Merge branch 'develop' into rpc_notification_fixes

This commit is contained in:
hroff-1902
2020-02-14 00:10:50 +03:00
committed by GitHub
44 changed files with 1247 additions and 198 deletions

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@@ -0,0 +1,116 @@
from pathlib import Path
from unittest.mock import MagicMock
import pytest
import rapidjson
from freqtrade.commands.build_config_commands import (ask_user_config,
ask_user_overwrite,
start_new_config,
validate_is_float,
validate_is_int)
from freqtrade.exceptions import OperationalException
from tests.conftest import get_args, log_has_re
def test_validate_is_float():
assert validate_is_float('2.0')
assert validate_is_float('2.1')
assert validate_is_float('0.1')
assert validate_is_float('-0.5')
assert not validate_is_float('-0.5e')
def test_validate_is_int():
assert validate_is_int('2')
assert validate_is_int('6')
assert validate_is_int('-1')
assert validate_is_int('500')
assert not validate_is_int('2.0')
assert not validate_is_int('2.1')
assert not validate_is_int('-2.1')
assert not validate_is_int('-ee')
@pytest.mark.parametrize('exchange', ['bittrex', 'binance', 'kraken', 'ftx'])
def test_start_new_config(mocker, caplog, exchange):
wt_mock = mocker.patch.object(Path, "write_text", MagicMock())
mocker.patch.object(Path, "exists", MagicMock(return_value=True))
unlink_mock = mocker.patch.object(Path, "unlink", MagicMock())
mocker.patch('freqtrade.commands.build_config_commands.ask_user_overwrite', return_value=True)
sample_selections = {
'max_open_trades': 3,
'stake_currency': 'USDT',
'stake_amount': 100,
'fiat_display_currency': 'EUR',
'ticker_interval': '15m',
'dry_run': True,
'exchange_name': exchange,
'exchange_key': 'sampleKey',
'exchange_secret': 'Samplesecret',
'telegram': False,
'telegram_token': 'asdf1244',
'telegram_chat_id': '1144444',
}
mocker.patch('freqtrade.commands.build_config_commands.ask_user_config',
return_value=sample_selections)
args = [
"new-config",
"--config",
"coolconfig.json"
]
start_new_config(get_args(args))
assert log_has_re("Writing config to .*", caplog)
assert wt_mock.call_count == 1
assert unlink_mock.call_count == 1
result = rapidjson.loads(wt_mock.call_args_list[0][0][0],
parse_mode=rapidjson.PM_COMMENTS | rapidjson.PM_TRAILING_COMMAS)
assert result['exchange']['name'] == exchange
assert result['ticker_interval'] == '15m'
def test_start_new_config_exists(mocker, caplog):
mocker.patch.object(Path, "exists", MagicMock(return_value=True))
mocker.patch('freqtrade.commands.build_config_commands.ask_user_overwrite', return_value=False)
args = [
"new-config",
"--config",
"coolconfig.json"
]
with pytest.raises(OperationalException, match=r"Configuration .* already exists\."):
start_new_config(get_args(args))
def test_ask_user_overwrite(mocker):
"""
Once https://github.com/tmbo/questionary/issues/35 is implemented, improve this test.
"""
prompt_mock = mocker.patch('freqtrade.commands.build_config_commands.prompt',
return_value={'overwrite': False})
assert not ask_user_overwrite(Path('test.json'))
assert prompt_mock.call_count == 1
prompt_mock.reset_mock()
prompt_mock = mocker.patch('freqtrade.commands.build_config_commands.prompt',
return_value={'overwrite': True})
assert ask_user_overwrite(Path('test.json'))
assert prompt_mock.call_count == 1
def test_ask_user_config(mocker):
"""
Once https://github.com/tmbo/questionary/issues/35 is implemented, improve this test.
"""
prompt_mock = mocker.patch('freqtrade.commands.build_config_commands.prompt',
return_value={'overwrite': False})
answers = ask_user_config()
assert isinstance(answers, dict)
assert prompt_mock.call_count == 1
prompt_mock = mocker.patch('freqtrade.commands.build_config_commands.prompt',
return_value={})
with pytest.raises(OperationalException, match=r"User interrupted interactive questions\."):
ask_user_config()

View File

@@ -778,6 +778,121 @@ def test_hyperopt_list(mocker, capsys, hyperopt_results):
assert all(x not in captured.out
for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 11/12", " 12/12"])
args = [
"hyperopt-list",
"--no-details",
"--no-color",
"--min-trades", "20"
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 3/12", " 6/12", " 7/12", " 9/12", " 11/12"])
assert all(x not in captured.out
for x in [" 1/12", " 2/12", " 4/12", " 5/12", " 8/12", " 10/12", " 12/12"])
args = [
"hyperopt-list",
"--profitable",
"--no-details",
"--max-trades", "20"
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 2/12", " 10/12"])
assert all(x not in captured.out
for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 11/12", " 12/12"])
args = [
"hyperopt-list",
"--profitable",
"--no-details",
"--min-avg-profit", "0.11"
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 2/12"])
assert all(x not in captured.out
for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 10/12", " 11/12", " 12/12"])
args = [
"hyperopt-list",
"--no-details",
"--max-avg-profit", "0.10"
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 1/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 11/12"])
assert all(x not in captured.out
for x in [" 2/12", " 4/12", " 10/12", " 12/12"])
args = [
"hyperopt-list",
"--no-details",
"--min-total-profit", "0.4"
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 10/12"])
assert all(x not in captured.out
for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
" 9/12", " 11/12", " 12/12"])
args = [
"hyperopt-list",
"--no-details",
"--max-total-profit", "0.4"
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12",
" 9/12", " 11/12"])
assert all(x not in captured.out
for x in [" 4/12", " 10/12", " 12/12"])
args = [
"hyperopt-list",
"--profitable",
"--no-details",
"--min-avg-time", "2000"
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 10/12"])
assert all(x not in captured.out
for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12",
" 8/12", " 9/12", " 11/12", " 12/12"])
args = [
"hyperopt-list",
"--no-details",
"--max-avg-time", "1500"
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 2/12", " 6/12"])
assert all(x not in captured.out
for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 7/12", " 8/12"
" 9/12", " 10/12", " 11/12", " 12/12"])
def test_hyperopt_show(mocker, capsys, hyperopt_results):

View File

@@ -24,7 +24,7 @@ from freqtrade.data.history import (_download_pair_history,
validate_backtest_data)
from freqtrade.exchange import timeframe_to_minutes
from freqtrade.misc import file_dump_json
from freqtrade.strategy.default_strategy import DefaultStrategy
from freqtrade.resolvers import StrategyResolver
from tests.conftest import (get_patched_exchange, log_has, log_has_re,
patch_exchange)
@@ -370,7 +370,7 @@ def test_load_partial_missing(testdatadir, caplog) -> None:
def test_init(default_conf, mocker) -> None:
assert {} == load_data(
datadir='',
datadir=Path(''),
pairs=[],
timeframe=default_conf['ticker_interval']
)
@@ -379,13 +379,13 @@ def test_init(default_conf, mocker) -> None:
def test_init_with_refresh(default_conf, mocker) -> None:
exchange = get_patched_exchange(mocker, default_conf)
refresh_data(
datadir='',
datadir=Path(''),
pairs=[],
timeframe=default_conf['ticker_interval'],
exchange=exchange
)
assert {} == load_data(
datadir='',
datadir=Path(''),
pairs=[],
timeframe=default_conf['ticker_interval']
)
@@ -420,7 +420,7 @@ def test_trim_tickerlist(testdatadir) -> None:
# Test the pattern ^(\d{8})-$
# This pattern extracts elements from the date to now
timerange = TimeRange('date', None, ticker_list[10][0] / 1000 - 1, None)
timerange = TimeRange('date', None, ticker_list[10][0] / 1000 - 1, 0)
ticker = trim_tickerlist(ticker_list, timerange)
ticker_len = len(ticker)
@@ -430,14 +430,14 @@ def test_trim_tickerlist(testdatadir) -> None:
# Test a wrong pattern
# This pattern must return the list unchanged
timerange = TimeRange(None, None, None, 5)
timerange = TimeRange(None, None, 0, 5)
ticker = trim_tickerlist(ticker_list, timerange)
ticker_len = len(ticker)
assert ticker_list_len == ticker_len
# passing empty list
timerange = TimeRange(None, None, None, 5)
timerange = TimeRange(None, None, 0, 5)
ticker = trim_tickerlist([], timerange)
assert 0 == len(ticker)
assert not ticker
@@ -509,7 +509,9 @@ def test_file_dump_json_tofile(testdatadir) -> None:
def test_get_timerange(default_conf, mocker, testdatadir) -> None:
patch_exchange(mocker)
strategy = DefaultStrategy(default_conf)
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
data = strategy.tickerdata_to_dataframe(
load_data(
@@ -525,7 +527,9 @@ def test_get_timerange(default_conf, mocker, testdatadir) -> None:
def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir) -> None:
patch_exchange(mocker)
strategy = DefaultStrategy(default_conf)
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
data = strategy.tickerdata_to_dataframe(
load_data(
@@ -547,7 +551,9 @@ def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir)
def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> None:
patch_exchange(mocker)
strategy = DefaultStrategy(default_conf)
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
timerange = TimeRange('index', 'index', 200, 250)
data = strategy.tickerdata_to_dataframe(

View File

@@ -1,4 +1,4 @@
from typing import Dict, List, NamedTuple
from typing import Dict, List, NamedTuple, Optional
import arrow
from pandas import DataFrame
@@ -23,14 +23,14 @@ class BTContainer(NamedTuple):
"""
Minimal BacktestContainer defining Backtest inputs and results.
"""
data: List[float]
data: List[List[float]]
stop_loss: float
roi: Dict[str, float]
trades: List[BTrade]
profit_perc: float
trailing_stop: bool = False
trailing_only_offset_is_reached: bool = False
trailing_stop_positive: float = None
trailing_stop_positive: Optional[float] = None
trailing_stop_positive_offset: float = 0.0
use_sell_signal: bool = False

View File

@@ -364,7 +364,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
default_conf["trailing_stop"] = data.trailing_stop
default_conf["trailing_only_offset_is_reached"] = data.trailing_only_offset_is_reached
# Only add this to configuration If it's necessary
if data.trailing_stop_positive:
if data.trailing_stop_positive is not None:
default_conf["trailing_stop_positive"] = data.trailing_stop_positive
default_conf["trailing_stop_positive_offset"] = data.trailing_stop_positive_offset
default_conf["ask_strategy"] = {"use_sell_signal": data.use_sell_signal}

View File

@@ -20,8 +20,8 @@ from freqtrade.data.dataprovider import DataProvider
from freqtrade.data.history import get_timerange
from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.optimize.backtesting import Backtesting
from freqtrade.resolvers import StrategyResolver
from freqtrade.state import RunMode
from freqtrade.strategy.default_strategy import DefaultStrategy
from freqtrade.strategy.interface import SellType
from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
patched_configuration_load_config_file)
@@ -287,8 +287,8 @@ def test_start(mocker, fee, default_conf, caplog) -> None:
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
]
args = get_args(args)
start_backtesting(args)
pargs = get_args(args)
start_backtesting(pargs)
assert log_has('Starting freqtrade in Backtesting mode', caplog)
assert start_mock.call_count == 1
@@ -350,7 +350,9 @@ def test_tickerdata_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
assert len(data['UNITTEST/BTC']) == 102
# Load strategy to compare the result between Backtesting function and strategy are the same
strategy = DefaultStrategy(default_conf)
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
data2 = strategy.tickerdata_to_dataframe(tickerlist)
assert data['UNITTEST/BTC'].equals(data2['UNITTEST/BTC'])

View File

@@ -82,8 +82,8 @@ def test_start(mocker, fee, edge_conf, caplog) -> None:
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
]
args = get_args(args)
start_edge(args)
pargs = get_args(args)
start_edge(pargs)
assert log_has('Starting freqtrade in Edge mode', caplog)
assert start_mock.call_count == 1

View File

@@ -2,6 +2,7 @@
import locale
from datetime import datetime
from pathlib import Path
from typing import Dict, List
from unittest.mock import MagicMock, PropertyMock
import pandas as pd
@@ -9,7 +10,8 @@ import pytest
from arrow import Arrow
from filelock import Timeout
from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_hyperopt
from freqtrade.commands.optimize_commands import (setup_optimize_configuration,
start_hyperopt)
from freqtrade.data.converter import parse_ticker_dataframe
from freqtrade.data.history import load_tickerdata_file
from freqtrade.exceptions import OperationalException
@@ -54,7 +56,7 @@ def hyperopt_results():
# Functions for recurrent object patching
def create_trials(mocker, hyperopt, testdatadir) -> None:
def create_trials(mocker, hyperopt, testdatadir) -> List[Dict]:
"""
When creating trials, mock the hyperopt Trials so that *by default*
- we don't create any pickle'd files in the filesystem
@@ -228,10 +230,10 @@ def test_start_not_installed(mocker, default_conf, caplog, import_fails) -> None
'--hyperopt', 'DefaultHyperOpt',
'--epochs', '5'
]
args = get_args(args)
pargs = get_args(args)
with pytest.raises(OperationalException, match=r"Please ensure that the hyperopt dependencies"):
start_hyperopt(args)
start_hyperopt(pargs)
def test_start(mocker, default_conf, caplog) -> None:
@@ -246,8 +248,8 @@ def test_start(mocker, default_conf, caplog) -> None:
'--hyperopt', 'DefaultHyperOpt',
'--epochs', '5'
]
args = get_args(args)
start_hyperopt(args)
pargs = get_args(args)
start_hyperopt(pargs)
assert log_has('Starting freqtrade in Hyperopt mode', caplog)
assert start_mock.call_count == 1
@@ -269,9 +271,9 @@ def test_start_no_data(mocker, default_conf, caplog) -> None:
'--hyperopt', 'DefaultHyperOpt',
'--epochs', '5'
]
args = get_args(args)
pargs = get_args(args)
with pytest.raises(OperationalException, match='No data found. Terminating.'):
start_hyperopt(args)
start_hyperopt(pargs)
def test_start_filelock(mocker, default_conf, caplog) -> None:
@@ -286,16 +288,19 @@ def test_start_filelock(mocker, default_conf, caplog) -> None:
'--hyperopt', 'DefaultHyperOpt',
'--epochs', '5'
]
args = get_args(args)
start_hyperopt(args)
pargs = get_args(args)
start_hyperopt(pargs)
assert log_has("Another running instance of freqtrade Hyperopt detected.", caplog)
def test_loss_calculation_prefer_correct_trade_count(default_conf, hyperopt_results) -> None:
hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
correct = hl.hyperopt_loss_function(hyperopt_results, 600)
over = hl.hyperopt_loss_function(hyperopt_results, 600 + 100)
under = hl.hyperopt_loss_function(hyperopt_results, 600 - 100)
correct = hl.hyperopt_loss_function(hyperopt_results, 600,
datetime(2019, 1, 1), datetime(2019, 5, 1))
over = hl.hyperopt_loss_function(hyperopt_results, 600 + 100,
datetime(2019, 1, 1), datetime(2019, 5, 1))
under = hl.hyperopt_loss_function(hyperopt_results, 600 - 100,
datetime(2019, 1, 1), datetime(2019, 5, 1))
assert over > correct
assert under > correct
@@ -305,8 +310,10 @@ def test_loss_calculation_prefer_shorter_trades(default_conf, hyperopt_results)
resultsb.loc[1, 'trade_duration'] = 20
hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
longer = hl.hyperopt_loss_function(hyperopt_results, 100)
shorter = hl.hyperopt_loss_function(resultsb, 100)
longer = hl.hyperopt_loss_function(hyperopt_results, 100,
datetime(2019, 1, 1), datetime(2019, 5, 1))
shorter = hl.hyperopt_loss_function(resultsb, 100,
datetime(2019, 1, 1), datetime(2019, 5, 1))
assert shorter < longer
@@ -317,9 +324,12 @@ def test_loss_calculation_has_limited_profit(default_conf, hyperopt_results) ->
results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
correct = hl.hyperopt_loss_function(hyperopt_results, 600)
over = hl.hyperopt_loss_function(results_over, 600)
under = hl.hyperopt_loss_function(results_under, 600)
correct = hl.hyperopt_loss_function(hyperopt_results, 600,
datetime(2019, 1, 1), datetime(2019, 5, 1))
over = hl.hyperopt_loss_function(results_over, 600,
datetime(2019, 1, 1), datetime(2019, 5, 1))
under = hl.hyperopt_loss_function(results_under, 600,
datetime(2019, 1, 1), datetime(2019, 5, 1))
assert over < correct
assert under > correct

View File

@@ -10,8 +10,9 @@ from freqtrade.configuration import TimeRange
from freqtrade.data.converter import parse_ticker_dataframe
from freqtrade.data.history import load_tickerdata_file
from freqtrade.persistence import Trade
from tests.conftest import get_patched_exchange, log_has
from freqtrade.resolvers import StrategyResolver
from freqtrade.strategy.default_strategy import DefaultStrategy
from tests.conftest import get_patched_exchange, log_has
# Avoid to reinit the same object again and again
_STRATEGY = DefaultStrategy(config={})
@@ -104,7 +105,8 @@ def test_get_signal_handles_exceptions(mocker, default_conf):
def test_tickerdata_to_dataframe(default_conf, testdatadir) -> None:
strategy = DefaultStrategy(default_conf)
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
timerange = TimeRange.parse_timerange('1510694220-1510700340')
tick = load_tickerdata_file(testdatadir, 'UNITTEST/BTC', '1m', timerange=timerange)
@@ -120,7 +122,8 @@ def test_min_roi_reached(default_conf, fee) -> None:
min_roi_list = [{20: 0.05, 55: 0.01, 0: 0.1},
{0: 0.1, 20: 0.05, 55: 0.01}]
for roi in min_roi_list:
strategy = DefaultStrategy(default_conf)
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
strategy.minimal_roi = roi
trade = Trade(
pair='ETH/BTC',
@@ -158,7 +161,8 @@ def test_min_roi_reached2(default_conf, fee) -> None:
},
]
for roi in min_roi_list:
strategy = DefaultStrategy(default_conf)
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
strategy.minimal_roi = roi
trade = Trade(
pair='ETH/BTC',
@@ -192,7 +196,8 @@ def test_min_roi_reached3(default_conf, fee) -> None:
30: 0.05,
55: 0.30,
}
strategy = DefaultStrategy(default_conf)
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
strategy.minimal_roi = min_roi
trade = Trade(
pair='ETH/BTC',
@@ -292,7 +297,8 @@ def test__analyze_ticker_internal_skip_analyze(ticker_history, mocker, caplog) -
def test_is_pair_locked(default_conf):
strategy = DefaultStrategy(default_conf)
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
# dict should be empty
assert not strategy._pair_locked_until

View File

@@ -19,7 +19,7 @@ from freqtrade.plot.plotting import (add_indicators, add_profit,
generate_profit_graph, init_plotscript,
load_and_plot_trades, plot_profit,
plot_trades, store_plot_file)
from freqtrade.strategy.default_strategy import DefaultStrategy
from freqtrade.resolvers import StrategyResolver
from tests.conftest import get_args, log_has, log_has_re
@@ -70,9 +70,11 @@ def test_add_indicators(default_conf, testdatadir, caplog):
indicators1 = {"ema10": {}}
indicators2 = {"macd": {"color": "red"}}
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
# Generate buy/sell signals and indicators
strat = DefaultStrategy(default_conf)
data = strat.analyze_ticker(data, {'pair': pair})
data = strategy.analyze_ticker(data, {'pair': pair})
fig = generate_empty_figure()
# Row 1
@@ -181,9 +183,11 @@ def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir)
data = history.load_pair_history(pair=pair, timeframe='1m',
datadir=testdatadir, timerange=timerange)
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
# Generate buy/sell signals and indicators
strat = DefaultStrategy(default_conf)
data = strat.analyze_ticker(data, {'pair': pair})
data = strategy.analyze_ticker(data, {'pair': pair})
indicators1 = []
indicators2 = []