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removing test line

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This commit is contained in:
misagh 2018-10-25 17:24:33 +02:00
parent dfeabcf7e5
commit 426db72126
1 changed files with 29 additions and 20 deletions
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49
freqtrade/tests/edge/test_edge.py
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@ -1,6 +1,7 @@
from freqtrade.tests.conftest import get_patched_exchange from freqtrade.tests.conftest import get_patched_exchange
from freqtrade.edge import Edge from freqtrade.edge import Edge
from pandas import DataFrame, to_datetime from pandas import DataFrame, to_datetime
from freqtrade.strategy.interface import SellType
import arrow import arrow
import numpy as np import numpy as np
import math import math
@ -9,20 +10,22 @@ from unittest.mock import MagicMock
# Cases to be tested: # Cases to be tested:
# SELL POINTS: # 1) Open trade should be removed from the end
# 1) Two complete trades within dataframe (with sell hit for all) # 2) Two complete trades within dataframe (with sell hit for all)
# 2) Two complete trades but one without sell hit (remains open) # 3) Entered, sl 1%, candle drops 8% => Trade closed, 1% loss
# 3) Two complete trades and one buy signal while one trade is open # 4) Entered, sl 3%, candle drops 4%, recovers to 1% => Trade closed, 3% loss
# 4) Two complete trades with buy=1 on the last frame # 5) Entered, sl 2%, candle drops 4%, recovers to 1%, entry met, candle drops 20% =>
# Trade 1 closed: loss 2%, Trade 2 opened, Trade 2 closed: loss 2%
# 6)
################################################################### ###################################################################
# STOPLOSS: # STOPLOSS:
# 5) Candle drops 8%, stoploss at 1%: Trade closed, 1% loss # 6) Candle drops 8%, stoploss at 1%: Trade closed, 1% loss
# 6) Candle drops 4% but recovers to 1% loss, stoploss at 3%: Trade closed, 3% loss # 7) Candle drops 4% but recovers to 1% loss, stoploss at 3%: Trade closed, 3% loss
# 7) Candle drops 4% recovers to 1% entry criteria are met, candle drops # 8) Candle drops 4% recovers to 1% entry criteria are met, candle drops
# 20%, stoploss at 2%: Trade 1 closed, Loss 2%, Trade 2 opened, Trade 2 closed, Loss 2% # 20%, stoploss at 2%: Trade 1 closed, Loss 2%, Trade 2 opened, Trade 2 closed, Loss 2%
#################################################################### ####################################################################
# PRIORITY TO STOPLOSS: # PRIORITY TO STOPLOSS:
# 8) Stoploss and sell are hit. should sell on stoploss # 9) Stoploss and sell are hit. should sell on stoploss
#################################################################### ####################################################################
ticker_start_time = arrow.get(2018, 10, 3) ticker_start_time = arrow.get(2018, 10, 3)
@ -72,15 +75,17 @@ def _build_dataframe(buy_ohlc_sell_matrice):
tickers = [] tickers = []
for ohlc in buy_ohlc_sell_matrice: for ohlc in buy_ohlc_sell_matrice:
ticker = { ticker = {
# ticker every 5 min 'date': ticker_start_time.shift(
'date': ticker_start_time.shift(minutes=(ohlc[0] * ticker_interval_in_minute)).timestamp * 1000, minutes=(
ohlc[0] *
ticker_interval_in_minute)).timestamp *
1000,
'buy': ohlc[1], 'buy': ohlc[1],
'open': ohlc[2], 'open': ohlc[2],
'high': ohlc[3], 'high': ohlc[3],
'low': ohlc[4], 'low': ohlc[4],
'close': ohlc[5], 'close': ohlc[5],
'sell': ohlc[6] 'sell': ohlc[6]}
}
tickers.append(ticker) tickers.append(ticker)
frame = DataFrame(tickers) frame = DataFrame(tickers)
@ -91,10 +96,12 @@ def _build_dataframe(buy_ohlc_sell_matrice):
return frame return frame
def _time_on_candle(number): def _time_on_candle(number):
return np.datetime64(ticker_start_time.shift( return np.datetime64(ticker_start_time.shift(
minutes=(number * ticker_interval_in_minute)).timestamp * 1000, 'ms') minutes=(number * ticker_interval_in_minute)).timestamp * 1000, 'ms')
def test_edge_heartbeat_calculate(mocker, default_conf): def test_edge_heartbeat_calculate(mocker, default_conf):
exchange = get_patched_exchange(mocker, default_conf) exchange = get_patched_exchange(mocker, default_conf)
edge = Edge(default_conf, exchange) edge = Edge(default_conf, exchange)
@ -215,8 +222,8 @@ def test_remove_open_trade_at_the_end(mocker, default_conf):
stoploss = -0.99 # we don't want stoploss to be hit in this test stoploss = -0.99 # we don't want stoploss to be hit in this test
ticker = [ ticker = [
#D=Date, B=Buy, O=Open, H=High, L=Low, C=Close, S=Sell # D=Date, B=Buy, O=Open, H=High, L=Low, C=Close, S=Sell
#D, B, O, H, L, C, S # D, B, O, H, L, C, S
[3, 1, 12, 25, 11, 20, 0], # -> [3, 1, 12, 25, 11, 20, 0], # ->
[4, 0, 20, 30, 19, 25, 1], # -> should enter the trade [4, 0, 20, 30, 19, 25, 1], # -> should enter the trade
] ]
@ -227,14 +234,15 @@ def test_remove_open_trade_at_the_end(mocker, default_conf):
# No trade should be found # No trade should be found
assert len(trades) == 0 assert len(trades) == 0
def test_two_complete_trades(mocker, default_conf): def test_two_complete_trades(mocker, default_conf):
exchange = get_patched_exchange(mocker, default_conf) exchange = get_patched_exchange(mocker, default_conf)
edge = Edge(default_conf, exchange) edge = Edge(default_conf, exchange)
stoploss = -0.99 # we don't want stoploss to be hit in this test stoploss = -0.99 # we don't want stoploss to be hit in this test
ticker = [ ticker = [
#D=Date, B=Buy, O=Open, H=High, L=Low, C=Close, S=Sell # D=Date, B=Buy, O=Open, H=High, L=Low, C=Close, S=Sell
#D, B, O, H, L, C, S # D, B, O, H, L, C, S
[0, 1, 15, 20, 12, 17, 0], # -> no action [0, 1, 15, 20, 12, 17, 0], # -> no action
[1, 0, 17, 18, 13, 14, 1], # -> should enter the trade as B signal recieved on last candle [1, 0, 17, 18, 13, 14, 1], # -> should enter the trade as B signal recieved on last candle
[2, 0, 14, 15, 11, 12, 0], # -> exit the trade as the sell signal recieved on last candle [2, 0, 14, 15, 11, 12, 0], # -> exit the trade as the sell signal recieved on last candle
@ -245,22 +253,23 @@ def test_two_complete_trades(mocker, default_conf):
] ]
ticker_df = _build_dataframe(ticker) ticker_df = _build_dataframe(ticker)
ticker_df.to_json('/Users/misaghshakeri/Projects/freq/misagh/bslap_test_df.json')
trades = edge._find_trades_for_stoploss_range(ticker_df, 'TEST/BTC', [stoploss]) trades = edge._find_trades_for_stoploss_range(ticker_df, 'TEST/BTC', [stoploss])
# Two trades must have occured # Two trades must have occured
assert len(trades) == 2 assert len(trades) == 2
################### First trade check ######################## # First trade check
assert trades[0]['open_time'] == _time_on_candle(1) assert trades[0]['open_time'] == _time_on_candle(1)
assert trades[0]['close_time'] == _time_on_candle(2) assert trades[0]['close_time'] == _time_on_candle(2)
assert trades[0]['open_rate'] == ticker[1][_ohlc['open']] assert trades[0]['open_rate'] == ticker[1][_ohlc['open']]
assert trades[0]['close_rate'] == ticker[2][_ohlc['open']] assert trades[0]['close_rate'] == ticker[2][_ohlc['open']]
assert trades[0]['exit_type'] == SellType.SELL_SIGNAL
############################################################## ##############################################################
################### Second trade check ######################## # Second trade check
assert trades[1]['open_time'] == _time_on_candle(4) assert trades[1]['open_time'] == _time_on_candle(4)
assert trades[1]['close_time'] == _time_on_candle(6) assert trades[1]['close_time'] == _time_on_candle(6)
assert trades[1]['open_rate'] == ticker[4][_ohlc['open']] assert trades[1]['open_rate'] == ticker[4][_ohlc['open']]
assert trades[1]['close_rate'] == ticker[6][_ohlc['open']] assert trades[1]['close_rate'] == ticker[6][_ohlc['open']]
assert trades[1]['exit_type'] == SellType.SELL_SIGNAL
############################################################## ##############################################################