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Merge pull request #2705 from freqtrade/refactor_resolvers 

Refactor resolvers to static resolvers
This commit is contained in:
hroff-1902 2019-12-24 00:35:52 +03:00 committed by GitHub
parent 506907ddc9 90cabd7c21
commit 20b52fcef9
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GPG Key ID: 4AEE18F83AFDEB23
19 changed files with 216 additions and 196 deletions
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6
docs/strategy_analysis_example.md
View File

@ -44,9 +44,9 @@ candles.head()
```python
# Load strategy using values set above
from freqtrade.resolvers import StrategyResolver
strategy = StrategyResolver({'strategy': strategy_name,
'user_data_dir': user_data_dir,
'strategy_path': strategy_location}).strategy
strategy = StrategyResolver.load_strategy({'strategy': strategy_name,
'user_data_dir': user_data_dir,
'strategy_path': strategy_location})
# Generate buy/sell signals using strategy
df = strategy.analyze_ticker(candles, {'pair': pair})

4
freqtrade/freqtradebot.py
View File

@ -55,12 +55,12 @@ class FreqtradeBot:
self.heartbeat_interval = self.config.get('internals', {}).get('heartbeat_interval', 60)
self.strategy: IStrategy = StrategyResolver(self.config).strategy
self.strategy: IStrategy = StrategyResolver.load_strategy(self.config)
# Check config consistency here since strategies can set certain options
validate_config_consistency(config)
self.exchange = ExchangeResolver(self.config['exchange']['name'], self.config).exchange
self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
persistence.init(self.config.get('db_url', None),
clean_open_orders=self.config.get('dry_run', False))

6
freqtrade/optimize/backtesting.py
View File

@ -60,7 +60,7 @@ class Backtesting:
# Reset keys for backtesting
remove_credentials(self.config)
self.strategylist: List[IStrategy] = []
self.exchange = ExchangeResolver(self.config['exchange']['name'], self.config).exchange
self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
if config.get('fee'):
self.fee = config['fee']
@ -75,12 +75,12 @@ class Backtesting:
for strat in list(self.config['strategy_list']):
stratconf = deepcopy(self.config)
stratconf['strategy'] = strat
self.strategylist.append(StrategyResolver(stratconf).strategy)
self.strategylist.append(StrategyResolver.load_strategy(stratconf))
validate_config_consistency(stratconf)
else:
# No strategy list specified, only one strategy
self.strategylist.append(StrategyResolver(self.config).strategy)
self.strategylist.append(StrategyResolver.load_strategy(self.config))
validate_config_consistency(self.config)
if "ticker_interval" not in self.config:

2
freqtrade/optimize/edge_cli.py
View File

@ -34,7 +34,7 @@ class EdgeCli:
remove_credentials(self.config)
self.config['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
self.exchange = Exchange(self.config)
self.strategy = StrategyResolver(self.config).strategy
self.strategy = StrategyResolver.load_strategy(self.config)
validate_config_consistency(self.config)

4
freqtrade/optimize/hyperopt.py
View File

@ -64,9 +64,9 @@ class Hyperopt:
self.backtesting = Backtesting(self.config)
self.custom_hyperopt = HyperOptResolver(self.config).hyperopt
self.custom_hyperopt = HyperOptResolver.load_hyperopt(self.config)
self.custom_hyperoptloss = HyperOptLossResolver(self.config).hyperoptloss
self.custom_hyperoptloss = HyperOptLossResolver.load_hyperoptloss(self.config)
self.calculate_loss = self.custom_hyperoptloss.hyperopt_loss_function
self.trials_file = (self.config['user_data_dir'] /

14
freqtrade/pairlist/pairlistmanager.py
View File

@ -28,13 +28,13 @@ class PairListManager():
if 'method' not in pl:
logger.warning(f"No method in {pl}")
continue
pairl = PairListResolver(pl.get('method'),
exchange=exchange,
pairlistmanager=self,
config=config,
pairlistconfig=pl,
pairlist_pos=len(self._pairlists)
).pairlist
pairl = PairListResolver.load_pairlist(pl.get('method'),
exchange=exchange,
pairlistmanager=self,
config=config,
pairlistconfig=pl,
pairlist_pos=len(self._pairlists)
)
self._tickers_needed = pairl.needstickers or self._tickers_needed
self._pairlists.append(pairl)

2
freqtrade/plot/plotting.py
View File

@ -340,7 +340,7 @@ def load_and_plot_trades(config: Dict[str, Any]):
- Generate plot files
:return: None
"""
strategy = StrategyResolver(config).strategy
strategy = StrategyResolver.load_strategy(config)
plot_elements = init_plotscript(config)
trades = plot_elements['trades']

20
freqtrade/resolvers/exchange_resolver.py
View File

@ -15,9 +15,8 @@ class ExchangeResolver(IResolver):
This class contains all the logic to load a custom exchange class
"""
__slots__ = ['exchange']
def __init__(self, exchange_name: str, config: dict, validate: bool = True) -> None:
@staticmethod
def load_exchange(exchange_name: str, config: dict, validate: bool = True) -> Exchange:
"""
Load the custom class from config parameter
:param config: configuration dictionary
@ -25,17 +24,20 @@ class ExchangeResolver(IResolver):
# Map exchange name to avoid duplicate classes for identical exchanges
exchange_name = MAP_EXCHANGE_CHILDCLASS.get(exchange_name, exchange_name)
exchange_name = exchange_name.title()
exchange = None
try:
self.exchange = self._load_exchange(exchange_name, kwargs={'config': config,
'validate': validate})
exchange = ExchangeResolver._load_exchange(exchange_name,
kwargs={'config': config,
'validate': validate})
except ImportError:
logger.info(
f"No {exchange_name} specific subclass found. Using the generic class instead.")
if not hasattr(self, "exchange"):
self.exchange = Exchange(config, validate=validate)
if not exchange:
exchange = Exchange(config, validate=validate)
return exchange
def _load_exchange(
self, exchange_name: str, kwargs: dict) -> Exchange:
@staticmethod
def _load_exchange(exchange_name: str, kwargs: dict) -> Exchange:
"""
Loads the specified exchange.
Only checks for exchanges exported in freqtrade.exchanges

55
freqtrade/resolvers/hyperopt_resolver.py
View File

@ -20,11 +20,11 @@ class HyperOptResolver(IResolver):
"""
This class contains all the logic to load custom hyperopt class
"""
__slots__ = ['hyperopt']
def __init__(self, config: Dict) -> None:
@staticmethod
def load_hyperopt(config: Dict) -> IHyperOpt:
"""
Load the custom class from config parameter
Load the custom hyperopt class from config parameter
:param config: configuration dictionary
"""
if not config.get('hyperopt'):
@ -33,21 +33,23 @@ class HyperOptResolver(IResolver):
hyperopt_name = config['hyperopt']
self.hyperopt = self._load_hyperopt(hyperopt_name, config,
extra_dir=config.get('hyperopt_path'))
hyperopt = HyperOptResolver._load_hyperopt(hyperopt_name, config,
extra_dir=config.get('hyperopt_path'))
if not hasattr(self.hyperopt, 'populate_indicators'):
if not hasattr(hyperopt, 'populate_indicators'):
logger.warning("Hyperopt class does not provide populate_indicators() method. "
"Using populate_indicators from the strategy.")
if not hasattr(self.hyperopt, 'populate_buy_trend'):
if not hasattr(hyperopt, 'populate_buy_trend'):
logger.warning("Hyperopt class does not provide populate_buy_trend() method. "
"Using populate_buy_trend from the strategy.")
if not hasattr(self.hyperopt, 'populate_sell_trend'):
if not hasattr(hyperopt, 'populate_sell_trend'):
logger.warning("Hyperopt class does not provide populate_sell_trend() method. "
"Using populate_sell_trend from the strategy.")
return hyperopt
@staticmethod
def _load_hyperopt(
self, hyperopt_name: str, config: Dict, extra_dir: Optional[str] = None) -> IHyperOpt:
hyperopt_name: str, config: Dict, extra_dir: Optional[str] = None) -> IHyperOpt:
"""
Search and loads the specified hyperopt.
:param hyperopt_name: name of the module to import
@ -57,11 +59,12 @@ class HyperOptResolver(IResolver):
"""
current_path = Path(__file__).parent.parent.joinpath('optimize').resolve()
abs_paths = self.build_search_paths(config, current_path=current_path,
user_subdir=USERPATH_HYPEROPTS, extra_dir=extra_dir)
abs_paths = IResolver.build_search_paths(config, current_path=current_path,
user_subdir=USERPATH_HYPEROPTS,
extra_dir=extra_dir)
hyperopt = self._load_object(paths=abs_paths, object_type=IHyperOpt,
object_name=hyperopt_name, kwargs={'config': config})
hyperopt = IResolver._load_object(paths=abs_paths, object_type=IHyperOpt,
object_name=hyperopt_name, kwargs={'config': config})
if hyperopt:
return hyperopt
raise OperationalException(
@ -74,9 +77,9 @@ class HyperOptLossResolver(IResolver):
"""
This class contains all the logic to load custom hyperopt loss class
"""
__slots__ = ['hyperoptloss']
def __init__(self, config: Dict) -> None:
@staticmethod
def load_hyperoptloss(config: Dict) -> IHyperOptLoss:
"""
Load the custom class from config parameter
:param config: configuration dictionary
@ -86,20 +89,21 @@ class HyperOptLossResolver(IResolver):
# default hyperopt loss
hyperoptloss_name = config.get('hyperopt_loss') or DEFAULT_HYPEROPT_LOSS
self.hyperoptloss = self._load_hyperoptloss(
hyperoptloss = HyperOptLossResolver._load_hyperoptloss(
hyperoptloss_name, config, extra_dir=config.get('hyperopt_path'))
# Assign ticker_interval to be used in hyperopt
self.hyperoptloss.__class__.ticker_interval = str(config['ticker_interval'])
hyperoptloss.__class__.ticker_interval = str(config['ticker_interval'])
if not hasattr(self.hyperoptloss, 'hyperopt_loss_function'):
if not hasattr(hyperoptloss, 'hyperopt_loss_function'):
raise OperationalException(
f"Found HyperoptLoss class {hyperoptloss_name} does not "
"implement `hyperopt_loss_function`.")
return hyperoptloss
def _load_hyperoptloss(
self, hyper_loss_name: str, config: Dict,
extra_dir: Optional[str] = None) -> IHyperOptLoss:
@staticmethod
def _load_hyperoptloss(hyper_loss_name: str, config: Dict,
extra_dir: Optional[str] = None) -> IHyperOptLoss:
"""
Search and loads the specified hyperopt loss class.
:param hyper_loss_name: name of the module to import
@ -109,11 +113,12 @@ class HyperOptLossResolver(IResolver):
"""
current_path = Path(__file__).parent.parent.joinpath('optimize').resolve()
abs_paths = self.build_search_paths(config, current_path=current_path,
user_subdir=USERPATH_HYPEROPTS, extra_dir=extra_dir)
abs_paths = IResolver.build_search_paths(config, current_path=current_path,
user_subdir=USERPATH_HYPEROPTS,
extra_dir=extra_dir)
hyperoptloss = self._load_object(paths=abs_paths, object_type=IHyperOptLoss,
object_name=hyper_loss_name)
hyperoptloss = IResolver._load_object(paths=abs_paths, object_type=IHyperOptLoss,
object_name=hyper_loss_name)
if hyperoptloss:
return hyperoptloss

3
freqtrade/resolvers/iresolver.py
View File

@ -17,7 +17,8 @@ class IResolver:
This class contains all the logic to load custom classes
"""
def build_search_paths(self, config, current_path: Path, user_subdir: Optional[str] = None,
@staticmethod
def build_search_paths(config, current_path: Path, user_subdir: Optional[str] = None,
extra_dir: Optional[str] = None) -> List[Path]:
abs_paths: List[Path] = [current_path]

42
freqtrade/resolvers/pairlist_resolver.py
View File

@ -18,23 +18,29 @@ class PairListResolver(IResolver):
This class contains all the logic to load custom PairList class
"""
__slots__ = ['pairlist']
def __init__(self, pairlist_name: str, exchange, pairlistmanager,
config: dict, pairlistconfig: dict, pairlist_pos: int) -> None:
@staticmethod
def load_pairlist(pairlist_name: str, exchange, pairlistmanager,
config: dict, pairlistconfig: dict, pairlist_pos: int) -> IPairList:
"""
Load the custom class from config parameter
:param config: configuration dictionary or None
Load the pairlist with pairlist_name
:param pairlist_name: Classname of the pairlist
:param exchange: Initialized exchange class
:param pairlistmanager: Initialized pairlist manager
:param config: configuration dictionary
:param pairlistconfig: Configuration dedicated to this pairlist
:param pairlist_pos: Position of the pairlist in the list of pairlists
:return: initialized Pairlist class
"""
self.pairlist = self._load_pairlist(pairlist_name, config,
kwargs={'exchange': exchange,
'pairlistmanager': pairlistmanager,
'config': config,
'pairlistconfig': pairlistconfig,
'pairlist_pos': pairlist_pos})
def _load_pairlist(
self, pairlist_name: str, config: dict, kwargs: dict) -> IPairList:
return PairListResolver._load_pairlist(pairlist_name, config,
kwargs={'exchange': exchange,
'pairlistmanager': pairlistmanager,
'config': config,
'pairlistconfig': pairlistconfig,
'pairlist_pos': pairlist_pos})
@staticmethod
def _load_pairlist(pairlist_name: str, config: dict, kwargs: dict) -> IPairList:
"""
Search and loads the specified pairlist.
:param pairlist_name: name of the module to import
@ -44,11 +50,11 @@ class PairListResolver(IResolver):
"""
current_path = Path(__file__).parent.parent.joinpath('pairlist').resolve()
abs_paths = self.build_search_paths(config, current_path=current_path,
user_subdir=None, extra_dir=None)
abs_paths = IResolver.build_search_paths(config, current_path=current_path,
user_subdir=None, extra_dir=None)
pairlist = self._load_object(paths=abs_paths, object_type=IPairList,
object_name=pairlist_name, kwargs=kwargs)
pairlist = IResolver._load_object(paths=abs_paths, object_type=IPairList,
object_name=pairlist_name, kwargs=kwargs)
if pairlist:
return pairlist
raise OperationalException(

65
freqtrade/resolvers/strategy_resolver.py
View File

@ -20,12 +20,11 @@ logger = logging.getLogger(__name__)
class StrategyResolver(IResolver):
"""
This class contains all the logic to load custom strategy class
This class contains the logic to load custom strategy class
"""
__slots__ = ['strategy']
def __init__(self, config: Optional[Dict] = None) -> None:
@staticmethod
def load_strategy(config: Optional[Dict] = None) -> IStrategy:
"""
Load the custom class from config parameter
:param config: configuration dictionary or None
@ -37,9 +36,9 @@ class StrategyResolver(IResolver):
"the strategy class to use.")
strategy_name = config['strategy']
self.strategy: IStrategy = self._load_strategy(strategy_name,
config=config,
extra_dir=config.get('strategy_path'))
strategy: IStrategy = StrategyResolver._load_strategy(
strategy_name, config=config,
extra_dir=config.get('strategy_path'))
# make sure ask_strategy dict is available
if 'ask_strategy' not in config:
@ -68,9 +67,11 @@ class StrategyResolver(IResolver):
]
for attribute, default, ask_strategy in attributes:
if ask_strategy:
self._override_attribute_helper(config['ask_strategy'], attribute, default)
StrategyResolver._override_attribute_helper(strategy, config['ask_strategy'],
attribute, default)
else:
self._override_attribute_helper(config, attribute, default)
StrategyResolver._override_attribute_helper(strategy, config,
attribute, default)
# Loop this list again to have output combined
for attribute, _, exp in attributes:
@ -80,14 +81,16 @@ class StrategyResolver(IResolver):
logger.info("Strategy using %s: %s", attribute, config[attribute])
# Sort and apply type conversions
self.strategy.minimal_roi = OrderedDict(sorted(
{int(key): value for (key, value) in self.strategy.minimal_roi.items()}.items(),
strategy.minimal_roi = OrderedDict(sorted(
{int(key): value for (key, value) in strategy.minimal_roi.items()}.items(),
key=lambda t: t[0]))
self.strategy.stoploss = float(self.strategy.stoploss)
strategy.stoploss = float(strategy.stoploss)
self._strategy_sanity_validations()
StrategyResolver._strategy_sanity_validations(strategy)
return strategy
def _override_attribute_helper(self, config, attribute: str, default):
@staticmethod
def _override_attribute_helper(strategy, config, attribute: str, default):
"""
Override attributes in the strategy.
Prevalence:
@ -96,30 +99,32 @@ class StrategyResolver(IResolver):
- default (if not None)
"""
if attribute in config:
setattr(self.strategy, attribute, config[attribute])
setattr(strategy, attribute, config[attribute])
logger.info("Override strategy '%s' with value in config file: %s.",
attribute, config[attribute])
elif hasattr(self.strategy, attribute):
val = getattr(self.strategy, attribute)
elif hasattr(strategy, attribute):
val = getattr(strategy, attribute)
# None's cannot exist in the config, so do not copy them
if val is not None:
config[attribute] = val
# Explicitly check for None here as other "falsy" values are possible
elif default is not None:
setattr(self.strategy, attribute, default)
setattr(strategy, attribute, default)
config[attribute] = default
def _strategy_sanity_validations(self):
if not all(k in self.strategy.order_types for k in constants.REQUIRED_ORDERTYPES):
raise ImportError(f"Impossible to load Strategy '{self.strategy.__class__.__name__}'. "
@staticmethod
def _strategy_sanity_validations(strategy):
if not all(k in strategy.order_types for k in constants.REQUIRED_ORDERTYPES):
raise ImportError(f"Impossible to load Strategy '{strategy.__class__.__name__}'. "
f"Order-types mapping is incomplete.")
if not all(k in self.strategy.order_time_in_force for k in constants.REQUIRED_ORDERTIF):
raise ImportError(f"Impossible to load Strategy '{self.strategy.__class__.__name__}'. "
if not all(k in strategy.order_time_in_force for k in constants.REQUIRED_ORDERTIF):
raise ImportError(f"Impossible to load Strategy '{strategy.__class__.__name__}'. "
f"Order-time-in-force mapping is incomplete.")
def _load_strategy(
self, strategy_name: str, config: dict, extra_dir: Optional[str] = None) -> IStrategy:
@staticmethod
def _load_strategy(strategy_name: str,
config: dict, extra_dir: Optional[str] = None) -> IStrategy:
"""
Search and loads the specified strategy.
:param strategy_name: name of the module to import
@ -129,9 +134,9 @@ class StrategyResolver(IResolver):
"""
current_path = Path(__file__).parent.parent.joinpath('strategy').resolve()
abs_paths = self.build_search_paths(config, current_path=current_path,
user_subdir=constants.USERPATH_STRATEGY,
extra_dir=extra_dir)
abs_paths = IResolver.build_search_paths(config, current_path=current_path,
user_subdir=constants.USERPATH_STRATEGY,
extra_dir=extra_dir)
if ":" in strategy_name:
logger.info("loading base64 encoded strategy")
@ -149,8 +154,8 @@ class StrategyResolver(IResolver):
# register temp path with the bot
abs_paths.insert(0, temp.resolve())
strategy = self._load_object(paths=abs_paths, object_type=IStrategy,
object_name=strategy_name, kwargs={'config': config})
strategy = IResolver._load_object(paths=abs_paths, object_type=IStrategy,
object_name=strategy_name, kwargs={'config': config})
if strategy:
strategy._populate_fun_len = len(getfullargspec(strategy.populate_indicators).args)
strategy._buy_fun_len = len(getfullargspec(strategy.populate_buy_trend).args)

6
freqtrade/templates/strategy_analysis_example.ipynb
View File

@ -73,9 +73,9 @@
"source": [
"# Load strategy using values set above\n",
"from freqtrade.resolvers import StrategyResolver\n",
"strategy = StrategyResolver({'strategy': strategy_name,\n",
" 'user_data_dir': user_data_dir,\n",
" 'strategy_path': strategy_location}).strategy\n",
"strategy = StrategyResolver.load_strategy({'strategy': strategy_name,\n",
" 'user_data_dir': user_data_dir,\n",
" 'strategy_path': strategy_location})\n",
"\n",
"# Generate buy/sell signals using strategy\n",
"df = strategy.analyze_ticker(candles, {'pair': pair})\n",

8
freqtrade/utils.py
View File

@ -198,7 +198,7 @@ def start_download_data(args: Dict[str, Any]) -> None:
pairs_not_available: List[str] = []
# Init exchange
exchange = ExchangeResolver(config['exchange']['name'], config).exchange
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config)
try:
if config.get('download_trades'):
@ -233,7 +233,7 @@ def start_list_timeframes(args: Dict[str, Any]) -> None:
config['ticker_interval'] = None
# Init exchange
exchange = ExchangeResolver(config['exchange']['name'], config, validate=False).exchange
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
if args['print_one_column']:
print('\n'.join(exchange.timeframes))
@ -252,7 +252,7 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
# Init exchange
exchange = ExchangeResolver(config['exchange']['name'], config, validate=False).exchange
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
# By default only active pairs/markets are to be shown
active_only = not args.get('list_pairs_all', False)
@ -333,7 +333,7 @@ def start_test_pairlist(args: Dict[str, Any]) -> None:
from freqtrade.pairlist.pairlistmanager import PairListManager
config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
exchange = ExchangeResolver(config['exchange']['name'], config, validate=False).exchange
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
quote_currencies = args.get('quote_currencies')
if not quote_currencies:

2
tests/conftest.py
View File

@ -77,7 +77,7 @@ def get_patched_exchange(mocker, config, api_mock=None, id='bittrex',
patch_exchange(mocker, api_mock, id, mock_markets)
config["exchange"]["name"] = id
try:
exchange = ExchangeResolver(id, config).exchange
exchange = ExchangeResolver.load_exchange(id, config)
except ImportError:
exchange = Exchange(config)
return exchange

8
tests/exchange/test_exchange.py
View File

@ -124,19 +124,19 @@ def test_exchange_resolver(default_conf, mocker, caplog):
mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
exchange = ExchangeResolver('Bittrex', default_conf).exchange
exchange = ExchangeResolver.load_exchange('Bittrex', default_conf)
assert isinstance(exchange, Exchange)
assert log_has_re(r"No .* specific subclass found. Using the generic class instead.", caplog)
caplog.clear()
exchange = ExchangeResolver('kraken', default_conf).exchange
exchange = ExchangeResolver.load_exchange('kraken', default_conf)
assert isinstance(exchange, Exchange)
assert isinstance(exchange, Kraken)
assert not isinstance(exchange, Binance)
assert not log_has_re(r"No .* specific subclass found. Using the generic class instead.",
caplog)
exchange = ExchangeResolver('binance', default_conf).exchange
exchange = ExchangeResolver.load_exchange('binance', default_conf)
assert isinstance(exchange, Exchange)
assert isinstance(exchange, Binance)
assert not isinstance(exchange, Kraken)
@ -145,7 +145,7 @@ def test_exchange_resolver(default_conf, mocker, caplog):
caplog)
# Test mapping
exchange = ExchangeResolver('binanceus', default_conf).exchange
exchange = ExchangeResolver.load_exchange('binanceus', default_conf)
assert isinstance(exchange, Exchange)
assert isinstance(exchange, Binance)
assert not isinstance(exchange, Kraken)

20
tests/optimize/test_hyperopt.py
View File

@ -163,7 +163,7 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
MagicMock(return_value=hyperopt(default_conf))
)
default_conf.update({'hyperopt': 'DefaultHyperOpt'})
x = HyperOptResolver(default_conf).hyperopt
x = HyperOptResolver.load_hyperopt(default_conf)
assert not hasattr(x, 'populate_indicators')
assert not hasattr(x, 'populate_buy_trend')
assert not hasattr(x, 'populate_sell_trend')
@ -180,7 +180,7 @@ def test_hyperoptresolver_wrongname(mocker, default_conf, caplog) -> None:
default_conf.update({'hyperopt': "NonExistingHyperoptClass"})
with pytest.raises(OperationalException, match=r'Impossible to load Hyperopt.*'):
HyperOptResolver(default_conf).hyperopt
HyperOptResolver.load_hyperopt(default_conf)
def test_hyperoptresolver_noname(default_conf):
@ -188,7 +188,7 @@ def test_hyperoptresolver_noname(default_conf):
with pytest.raises(OperationalException,
match="No Hyperopt set. Please use `--hyperopt` to specify "
"the Hyperopt class to use."):
HyperOptResolver(default_conf)
HyperOptResolver.load_hyperopt(default_conf)
def test_hyperoptlossresolver(mocker, default_conf, caplog) -> None:
@ -198,7 +198,7 @@ def test_hyperoptlossresolver(mocker, default_conf, caplog) -> None:
'freqtrade.resolvers.hyperopt_resolver.HyperOptLossResolver._load_hyperoptloss',
MagicMock(return_value=hl)
)
x = HyperOptLossResolver(default_conf).hyperoptloss
x = HyperOptLossResolver.load_hyperoptloss(default_conf)
assert hasattr(x, "hyperopt_loss_function")
@ -206,7 +206,7 @@ def test_hyperoptlossresolver_wrongname(mocker, default_conf, caplog) -> None:
default_conf.update({'hyperopt_loss': "NonExistingLossClass"})
with pytest.raises(OperationalException, match=r'Impossible to load HyperoptLoss.*'):
HyperOptLossResolver(default_conf).hyperopt
HyperOptLossResolver.load_hyperoptloss(default_conf)
def test_start_not_installed(mocker, default_conf, caplog, import_fails) -> None:
@ -286,7 +286,7 @@ def test_start_filelock(mocker, default_conf, caplog) -> None:
def test_loss_calculation_prefer_correct_trade_count(default_conf, hyperopt_results) -> None:
hl = HyperOptLossResolver(default_conf).hyperoptloss
hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
correct = hl.hyperopt_loss_function(hyperopt_results, 600)
over = hl.hyperopt_loss_function(hyperopt_results, 600 + 100)
under = hl.hyperopt_loss_function(hyperopt_results, 600 - 100)
@ -298,7 +298,7 @@ def test_loss_calculation_prefer_shorter_trades(default_conf, hyperopt_results)
resultsb = hyperopt_results.copy()
resultsb.loc[1, 'trade_duration'] = 20
hl = HyperOptLossResolver(default_conf).hyperoptloss
hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
longer = hl.hyperopt_loss_function(hyperopt_results, 100)
shorter = hl.hyperopt_loss_function(resultsb, 100)
assert shorter < longer
@ -310,7 +310,7 @@ def test_loss_calculation_has_limited_profit(default_conf, hyperopt_results) ->
results_under = hyperopt_results.copy()
results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
hl = HyperOptLossResolver(default_conf).hyperoptloss
hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
correct = hl.hyperopt_loss_function(hyperopt_results, 600)
over = hl.hyperopt_loss_function(results_over, 600)
under = hl.hyperopt_loss_function(results_under, 600)
@ -325,7 +325,7 @@ def test_sharpe_loss_prefers_higher_profits(default_conf, hyperopt_results) -> N
results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
default_conf.update({'hyperopt_loss': 'SharpeHyperOptLoss'})
hl = HyperOptLossResolver(default_conf).hyperoptloss
hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results),
datetime(2019, 1, 1), datetime(2019, 5, 1))
over = hl.hyperopt_loss_function(results_over, len(hyperopt_results),
@ -343,7 +343,7 @@ def test_onlyprofit_loss_prefers_higher_profits(default_conf, hyperopt_results)
results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
default_conf.update({'hyperopt_loss': 'OnlyProfitHyperOptLoss'})
hl = HyperOptLossResolver(default_conf).hyperoptloss
hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results),
datetime(2019, 1, 1), datetime(2019, 5, 1))
over = hl.hyperopt_loss_function(results_over, len(hyperopt_results),

3
tests/pairlist/test_pairlist.py
View File

@ -53,7 +53,8 @@ def test_load_pairlist_noexist(mocker, markets, default_conf):
with pytest.raises(OperationalException,
match=r"Impossible to load Pairlist 'NonexistingPairList'. "
r"This class does not exist or contains Python code errors."):
PairListResolver('NonexistingPairList', bot.exchange, plm, default_conf, {}, 1)
PairListResolver.load_pairlist('NonexistingPairList', bot.exchange, plm,
default_conf, {}, 1)
def test_refresh_market_pair_not_in_whitelist(mocker, markets, static_pl_conf):

142
tests/strategy/test_strategy.py
View File

@ -39,8 +39,8 @@ def test_load_strategy(default_conf, result):
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'})
strategy = StrategyResolver.load_strategy(default_conf)
assert 'rsi' in strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
def test_load_strategy_base64(result, caplog, default_conf):
@ -48,8 +48,8 @@ def test_load_strategy_base64(result, caplog, default_conf):
encoded_string = urlsafe_b64encode(file.read()).decode("utf-8")
default_conf.update({'strategy': 'SampleStrategy:{}'.format(encoded_string)})
resolver = StrategyResolver(default_conf)
assert 'rsi' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
strategy = StrategyResolver.load_strategy(default_conf)
assert 'rsi' in strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
# Make sure strategy was loaded from base64 (using temp directory)!!
assert log_has_re(r"Using resolved strategy SampleStrategy from '"
r".*(/|\\).*(/|\\)SampleStrategy\.py'\.\.\.", caplog)
@ -57,13 +57,13 @@ def test_load_strategy_base64(result, caplog, default_conf):
def test_load_strategy_invalid_directory(result, caplog, default_conf):
default_conf['strategy'] = 'DefaultStrategy'
resolver = StrategyResolver(default_conf)
extra_dir = Path.cwd() / 'some/path'
resolver._load_strategy('DefaultStrategy', config=default_conf, extra_dir=extra_dir)
strategy = StrategyResolver._load_strategy('DefaultStrategy', config=default_conf,
extra_dir=extra_dir)
assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog)
assert 'rsi' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
assert 'rsi' in strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
def test_load_not_found_strategy(default_conf):
@ -71,7 +71,7 @@ def test_load_not_found_strategy(default_conf):
with pytest.raises(OperationalException,
match=r"Impossible to load Strategy 'NotFoundStrategy'. "
r"This class does not exist or contains Python code errors."):
StrategyResolver(default_conf)
StrategyResolver.load_strategy(default_conf)
def test_load_strategy_noname(default_conf):
@ -79,30 +79,30 @@ def test_load_strategy_noname(default_conf):
with pytest.raises(OperationalException,
match="No strategy set. Please use `--strategy` to specify "
"the strategy class to use."):
StrategyResolver(default_conf)
StrategyResolver.load_strategy(default_conf)
def test_strategy(result, default_conf):
default_conf.update({'strategy': 'DefaultStrategy'})
resolver = StrategyResolver(default_conf)
strategy = StrategyResolver.load_strategy(default_conf)
metadata = {'pair': 'ETH/BTC'}
assert resolver.strategy.minimal_roi[0] == 0.04
assert strategy.minimal_roi[0] == 0.04
assert default_conf["minimal_roi"]['0'] == 0.04
assert resolver.strategy.stoploss == -0.10
assert strategy.stoploss == -0.10
assert default_conf['stoploss'] == -0.10
assert resolver.strategy.ticker_interval == '5m'
assert strategy.ticker_interval == '5m'
assert default_conf['ticker_interval'] == '5m'
df_indicators = resolver.strategy.advise_indicators(result, metadata=metadata)
df_indicators = strategy.advise_indicators(result, metadata=metadata)
assert 'adx' in df_indicators
dataframe = resolver.strategy.advise_buy(df_indicators, metadata=metadata)
dataframe = strategy.advise_buy(df_indicators, metadata=metadata)
assert 'buy' in dataframe.columns
dataframe = resolver.strategy.advise_sell(df_indicators, metadata=metadata)
dataframe = strategy.advise_sell(df_indicators, metadata=metadata)
assert 'sell' in dataframe.columns
@ -114,9 +114,9 @@ def test_strategy_override_minimal_roi(caplog, default_conf):
"0": 0.5
}
})
resolver = StrategyResolver(default_conf)
strategy = StrategyResolver.load_strategy(default_conf)
assert resolver.strategy.minimal_roi[0] == 0.5
assert strategy.minimal_roi[0] == 0.5
assert log_has("Override strategy 'minimal_roi' with value in config file: {'0': 0.5}.", caplog)
@ -126,9 +126,9 @@ def test_strategy_override_stoploss(caplog, default_conf):
'strategy': 'DefaultStrategy',
'stoploss': -0.5
})
resolver = StrategyResolver(default_conf)
strategy = StrategyResolver.load_strategy(default_conf)
assert resolver.strategy.stoploss == -0.5
assert strategy.stoploss == -0.5
assert log_has("Override strategy 'stoploss' with value in config file: -0.5.", caplog)
@ -138,10 +138,10 @@ def test_strategy_override_trailing_stop(caplog, default_conf):
'strategy': 'DefaultStrategy',
'trailing_stop': True
})
resolver = StrategyResolver(default_conf)
strategy = StrategyResolver.load_strategy(default_conf)
assert resolver.strategy.trailing_stop
assert isinstance(resolver.strategy.trailing_stop, bool)
assert strategy.trailing_stop
assert isinstance(strategy.trailing_stop, bool)
assert log_has("Override strategy 'trailing_stop' with value in config file: True.", caplog)
@ -153,13 +153,13 @@ def test_strategy_override_trailing_stop_positive(caplog, default_conf):
'trailing_stop_positive_offset': -0.2
})
resolver = StrategyResolver(default_conf)
strategy = StrategyResolver.load_strategy(default_conf)
assert resolver.strategy.trailing_stop_positive == -0.1
assert strategy.trailing_stop_positive == -0.1
assert log_has("Override strategy 'trailing_stop_positive' with value in config file: -0.1.",
caplog)
assert resolver.strategy.trailing_stop_positive_offset == -0.2
assert strategy.trailing_stop_positive_offset == -0.2
assert log_has("Override strategy 'trailing_stop_positive' with value in config file: -0.1.",
caplog)
@ -172,10 +172,10 @@ def test_strategy_override_ticker_interval(caplog, default_conf):
'ticker_interval': 60,
'stake_currency': 'ETH'
})
resolver = StrategyResolver(default_conf)
strategy = StrategyResolver.load_strategy(default_conf)
assert resolver.strategy.ticker_interval == 60
assert resolver.strategy.stake_currency == 'ETH'
assert strategy.ticker_interval == 60
assert strategy.stake_currency == 'ETH'
assert log_has("Override strategy 'ticker_interval' with value in config file: 60.",
caplog)
@ -187,9 +187,9 @@ def test_strategy_override_process_only_new_candles(caplog, default_conf):
'strategy': 'DefaultStrategy',
'process_only_new_candles': True
})
resolver = StrategyResolver(default_conf)
strategy = StrategyResolver.load_strategy(default_conf)
assert resolver.strategy.process_only_new_candles
assert strategy.process_only_new_candles
assert log_has("Override strategy 'process_only_new_candles' with value in config file: True.",
caplog)
@ -207,11 +207,11 @@ def test_strategy_override_order_types(caplog, default_conf):
'strategy': 'DefaultStrategy',
'order_types': order_types
})
resolver = StrategyResolver(default_conf)
strategy = StrategyResolver.load_strategy(default_conf)
assert resolver.strategy.order_types
assert strategy.order_types
for method in ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']:
assert resolver.strategy.order_types[method] == order_types[method]
assert strategy.order_types[method] == order_types[method]
assert log_has("Override strategy 'order_types' with value in config file:"
" {'buy': 'market', 'sell': 'limit', 'stoploss': 'limit',"
@ -225,7 +225,7 @@ def test_strategy_override_order_types(caplog, default_conf):
with pytest.raises(ImportError,
match=r"Impossible to load Strategy 'DefaultStrategy'. "
r"Order-types mapping is incomplete."):
StrategyResolver(default_conf)
StrategyResolver.load_strategy(default_conf)
def test_strategy_override_order_tif(caplog, default_conf):
@ -240,11 +240,11 @@ def test_strategy_override_order_tif(caplog, default_conf):
'strategy': 'DefaultStrategy',
'order_time_in_force': order_time_in_force
})
resolver = StrategyResolver(default_conf)
strategy = StrategyResolver.load_strategy(default_conf)
assert resolver.strategy.order_time_in_force
assert strategy.order_time_in_force
for method in ['buy', 'sell']:
assert resolver.strategy.order_time_in_force[method] == order_time_in_force[method]
assert strategy.order_time_in_force[method] == order_time_in_force[method]
assert log_has("Override strategy 'order_time_in_force' with value in config file:"
" {'buy': 'fok', 'sell': 'gtc'}.", caplog)
@ -257,7 +257,7 @@ def test_strategy_override_order_tif(caplog, default_conf):
with pytest.raises(ImportError,
match=r"Impossible to load Strategy 'DefaultStrategy'. "
r"Order-time-in-force mapping is incomplete."):
StrategyResolver(default_conf)
StrategyResolver.load_strategy(default_conf)
def test_strategy_override_use_sell_signal(caplog, default_conf):
@ -265,9 +265,9 @@ def test_strategy_override_use_sell_signal(caplog, default_conf):
default_conf.update({
'strategy': 'DefaultStrategy',
})
resolver = StrategyResolver(default_conf)
assert resolver.strategy.use_sell_signal
assert isinstance(resolver.strategy.use_sell_signal, bool)
strategy = StrategyResolver.load_strategy(default_conf)
assert strategy.use_sell_signal
assert isinstance(strategy.use_sell_signal, bool)
# must be inserted to configuration
assert 'use_sell_signal' in default_conf['ask_strategy']
assert default_conf['ask_strategy']['use_sell_signal']
@ -278,10 +278,10 @@ def test_strategy_override_use_sell_signal(caplog, default_conf):
'use_sell_signal': False,
},
})
resolver = StrategyResolver(default_conf)
strategy = StrategyResolver.load_strategy(default_conf)
assert not resolver.strategy.use_sell_signal
assert isinstance(resolver.strategy.use_sell_signal, bool)
assert not strategy.use_sell_signal
assert isinstance(strategy.use_sell_signal, bool)
assert log_has("Override strategy 'use_sell_signal' with value in config file: False.", caplog)
@ -290,9 +290,9 @@ def test_strategy_override_use_sell_profit_only(caplog, default_conf):
default_conf.update({
'strategy': 'DefaultStrategy',
})
resolver = StrategyResolver(default_conf)
assert not resolver.strategy.sell_profit_only
assert isinstance(resolver.strategy.sell_profit_only, bool)
strategy = StrategyResolver.load_strategy(default_conf)
assert not strategy.sell_profit_only
assert isinstance(strategy.sell_profit_only, bool)
# must be inserted to configuration
assert 'sell_profit_only' in default_conf['ask_strategy']
assert not default_conf['ask_strategy']['sell_profit_only']
@ -303,10 +303,10 @@ def test_strategy_override_use_sell_profit_only(caplog, default_conf):
'sell_profit_only': True,
},
})
resolver = StrategyResolver(default_conf)
strategy = StrategyResolver.load_strategy(default_conf)
assert resolver.strategy.sell_profit_only
assert isinstance(resolver.strategy.sell_profit_only, bool)
assert strategy.sell_profit_only
assert isinstance(strategy.sell_profit_only, bool)
assert log_has("Override strategy 'sell_profit_only' with value in config file: True.", caplog)
@ -315,11 +315,11 @@ def test_deprecate_populate_indicators(result, default_conf):
default_location = path.join(path.dirname(path.realpath(__file__)))
default_conf.update({'strategy': 'TestStrategyLegacy',
'strategy_path': default_location})
resolver = StrategyResolver(default_conf)
strategy = StrategyResolver.load_strategy(default_conf)
with warnings.catch_warnings(record=True) as w:
# Cause all warnings to always be triggered.
warnings.simplefilter("always")
indicators = resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
indicators = strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
assert len(w) == 1
assert issubclass(w[-1].category, DeprecationWarning)
assert "deprecated - check out the Sample strategy to see the current function headers!" \
@ -328,7 +328,7 @@ def test_deprecate_populate_indicators(result, default_conf):
with warnings.catch_warnings(record=True) as w:
# Cause all warnings to always be triggered.
warnings.simplefilter("always")
resolver.strategy.advise_buy(indicators, {'pair': 'ETH/BTC'})
strategy.advise_buy(indicators, {'pair': 'ETH/BTC'})
assert len(w) == 1
assert issubclass(w[-1].category, DeprecationWarning)
assert "deprecated - check out the Sample strategy to see the current function headers!" \
@ -337,7 +337,7 @@ def test_deprecate_populate_indicators(result, default_conf):
with warnings.catch_warnings(record=True) as w:
# Cause all warnings to always be triggered.
warnings.simplefilter("always")
resolver.strategy.advise_sell(indicators, {'pair': 'ETH_BTC'})
strategy.advise_sell(indicators, {'pair': 'ETH_BTC'})
assert len(w) == 1
assert issubclass(w[-1].category, DeprecationWarning)
assert "deprecated - check out the Sample strategy to see the current function headers!" \
@ -349,47 +349,47 @@ def test_call_deprecated_function(result, monkeypatch, default_conf):
default_location = path.join(path.dirname(path.realpath(__file__)))
default_conf.update({'strategy': 'TestStrategyLegacy',
'strategy_path': default_location})
resolver = StrategyResolver(default_conf)
strategy = StrategyResolver.load_strategy(default_conf)
metadata = {'pair': 'ETH/BTC'}
# Make sure we are using a legacy function
assert resolver.strategy._populate_fun_len == 2
assert resolver.strategy._buy_fun_len == 2
assert resolver.strategy._sell_fun_len == 2
assert resolver.strategy.INTERFACE_VERSION == 1
assert strategy._populate_fun_len == 2
assert strategy._buy_fun_len == 2
assert strategy._sell_fun_len == 2
assert strategy.INTERFACE_VERSION == 1
indicator_df = resolver.strategy.advise_indicators(result, metadata=metadata)
indicator_df = strategy.advise_indicators(result, metadata=metadata)
assert isinstance(indicator_df, DataFrame)
assert 'adx' in indicator_df.columns
buydf = resolver.strategy.advise_buy(result, metadata=metadata)
buydf = strategy.advise_buy(result, metadata=metadata)
assert isinstance(buydf, DataFrame)
assert 'buy' in buydf.columns
selldf = resolver.strategy.advise_sell(result, metadata=metadata)
selldf = strategy.advise_sell(result, metadata=metadata)
assert isinstance(selldf, DataFrame)
assert 'sell' in selldf
def test_strategy_interface_versioning(result, monkeypatch, default_conf):
default_conf.update({'strategy': 'DefaultStrategy'})
resolver = StrategyResolver(default_conf)
strategy = StrategyResolver.load_strategy(default_conf)
metadata = {'pair': 'ETH/BTC'}
# Make sure we are using a legacy function
assert resolver.strategy._populate_fun_len == 3
assert resolver.strategy._buy_fun_len == 3
assert resolver.strategy._sell_fun_len == 3
assert resolver.strategy.INTERFACE_VERSION == 2
assert strategy._populate_fun_len == 3
assert strategy._buy_fun_len == 3
assert strategy._sell_fun_len == 3
assert strategy.INTERFACE_VERSION == 2
indicator_df = resolver.strategy.advise_indicators(result, metadata=metadata)
indicator_df = strategy.advise_indicators(result, metadata=metadata)
assert isinstance(indicator_df, DataFrame)
assert 'adx' in indicator_df.columns
buydf = resolver.strategy.advise_buy(result, metadata=metadata)
buydf = strategy.advise_buy(result, metadata=metadata)
assert isinstance(buydf, DataFrame)
assert 'buy' in buydf.columns
selldf = resolver.strategy.advise_sell(result, metadata=metadata)
selldf = strategy.advise_sell(result, metadata=metadata)
assert isinstance(selldf, DataFrame)
assert 'sell' in selldf