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Fix some tests

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This commit is contained in:
Matthias
2021-09-04 20:23:51 +02:00
parent ca44d2e092
commit 2e50948699
4 changed files with 75 additions and 39 deletions
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56
tests/strategy/test_interface.py
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@@ -31,28 +31,56 @@ _STRATEGY = StrategyTestV2(config={})
_STRATEGY.dp = DataProvider({}, None, None)
def test_returns_latest_signal(default_conf, ohlcv_history):
def test_returns_latest_signal(ohlcv_history):
ohlcv_history.loc[1, 'date'] = arrow.utcnow()
# Take a copy to correctly modify the call
mocked_history = ohlcv_history.copy()
mocked_history['sell'] = 0
mocked_history['buy'] = 0
mocked_history.loc[1, 'sell'] = 1
mocked_history['enter_long'] = 0
mocked_history['exit_long'] = 0
mocked_history['enter_short'] = 0
mocked_history['exit_short'] = 0
mocked_history.loc[1, 'exit_long'] = 1
assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, True, None)
mocked_history.loc[1, 'sell'] = 0
mocked_history.loc[1, 'buy'] = 1
assert _STRATEGY.get_entry_signal('ETH/BTC', '5m', mocked_history) == (None, None)
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history) == (False, True)
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history, True) == (False, False)
mocked_history.loc[1, 'exit_long'] = 0
mocked_history.loc[1, 'enter_long'] = 1
assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (True, False, None)
mocked_history.loc[1, 'sell'] = 0
mocked_history.loc[1, 'buy'] = 0
assert _STRATEGY.get_entry_signal('ETH/BTC', '5m', mocked_history
) == (SignalDirection.LONG, None)
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history) == (True, False)
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history, True) == (False, False)
mocked_history.loc[1, 'exit_long'] = 0
mocked_history.loc[1, 'enter_long'] = 0
assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, False, None)
mocked_history.loc[1, 'sell'] = 0
mocked_history.loc[1, 'buy'] = 1
assert _STRATEGY.get_entry_signal('ETH/BTC', '5m', mocked_history) == (None, None)
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history) == (False, False)
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history, True) == (False, False)
mocked_history.loc[1, 'exit_long'] = 0
mocked_history.loc[1, 'enter_long'] = 1
mocked_history.loc[1, 'buy_tag'] = 'buy_signal_01'
assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (True, False, 'buy_signal_01')
assert _STRATEGY.get_entry_signal(
'ETH/BTC', '5m', mocked_history) == (SignalDirection.LONG, 'buy_signal_01')
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history) == (True, False)
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history, True) == (False, False)
mocked_history.loc[1, 'exit_long'] = 0
mocked_history.loc[1, 'enter_long'] = 0
mocked_history.loc[1, 'enter_short'] = 1
mocked_history.loc[1, 'exit_short'] = 0
assert _STRATEGY.get_entry_signal(
'ETH/BTC', '5m', mocked_history) == (SignalDirection.SHORT, None)
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history) == (False, False)
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history, True) == (True, False)
mocked_history.loc[1, 'enter_short'] = 0
mocked_history.loc[1, 'exit_short'] = 1
assert _STRATEGY.get_entry_signal(
'ETH/BTC', '5m', mocked_history) == (None, None)
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history) == (False, False)
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history, True) == (False, True)
def test_analyze_pair_empty(default_conf, mocker, caplog, ohlcv_history):