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Do not use ticker where it's not a ticker

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This commit is contained in:
hroff-1902
2020-03-08 13:35:31 +03:00
parent 77944175e2
commit 3208faf7ed
43 changed files with 459 additions and 452 deletions
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2
tests/strategy/strats/default_strategy.py
View File

@@ -68,7 +68,7 @@ class DefaultStrategy(IStrategy):
Performance Note: For the best performance be frugal on the number of indicators
you are using. Let uncomment only the indicator you are using in your strategies
or your hyperopt configuration, otherwise you will waste your memory and CPU usage.
:param dataframe: Raw data from the exchange and parsed by parse_ticker_dataframe()
:param dataframe: Dataframe with data from the exchange
:param metadata: Additional information, like the currently traded pair
:return: a Dataframe with all mandatory indicators for the strategies
"""

52
tests/strategy/test_interface.py
View File

@@ -17,69 +17,69 @@ from tests.conftest import get_patched_exchange, log_has
_STRATEGY = DefaultStrategy(config={})
def test_returns_latest_buy_signal(mocker, default_conf, ticker_history):
def test_returns_latest_buy_signal(mocker, default_conf, ohlcv_history):
mocker.patch.object(
_STRATEGY, '_analyze_ticker_internal',
return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}])
)
assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (True, False)
assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (True, False)
mocker.patch.object(
_STRATEGY, '_analyze_ticker_internal',
return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}])
)
assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (False, True)
assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (False, True)
def test_returns_latest_sell_signal(mocker, default_conf, ticker_history):
def test_returns_latest_sell_signal(mocker, default_conf, ohlcv_history):
mocker.patch.object(
_STRATEGY, '_analyze_ticker_internal',
return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}])
)
assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (False, True)
assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (False, True)
mocker.patch.object(
_STRATEGY, '_analyze_ticker_internal',
return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}])
)
assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (True, False)
assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (True, False)
def test_get_signal_empty(default_conf, mocker, caplog):
assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'],
DataFrame())
assert log_has('Empty ticker history for pair foo', caplog)
assert log_has('Empty candle (OHLCV) data for pair foo', caplog)
caplog.clear()
assert (False, False) == _STRATEGY.get_signal('bar', default_conf['ticker_interval'],
[])
assert log_has('Empty ticker history for pair bar', caplog)
assert log_has('Empty candle (OHLCV) data for pair bar', caplog)
def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ticker_history):
def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ohlcv_history):
caplog.set_level(logging.INFO)
mocker.patch.object(
_STRATEGY, '_analyze_ticker_internal',
side_effect=ValueError('xyz')
)
assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'],
ticker_history)
assert log_has('Unable to analyze ticker for pair foo: xyz', caplog)
ohlcv_history)
assert log_has('Unable to analyze candle (OHLCV) data for pair foo: xyz', caplog)
def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ticker_history):
def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ohlcv_history):
caplog.set_level(logging.INFO)
mocker.patch.object(
_STRATEGY, '_analyze_ticker_internal',
return_value=DataFrame([])
)
assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
ticker_history)
ohlcv_history)
assert log_has('Empty dataframe for pair xyz', caplog)
def test_get_signal_old_dataframe(default_conf, mocker, caplog, ticker_history):
def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
caplog.set_level(logging.INFO)
# default_conf defines a 5m interval. we check interval * 2 + 5m
# this is necessary as the last candle is removed (partial candles) by default
@@ -90,7 +90,7 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ticker_history):
return_value=DataFrame(ticks)
)
assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
ticker_history)
ohlcv_history)
assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog)
@@ -103,15 +103,15 @@ def test_get_signal_handles_exceptions(mocker, default_conf):
assert _STRATEGY.get_signal(exchange, 'ETH/BTC', '5m') == (False, False)
def test_tickerdata_to_dataframe(default_conf, testdatadir) -> None:
def test_ohlcvdata_to_dataframe(default_conf, testdatadir) -> None:
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
timerange = TimeRange.parse_timerange('1510694220-1510700340')
tickerlist = load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange,
fill_up_missing=True)
data = strategy.tickerdata_to_dataframe(tickerlist)
assert len(data['UNITTEST/BTC']) == 102 # partial candle was removed
data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange,
fill_up_missing=True)
processed = strategy.ohlcvdata_to_dataframe(data)
assert len(processed['UNITTEST/BTC']) == 102 # partial candle was removed
def test_min_roi_reached(default_conf, fee) -> None:
@@ -222,7 +222,7 @@ def test_min_roi_reached3(default_conf, fee) -> None:
assert strategy.min_roi_reached(trade, 0.31, arrow.utcnow().shift(minutes=-2).datetime)
def test_analyze_ticker_default(ticker_history, mocker, caplog) -> None:
def test_analyze_ticker_default(ohlcv_history, mocker, caplog) -> None:
caplog.set_level(logging.DEBUG)
ind_mock = MagicMock(side_effect=lambda x, meta: x)
buy_mock = MagicMock(side_effect=lambda x, meta: x)
@@ -235,7 +235,7 @@ def test_analyze_ticker_default(ticker_history, mocker, caplog) -> None:
)
strategy = DefaultStrategy({})
strategy.analyze_ticker(ticker_history, {'pair': 'ETH/BTC'})
strategy.analyze_ticker(ohlcv_history, {'pair': 'ETH/BTC'})
assert ind_mock.call_count == 1
assert buy_mock.call_count == 1
assert buy_mock.call_count == 1
@@ -244,7 +244,7 @@ def test_analyze_ticker_default(ticker_history, mocker, caplog) -> None:
assert not log_has('Skipping TA Analysis for already analyzed candle', caplog)
caplog.clear()
strategy.analyze_ticker(ticker_history, {'pair': 'ETH/BTC'})
strategy.analyze_ticker(ohlcv_history, {'pair': 'ETH/BTC'})
# No analysis happens as process_only_new_candles is true
assert ind_mock.call_count == 2
assert buy_mock.call_count == 2
@@ -253,7 +253,7 @@ def test_analyze_ticker_default(ticker_history, mocker, caplog) -> None:
assert not log_has('Skipping TA Analysis for already analyzed candle', caplog)
def test__analyze_ticker_internal_skip_analyze(ticker_history, mocker, caplog) -> None:
def test__analyze_ticker_internal_skip_analyze(ohlcv_history, mocker, caplog) -> None:
caplog.set_level(logging.DEBUG)
ind_mock = MagicMock(side_effect=lambda x, meta: x)
buy_mock = MagicMock(side_effect=lambda x, meta: x)
@@ -268,7 +268,7 @@ def test__analyze_ticker_internal_skip_analyze(ticker_history, mocker, caplog) -
strategy = DefaultStrategy({})
strategy.process_only_new_candles = True
ret = strategy._analyze_ticker_internal(ticker_history, {'pair': 'ETH/BTC'})
ret = strategy._analyze_ticker_internal(ohlcv_history, {'pair': 'ETH/BTC'})
assert 'high' in ret.columns
assert 'low' in ret.columns
assert 'close' in ret.columns
@@ -280,7 +280,7 @@ def test__analyze_ticker_internal_skip_analyze(ticker_history, mocker, caplog) -
assert not log_has('Skipping TA Analysis for already analyzed candle', caplog)
caplog.clear()
ret = strategy._analyze_ticker_internal(ticker_history, {'pair': 'ETH/BTC'})
ret = strategy._analyze_ticker_internal(ohlcv_history, {'pair': 'ETH/BTC'})
# No analysis happens as process_only_new_candles is true
assert ind_mock.call_count == 1
assert buy_mock.call_count == 1