Merge pull request #578 from gcarq/feature/enhance-strategy-resolving
enhance strategy resolving
This commit is contained in:
commit
1cec06f808
@ -14,12 +14,12 @@ Since the version `0.16.0` the bot allows using custom strategy file.
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This is very simple. Copy paste your strategy file into the folder
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`user_data/strategies`.
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Let assume you have a strategy file `awesome-strategy.py`:
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Let assume you have a class called `AwesomeStrategy` in the file `awesome-strategy.py`:
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1. Move your file into `user_data/strategies` (you should have `user_data/strategies/awesome-strategy.py`
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2. Start the bot with the param `--strategy awesome-strategy` (the parameter is the name of the file without '.py')
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2. Start the bot with the param `--strategy AwesomeStrategy` (the parameter is the class name)
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```bash
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python3 ./freqtrade/main.py --strategy awesome_strategy
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python3 ./freqtrade/main.py --strategy AwesomeStrategy
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```
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## Change your strategy
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@ -35,11 +35,11 @@ A strategy file contains all the information needed to build a good strategy:
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- Stoploss recommended
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- Hyperopt parameter
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The bot also include a sample strategy you can update: `user_data/strategies/test_strategy.py`.
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You can test it with the parameter: `--strategy test_strategy`
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The bot also include a sample strategy called `TestStrategy` you can update: `user_data/strategies/test_strategy.py`.
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You can test it with the parameter: `--strategy TestStrategy`
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```bash
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python3 ./freqtrade/main.py --strategy awesome_strategy
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python3 ./freqtrade/main.py --strategy AwesomeStrategy
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```
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**For the following section we will use the [user_data/strategies/test_strategy.py](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py)
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@ -26,9 +26,8 @@ optional arguments:
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--version show program's version number and exit
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-c PATH, --config PATH
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specify configuration file (default: config.json)
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-s PATH, --strategy PATH
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specify strategy file (default:
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freqtrade/strategy/default_strategy.py)
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-s NAME, --strategy NAME
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specify strategy class name (default: DefaultStrategy)
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--dry-run-db Force dry run to use a local DB
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"tradesv3.dry_run.sqlite" instead of memory DB. Work
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only if dry_run is enabled.
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@ -48,21 +47,19 @@ python3 ./freqtrade/main.py -c path/far/far/away/config.json
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```
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### How to use --strategy?
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This parameter will allow you to load your custom strategy file. Per
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default without `--strategy` or `-s` the bot will load the
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`default_strategy` included with the bot (`freqtrade/strategy/default_strategy.py`).
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This parameter will allow you to load your custom strategy class.
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Per default without `--strategy` or `-s` the bot will load the
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`DefaultStrategy` included with the bot (`freqtrade/strategy/default_strategy.py`).
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The bot will search your strategy file into `user_data/strategies` and
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`freqtrade/strategy`.
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The bot will search your strategy file within `user_data/strategies` and `freqtrade/strategy`.
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To load a strategy, simply pass the file name (without .py) in this
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parameters.
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To load a strategy, simply pass the class name (e.g.: `CustomStrategy`) in this parameter.
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**Example:**
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In `user_data/strategies` you have a file `my_awesome_strategy.py` to
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load it:
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In `user_data/strategies` you have a file `my_awesome_strategy.py` which has
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a strategy class called `AwesomeStrategy` to load it:
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```bash
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python3 ./freqtrade/main.py --strategy my_awesome_strategy
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python3 ./freqtrade/main.py --strategy AwesomeStrategy
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```
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If the bot does not find your strategy file, it will display in an error
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@ -11,7 +11,7 @@ from pandas import DataFrame, to_datetime
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from freqtrade.exchange import get_ticker_history
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from freqtrade.persistence import Trade
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from freqtrade.strategy.strategy import Strategy
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from freqtrade.strategy.resolver import StrategyResolver
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logger = logging.getLogger(__name__)
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@ -36,7 +36,7 @@ class Analyze(object):
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:param config: Bot configuration (use the one from Configuration())
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"""
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self.config = config
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self.strategy = Strategy(self.config)
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self.strategy = StrategyResolver(self.config)
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@staticmethod
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def parse_ticker_dataframe(ticker: list) -> DataFrame:
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@ -80,11 +80,11 @@ class Arguments(object):
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)
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self.parser.add_argument(
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'-s', '--strategy',
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help='specify strategy file (default: %(default)s)',
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help='specify strategy class name (default: %(default)s)',
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dest='strategy',
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default='default_strategy',
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default='DefaultStrategy',
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type=str,
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metavar='PATH',
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metavar='NAME',
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)
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self.parser.add_argument(
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'--dynamic-whitelist',
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@ -14,7 +14,7 @@ class Constants(object):
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TICKER_INTERVAL = 5 # min
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HYPEROPT_EPOCH = 100 # epochs
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RETRY_TIMEOUT = 30 # sec
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DEFAULT_STRATEGY = 'default_strategy'
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DEFAULT_STRATEGY = 'DefaultStrategy'
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# Required json-schema for user specified config
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CONF_SCHEMA = {
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@ -7,8 +7,6 @@ import freqtrade.vendor.qtpylib.indicators as qtpylib
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from freqtrade.indicator_helpers import fishers_inverse
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from freqtrade.strategy.interface import IStrategy
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class_name = 'DefaultStrategy'
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class DefaultStrategy(IStrategy):
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"""
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@ -3,40 +3,41 @@
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"""
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This module load custom strategies
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"""
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import importlib
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import importlib.util
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import inspect
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import logging
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import os
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import sys
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from collections import OrderedDict
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from typing import Optional, Dict, Type
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from pandas import DataFrame
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from freqtrade.constants import Constants
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from freqtrade.strategy.interface import IStrategy
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sys.path.insert(0, r'../../user_data/strategies')
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logger = logging.getLogger(__name__)
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class Strategy(object):
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class StrategyResolver(object):
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"""
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This class contains all the logic to load custom strategy class
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"""
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def __init__(self, config: dict = {}) -> None:
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def __init__(self, config: Optional[Dict] = None) -> None:
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"""
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Load the custom class from config parameter
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:param config:
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:return:
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"""
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config = config or {}
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# Verify the strategy is in the configuration, otherwise fallback to the default strategy
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if 'strategy' in config:
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strategy = config['strategy']
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else:
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strategy = Constants.DEFAULT_STRATEGY
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# Load the strategy
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# Try to load the strategy
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self._load_strategy(strategy)
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# Set attributes
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@ -70,26 +71,27 @@ class Strategy(object):
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def _load_strategy(self, strategy_name: str) -> None:
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"""
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Search and load the custom strategy. If no strategy found, fallback on the default strategy
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Set the object into self.custom_strategy
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Search and loads the specified strategy.
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:param strategy_name: name of the module to import
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:return: None
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"""
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try:
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# Start by sanitizing the file name (remove any extensions)
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strategy_name = self._sanitize_module_name(filename=strategy_name)
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# Search where can be the strategy file
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path = self._search_strategy(filename=strategy_name)
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# Load the strategy
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self.custom_strategy = self._load_class(path + strategy_name)
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current_path = os.path.dirname(os.path.realpath(__file__))
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abs_paths = [
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os.path.join(current_path, '..', '..', 'user_data', 'strategies'),
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current_path,
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]
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for path in abs_paths:
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self.custom_strategy = self._search_strategy(path, strategy_name)
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if self.custom_strategy:
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logger.info('Using resolved strategy %s from \'%s\'', strategy_name, path)
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return None
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raise ImportError('not found')
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# Fallback to the default strategy
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except (ImportError, TypeError) as error:
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logger.error(
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"Impossible to load Strategy 'user_data/strategies/%s.py'. This file does not exist"
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"Impossible to load Strategy '%s'. This class does not exist"
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" or contains Python code errors",
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strategy_name
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)
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@ -98,50 +100,45 @@ class Strategy(object):
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error
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)
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def _load_class(self, filename: str) -> IStrategy:
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@staticmethod
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def _get_valid_strategies(module_path: str, strategy_name: str) -> Optional[Type[IStrategy]]:
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"""
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Import a strategy as a module
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:param filename: path to the strategy (path from freqtrade/strategy/)
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:return: return the strategy class
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Returns a list of all possible strategies for the given module_path
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:param module_path: absolute path to the module
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:param strategy_name: Class name of the strategy
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:return: Tuple with (name, class) or None
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"""
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module = importlib.import_module(filename, __package__)
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custom_strategy = getattr(module, module.class_name)
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logger.info("Load strategy class: %s (%s.py)", module.class_name, filename)
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return custom_strategy()
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# Generate spec based on absolute path
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spec = importlib.util.spec_from_file_location('user_data.strategies', module_path)
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module = importlib.util.module_from_spec(spec)
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spec.loader.exec_module(module)
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valid_strategies_gen = (
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obj for name, obj in inspect.getmembers(module, inspect.isclass)
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if strategy_name == name and IStrategy in obj.__bases__
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)
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return next(valid_strategies_gen, None)
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@staticmethod
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def _sanitize_module_name(filename: str) -> str:
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def _search_strategy(directory: str, strategy_name: str) -> Optional[IStrategy]:
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"""
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Remove any extension from filename
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:param filename: filename to sanatize
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:return: return the filename without extensions
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Search for the strategy_name in the given directory
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:param directory: relative or absolute directory path
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:return: name of the strategy class
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"""
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filename = os.path.basename(filename)
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filename = os.path.splitext(filename)[0]
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return filename
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@staticmethod
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def _search_strategy(filename: str) -> str:
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"""
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Search for the Strategy file in different folder
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1. search into the user_data/strategies folder
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2. search into the freqtrade/strategy folder
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3. if nothing found, return None
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:param strategy_name: module name to search
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:return: module path where is the strategy
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"""
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pwd = os.path.dirname(os.path.realpath(__file__)) + '/'
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user_data = os.path.join(pwd, '..', '..', 'user_data', 'strategies', filename + '.py')
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strategy_folder = os.path.join(pwd, filename + '.py')
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path = None
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if os.path.isfile(user_data):
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path = 'user_data.strategies.'
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elif os.path.isfile(strategy_folder):
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path = '.'
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return path
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logger.debug('Searching for strategy %s in \'%s\'', strategy_name, directory)
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for entry in os.listdir(directory):
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# Only consider python files
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if not entry.endswith('.py'):
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logger.debug('Ignoring %s', entry)
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continue
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strategy = StrategyResolver._get_valid_strategies(
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os.path.abspath(os.path.join(directory, entry)), strategy_name
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)
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if strategy:
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return strategy()
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return None
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def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
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"""
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@ -174,7 +174,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
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args = [
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'--config', 'config.json',
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'--strategy', 'default_strategy',
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'--strategy', 'DefaultStrategy',
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'backtesting'
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]
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@ -215,7 +215,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
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args = [
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'--config', 'config.json',
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'--strategy', 'default_strategy',
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'--strategy', 'DefaultStrategy',
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'--datadir', '/foo/bar',
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'backtesting',
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'--ticker-interval', '1',
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@ -277,7 +277,7 @@ def test_start(mocker, default_conf, caplog) -> None:
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))
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args = [
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'--config', 'config.json',
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'--strategy', 'default_strategy',
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'--strategy', 'DefaultStrategy',
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'backtesting'
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]
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args = get_args(args)
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@ -498,7 +498,7 @@ def test_backtest_ticks(default_conf):
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def test_backtest_clash_buy_sell(default_conf):
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# Override the default buy trend function in our default_strategy
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# Override the default buy trend function in our DefaultStrategy
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def fun(dataframe=None):
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buy_value = 1
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sell_value = 1
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@ -510,7 +510,7 @@ def test_backtest_clash_buy_sell(default_conf):
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def test_backtest_only_sell(default_conf):
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# Override the default buy trend function in our default_strategy
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# Override the default buy trend function in our DefaultStrategy
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def fun(dataframe=None):
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buy_value = 0
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sell_value = 1
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@ -578,12 +578,12 @@ def test_backtest_start_live(default_conf, mocker, caplog):
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args.live = True
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args.datadir = None
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args.export = None
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args.strategy = 'default_strategy'
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args.strategy = 'DefaultStrategy'
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args.timerange = '-100' # needed due to MagicMock malleability
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args = [
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'--config', 'config.json',
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'--strategy', 'default_strategy',
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'--strategy', 'DefaultStrategy',
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'backtesting',
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'--ticker-interval', '1',
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'--live',
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|
@ -8,7 +8,7 @@ import pandas as pd
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from freqtrade.optimize.__init__ import load_tickerdata_file
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from freqtrade.optimize.hyperopt import Hyperopt, start
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from freqtrade.strategy.strategy import Strategy
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from freqtrade.strategy.resolver import StrategyResolver
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from freqtrade.tests.conftest import default_conf, log_has
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from freqtrade.tests.optimize.test_backtesting import get_args
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@ -56,12 +56,12 @@ def test_start(mocker, default_conf, caplog) -> None:
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))
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args = [
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'--config', 'config.json',
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'--strategy', 'default_strategy',
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'--strategy', 'DefaultStrategy',
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'hyperopt',
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'--epochs', '5'
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]
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args = get_args(args)
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Strategy({'strategy': 'default_strategy'})
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StrategyResolver({'strategy': 'DefaultStrategy'})
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start(args)
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import pprint
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@ -79,7 +79,7 @@ def test_loss_calculation_prefer_correct_trade_count() -> None:
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Test Hyperopt.calculate_loss()
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"""
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hyperopt = _HYPEROPT
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Strategy({'strategy': 'default_strategy'})
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StrategyResolver({'strategy': 'DefaultStrategy'})
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correct = hyperopt.calculate_loss(1, hyperopt.target_trades, 20)
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over = hyperopt.calculate_loss(1, hyperopt.target_trades + 100, 20)
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@ -170,7 +170,7 @@ def test_fmin_best_results(mocker, default_conf, caplog) -> None:
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mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value=fmin_result)
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mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf)
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Strategy({'strategy': 'default_strategy'})
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StrategyResolver({'strategy': 'DefaultStrategy'})
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hyperopt = Hyperopt(conf)
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hyperopt.trials = create_trials(mocker)
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hyperopt.tickerdata_to_dataframe = MagicMock()
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@ -213,7 +213,7 @@ def test_fmin_throw_value_error(mocker, default_conf, caplog) -> None:
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conf.update({'timerange': None})
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conf.update({'spaces': 'all'})
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mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf)
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Strategy({'strategy': 'default_strategy'})
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StrategyResolver({'strategy': 'DefaultStrategy'})
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hyperopt = Hyperopt(conf)
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hyperopt.trials = create_trials(mocker)
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hyperopt.tickerdata_to_dataframe = MagicMock()
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@ -255,7 +255,7 @@ def test_resuming_previous_hyperopt_results_succeeds(mocker, default_conf) -> No
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mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={})
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mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf)
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Strategy({'strategy': 'default_strategy'})
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StrategyResolver({'strategy': 'DefaultStrategy'})
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hyperopt = Hyperopt(conf)
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hyperopt.trials = trials
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hyperopt.tickerdata_to_dataframe = MagicMock()
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|
@ -4,7 +4,7 @@ import pytest
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from pandas import DataFrame
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from freqtrade.analyze import Analyze
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from freqtrade.strategy.default_strategy import DefaultStrategy, class_name
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from freqtrade.strategy.default_strategy import DefaultStrategy
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@pytest.fixture
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@ -13,10 +13,6 @@ def result():
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return Analyze.parse_ticker_dataframe(json.load(data_file))
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def test_default_strategy_class_name():
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assert class_name == DefaultStrategy.__name__
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def test_default_strategy_structure():
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assert hasattr(DefaultStrategy, 'minimal_roi')
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assert hasattr(DefaultStrategy, 'stoploss')
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|
@ -2,56 +2,47 @@
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import logging
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from freqtrade.strategy.strategy import Strategy
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import os
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def test_sanitize_module_name():
|
||||
assert Strategy._sanitize_module_name('default_strategy') == 'default_strategy'
|
||||
assert Strategy._sanitize_module_name('default_strategy.py') == 'default_strategy'
|
||||
assert Strategy._sanitize_module_name('../default_strategy.py') == 'default_strategy'
|
||||
assert Strategy._sanitize_module_name('../default_strategy') == 'default_strategy'
|
||||
assert Strategy._sanitize_module_name('.default_strategy') == '.default_strategy'
|
||||
assert Strategy._sanitize_module_name('foo-bar') == 'foo-bar'
|
||||
assert Strategy._sanitize_module_name('foo/bar') == 'bar'
|
||||
from freqtrade.strategy.interface import IStrategy
|
||||
from freqtrade.strategy.resolver import StrategyResolver
|
||||
|
||||
|
||||
def test_search_strategy():
|
||||
assert Strategy._search_strategy('default_strategy') == '.'
|
||||
assert Strategy._search_strategy('test_strategy') == 'user_data.strategies.'
|
||||
assert Strategy._search_strategy('super_duper') is None
|
||||
|
||||
|
||||
def test_strategy_structure():
|
||||
assert hasattr(Strategy, 'populate_indicators')
|
||||
assert hasattr(Strategy, 'populate_buy_trend')
|
||||
assert hasattr(Strategy, 'populate_sell_trend')
|
||||
default_location = os.path.join(os.path.dirname(
|
||||
os.path.realpath(__file__)), '..', '..', 'strategy'
|
||||
)
|
||||
assert isinstance(
|
||||
StrategyResolver._search_strategy(default_location, 'DefaultStrategy'), IStrategy
|
||||
)
|
||||
assert StrategyResolver._search_strategy(default_location, 'NotFoundStrategy') is None
|
||||
|
||||
|
||||
def test_load_strategy(result):
|
||||
strategy = Strategy()
|
||||
strategy = StrategyResolver()
|
||||
|
||||
assert not hasattr(Strategy, 'custom_strategy')
|
||||
strategy._load_strategy('test_strategy')
|
||||
assert not hasattr(StrategyResolver, 'custom_strategy')
|
||||
strategy._load_strategy('TestStrategy')
|
||||
|
||||
assert not hasattr(Strategy, 'custom_strategy')
|
||||
assert not hasattr(StrategyResolver, 'custom_strategy')
|
||||
|
||||
assert hasattr(strategy.custom_strategy, 'populate_indicators')
|
||||
assert 'adx' in strategy.populate_indicators(result)
|
||||
|
||||
|
||||
def test_load_not_found_strategy(caplog):
|
||||
strategy = Strategy()
|
||||
strategy = StrategyResolver()
|
||||
|
||||
assert not hasattr(Strategy, 'custom_strategy')
|
||||
assert not hasattr(StrategyResolver, 'custom_strategy')
|
||||
strategy._load_strategy('NotFoundStrategy')
|
||||
|
||||
error_msg = "Impossible to load Strategy 'user_data/strategies/{}.py'. This file does not " \
|
||||
error_msg = "Impossible to load Strategy '{}'. This class does not " \
|
||||
"exist or contains Python code errors".format('NotFoundStrategy')
|
||||
assert ('freqtrade.strategy.strategy', logging.ERROR, error_msg) in caplog.record_tuples
|
||||
assert ('freqtrade.strategy.resolver', logging.ERROR, error_msg) in caplog.record_tuples
|
||||
|
||||
|
||||
def test_strategy(result):
|
||||
strategy = Strategy({'strategy': 'default_strategy'})
|
||||
strategy = StrategyResolver({'strategy': 'DefaultStrategy'})
|
||||
|
||||
assert hasattr(strategy.custom_strategy, 'minimal_roi')
|
||||
assert strategy.minimal_roi[0] == 0.04
|
||||
@ -74,16 +65,16 @@ def test_strategy(result):
|
||||
def test_strategy_override_minimal_roi(caplog):
|
||||
caplog.set_level(logging.INFO)
|
||||
config = {
|
||||
'strategy': 'default_strategy',
|
||||
'strategy': 'DefaultStrategy',
|
||||
'minimal_roi': {
|
||||
"0": 0.5
|
||||
}
|
||||
}
|
||||
strategy = Strategy(config)
|
||||
strategy = StrategyResolver(config)
|
||||
|
||||
assert hasattr(strategy.custom_strategy, 'minimal_roi')
|
||||
assert strategy.minimal_roi[0] == 0.5
|
||||
assert ('freqtrade.strategy.strategy',
|
||||
assert ('freqtrade.strategy.resolver',
|
||||
logging.INFO,
|
||||
'Override strategy \'minimal_roi\' with value in config file.'
|
||||
) in caplog.record_tuples
|
||||
@ -92,14 +83,14 @@ def test_strategy_override_minimal_roi(caplog):
|
||||
def test_strategy_override_stoploss(caplog):
|
||||
caplog.set_level(logging.INFO)
|
||||
config = {
|
||||
'strategy': 'default_strategy',
|
||||
'strategy': 'DefaultStrategy',
|
||||
'stoploss': -0.5
|
||||
}
|
||||
strategy = Strategy(config)
|
||||
strategy = StrategyResolver(config)
|
||||
|
||||
assert hasattr(strategy.custom_strategy, 'stoploss')
|
||||
assert strategy.stoploss == -0.5
|
||||
assert ('freqtrade.strategy.strategy',
|
||||
assert ('freqtrade.strategy.resolver',
|
||||
logging.INFO,
|
||||
'Override strategy \'stoploss\' with value in config file: -0.5.'
|
||||
) in caplog.record_tuples
|
||||
@ -109,34 +100,34 @@ def test_strategy_override_ticker_interval(caplog):
|
||||
caplog.set_level(logging.INFO)
|
||||
|
||||
config = {
|
||||
'strategy': 'default_strategy',
|
||||
'strategy': 'DefaultStrategy',
|
||||
'ticker_interval': 60
|
||||
}
|
||||
strategy = Strategy(config)
|
||||
strategy = StrategyResolver(config)
|
||||
|
||||
assert hasattr(strategy.custom_strategy, 'ticker_interval')
|
||||
assert strategy.ticker_interval == 60
|
||||
assert ('freqtrade.strategy.strategy',
|
||||
assert ('freqtrade.strategy.resolver',
|
||||
logging.INFO,
|
||||
'Override strategy \'ticker_interval\' with value in config file: 60.'
|
||||
) in caplog.record_tuples
|
||||
|
||||
|
||||
def test_strategy_fallback_default_strategy():
|
||||
strategy = Strategy()
|
||||
strategy = StrategyResolver()
|
||||
strategy.logger = logging.getLogger(__name__)
|
||||
|
||||
assert not hasattr(Strategy, 'custom_strategy')
|
||||
assert not hasattr(StrategyResolver, 'custom_strategy')
|
||||
strategy._load_strategy('../../super_duper')
|
||||
assert not hasattr(Strategy, 'custom_strategy')
|
||||
assert not hasattr(StrategyResolver, 'custom_strategy')
|
||||
|
||||
|
||||
def test_strategy_singleton():
|
||||
strategy1 = Strategy({'strategy': 'default_strategy'})
|
||||
strategy1 = StrategyResolver({'strategy': 'DefaultStrategy'})
|
||||
|
||||
assert hasattr(strategy1.custom_strategy, 'minimal_roi')
|
||||
assert strategy1.minimal_roi[0] == 0.04
|
||||
|
||||
strategy2 = Strategy()
|
||||
strategy2 = StrategyResolver()
|
||||
assert hasattr(strategy2.custom_strategy, 'minimal_roi')
|
||||
assert strategy2.minimal_roi[0] == 0.04
|
||||
|
@ -16,7 +16,7 @@ from freqtrade.optimize.__init__ import load_tickerdata_file
|
||||
from freqtrade.tests.conftest import log_has
|
||||
|
||||
# Avoid to reinit the same object again and again
|
||||
_ANALYZE = Analyze({'strategy': 'default_strategy'})
|
||||
_ANALYZE = Analyze({'strategy': 'DefaultStrategy'})
|
||||
|
||||
|
||||
def test_signaltype_object() -> None:
|
||||
|
@ -99,7 +99,7 @@ def test_load_config(default_conf, mocker) -> None:
|
||||
validated_conf = configuration.load_config()
|
||||
|
||||
assert 'strategy' in validated_conf
|
||||
assert validated_conf['strategy'] == 'default_strategy'
|
||||
assert validated_conf['strategy'] == 'DefaultStrategy'
|
||||
assert 'dynamic_whitelist' not in validated_conf
|
||||
assert 'dry_run_db' not in validated_conf
|
||||
|
||||
@ -114,7 +114,7 @@ def test_load_config_with_params(default_conf, mocker) -> None:
|
||||
|
||||
args = [
|
||||
'--dynamic-whitelist', '10',
|
||||
'--strategy', 'test_strategy',
|
||||
'--strategy', 'TestStrategy',
|
||||
'--dry-run-db'
|
||||
]
|
||||
args = Arguments(args, '').get_parsed_arg()
|
||||
@ -125,7 +125,7 @@ def test_load_config_with_params(default_conf, mocker) -> None:
|
||||
assert 'dynamic_whitelist' in validated_conf
|
||||
assert validated_conf['dynamic_whitelist'] == 10
|
||||
assert 'strategy' in validated_conf
|
||||
assert validated_conf['strategy'] == 'test_strategy'
|
||||
assert validated_conf['strategy'] == 'TestStrategy'
|
||||
assert 'dry_run_db' in validated_conf
|
||||
assert validated_conf['dry_run_db'] is True
|
||||
|
||||
@ -140,7 +140,7 @@ def test_show_info(default_conf, mocker, caplog) -> None:
|
||||
|
||||
args = [
|
||||
'--dynamic-whitelist', '10',
|
||||
'--strategy', 'test_strategy',
|
||||
'--strategy', 'TestStrategy',
|
||||
'--dry-run-db'
|
||||
]
|
||||
args = Arguments(args, '').get_parsed_arg()
|
||||
@ -184,7 +184,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
|
||||
|
||||
args = [
|
||||
'--config', 'config.json',
|
||||
'--strategy', 'default_strategy',
|
||||
'--strategy', 'DefaultStrategy',
|
||||
'backtesting'
|
||||
]
|
||||
|
||||
@ -228,7 +228,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
|
||||
|
||||
args = [
|
||||
'--config', 'config.json',
|
||||
'--strategy', 'default_strategy',
|
||||
'--strategy', 'DefaultStrategy',
|
||||
'--datadir', '/foo/bar',
|
||||
'backtesting',
|
||||
'--ticker-interval', '1',
|
||||
|
@ -4,7 +4,7 @@ import pandas
|
||||
|
||||
from freqtrade.analyze import Analyze
|
||||
from freqtrade.optimize import load_data
|
||||
from freqtrade.strategy.strategy import Strategy
|
||||
from freqtrade.strategy.resolver import StrategyResolver
|
||||
|
||||
_pairs = ['BTC_ETH']
|
||||
|
||||
@ -15,19 +15,19 @@ def load_dataframe_pair(pairs):
|
||||
assert isinstance(pairs[0], str)
|
||||
dataframe = ld[pairs[0]]
|
||||
|
||||
analyze = Analyze({'strategy': 'default_strategy'})
|
||||
analyze = Analyze({'strategy': 'DefaultStrategy'})
|
||||
dataframe = analyze.analyze_ticker(dataframe)
|
||||
return dataframe
|
||||
|
||||
|
||||
def test_dataframe_load():
|
||||
Strategy({'strategy': 'default_strategy'})
|
||||
StrategyResolver({'strategy': 'DefaultStrategy'})
|
||||
dataframe = load_dataframe_pair(_pairs)
|
||||
assert isinstance(dataframe, pandas.core.frame.DataFrame)
|
||||
|
||||
|
||||
def test_dataframe_columns_exists():
|
||||
Strategy({'strategy': 'default_strategy'})
|
||||
StrategyResolver({'strategy': 'DefaultStrategy'})
|
||||
dataframe = load_dataframe_pair(_pairs)
|
||||
assert 'high' in dataframe.columns
|
||||
assert 'low' in dataframe.columns
|
||||
|
@ -47,8 +47,6 @@ def test_common_datearray(default_conf, mocker) -> None:
|
||||
Test common_datearray()
|
||||
:return: None
|
||||
"""
|
||||
mocker.patch('freqtrade.strategy.strategy.Strategy', MagicMock())
|
||||
|
||||
analyze = Analyze(default_conf)
|
||||
tick = load_tickerdata_file(None, 'BTC_UNITEST', 1)
|
||||
tickerlist = {'BTC_UNITEST': tick}
|
||||
|
@ -10,10 +10,6 @@ import freqtrade.vendor.qtpylib.indicators as qtpylib
|
||||
import numpy # noqa
|
||||
|
||||
|
||||
# Update this variable if you change the class name
|
||||
class_name = 'TestStrategy'
|
||||
|
||||
|
||||
# This class is a sample. Feel free to customize it.
|
||||
class TestStrategy(IStrategy):
|
||||
"""
|
||||
|
Loading…
Reference in New Issue
Block a user