
'symbol': 'ETH/BTC',
'limits': {
'cost': {"min": None},
'amount': {}
}
}])
)
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1)
assert result is None
# no amount Min
mocker.patch(
'freqtrade.exchange.Exchange.get_markets',
MagicMock(return_value=[{
'symbol': 'ETH/BTC',
'limits': {
'cost': {},
'amount': {"min": None}
}
}])
)
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1)
assert result is None
# empty 'cost'/'amount' section
mocker.patch(
'freqtrade.exchange.Exchange.get_markets',
@@ -1124,7 +1154,7 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, fe
Trade.session.add(trade_buy)
# check it does cancel buy orders over the time limit
freqtrade.check_handle_timedout(600)
freqtrade.check_handle_timedout()
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 1
trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all()
@@ -1165,7 +1195,7 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old,
Trade.session.add(trade_sell)
# check it does cancel sell orders over the time limit
freqtrade.check_handle_timedout(600)
freqtrade.check_handle_timedout()
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 1
assert trade_sell.is_open is True
@@ -1205,7 +1235,7 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old
# check it does cancel buy orders over the time limit
# note this is for a partially-complete buy order
freqtrade.check_handle_timedout(600)
freqtrade.check_handle_timedout()
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 1
trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all()
@@ -1256,7 +1286,7 @@ def test_check_handle_timedout_exception(default_conf, ticker, mocker, caplog) -
'recent call last):\n.*'
)
freqtrade.check_handle_timedout(600)
freqtrade.check_handle_timedout()
assert filter(regexp.match, caplog.record_tuples)
@@ -1599,6 +1629,7 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, marke
}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
)
conf = deepcopy(default_conf)
@@ -1616,7 +1647,7 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, marke
assert freqtrade.handle_trade(trade) is True
def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, mocker) -> None:
def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, markets, mocker) -> None:
"""
Test sell_profit_only feature when enabled and we have a loss
"""
@@ -1634,6 +1665,7 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, mocker) ->
}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
)
conf = deepcopy(default_conf)
@@ -1654,6 +1686,103 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, mocker) ->
assert freqtrade.handle_trade(trade) is True
def test_trailing_stop_loss(default_conf, limit_buy_order, fee, caplog, mocker) -> None:
"""
Test sell_profit_only feature when enabled and we have a loss
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.00000102,
'ask': 0.00000103,
'last': 0.00000102
}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
)
conf = deepcopy(default_conf)
conf['trailing_stop'] = True
print(limit_buy_order)
freqtrade = FreqtradeBot(conf)
freqtrade.create_trade()
trade = Trade.query.first()
trade.update(limit_buy_order)
caplog.set_level(logging.DEBUG)
# Sell as trailing-stop is reached
assert freqtrade.handle_trade(trade) is True
assert log_has(
f'HIT STOP: current price at 0.000001, stop loss is {trade.stop_loss:.6f}, '
f'initial stop loss was at 0.000010, trade opened at 0.000011', caplog.record_tuples)
def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee, caplog, mocker) -> None:
"""
Test sell_profit_only feature when enabled and we have a loss
"""
buy_price = limit_buy_order['price']
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': buy_price - 0.000001,
'ask': buy_price - 0.000001,
'last': buy_price - 0.000001
}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
)
conf = deepcopy(default_conf)
conf['trailing_stop'] = True
conf['trailing_stop_positive'] = 0.01
freqtrade = FreqtradeBot(conf)
freqtrade.create_trade()
trade = Trade.query.first()
trade.update(limit_buy_order)
caplog.set_level(logging.DEBUG)
# stop-loss not reached
assert freqtrade.handle_trade(trade) is False
# Raise ticker above buy price
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
MagicMock(return_value={
'bid': buy_price + 0.000003,
'ask': buy_price + 0.000003,
'last': buy_price + 0.000003
}))
# stop-loss not reached, adjusted stoploss
assert freqtrade.handle_trade(trade) is False
assert log_has(f'using positive stop loss mode: 0.01 since we have profit 0.26662643',
caplog.record_tuples)
assert log_has(f'adjusted stop loss', caplog.record_tuples)
assert trade.stop_loss == 0.0000138501
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
MagicMock(return_value={
'bid': buy_price + 0.000002,
'ask': buy_price + 0.000002,
'last': buy_price + 0.000002
}))
# Lower price again (but still positive)
assert freqtrade.handle_trade(trade) is True
assert log_has(
f'HIT STOP: current price at {buy_price + 0.000002:.6f}, '
f'stop loss is {trade.stop_loss:.6f}, '
f'initial stop loss was at 0.000010, trade opened at 0.000011', caplog.record_tuples)
def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order,
fee, markets, mocker) -> None:
"""

2
freqtrade/tests/test_indicator_helpers.py
View File

@@ -1,6 +1,6 @@
import pandas as pd
from freqtrade.indicator_helpers import went_up, went_down
from freqtrade.indicator_helpers import went_down, went_up
def test_went_up():

2
freqtrade/tests/test_main.py
View File

@@ -11,7 +11,7 @@ import pytest
from freqtrade import OperationalException
from freqtrade.arguments import Arguments
from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.main import main, set_loggers, reconfigure
from freqtrade.main import main, reconfigure, set_loggers
from freqtrade.state import State
from freqtrade.tests.conftest import log_has, patch_exchange

4
freqtrade/tests/test_misc.py
View File

@@ -8,8 +8,8 @@ import datetime
from unittest.mock import MagicMock
from freqtrade.analyze import Analyze
from freqtrade.misc import (shorten_date, datesarray_to_datetimearray,
common_datearray, file_dump_json, format_ms_time)
from freqtrade.misc import (common_datearray, datesarray_to_datetimearray,
file_dump_json, format_ms_time, shorten_date)
from freqtrade.optimize.__init__ import load_tickerdata_file

66
freqtrade/tests/test_persistence.py
View File

@@ -5,8 +5,9 @@ from unittest.mock import MagicMock
import pytest
from sqlalchemy import create_engine
from freqtrade import constants, OperationalException
from freqtrade.persistence import Trade, init, clean_dry_run_db
from freqtrade import OperationalException, constants
from freqtrade.persistence import Trade, clean_dry_run_db, init
from freqtrade.tests.conftest import log_has
@pytest.fixture(scope='function')
@@ -400,9 +401,12 @@ def test_migrate_old(mocker, default_conf, fee):
assert trade.stake_amount == default_conf.get("stake_amount")
assert trade.pair == "ETC/BTC"
assert trade.exchange == "bittrex"
assert trade.max_rate == 0.0
assert trade.stop_loss == 0.0
assert trade.initial_stop_loss == 0.0
def test_migrate_new(mocker, default_conf, fee):
def test_migrate_new(mocker, default_conf, fee, caplog):
"""
Test Database migration (starting with new pairformat)
"""
@@ -439,6 +443,11 @@ def test_migrate_new(mocker, default_conf, fee):
# Create table using the old format
engine.execute(create_table_old)
engine.execute(insert_table_old)
# fake previous backup
engine.execute("create table trades_bak as select * from trades")
engine.execute("create table trades_bak1 as select * from trades")
# Run init to test migration
init(default_conf)
@@ -453,3 +462,54 @@ def test_migrate_new(mocker, default_conf, fee):
assert trade.stake_amount == default_conf.get("stake_amount")
assert trade.pair == "ETC/BTC"
assert trade.exchange == "binance"
assert trade.max_rate == 0.0
assert trade.stop_loss == 0.0
assert trade.initial_stop_loss == 0.0
assert log_has("trying trades_bak1", caplog.record_tuples)
assert log_has("trying trades_bak2", caplog.record_tuples)
def test_adjust_stop_loss(limit_buy_order, limit_sell_order, fee):
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='bittrex',
open_rate=1,
)
trade.adjust_stop_loss(trade.open_rate, 0.05, True)
assert trade.stop_loss == 0.95
assert trade.max_rate == 1
assert trade.initial_stop_loss == 0.95
# Get percent of profit with a lowre rate
trade.adjust_stop_loss(0.96, 0.05)
assert trade.stop_loss == 0.95
assert trade.max_rate == 1
assert trade.initial_stop_loss == 0.95
# Get percent of profit with a custom rate (Higher than open rate)
trade.adjust_stop_loss(1.3, -0.1)
assert round(trade.stop_loss, 8) == 1.17
assert trade.max_rate == 1.3
assert trade.initial_stop_loss == 0.95
# current rate lower again ... should not change
trade.adjust_stop_loss(1.2, 0.1)
assert round(trade.stop_loss, 8) == 1.17
assert trade.max_rate == 1.3
assert trade.initial_stop_loss == 0.95
# current rate higher... should raise stoploss
trade.adjust_stop_loss(1.4, 0.1)
assert round(trade.stop_loss, 8) == 1.26
assert trade.max_rate == 1.4
assert trade.initial_stop_loss == 0.95
# Initial is true but stop_loss set - so doesn't do anything
trade.adjust_stop_loss(1.7, 0.1, True)
assert round(trade.stop_loss, 8) == 1.26
assert trade.max_rate == 1.4
assert trade.initial_stop_loss == 0.95