Split analyze_ticker and _analyze_ticker_int
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0df5932593
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@ -158,6 +158,21 @@ class IStrategy(ABC):
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"""
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"""
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Parses the given ticker history and returns a populated DataFrame
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Parses the given ticker history and returns a populated DataFrame
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add several TA indicators and buy signal to it
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add several TA indicators and buy signal to it
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:param dataframe: Dataframe containing ticker data
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:param metadata: Metadata dictionary with additional data (e.g. 'pair')
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:return: DataFrame with ticker data and indicator data
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"""
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logger.debug("TA Analysis Launched")
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dataframe = self.advise_indicators(dataframe, metadata)
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dataframe = self.advise_buy(dataframe, metadata)
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dataframe = self.advise_sell(dataframe, metadata)
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return dataframe
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def _analyze_ticker_int(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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"""
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Parses the given ticker history and returns a populated DataFrame
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add several TA indicators and buy signal to it
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Used internally, may skip analysis if `process_only_new_candles` is set.
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:return: DataFrame with ticker data and indicator data
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:return: DataFrame with ticker data and indicator data
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"""
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"""
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@ -168,10 +183,7 @@ class IStrategy(ABC):
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if (not self.process_only_new_candles or
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if (not self.process_only_new_candles or
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self._last_candle_seen_per_pair.get(pair, None) != dataframe.iloc[-1]['date']):
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self._last_candle_seen_per_pair.get(pair, None) != dataframe.iloc[-1]['date']):
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# Defs that only make change on new candle data.
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# Defs that only make change on new candle data.
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logger.debug("TA Analysis Launched")
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dataframe = self.analyze_ticker(dataframe, metadata)
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dataframe = self.advise_indicators(dataframe, metadata)
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dataframe = self.advise_buy(dataframe, metadata)
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dataframe = self.advise_sell(dataframe, metadata)
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self._last_candle_seen_per_pair[pair] = dataframe.iloc[-1]['date']
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self._last_candle_seen_per_pair[pair] = dataframe.iloc[-1]['date']
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else:
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else:
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logger.debug("Skipping TA Analysis for already analyzed candle")
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logger.debug("Skipping TA Analysis for already analyzed candle")
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@ -198,7 +210,7 @@ class IStrategy(ABC):
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return False, False
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return False, False
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try:
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try:
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dataframe = self.analyze_ticker(dataframe, {'pair': pair})
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dataframe = self._analyze_ticker_int(dataframe, {'pair': pair})
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except ValueError as error:
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except ValueError as error:
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logger.warning(
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logger.warning(
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'Unable to analyze ticker for pair %s: %s',
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'Unable to analyze ticker for pair %s: %s',
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@ -19,13 +19,13 @@ _STRATEGY = DefaultStrategy(config={})
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def test_returns_latest_buy_signal(mocker, default_conf, ticker_history):
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def test_returns_latest_buy_signal(mocker, default_conf, ticker_history):
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mocker.patch.object(
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mocker.patch.object(
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_STRATEGY, 'analyze_ticker',
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_STRATEGY, '_analyze_ticker_int',
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return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}])
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return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}])
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)
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)
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assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (True, False)
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assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (True, False)
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mocker.patch.object(
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mocker.patch.object(
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_STRATEGY, 'analyze_ticker',
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_STRATEGY, '_analyze_ticker_int',
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return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}])
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return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}])
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)
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)
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assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (False, True)
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assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (False, True)
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@ -33,14 +33,14 @@ def test_returns_latest_buy_signal(mocker, default_conf, ticker_history):
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def test_returns_latest_sell_signal(mocker, default_conf, ticker_history):
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def test_returns_latest_sell_signal(mocker, default_conf, ticker_history):
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mocker.patch.object(
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mocker.patch.object(
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_STRATEGY, 'analyze_ticker',
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_STRATEGY, '_analyze_ticker_int',
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return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}])
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return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}])
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)
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)
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assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (False, True)
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assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (False, True)
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mocker.patch.object(
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mocker.patch.object(
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_STRATEGY, 'analyze_ticker',
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_STRATEGY, '_analyze_ticker_int',
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return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}])
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return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}])
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)
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)
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assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (True, False)
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assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (True, False)
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@ -60,7 +60,7 @@ def test_get_signal_empty(default_conf, mocker, caplog):
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def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ticker_history):
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def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ticker_history):
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caplog.set_level(logging.INFO)
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caplog.set_level(logging.INFO)
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mocker.patch.object(
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mocker.patch.object(
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_STRATEGY, 'analyze_ticker',
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_STRATEGY, '_analyze_ticker_int',
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side_effect=ValueError('xyz')
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side_effect=ValueError('xyz')
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)
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)
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assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'],
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assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'],
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@ -71,7 +71,7 @@ def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ticker_hi
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def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ticker_history):
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def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ticker_history):
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caplog.set_level(logging.INFO)
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caplog.set_level(logging.INFO)
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mocker.patch.object(
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mocker.patch.object(
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_STRATEGY, 'analyze_ticker',
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_STRATEGY, '_analyze_ticker_int',
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return_value=DataFrame([])
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return_value=DataFrame([])
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)
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)
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assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
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assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
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@ -86,7 +86,7 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ticker_history):
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oldtime = arrow.utcnow().shift(minutes=-16)
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oldtime = arrow.utcnow().shift(minutes=-16)
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ticks = DataFrame([{'buy': 1, 'date': oldtime}])
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ticks = DataFrame([{'buy': 1, 'date': oldtime}])
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mocker.patch.object(
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mocker.patch.object(
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_STRATEGY, 'analyze_ticker',
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_STRATEGY, '_analyze_ticker_int',
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return_value=DataFrame(ticks)
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return_value=DataFrame(ticks)
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)
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)
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assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
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assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
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@ -252,7 +252,7 @@ def test_analyze_ticker_default(ticker_history, mocker, caplog) -> None:
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caplog.record_tuples)
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caplog.record_tuples)
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def test_analyze_ticker_skip_analyze(ticker_history, mocker, caplog) -> None:
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def test__analyze_ticker_int_skip_analyze(ticker_history, mocker, caplog) -> None:
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caplog.set_level(logging.DEBUG)
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caplog.set_level(logging.DEBUG)
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ind_mock = MagicMock(side_effect=lambda x, meta: x)
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ind_mock = MagicMock(side_effect=lambda x, meta: x)
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buy_mock = MagicMock(side_effect=lambda x, meta: x)
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buy_mock = MagicMock(side_effect=lambda x, meta: x)
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@ -267,7 +267,7 @@ def test_analyze_ticker_skip_analyze(ticker_history, mocker, caplog) -> None:
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strategy = DefaultStrategy({})
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strategy = DefaultStrategy({})
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strategy.process_only_new_candles = True
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strategy.process_only_new_candles = True
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ret = strategy.analyze_ticker(ticker_history, {'pair': 'ETH/BTC'})
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ret = strategy._analyze_ticker_int(ticker_history, {'pair': 'ETH/BTC'})
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assert 'high' in ret.columns
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assert 'high' in ret.columns
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assert 'low' in ret.columns
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assert 'low' in ret.columns
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assert 'close' in ret.columns
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assert 'close' in ret.columns
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@ -280,7 +280,7 @@ def test_analyze_ticker_skip_analyze(ticker_history, mocker, caplog) -> None:
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caplog.record_tuples)
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caplog.record_tuples)
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caplog.clear()
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caplog.clear()
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ret = strategy.analyze_ticker(ticker_history, {'pair': 'ETH/BTC'})
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ret = strategy._analyze_ticker_int(ticker_history, {'pair': 'ETH/BTC'})
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# No analysis happens as process_only_new_candles is true
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# No analysis happens as process_only_new_candles is true
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assert ind_mock.call_count == 1
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assert ind_mock.call_count == 1
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assert buy_mock.call_count == 1
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assert buy_mock.call_count == 1
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