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Merge branch 'develop' into rpc-refactor

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This commit is contained in:
kryofly
2018-01-26 11:08:20 +01:00
parent 04ac71d9fe 90aae6c3a8
commit 3bc1b37528
50 changed files with 2906 additions and 852 deletions
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40
freqtrade/tests/conftest.py
View File

@@ -1,6 +1,7 @@
# pragma pylint: disable=missing-docstring
from datetime import datetime
from unittest.mock import MagicMock
from functools import reduce
import arrow
import pytest
@@ -10,6 +11,14 @@ from telegram import Chat, Message, Update
from freqtrade.misc import CONF_SCHEMA
def log_has(line, logs):
# caplog mocker returns log as a tuple: ('freqtrade.analyze', logging.WARNING, 'foobar')
# and we want to match line against foobar in the tuple
return reduce(lambda a, b: a or b,
filter(lambda x: x[2] == line, logs),
False)
@pytest.fixture(scope="module")
def default_conf():
""" Returns validated configuration suitable for most tests """
@@ -18,6 +27,7 @@ def default_conf():
"stake_currency": "BTC",
"stake_amount": 0.001,
"fiat_display_currency": "USD",
"ticker_interval": 5,
"dry_run": True,
"minimal_roi": {
"40": 0.0,
@@ -216,3 +226,33 @@ def ticker_history():
"BV": 0.7039405
}
]
@pytest.fixture
def ticker_history_without_bv():
return [
{
"O": 8.794e-05,
"H": 8.948e-05,
"L": 8.794e-05,
"C": 8.88e-05,
"V": 991.09056638,
"T": "2017-11-26T08:50:00"
},
{
"O": 8.88e-05,
"H": 8.942e-05,
"L": 8.88e-05,
"C": 8.893e-05,
"V": 658.77935965,
"T": "2017-11-26T08:55:00"
},
{
"O": 8.891e-05,
"H": 8.893e-05,
"L": 8.875e-05,
"C": 8.877e-05,
"V": 7920.73570705,
"T": "2017-11-26T09:00:00"
}
]

87
freqtrade/tests/exchange/test_exchange.py
View File

@@ -7,13 +7,23 @@ import pytest
from freqtrade import OperationalException
from freqtrade.exchange import init, validate_pairs, buy, sell, get_balance, get_balances, \
get_ticker, cancel_order, get_name, get_fee
get_ticker, get_ticker_history, cancel_order, get_name, get_fee
import freqtrade.exchange as exchange
API_INIT = False
def maybe_init_api(conf, mocker):
global API_INIT
if not API_INIT:
mocker.patch('freqtrade.exchange.validate_pairs',
side_effect=lambda s: True)
init(config=conf)
API_INIT = True
def test_init(default_conf, mocker, caplog):
mocker.patch('freqtrade.exchange.validate_pairs',
side_effect=lambda s: True)
init(config=default_conf)
maybe_init_api(default_conf, mocker)
assert ('freqtrade.exchange',
logging.INFO,
'Instance is running with dry_run enabled'
@@ -159,8 +169,10 @@ def test_get_balances_prod(default_conf, mocker):
assert get_balances()[0]['Pending'] == 0.0
def test_get_ticker(mocker, ticker):
# This test is somewhat redundant with
# test_exchange_bittrex.py::test_exchange_bittrex_get_ticker
def test_get_ticker(default_conf, mocker, ticker):
maybe_init_api(default_conf, mocker)
api_mock = MagicMock()
tick = {"success": True, 'result': {'Bid': 0.00001098, 'Ask': 0.00001099, 'Last': 0.0001}}
api_mock.get_ticker = MagicMock(return_value=tick)
@@ -177,6 +189,7 @@ def test_get_ticker(mocker, ticker):
mocker.patch('freqtrade.exchange.bittrex._API', api_mock)
# if not caching the result we should get the same ticker
# if not fetching a new result we should get the cached ticker
ticker = get_ticker(pair='BTC_ETH', refresh=False)
assert ticker['bid'] == 0.00001098
assert ticker['ask'] == 0.00001099
@@ -187,6 +200,26 @@ def test_get_ticker(mocker, ticker):
assert ticker['ask'] == 1
def test_get_ticker_history(default_conf, mocker, ticker):
api_mock = MagicMock()
tick = 123
api_mock.get_ticker_history = MagicMock(return_value=tick)
mocker.patch('freqtrade.exchange._API', api_mock)
# retrieve original ticker
ticks = get_ticker_history('BTC_ETH', int(default_conf['ticker_interval']))
assert ticks == 123
# change the ticker
tick = 999
api_mock.get_ticker_history = MagicMock(return_value=tick)
mocker.patch('freqtrade.exchange._API', api_mock)
# ensure caching will still return the original ticker
ticks = get_ticker_history('BTC_ETH', int(default_conf['ticker_interval']))
assert ticks == 123
def test_cancel_order_dry_run(default_conf, mocker):
default_conf['dry_run'] = True
mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
@@ -194,6 +227,33 @@ def test_cancel_order_dry_run(default_conf, mocker):
assert cancel_order(order_id='123') is None
# Ensure that if not dry_run, we should call API
def test_cancel_order(default_conf, mocker):
default_conf['dry_run'] = False
mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
api_mock = MagicMock()
api_mock.cancel_order = MagicMock(return_value=123)
mocker.patch('freqtrade.exchange._API', api_mock)
assert cancel_order(order_id='_') == 123
def test_get_order(default_conf, mocker):
default_conf['dry_run'] = True
mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
order = MagicMock()
order.myid = 123
exchange._DRY_RUN_OPEN_ORDERS['X'] = order
print(exchange.get_order('X'))
assert exchange.get_order('X').myid == 123
default_conf['dry_run'] = False
mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
api_mock = MagicMock()
api_mock.get_order = MagicMock(return_value=456)
mocker.patch('freqtrade.exchange._API', api_mock)
assert 456 == exchange.get_order('X')
def test_get_name(default_conf, mocker):
mocker.patch('freqtrade.exchange.validate_pairs',
side_effect=lambda s: True)
@@ -209,3 +269,18 @@ def test_get_fee(default_conf, mocker):
init(default_conf)
assert get_fee() == 0.0025
def test_exchange_misc(default_conf, mocker):
api_mock = MagicMock()
mocker.patch('freqtrade.exchange._API', api_mock)
exchange.get_markets()
assert 1 == api_mock.get_markets.call_count
exchange.get_market_summaries()
assert 1 == api_mock.get_market_summaries.call_count
api_mock.name = 123
assert 123 == exchange.get_name()
api_mock.fee = 456
assert 456 == exchange.get_fee()
exchange.get_wallet_health()
assert 1 == api_mock.get_wallet_health.call_count

22
freqtrade/tests/exchange/test_exchange_bittrex.py
View File

@@ -143,7 +143,7 @@ def test_exchange_bittrex_fee():
assert fee >= 0 and fee < 0.1 # Fee is 0-10 %
def test_exchange_bittrex_buy_good(mocker):
def test_exchange_bittrex_buy_good():
wb = make_wrap_bittrex()
fb = FakeBittrex()
uuid = wb.buy('BTC_ETH', 1, 1)
@@ -154,7 +154,7 @@ def test_exchange_bittrex_buy_good(mocker):
wb.buy('BAD', 1, 1)
def test_exchange_bittrex_sell_good(mocker):
def test_exchange_bittrex_sell_good():
wb = make_wrap_bittrex()
fb = FakeBittrex()
uuid = wb.sell('BTC_ETH', 1, 1)
@@ -165,7 +165,7 @@ def test_exchange_bittrex_sell_good(mocker):
uuid = wb.sell('BAD', 1, 1)
def test_exchange_bittrex_get_balance(mocker):
def test_exchange_bittrex_get_balance():
wb = make_wrap_bittrex()
fb = FakeBittrex()
bal = wb.get_balance('BTC_ETH')
@@ -232,11 +232,18 @@ def test_exchange_bittrex_get_ticker_bad():
with pytest.raises(btx.OperationalException, match=r'.*gone bad.*'):
wb.get_ticker('BTC_ETH')
fb.result = {'success': True,
'result': {'Bid': 1, 'Ask': 0, 'Last': None}} # incomplete result
with pytest.raises(ContentDecodingError, match=r'.*Got invalid response from bittrex params.*'):
wb.get_ticker('BTC_ETH')
def test_exchange_bittrex_get_ticker_history_one():
def test_exchange_bittrex_get_ticker_history_intervals():
wb = make_wrap_bittrex()
FakeBittrex()
assert wb.get_ticker_history('BTC_ETH', 1)
for tick_interval in [1, 5, 30, 60, 1440]:
assert ([{'C': 0, 'V': 0, 'O': 0, 'H': 0, 'L': 0, 'T': 0}] ==
wb.get_ticker_history('BTC_ETH', tick_interval))
def test_exchange_bittrex_get_ticker_history():
@@ -346,3 +353,8 @@ def test_validate_response_min_trade_requirement_not_met():
}
with pytest.raises(ContentDecodingError, match=r'.*MIN_TRADE_REQUIREMENT_NOT_MET.*'):
Bittrex._validate_response(response)
def test_custom_requests(mocker):
mocker.patch('freqtrade.exchange.bittrex.requests', MagicMock())
btx.custom_requests('http://', '')

73
freqtrade/tests/optimize/test_backtesting.py
View File

@@ -3,12 +3,28 @@
import logging
import math
import pandas as pd
import pytest
from unittest.mock import MagicMock
from freqtrade import exchange, optimize
from freqtrade.exchange import Bittrex
from freqtrade.optimize import preprocess
from freqtrade.optimize.backtesting import backtest, generate_text_table, get_timeframe
import freqtrade.optimize.backtesting as backtesting
from freqtrade.strategy.strategy import Strategy
@pytest.fixture
def default_strategy():
strategy = Strategy()
strategy.init({'strategy': 'default_strategy'})
return strategy
def trim_dictlist(dl, num):
new = {}
for pair, pair_data in dl.items():
new[pair] = pair_data[num:]
return new
def test_generate_text_table():
@@ -30,7 +46,7 @@ def test_generate_text_table():
'TOTAL 2 15.00 0.60000000 100.0 2 0') # noqa
def test_get_timeframe():
def test_get_timeframe(default_strategy):
data = preprocess(optimize.load_data(
None, ticker_interval=1, pairs=['BTC_UNITEST']))
min_date, max_date = get_timeframe(data)
@@ -38,37 +54,36 @@ def test_get_timeframe():
assert max_date.isoformat() == '2017-11-14T22:59:00+00:00'
def test_backtest(default_conf, mocker):
def test_backtest(default_strategy, default_conf, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''})
data = optimize.load_data(None, ticker_interval=5, pairs=['BTC_ETH'])
results = backtest(default_conf['stake_amount'],
optimize.preprocess(data), 10, True)
data = trim_dictlist(data, -200)
results = backtest({'stake_amount': default_conf['stake_amount'],
'processed': optimize.preprocess(data),
'max_open_trades': 10,
'realistic': True})
assert not results.empty
def test_backtest_1min_ticker_interval(default_conf, mocker):
def test_backtest_1min_ticker_interval(default_strategy, default_conf, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''})
# Run a backtesting for an exiting 5min ticker_interval
data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST'])
results = backtest(default_conf['stake_amount'],
optimize.preprocess(data), 1, True)
data = trim_dictlist(data, -200)
results = backtest({'stake_amount': default_conf['stake_amount'],
'processed': optimize.preprocess(data),
'max_open_trades': 1,
'realistic': True})
assert not results.empty
def trim_dictlist(dl, num):
new = {}
for pair, pair_data in dl.items():
new[pair] = pair_data[num:]
return new
def load_data_test(what):
data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST'])
data = trim_dictlist(data, -100)
timerange = ((None, 'line'), None, -100)
data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST'], timerange=timerange)
pair = data['BTC_UNITEST']
datalen = len(pair)
# Depending on the what parameter we now adjust the
@@ -113,7 +128,10 @@ def simple_backtest(config, contour, num_results):
data = load_data_test(contour)
processed = optimize.preprocess(data)
assert isinstance(processed, dict)
results = backtest(config['stake_amount'], processed, 1, True)
results = backtest({'stake_amount': config['stake_amount'],
'processed': processed,
'max_open_trades': 1,
'realistic': True})
# results :: <class 'pandas.core.frame.DataFrame'>
assert len(results) == num_results
@@ -122,15 +140,18 @@ def simple_backtest(config, contour, num_results):
# loaded by freqdata/optimize/__init__.py::load_data()
def test_backtest2(default_conf, mocker):
def test_backtest2(default_conf, mocker, default_strategy):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
data = optimize.load_data(None, ticker_interval=5, pairs=['BTC_ETH'])
results = backtest(default_conf['stake_amount'],
optimize.preprocess(data), 10, True)
data = trim_dictlist(data, -200)
results = backtest({'stake_amount': default_conf['stake_amount'],
'processed': optimize.preprocess(data),
'max_open_trades': 10,
'realistic': True})
assert not results.empty
def test_processed(default_conf, mocker):
def test_processed(default_conf, mocker, default_strategy):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
dict_of_tickerrows = load_data_test('raise')
dataframes = optimize.preprocess(dict_of_tickerrows)
@@ -142,17 +163,17 @@ def test_processed(default_conf, mocker):
assert col in cols
def test_backtest_pricecontours(default_conf, mocker):
def test_backtest_pricecontours(default_conf, mocker, default_strategy):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
tests = [['raise', 17], ['lower', 0], ['sine', 17]]
for [contour, numres] in tests:
simple_backtest(default_conf, contour, numres)
def mocked_load_data(datadir, pairs=[], ticker_interval=0, refresh_pairs=False):
tickerdata = optimize.load_tickerdata_file(datadir, 'BTC_UNITEST', 1)
def mocked_load_data(datadir, pairs=[], ticker_interval=0, refresh_pairs=False, timerange=None):
tickerdata = optimize.load_tickerdata_file(datadir, 'BTC_UNITEST', 1, timerange=timerange)
pairdata = {'BTC_UNITEST': tickerdata}
return trim_dictlist(pairdata, -100)
return pairdata
def test_backtest_start(default_conf, mocker, caplog):
@@ -166,6 +187,8 @@ def test_backtest_start(default_conf, mocker, caplog):
args.level = 10
args.live = False
args.datadir = None
args.export = None
args.timerange = '-100' # needed due to MagicMock malleability
backtesting.start(args)
# check the logs, that will contain the backtest result
exists = ['Using max_open_trades: 1 ...',

45
freqtrade/tests/optimize/test_hyperopt.py
View File

@@ -1,6 +1,6 @@
# pragma pylint: disable=missing-docstring,W0212,C0103
from freqtrade.optimize.hyperopt import calculate_loss, TARGET_TRADES, EXPECTED_MAX_PROFIT, start, \
log_results, save_trials, read_trials
log_results, save_trials, read_trials, generate_roi_table
def test_loss_calculation_prefer_correct_trade_count():
@@ -54,6 +54,7 @@ def create_trials(mocker):
def test_start_calls_fmin(mocker):
trials = create_trials(mocker)
mocker.patch('freqtrade.optimize.tickerdata_to_dataframe')
mocker.patch('freqtrade.optimize.hyperopt.TRIALS', return_value=trials)
mocker.patch('freqtrade.optimize.hyperopt.sorted',
return_value=trials.results)
@@ -61,7 +62,8 @@ def test_start_calls_fmin(mocker):
mocker.patch('freqtrade.optimize.load_data')
mock_fmin = mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={})
args = mocker.Mock(epochs=1, config='config.json.example', mongodb=False)
args = mocker.Mock(epochs=1, config='config.json.example', mongodb=False,
timerange=None)
start(args)
mock_fmin.assert_called_once()
@@ -70,11 +72,12 @@ def test_start_calls_fmin(mocker):
def test_start_uses_mongotrials(mocker):
mock_mongotrials = mocker.patch('freqtrade.optimize.hyperopt.MongoTrials',
return_value=create_trials(mocker))
mocker.patch('freqtrade.optimize.preprocess')
mocker.patch('freqtrade.optimize.tickerdata_to_dataframe')
mocker.patch('freqtrade.optimize.load_data')
mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={})
args = mocker.Mock(epochs=1, config='config.json.example', mongodb=True)
args = mocker.Mock(epochs=1, config='config.json.example', mongodb=True,
timerange=None)
start(args)
mock_mongotrials.assert_called_once()
@@ -107,6 +110,7 @@ def test_no_log_if_loss_does_not_improve(mocker):
def test_fmin_best_results(mocker, caplog):
fmin_result = {
"macd_below_zero": 0,
"adx": 1,
"adx-value": 15.0,
"fastd": 1,
@@ -121,14 +125,21 @@ def test_fmin_best_results(mocker, caplog):
"uptrend_short_ema": 0,
"uptrend_sma": 0,
"stoploss": -0.1,
"roi_t1": 1,
"roi_t2": 2,
"roi_t3": 3,
"roi_p1": 1,
"roi_p2": 2,
"roi_p3": 3,
}
mocker.patch('freqtrade.optimize.hyperopt.MongoTrials', return_value=create_trials(mocker))
mocker.patch('freqtrade.optimize.preprocess')
mocker.patch('freqtrade.optimize.tickerdata_to_dataframe')
mocker.patch('freqtrade.optimize.load_data')
mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value=fmin_result)
args = mocker.Mock(epochs=1, config='config.json.example')
args = mocker.Mock(epochs=1, config='config.json.example',
timerange=None)
start(args)
exists = [
@@ -136,7 +147,7 @@ def test_fmin_best_results(mocker, caplog):
'"adx": {\n "enabled": true,\n "value": 15.0\n },',
'"green_candle": {\n "enabled": true\n },',
'"mfi": {\n "enabled": false\n },',
'"trigger": {\n "type": "ao_cross_zero"\n },',
'"trigger": {\n "type": "faststoch10"\n },',
'"stoploss": -0.1',
]
@@ -146,11 +157,12 @@ def test_fmin_best_results(mocker, caplog):
def test_fmin_throw_value_error(mocker, caplog):
mocker.patch('freqtrade.optimize.hyperopt.MongoTrials', return_value=create_trials(mocker))
mocker.patch('freqtrade.optimize.preprocess')
mocker.patch('freqtrade.optimize.tickerdata_to_dataframe')
mocker.patch('freqtrade.optimize.load_data')
mocker.patch('freqtrade.optimize.hyperopt.fmin', side_effect=ValueError())
args = mocker.Mock(epochs=1, config='config.json.example')
args = mocker.Mock(epochs=1, config='config.json.example',
timerange=None)
start(args)
exists = [
@@ -184,7 +196,8 @@ def test_resuming_previous_hyperopt_results_succeeds(mocker):
return_value={})
args = mocker.Mock(epochs=1,
config='config.json.example',
mongodb=False)
mongodb=False,
timerange=None)
start(args)
@@ -221,3 +234,15 @@ def test_read_trials_returns_trials_file(mocker):
assert read_trials() == trials
mock_open.assert_called_once()
mock_load.assert_called_once()
def test_roi_table_generation():
params = {
'roi_t1': 5,
'roi_t2': 10,
'roi_t3': 15,
'roi_p1': 1,
'roi_p2': 2,
'roi_p3': 3,
}
assert generate_roi_table(params) == {'0': 6, '15': 3, '25': 1, '30': 0}

2
freqtrade/tests/optimize/test_hyperopt_config.py
View File

@@ -1,6 +1,6 @@
# pragma pylint: disable=missing-docstring,W0212
from freqtrade.optimize.hyperopt_conf import hyperopt_optimize_conf
from user_data.hyperopt_conf import hyperopt_optimize_conf
def test_hyperopt_optimize_conf():

64
freqtrade/tests/optimize/test_optimize.py
View File

@@ -2,6 +2,7 @@
import os
import logging
# from unittest.mock import MagicMock
from shutil import copyfile
from freqtrade import exchange, optimize
from freqtrade.exchange import Bittrex
@@ -43,6 +44,23 @@ def _clean_test_file(file: str) -> None:
os.rename(file_swp, file)
def test_load_data_30min_ticker(default_conf, ticker_history, mocker, caplog):
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''})
file = 'freqtrade/tests/testdata/BTC_UNITTEST-30.json'
_backup_file(file, copy_file=True)
optimize.load_data(None, pairs=['BTC_UNITTEST'], ticker_interval=30)
assert os.path.isfile(file) is True
assert ('freqtrade.optimize',
logging.INFO,
'Download the pair: "BTC_ETH", Interval: 30 min'
) not in caplog.record_tuples
_clean_test_file(file)
def test_load_data_5min_ticker(default_conf, ticker_history, mocker, caplog):
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
mocker.patch.dict('freqtrade.main._CONF', default_conf)
@@ -51,7 +69,7 @@ def test_load_data_5min_ticker(default_conf, ticker_history, mocker, caplog):
file = 'freqtrade/tests/testdata/BTC_ETH-5.json'
_backup_file(file, copy_file=True)
optimize.load_data(None, pairs=['BTC_ETH'])
optimize.load_data(None, pairs=['BTC_ETH'], ticker_interval=5)
assert os.path.isfile(file) is True
assert ('freqtrade.optimize',
logging.INFO,
@@ -113,17 +131,28 @@ def test_download_pairs(default_conf, ticker_history, mocker):
_backup_file(file2_1)
_backup_file(file2_5)
assert download_pairs(None, pairs=['BTC-MEME', 'BTC-CFI']) is True
assert os.path.isfile(file1_1) is False
assert os.path.isfile(file2_1) is False
assert download_pairs(None, pairs=['BTC-MEME', 'BTC-CFI'], ticker_interval=1) is True
assert os.path.isfile(file1_1) is True
assert os.path.isfile(file1_5) is True
assert os.path.isfile(file2_1) is True
assert os.path.isfile(file2_5) is True
# clean files freshly downloaded
_clean_test_file(file1_1)
_clean_test_file(file1_5)
_clean_test_file(file2_1)
assert os.path.isfile(file1_5) is False
assert os.path.isfile(file2_5) is False
assert download_pairs(None, pairs=['BTC-MEME', 'BTC-CFI'], ticker_interval=5) is True
assert os.path.isfile(file1_5) is True
assert os.path.isfile(file2_5) is True
# clean files freshly downloaded
_clean_test_file(file1_5)
_clean_test_file(file2_5)
@@ -139,7 +168,7 @@ def test_download_pairs_exception(default_conf, ticker_history, mocker, caplog):
_backup_file(file1_1)
_backup_file(file1_5)
download_pairs(None, pairs=['BTC-MEME'])
download_pairs(None, pairs=['BTC-MEME'], ticker_interval=1)
# clean files freshly downloaded
_clean_test_file(file1_1)
_clean_test_file(file1_5)
@@ -170,7 +199,30 @@ def test_download_backtesting_testdata(default_conf, ticker_history, mocker):
_clean_test_file(file2)
def test_download_backtesting_testdata2(default_conf, mocker):
tick = [{'T': 'bar'}, {'T': 'foo'}]
mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=tick)
assert download_backtesting_testdata(None, pair="BTC-UNITEST", interval=1)
assert download_backtesting_testdata(None, pair="BTC-UNITEST", interval=3)
def test_load_tickerdata_file():
assert not load_tickerdata_file(None, 'BTC_UNITEST', 7)
tickerdata = load_tickerdata_file(None, 'BTC_UNITEST', 1)
assert _btc_unittest_length == len(tickerdata)
def test_init(default_conf, mocker):
conf = {'exchange': {'pair_whitelist': []}}
mocker.patch('freqtrade.optimize.hyperopt_optimize_conf', return_value=conf)
assert {} == optimize.load_data('', pairs=[], refresh_pairs=True,
ticker_interval=int(default_conf['ticker_interval']))
def test_tickerdata_to_dataframe():
timerange = ((None, 'line'), None, -100)
tick = load_tickerdata_file(None, 'BTC_UNITEST', 1, timerange=timerange)
tickerlist = {'BTC_UNITEST': tick}
data = optimize.tickerdata_to_dataframe(tickerlist)
assert 100 == len(data['BTC_UNITEST'])

41
freqtrade/tests/rpc/test_rpc.py
View File

@@ -72,7 +72,7 @@ def test_send_msg_telegram_disabled(mocker):
def test_rpc_trade_status(default_conf, update, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf,
@@ -92,7 +92,7 @@ def test_rpc_trade_status(default_conf, update, ticker, mocker):
assert error
assert result.find('no active trade') >= 0
main.create_trade(0.001)
main.create_trade(0.001, 5)
(error, result) = rpc.rpc_trade_status()
assert not error
trade = result[0]
@@ -101,7 +101,7 @@ def test_rpc_trade_status(default_conf, update, ticker, mocker):
def test_rpc_daily_profit(default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf,
@@ -118,7 +118,7 @@ def test_rpc_daily_profit(default_conf, update, ticker, limit_buy_order, limit_s
fiat_display_currency = default_conf['fiat_display_currency']
# Create some test data
main.create_trade(0.001)
main.create_trade(0.001, 5)
trade = Trade.query.first()
assert trade
@@ -154,7 +154,7 @@ def test_rpc_daily_profit(default_conf, update, ticker, limit_buy_order, limit_s
def test_rpc_trade_statistics(
default_conf, update, ticker, ticker_sell_up, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf,
@@ -176,7 +176,7 @@ def test_rpc_trade_statistics(
assert stats.find('no closed trade') >= 0
# Create some test data
main.create_trade(0.001)
main.create_trade(0.001, 5)
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
@@ -203,3 +203,32 @@ def test_rpc_trade_statistics(
assert stats['avg_duration'] == '0:00:00'
assert stats['best_pair'] == 'BTC_ETH'
assert prec_satoshi(stats['best_rate'], 6.2)
def test_rpc_balance_handle(default_conf, update, mocker):
mock_balance = [{
'Currency': 'BTC',
'Balance': 10.0,
'Available': 12.0,
'Pending': 0.0,
'CryptoAddress': 'XXXX',
}, {
'Currency': 'ETH',
'Balance': 0.0,
'Available': 0.0,
'Pending': 0.0,
'CryptoAddress': 'XXXX',
}]
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.main.exchange',
get_balances=MagicMock(return_value=mock_balance))
mocker.patch.multiple('freqtrade.fiat_convert.Pymarketcap',
ticker=MagicMock(return_value={'price_usd': 15000.0}),
_cache_symbols=MagicMock(return_value={'BTC': 1}))
res = rpc.rpc_balance(default_conf['fiat_display_currency'])
assert res
# FIX: check returned result
# res::
# (False, ([{'currency': 'BTC', 'available': 12.0, 'balance': 10.0,
# 'pending': 0.0, 'est_btc': 10.0}], 10.0, 'USD', 150000.0))

84
freqtrade/tests/rpc/test_rpc_telegram.py
View File

@@ -77,7 +77,7 @@ def test_authorized_only_exception(default_conf, mocker):
def test_status_handle(default_conf, update, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
msg_mock = MagicMock()
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
@@ -102,7 +102,7 @@ def test_status_handle(default_conf, update, ticker, mocker):
msg_mock.reset_mock()
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
# Trigger status while we have a fulfilled order for the open trade
_status(bot=MagicMock(), update=update)
@@ -112,7 +112,7 @@ def test_status_handle(default_conf, update, ticker, mocker):
def test_status_table_handle(default_conf, update, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
msg_mock = MagicMock()
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple(
@@ -138,7 +138,7 @@ def test_status_table_handle(default_conf, update, ticker, mocker):
msg_mock.reset_mock()
# Create some test data
create_trade(15.0)
create_trade(15.0, int(default_conf['ticker_interval']))
_status_table(bot=MagicMock(), update=update)
@@ -154,7 +154,7 @@ def test_status_table_handle(default_conf, update, ticker, mocker):
def test_profit_handle(
default_conf, update, ticker, ticker_sell_up, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
msg_mock = MagicMock()
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
@@ -176,7 +176,7 @@ def test_profit_handle(
msg_mock.reset_mock()
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
@@ -210,7 +210,7 @@ def test_profit_handle(
def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf,
@@ -219,13 +219,11 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker):
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker)
mocker.patch.multiple('freqtrade.fiat_convert.Pymarketcap',
ticker=MagicMock(return_value={'price_usd': 15000.0}),
_cache_symbols=MagicMock(return_value={'BTC': 1}))
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
@@ -239,7 +237,9 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker):
_forcesell(bot=MagicMock(), update=update)
assert rpc_mock.call_count == 2
assert 'Selling [BTC/ETH]' in rpc_mock.call_args_list[-1][0][0]
assert 'Selling' in rpc_mock.call_args_list[-1][0][0]
assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0]
assert 'Amount' in rpc_mock.call_args_list[-1][0][0]
assert '0.00001172' in rpc_mock.call_args_list[-1][0][0]
assert 'profit: 6.11%, 0.00006126' in rpc_mock.call_args_list[-1][0][0]
assert '0.919 USD' in rpc_mock.call_args_list[-1][0][0]
@@ -247,7 +247,7 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker):
def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf,
@@ -256,13 +256,11 @@ def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, m
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker)
mocker.patch.multiple('freqtrade.fiat_convert.Pymarketcap',
ticker=MagicMock(return_value={'price_usd': 15000.0}),
_cache_symbols=MagicMock(return_value={'BTC': 1}))
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
# Decrease the price and sell it
mocker.patch.multiple('freqtrade.main.exchange',
@@ -276,7 +274,9 @@ def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, m
_forcesell(bot=MagicMock(), update=update)
assert rpc_mock.call_count == 2
assert 'Selling [BTC/ETH]' in rpc_mock.call_args_list[-1][0][0]
assert 'Selling' in rpc_mock.call_args_list[-1][0][0]
assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0]
assert 'Amount' in rpc_mock.call_args_list[-1][0][0]
assert '0.00001044' in rpc_mock.call_args_list[-1][0][0]
assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0]
assert '-0.824 USD' in rpc_mock.call_args_list[-1][0][0]
@@ -308,7 +308,7 @@ def test_exec_forcesell_open_orders(default_conf, ticker, mocker):
def test_forcesell_all_handle(default_conf, update, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf,
@@ -317,14 +317,12 @@ def test_forcesell_all_handle(default_conf, update, ticker, mocker):
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker)
mocker.patch.multiple('freqtrade.fiat_convert.Pymarketcap',
ticker=MagicMock(return_value={'price_usd': 15000.0}),
_cache_symbols=MagicMock(return_value={'BTC': 1}))
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
init(default_conf, create_engine('sqlite://'))
# Create some test data
for _ in range(4):
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
rpc_mock.reset_mock()
update.message.text = '/forcesell all'
@@ -339,7 +337,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, mocker):
def test_forcesell_handle_invalid(default_conf, update, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, True))
msg_mock = MagicMock()
mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf,
@@ -376,7 +374,7 @@ def test_forcesell_handle_invalid(default_conf, update, mocker):
def test_performance_handle(
default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
msg_mock = MagicMock()
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
@@ -389,7 +387,7 @@ def test_performance_handle(
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
@@ -410,7 +408,7 @@ def test_performance_handle(
def test_daily_handle(
default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
msg_mock = MagicMock()
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
@@ -427,7 +425,7 @@ def test_daily_handle(
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
@@ -448,6 +446,28 @@ def test_daily_handle(
assert str(datetime.utcnow().date()) in msg_mock.call_args_list[0][0][0]
assert str(' 0.00006217 BTC') in msg_mock.call_args_list[0][0][0]
assert str(' 0.933 USD') in msg_mock.call_args_list[0][0][0]
assert str(' 1 trade') in msg_mock.call_args_list[0][0][0]
assert str(' 0 trade') in msg_mock.call_args_list[0][0][0]
# Reset msg_mock
msg_mock.reset_mock()
# Add two other trades
create_trade(0.001, int(default_conf['ticker_interval']))
create_trade(0.001, int(default_conf['ticker_interval']))
trades = Trade.query.all()
for trade in trades:
trade.update(limit_buy_order)
trade.update(limit_sell_order)
trade.close_date = datetime.utcnow()
trade.is_open = False
update.message.text = '/daily 1'
_daily(bot=MagicMock(), update=update)
assert str(' 0.00018651 BTC') in msg_mock.call_args_list[0][0][0]
assert str(' 2.798 USD') in msg_mock.call_args_list[0][0][0]
assert str(' 3 trades') in msg_mock.call_args_list[0][0][0]
# Try invalid data
msg_mock.reset_mock()
@@ -460,7 +480,7 @@ def test_daily_handle(
def test_count_handle(default_conf, update, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
msg_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.rpc.telegram',
@@ -480,7 +500,7 @@ def test_count_handle(default_conf, update, ticker, mocker):
update_state(State.RUNNING)
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
msg_mock.reset_mock()
_count(bot=MagicMock(), update=update)
@@ -492,7 +512,7 @@ def test_count_handle(default_conf, update, ticker, mocker):
def test_performance_handle_invalid(default_conf, update, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, True))
msg_mock = MagicMock()
mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf,
@@ -584,7 +604,7 @@ def test_stop_handle_already_stopped(default_conf, update, mocker):
assert 'already stopped' in msg_mock.call_args_list[0][0][0]
def test_balance_handle(default_conf, update, mocker):
def test_telegram_balance_handle(default_conf, update, mocker):
mock_balance = [{
'Currency': 'BTC',
'Balance': 10.0,

36
freqtrade/tests/strategy/test_default_strategy.py Normal file
View File

@@ -0,0 +1,36 @@
import json
import pytest
from pandas import DataFrame
from freqtrade.strategy.default_strategy import DefaultStrategy, class_name
from freqtrade.analyze import parse_ticker_dataframe
@pytest.fixture
def result():
with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file:
return parse_ticker_dataframe(json.load(data_file))
def test_default_strategy_class_name():
assert class_name == DefaultStrategy.__name__
def test_default_strategy_structure():
assert hasattr(DefaultStrategy, 'minimal_roi')
assert hasattr(DefaultStrategy, 'stoploss')
assert hasattr(DefaultStrategy, 'ticker_interval')
assert hasattr(DefaultStrategy, 'populate_indicators')
assert hasattr(DefaultStrategy, 'populate_buy_trend')
assert hasattr(DefaultStrategy, 'populate_sell_trend')
def test_default_strategy(result):
strategy = DefaultStrategy()
assert type(strategy.minimal_roi) is dict
assert type(strategy.stoploss) is float
assert type(strategy.ticker_interval) is int
indicators = strategy.populate_indicators(result)
assert type(indicators) is DataFrame
assert type(strategy.populate_buy_trend(indicators)) is DataFrame
assert type(strategy.populate_sell_trend(indicators)) is DataFrame

141
freqtrade/tests/strategy/test_strategy.py Normal file
View File

@@ -0,0 +1,141 @@
import json
import logging
import pytest
from freqtrade.strategy.strategy import Strategy
from freqtrade.analyze import parse_ticker_dataframe
@pytest.fixture
def result():
with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file:
return parse_ticker_dataframe(json.load(data_file))
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'
def test_search_strategy():
assert Strategy._search_strategy('default_strategy') == '.'
assert Strategy._search_strategy('super_duper') is None
def test_strategy_structure():
assert hasattr(Strategy, 'init')
assert hasattr(Strategy, 'minimal_roi')
assert hasattr(Strategy, 'stoploss')
assert hasattr(Strategy, 'populate_indicators')
assert hasattr(Strategy, 'populate_buy_trend')
assert hasattr(Strategy, 'populate_sell_trend')
def test_load_strategy(result):
strategy = Strategy()
strategy.logger = logging.getLogger(__name__)
assert not hasattr(Strategy, 'custom_strategy')
strategy._load_strategy('default_strategy')
assert not hasattr(Strategy, 'custom_strategy')
assert hasattr(strategy.custom_strategy, 'populate_indicators')
assert 'adx' in strategy.populate_indicators(result)
def test_strategy(result):
strategy = Strategy()
strategy.init({'strategy': 'default_strategy'})
assert hasattr(strategy.custom_strategy, 'minimal_roi')
assert strategy.minimal_roi['0'] == 0.04
assert hasattr(strategy.custom_strategy, 'stoploss')
assert strategy.stoploss == -0.10
assert hasattr(strategy.custom_strategy, 'populate_indicators')
assert 'adx' in strategy.populate_indicators(result)
assert hasattr(strategy.custom_strategy, 'populate_buy_trend')
dataframe = strategy.populate_buy_trend(strategy.populate_indicators(result))
assert 'buy' in dataframe.columns
assert hasattr(strategy.custom_strategy, 'populate_sell_trend')
dataframe = strategy.populate_sell_trend(strategy.populate_indicators(result))
assert 'sell' in dataframe.columns
def test_strategy_override_minimal_roi(caplog):
config = {
'strategy': 'default_strategy',
'minimal_roi': {
"0": 0.5
}
}
strategy = Strategy()
strategy.init(config)
assert hasattr(strategy.custom_strategy, 'minimal_roi')
assert strategy.minimal_roi['0'] == 0.5
assert ('freqtrade.strategy.strategy',
logging.INFO,
'Override strategy \'minimal_roi\' with value in config file.'
) in caplog.record_tuples
def test_strategy_override_stoploss(caplog):
config = {
'strategy': 'default_strategy',
'stoploss': -0.5
}
strategy = Strategy()
strategy.init(config)
assert hasattr(strategy.custom_strategy, 'stoploss')
assert strategy.stoploss == -0.5
assert ('freqtrade.strategy.strategy',
logging.INFO,
'Override strategy \'stoploss\' with value in config file: -0.5.'
) in caplog.record_tuples
def test_strategy_override_ticker_interval(caplog):
config = {
'strategy': 'default_strategy',
'ticker_interval': 60
}
strategy = Strategy()
strategy.init(config)
assert hasattr(strategy.custom_strategy, 'ticker_interval')
assert strategy.ticker_interval == 60
assert ('freqtrade.strategy.strategy',
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.logger = logging.getLogger(__name__)
assert not hasattr(Strategy, 'custom_strategy')
strategy._load_strategy('../../super_duper')
assert not hasattr(Strategy, 'custom_strategy')
def test_strategy_singleton():
strategy1 = Strategy()
strategy1.init({'strategy': 'default_strategy'})
assert hasattr(strategy1.custom_strategy, 'minimal_roi')
assert strategy1.minimal_roi['0'] == 0.04
strategy2 = Strategy()
assert hasattr(strategy2.custom_strategy, 'minimal_roi')
assert strategy2.minimal_roi['0'] == 0.04

77
freqtrade/tests/test_analyze.py
View File

@@ -1,14 +1,17 @@
# pragma pylint: disable=missing-docstring,W0621
import json
from unittest.mock import MagicMock
import freqtrade.tests.conftest as tt # test tools
import arrow
import datetime
import pytest
from pandas import DataFrame
from freqtrade.analyze import (SignalType, get_signal, parse_ticker_dataframe,
from freqtrade.analyze import (get_signal, parse_ticker_dataframe,
populate_buy_trend, populate_indicators,
populate_sell_trend)
from freqtrade.strategy.strategy import Strategy
@pytest.fixture
@@ -27,11 +30,17 @@ def test_dataframe_correct_length(result):
def test_populates_buy_trend(result):
# Load the default strategy for the unit test, because this logic is done in main.py
Strategy().init({'strategy': 'default_strategy'})
dataframe = populate_buy_trend(populate_indicators(result))
assert 'buy' in dataframe.columns
def test_populates_sell_trend(result):
# Load the default strategy for the unit test, because this logic is done in main.py
Strategy().init({'strategy': 'default_strategy'})
dataframe = populate_sell_trend(populate_indicators(result))
assert 'sell' in dataframe.columns
@@ -40,30 +49,65 @@ def test_returns_latest_buy_signal(mocker):
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock())
mocker.patch(
'freqtrade.analyze.analyze_ticker',
return_value=DataFrame([{'buy': 1, 'date': arrow.utcnow()}])
return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}])
)
assert get_signal('BTC-ETH', SignalType.BUY)
assert get_signal('BTC-ETH', 5) == (True, False)
mocker.patch(
'freqtrade.analyze.analyze_ticker',
return_value=DataFrame([{'buy': 0, 'date': arrow.utcnow()}])
return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}])
)
assert not get_signal('BTC-ETH', SignalType.BUY)
assert get_signal('BTC-ETH', 5) == (False, True)
def test_returns_latest_sell_signal(mocker):
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock())
mocker.patch(
'freqtrade.analyze.analyze_ticker',
return_value=DataFrame([{'sell': 1, 'date': arrow.utcnow()}])
return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}])
)
assert get_signal('BTC-ETH', SignalType.SELL)
assert get_signal('BTC-ETH', 5) == (False, True)
mocker.patch(
'freqtrade.analyze.analyze_ticker',
return_value=DataFrame([{'sell': 0, 'date': arrow.utcnow()}])
return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}])
)
assert not get_signal('BTC-ETH', SignalType.SELL)
assert get_signal('BTC-ETH', 5) == (True, False)
def test_get_signal_empty(default_conf, mocker, caplog):
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=None)
assert (False, False) == get_signal('foo', int(default_conf['ticker_interval']))
assert tt.log_has('Empty ticker history for pair foo',
caplog.record_tuples)
def test_get_signal_exception_valueerror(default_conf, mocker, caplog):
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
mocker.patch('freqtrade.analyze.analyze_ticker',
side_effect=ValueError('xyz'))
assert (False, False) == get_signal('foo', int(default_conf['ticker_interval']))
assert tt.log_has('Unable to analyze ticker for pair foo: xyz',
caplog.record_tuples)
def test_get_signal_empty_dataframe(default_conf, mocker, caplog):
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
mocker.patch('freqtrade.analyze.analyze_ticker', return_value=DataFrame([]))
assert (False, False) == get_signal('xyz', int(default_conf['ticker_interval']))
assert tt.log_has('Empty dataframe for pair xyz',
caplog.record_tuples)
def test_get_signal_old_dataframe(default_conf, mocker, caplog):
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
# FIX: The get_signal function has hardcoded 10, which we must inturn hardcode
oldtime = arrow.utcnow() - datetime.timedelta(minutes=11)
ticks = DataFrame([{'buy': 1, 'date': oldtime}])
mocker.patch('freqtrade.analyze.analyze_ticker', return_value=DataFrame(ticks))
assert (False, False) == get_signal('xyz', int(default_conf['ticker_interval']))
assert tt.log_has('Too old dataframe for pair xyz',
caplog.record_tuples)
def test_get_signal_handles_exceptions(mocker):
@@ -71,4 +115,17 @@ def test_get_signal_handles_exceptions(mocker):
mocker.patch('freqtrade.analyze.analyze_ticker',
side_effect=Exception('invalid ticker history '))
assert not get_signal('BTC-ETH', SignalType.BUY)
assert get_signal('BTC-ETH', 5) == (False, False)
def test_parse_ticker_dataframe(ticker_history, ticker_history_without_bv):
columns = ['close', 'high', 'low', 'open', 'date', 'volume']
# Test file with BV data
dataframe = parse_ticker_dataframe(ticker_history)
assert dataframe.columns.tolist() == columns
# Test file without BV data
dataframe = parse_ticker_dataframe(ticker_history_without_bv)
assert dataframe.columns.tolist() == columns

6
freqtrade/tests/test_fiat_convert.py
View File

@@ -116,9 +116,9 @@ def test_fiat_convert_get_price(mocker):
assert fiat_convert._pairs[0]._expiration is not expiration
def test_fiat_convert_without_network(mocker):
pymarketcap = MagicMock(side_effect=ImportError('Oh boy, you have no network!'))
mocker.patch('freqtrade.fiat_convert.Pymarketcap', pymarketcap)
def test_fiat_convert_without_network():
# Because CryptoToFiatConverter is a Singleton we reset the value of _coinmarketcap
CryptoToFiatConverter._coinmarketcap = None
fiat_convert = CryptoToFiatConverter()
assert fiat_convert._coinmarketcap is None

309
freqtrade/tests/test_main.py
View File

@@ -2,6 +2,7 @@
import copy
import logging
from unittest.mock import MagicMock
import freqtrade.tests.conftest as tt # test tools
import arrow
import pytest
@@ -10,7 +11,6 @@ from sqlalchemy import create_engine
import freqtrade.main as main
from freqtrade import DependencyException, OperationalException
from freqtrade.analyze import SignalType
from freqtrade.exchange import Exchanges
from freqtrade.main import (_process, check_handle_timedout, create_trade,
execute_sell, get_target_bid, handle_trade, init)
@@ -21,11 +21,10 @@ from freqtrade.persistence import Trade
def test_parse_args_backtesting(mocker):
""" Test that main() can start backtesting or hyperopt.
and also ensure we can pass some specific arguments
argument parsing is done in test_misc.py """
further argument parsing is done in test_misc.py """
backtesting_mock = mocker.patch(
'freqtrade.optimize.backtesting.start', MagicMock())
with pytest.raises(SystemExit, match=r'0'):
main.main(['backtesting'])
main.main(['backtesting'])
assert backtesting_mock.call_count == 1
call_args = backtesting_mock.call_args[0][0]
assert call_args.config == 'config.json'
@@ -39,8 +38,7 @@ def test_parse_args_backtesting(mocker):
def test_main_start_hyperopt(mocker):
hyperopt_mock = mocker.patch(
'freqtrade.optimize.hyperopt.start', MagicMock())
with pytest.raises(SystemExit, match=r'0'):
main.main(['hyperopt'])
main.main(['hyperopt'])
assert hyperopt_mock.call_count == 1
call_args = hyperopt_mock.call_args[0][0]
assert call_args.config == 'config.json'
@@ -49,10 +47,38 @@ def test_main_start_hyperopt(mocker):
assert call_args.func is not None
def test_process_maybe_execute_buy(default_conf, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.create_trade', return_value=True)
assert main.process_maybe_execute_buy(default_conf, int(default_conf['ticker_interval']))
mocker.patch('freqtrade.main.create_trade', return_value=False)
assert not main.process_maybe_execute_buy(default_conf, int(default_conf['ticker_interval']))
def test_process_maybe_execute_sell(default_conf, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.handle_trade', return_value=True)
mocker.patch('freqtrade.exchange.get_order', return_value=1)
trade = MagicMock()
trade.open_order_id = '123'
assert not main.process_maybe_execute_sell(trade, int(default_conf['ticker_interval']))
trade.is_open = True
trade.open_order_id = None
# Assert we call handle_trade() if trade is feasible for execution
assert main.process_maybe_execute_sell(trade, int(default_conf['ticker_interval']))
def test_process_maybe_execute_buy_exception(default_conf, mocker, caplog):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.create_trade', MagicMock(side_effect=DependencyException))
main.process_maybe_execute_buy(default_conf, int(default_conf['ticker_interval']))
tt.log_has('Unable to create trade:', caplog.record_tuples)
def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
@@ -64,7 +90,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, m
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert not trades
result = _process()
result = _process(interval=int(default_conf['ticker_interval']))
assert result is True
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
@@ -82,7 +108,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, m
def test_process_exchange_failures(default_conf, ticker, health, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -90,7 +116,7 @@ def test_process_exchange_failures(default_conf, ticker, health, mocker):
get_wallet_health=health,
buy=MagicMock(side_effect=requests.exceptions.RequestException))
init(default_conf, create_engine('sqlite://'))
result = _process()
result = _process(interval=int(default_conf['ticker_interval']))
assert result is False
assert sleep_mock.has_calls()
@@ -99,7 +125,7 @@ def test_process_operational_exception(default_conf, ticker, health, mocker):
msg_mock = MagicMock()
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=msg_mock)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
@@ -108,7 +134,7 @@ def test_process_operational_exception(default_conf, ticker, health, mocker):
init(default_conf, create_engine('sqlite://'))
assert get_state() == State.RUNNING
result = _process()
result = _process(interval=int(default_conf['ticker_interval']))
assert result is False
assert get_state() == State.STOPPED
assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]
@@ -117,8 +143,7 @@ def test_process_operational_exception(default_conf, ticker, health, mocker):
def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.main.get_signal',
side_effect=lambda *args: False if args[1] == SignalType.SELL else True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
@@ -129,18 +154,18 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, m
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert not trades
result = _process()
result = _process(interval=int(default_conf['ticker_interval']))
assert result is True
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert len(trades) == 1
result = _process()
result = _process(interval=int(default_conf['ticker_interval']))
assert result is False
def test_create_trade(default_conf, ticker, limit_buy_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -150,7 +175,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker):
whitelist = copy.deepcopy(default_conf['exchange']['pair_whitelist'])
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade is not None
@@ -171,7 +196,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker):
def test_create_trade_minimal_amount(default_conf, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
buy_mock = mocker.patch(
'freqtrade.main.exchange.buy', MagicMock(return_value='mocked_limit_buy')
)
@@ -180,14 +205,14 @@ def test_create_trade_minimal_amount(default_conf, ticker, mocker):
get_ticker=ticker)
init(default_conf, create_engine('sqlite://'))
min_stake_amount = 0.0005
create_trade(min_stake_amount)
create_trade(min_stake_amount, int(default_conf['ticker_interval']))
rate, amount = buy_mock.call_args[0][1], buy_mock.call_args[0][2]
assert rate * amount >= min_stake_amount
def test_create_trade_no_stake_amount(default_conf, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -195,12 +220,12 @@ def test_create_trade_no_stake_amount(default_conf, ticker, mocker):
buy=MagicMock(return_value='mocked_limit_buy'),
get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5))
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
create_trade(default_conf['stake_amount'])
create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval']))
def test_create_trade_no_pairs(default_conf, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -211,12 +236,12 @@ def test_create_trade_no_pairs(default_conf, ticker, mocker):
conf = copy.deepcopy(default_conf)
conf['exchange']['pair_whitelist'] = []
mocker.patch.dict('freqtrade.main._CONF', conf)
create_trade(default_conf['stake_amount'])
create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval']))
def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -228,12 +253,26 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker):
conf['exchange']['pair_whitelist'] = ["BTC_ETH"]
conf['exchange']['pair_blacklist'] = ["BTC_ETH"]
mocker.patch.dict('freqtrade.main._CONF', conf)
create_trade(default_conf['stake_amount'])
create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval']))
def test_create_trade_no_signal(default_conf, ticker, mocker):
default_conf['dry_run'] = True
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', MagicMock(return_value=(False, False)))
mocker.patch.multiple('freqtrade.exchange',
get_ticker_history=MagicMock(return_value=20))
mocker.patch.multiple('freqtrade.main.exchange',
get_balance=MagicMock(return_value=20))
stake_amount = 10
Trade.query = MagicMock()
Trade.query.filter = MagicMock()
assert not create_trade(stake_amount, int(default_conf['ticker_interval']))
def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -248,7 +287,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
ticker=MagicMock(return_value={'price_usd': 15000.0}),
_cache_symbols=MagicMock(return_value={'BTC': 1}))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
@@ -256,7 +295,8 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
trade.update(limit_buy_order)
assert trade.is_open is True
handle_trade(trade)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
assert handle_trade(trade, int(default_conf['ticker_interval'])) is True
assert trade.open_order_id == 'mocked_limit_sell'
# Simulate fulfilled LIMIT_SELL order for trade
@@ -268,11 +308,57 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
assert trade.close_date is not None
def test_handle_overlpapping_signals(default_conf, ticker, mocker, caplog):
default_conf.update({'experimental': {'use_sell_signal': True}})
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, True))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value='mocked_limit_buy'))
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
init(default_conf, create_engine('sqlite://'))
create_trade(0.001, int(default_conf['ticker_interval']))
# Buy and Sell triggering, so doing nothing ...
trades = Trade.query.all()
assert len(trades) == 0
# Buy is triggering, so buying ...
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
create_trade(0.001, int(default_conf['ticker_interval']))
trades = Trade.query.all()
assert len(trades) == 1
assert trades[0].is_open is True
# Buy and Sell are not triggering, so doing nothing ...
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, False))
assert handle_trade(trades[0], int(default_conf['ticker_interval'])) is False
trades = Trade.query.all()
assert len(trades) == 1
assert trades[0].is_open is True
# Buy and Sell are triggering, so doing nothing ...
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, True))
assert handle_trade(trades[0], int(default_conf['ticker_interval'])) is False
trades = Trade.query.all()
assert len(trades) == 1
assert trades[0].is_open is True
# Sell is triggering, guess what : we are Selling!
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
trades = Trade.query.all()
assert handle_trade(trades[0], int(default_conf['ticker_interval'])) is True
def test_handle_trade_roi(default_conf, ticker, mocker, caplog):
default_conf.update({'experimental': {'use_sell_signal': True}})
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -281,7 +367,7 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog):
mocker.patch('freqtrade.main.min_roi_reached', return_value=True)
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
trade.is_open = True
@@ -291,12 +377,12 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog):
# we might just want to check if we are in a sell condition without
# executing
# if ROI is reached we must sell
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: False)
assert handle_trade(trade)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
assert handle_trade(trade, interval=int(default_conf['ticker_interval']))
assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples
# if ROI is reached we must sell even if sell-signal is not signalled
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
assert handle_trade(trade)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
assert handle_trade(trade, interval=int(default_conf['ticker_interval']))
assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples
@@ -304,7 +390,7 @@ def test_handle_trade_experimental(default_conf, ticker, mocker, caplog):
default_conf.update({'experimental': {'use_sell_signal': True}})
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -313,24 +399,23 @@ def test_handle_trade_experimental(default_conf, ticker, mocker, caplog):
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
trade.is_open = True
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: False)
value_returned = handle_trade(trade)
assert ('freqtrade', logging.DEBUG, 'Checking sell_signal ...') in caplog.record_tuples
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, False))
value_returned = handle_trade(trade, int(default_conf['ticker_interval']))
assert value_returned is False
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
assert handle_trade(trade)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
assert handle_trade(trade, int(default_conf['ticker_interval']))
s = 'Executing sell due to sell signal ...'
assert ('freqtrade', logging.DEBUG, s) in caplog.record_tuples
def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -339,7 +424,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo
# Create trade and sell it
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
@@ -349,13 +434,14 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo
assert trade.is_open is False
with pytest.raises(ValueError, match=r'.*closed trade.*'):
handle_trade(trade)
handle_trade(trade, int(default_conf['ticker_interval']))
def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
cancel_order_mock = MagicMock()
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
@@ -380,14 +466,30 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mo
# check it does cancel buy orders over the time limit
check_handle_timedout(600)
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 1
trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all()
assert len(trades) == 0
def test_handle_timedout_limit_buy(default_conf, mocker):
cancel_order = MagicMock()
mocker.patch('freqtrade.exchange.cancel_order', cancel_order)
Trade.session = MagicMock()
trade = MagicMock()
order = {'remaining': 1,
'amount': 1}
assert main.handle_timedout_limit_buy(trade, order)
assert cancel_order.call_count == 1
order['amount'] = 2
assert not main.handle_timedout_limit_buy(trade, order)
assert cancel_order.call_count == 2
def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
cancel_order_mock = MagicMock()
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
@@ -413,14 +515,30 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old,
# check it does cancel sell orders over the time limit
check_handle_timedout(600)
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 1
assert trade_sell.is_open is True
def test_handle_timedout_limit_sell(default_conf, mocker):
cancel_order = MagicMock()
mocker.patch('freqtrade.exchange.cancel_order', cancel_order)
trade = MagicMock()
order = {'remaining': 1,
'amount': 1}
assert main.handle_timedout_limit_sell(trade, order)
assert cancel_order.call_count == 1
order['amount'] = 2
assert not main.handle_timedout_limit_sell(trade, order)
# Assert cancel_order was not called (callcount remains unchanged)
assert cancel_order.call_count == 1
def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old_partial,
mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
cancel_order_mock = MagicMock()
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
@@ -446,6 +564,7 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old
# note this is for a partially-complete buy order
check_handle_timedout(600)
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 1
trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all()
assert len(trades) == 1
assert trades[0].amount == 23.0
@@ -469,19 +588,17 @@ def test_balance_bigger_last_ask(mocker):
def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker)
mocker.patch.multiple('freqtrade.fiat_convert.Pymarketcap',
ticker=MagicMock(return_value={'price_usd': 15000.0}),
_cache_symbols=MagicMock(return_value={'BTC': 1}))
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
@@ -494,7 +611,10 @@ def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker):
execute_sell(trade=trade, limit=ticker_sell_up()['bid'])
assert rpc_mock.call_count == 2
assert 'Selling [BTC/ETH]' in rpc_mock.call_args_list[-1][0][0]
assert 'Selling' in rpc_mock.call_args_list[-1][0][0]
assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0]
assert 'Amount' in rpc_mock.call_args_list[-1][0][0]
assert 'Profit' in rpc_mock.call_args_list[-1][0][0]
assert '0.00001172' in rpc_mock.call_args_list[-1][0][0]
assert 'profit: 6.11%, 0.00006126' in rpc_mock.call_args_list[-1][0][0]
assert '0.919 USD' in rpc_mock.call_args_list[-1][0][0]
@@ -502,7 +622,7 @@ def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker):
def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
@@ -512,13 +632,11 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker):
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker)
mocker.patch.multiple('freqtrade.fiat_convert.Pymarketcap',
ticker=MagicMock(return_value={'price_usd': 15000.0}),
_cache_symbols=MagicMock(return_value={'BTC': 1}))
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
@@ -531,15 +649,17 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker):
execute_sell(trade=trade, limit=ticker_sell_down()['bid'])
assert rpc_mock.call_count == 2
assert 'Selling [BTC/ETH]' in rpc_mock.call_args_list[-1][0][0]
assert 'Selling' in rpc_mock.call_args_list[-1][0][0]
assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0]
assert 'Amount' in rpc_mock.call_args_list[-1][0][0]
assert '0.00001044' in rpc_mock.call_args_list[-1][0][0]
assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0]
assert '-0.824 USD' in rpc_mock.call_args_list[-1][0][0]
def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker):
def test_execute_sell_without_conf_sell_down(default_conf, ticker, ticker_sell_down, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
@@ -548,7 +668,38 @@ def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker)
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
# Decrease the price and sell it
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker_sell_down)
mocker.patch('freqtrade.main._CONF', {})
execute_sell(trade=trade, limit=ticker_sell_down()['bid'])
assert rpc_mock.call_count == 2
assert 'Selling' in rpc_mock.call_args_list[-1][0][0]
assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0]
assert '0.00001044' in rpc_mock.call_args_list[-1][0][0]
assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0]
def test_execute_sell_without_conf_sell_up(default_conf, ticker, ticker_sell_up, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker)
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
@@ -562,7 +713,9 @@ def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker)
execute_sell(trade=trade, limit=ticker_sell_up()['bid'])
assert rpc_mock.call_count == 2
assert 'Selling [BTC/ETH]' in rpc_mock.call_args_list[-1][0][0]
assert 'Selling' in rpc_mock.call_args_list[-1][0][0]
assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0]
assert 'Amount' in rpc_mock.call_args_list[-1][0][0]
assert '0.00001172' in rpc_mock.call_args_list[-1][0][0]
assert '(profit: 6.11%, 0.00006126)' in rpc_mock.call_args_list[-1][0][0]
assert 'USD' not in rpc_mock.call_args_list[-1][0][0]
@@ -576,7 +729,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -588,11 +741,12 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker):
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
trade.update(limit_buy_order)
assert handle_trade(trade) is True
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
assert handle_trade(trade, int(default_conf['ticker_interval'])) is True
def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker):
@@ -603,7 +757,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -615,11 +769,12 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker):
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
trade.update(limit_buy_order)
assert handle_trade(trade) is True
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
assert handle_trade(trade, int(default_conf['ticker_interval'])) is True
def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker):
@@ -630,7 +785,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -642,11 +797,12 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker):
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
trade.update(limit_buy_order)
assert handle_trade(trade) is False
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
assert handle_trade(trade, int(default_conf['ticker_interval'])) is False
def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker):
@@ -657,7 +813,7 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -669,8 +825,9 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker):
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
trade.update(limit_buy_order)
assert handle_trade(trade) is True
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
assert handle_trade(trade, int(default_conf['ticker_interval'])) is True

18
freqtrade/tests/test_misc.py
View File

@@ -5,10 +5,11 @@ import time
from copy import deepcopy
import pytest
from unittest.mock import MagicMock
from jsonschema import ValidationError
from freqtrade.misc import (common_args_parser, load_config, parse_args,
throttle)
throttle, file_dump_json, parse_timerange)
def test_throttle():
@@ -133,6 +134,21 @@ def test_parse_args_hyperopt_custom(mocker):
assert call_args.func is not None
def test_file_dump_json(default_conf, mocker):
file_open = mocker.patch('freqtrade.misc.open', MagicMock())
json_dump = mocker.patch('json.dump', MagicMock())
file_dump_json('somefile', [1, 2, 3])
assert file_open.call_count == 1
assert json_dump.call_count == 1
def test_parse_timerange_incorrect():
assert ((None, 'line'), None, -200) == parse_timerange('-200')
assert (('line', None), 200, None) == parse_timerange('200-')
with pytest.raises(Exception, match=r'Incorrect syntax.*'):
parse_timerange('-')
def test_load_config(default_conf, mocker):
file_mock = mocker.patch('freqtrade.misc.open', mocker.mock_open(
read_data=json.dumps(default_conf)

52
freqtrade/tests/test_persistence.py
View File

@@ -1,10 +1,9 @@
# pragma pylint: disable=missing-docstring
import os
import pytest
from sqlalchemy import create_engine
from freqtrade.exchange import Exchanges
from freqtrade.persistence import Trade, init
from freqtrade.persistence import Trade, init, clean_dry_run_db
def test_init_create_session(default_conf, mocker):
@@ -310,3 +309,50 @@ def test_calc_profit_percent(limit_buy_order, limit_sell_order):
# Test with a custom fee rate on the close trade
assert trade.calc_profit_percent(fee=0.003) == 0.0614782
def test_clean_dry_run_db(default_conf):
init(default_conf, create_engine('sqlite://'))
# Simulate dry_run entries
trade = Trade(
pair='BTC_ETH',
stake_amount=0.001,
amount=123.0,
fee=0.0025,
open_rate=0.123,
exchange='BITTREX',
open_order_id='dry_run_buy_12345'
)
Trade.session.add(trade)
trade = Trade(
pair='BTC_ETC',
stake_amount=0.001,
amount=123.0,
fee=0.0025,
open_rate=0.123,
exchange='BITTREX',
open_order_id='dry_run_sell_12345'
)
Trade.session.add(trade)
# Simulate prod entry
trade = Trade(
pair='BTC_ETC',
stake_amount=0.001,
amount=123.0,
fee=0.0025,
open_rate=0.123,
exchange='BITTREX',
open_order_id='prod_buy_12345'
)
Trade.session.add(trade)
# We have 3 entries: 2 dry_run, 1 prod
assert len(Trade.query.filter(Trade.open_order_id.isnot(None)).all()) == 3
clean_dry_run_db()
# We have now only the prod
assert len(Trade.query.filter(Trade.open_order_id.isnot(None)).all()) == 1

1
freqtrade/tests/testdata/BTC_UNITEST-30.json vendored Normal file
View File

File diff suppressed because one or more lines are too long