Split analyze_ticker and _analyze_ticker_int

This commit is contained in:
Matthias 2019-08-04 10:20:31 +02:00
parent 0df5932593
commit 52d92cba90
2 changed files with 27 additions and 15 deletions

View File

@ -158,6 +158,21 @@ class IStrategy(ABC):
""" """
Parses the given ticker history and returns a populated DataFrame Parses the given ticker history and returns a populated DataFrame
add several TA indicators and buy signal to it add several TA indicators and buy signal to it
:param dataframe: Dataframe containing ticker data
:param metadata: Metadata dictionary with additional data (e.g. 'pair')
:return: DataFrame with ticker data and indicator data
"""
logger.debug("TA Analysis Launched")
dataframe = self.advise_indicators(dataframe, metadata)
dataframe = self.advise_buy(dataframe, metadata)
dataframe = self.advise_sell(dataframe, metadata)
return dataframe
def _analyze_ticker_int(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Parses the given ticker history and returns a populated DataFrame
add several TA indicators and buy signal to it
Used internally, may skip analysis if `process_only_new_candles` is set.
:return: DataFrame with ticker data and indicator data :return: DataFrame with ticker data and indicator data
""" """
@ -168,10 +183,7 @@ class IStrategy(ABC):
if (not self.process_only_new_candles or if (not self.process_only_new_candles or
self._last_candle_seen_per_pair.get(pair, None) != dataframe.iloc[-1]['date']): self._last_candle_seen_per_pair.get(pair, None) != dataframe.iloc[-1]['date']):
# Defs that only make change on new candle data. # Defs that only make change on new candle data.
logger.debug("TA Analysis Launched") dataframe = self.analyze_ticker(dataframe, metadata)
dataframe = self.advise_indicators(dataframe, metadata)
dataframe = self.advise_buy(dataframe, metadata)
dataframe = self.advise_sell(dataframe, metadata)
self._last_candle_seen_per_pair[pair] = dataframe.iloc[-1]['date'] self._last_candle_seen_per_pair[pair] = dataframe.iloc[-1]['date']
else: else:
logger.debug("Skipping TA Analysis for already analyzed candle") logger.debug("Skipping TA Analysis for already analyzed candle")
@ -198,7 +210,7 @@ class IStrategy(ABC):
return False, False return False, False
try: try:
dataframe = self.analyze_ticker(dataframe, {'pair': pair}) dataframe = self._analyze_ticker_int(dataframe, {'pair': pair})
except ValueError as error: except ValueError as error:
logger.warning( logger.warning(
'Unable to analyze ticker for pair %s: %s', 'Unable to analyze ticker for pair %s: %s',

View File

@ -19,13 +19,13 @@ _STRATEGY = DefaultStrategy(config={})
def test_returns_latest_buy_signal(mocker, default_conf, ticker_history): def test_returns_latest_buy_signal(mocker, default_conf, ticker_history):
mocker.patch.object( mocker.patch.object(
_STRATEGY, 'analyze_ticker', _STRATEGY, '_analyze_ticker_int',
return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}]) return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}])
) )
assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (True, False) assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (True, False)
mocker.patch.object( mocker.patch.object(
_STRATEGY, 'analyze_ticker', _STRATEGY, '_analyze_ticker_int',
return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}]) return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}])
) )
assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (False, True) assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (False, True)
@ -33,14 +33,14 @@ def test_returns_latest_buy_signal(mocker, default_conf, ticker_history):
def test_returns_latest_sell_signal(mocker, default_conf, ticker_history): def test_returns_latest_sell_signal(mocker, default_conf, ticker_history):
mocker.patch.object( mocker.patch.object(
_STRATEGY, 'analyze_ticker', _STRATEGY, '_analyze_ticker_int',
return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}]) return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}])
) )
assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (False, True) assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (False, True)
mocker.patch.object( mocker.patch.object(
_STRATEGY, 'analyze_ticker', _STRATEGY, '_analyze_ticker_int',
return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}]) return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}])
) )
assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (True, False) assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (True, False)
@ -60,7 +60,7 @@ def test_get_signal_empty(default_conf, mocker, caplog):
def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ticker_history): def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ticker_history):
caplog.set_level(logging.INFO) caplog.set_level(logging.INFO)
mocker.patch.object( mocker.patch.object(
_STRATEGY, 'analyze_ticker', _STRATEGY, '_analyze_ticker_int',
side_effect=ValueError('xyz') side_effect=ValueError('xyz')
) )
assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'], assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'],
@ -71,7 +71,7 @@ def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ticker_hi
def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ticker_history): def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ticker_history):
caplog.set_level(logging.INFO) caplog.set_level(logging.INFO)
mocker.patch.object( mocker.patch.object(
_STRATEGY, 'analyze_ticker', _STRATEGY, '_analyze_ticker_int',
return_value=DataFrame([]) return_value=DataFrame([])
) )
assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'], assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
@ -86,7 +86,7 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ticker_history):
oldtime = arrow.utcnow().shift(minutes=-16) oldtime = arrow.utcnow().shift(minutes=-16)
ticks = DataFrame([{'buy': 1, 'date': oldtime}]) ticks = DataFrame([{'buy': 1, 'date': oldtime}])
mocker.patch.object( mocker.patch.object(
_STRATEGY, 'analyze_ticker', _STRATEGY, '_analyze_ticker_int',
return_value=DataFrame(ticks) return_value=DataFrame(ticks)
) )
assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'], assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
@ -252,7 +252,7 @@ def test_analyze_ticker_default(ticker_history, mocker, caplog) -> None:
caplog.record_tuples) caplog.record_tuples)
def test_analyze_ticker_skip_analyze(ticker_history, mocker, caplog) -> None: def test__analyze_ticker_int_skip_analyze(ticker_history, mocker, caplog) -> None:
caplog.set_level(logging.DEBUG) caplog.set_level(logging.DEBUG)
ind_mock = MagicMock(side_effect=lambda x, meta: x) ind_mock = MagicMock(side_effect=lambda x, meta: x)
buy_mock = MagicMock(side_effect=lambda x, meta: x) buy_mock = MagicMock(side_effect=lambda x, meta: x)
@ -267,7 +267,7 @@ def test_analyze_ticker_skip_analyze(ticker_history, mocker, caplog) -> None:
strategy = DefaultStrategy({}) strategy = DefaultStrategy({})
strategy.process_only_new_candles = True strategy.process_only_new_candles = True
ret = strategy.analyze_ticker(ticker_history, {'pair': 'ETH/BTC'}) ret = strategy._analyze_ticker_int(ticker_history, {'pair': 'ETH/BTC'})
assert 'high' in ret.columns assert 'high' in ret.columns
assert 'low' in ret.columns assert 'low' in ret.columns
assert 'close' in ret.columns assert 'close' in ret.columns
@ -280,7 +280,7 @@ def test_analyze_ticker_skip_analyze(ticker_history, mocker, caplog) -> None:
caplog.record_tuples) caplog.record_tuples)
caplog.clear() caplog.clear()
ret = strategy.analyze_ticker(ticker_history, {'pair': 'ETH/BTC'}) ret = strategy._analyze_ticker_int(ticker_history, {'pair': 'ETH/BTC'})
# No analysis happens as process_only_new_candles is true # No analysis happens as process_only_new_candles is true
assert ind_mock.call_count == 1 assert ind_mock.call_count == 1
assert buy_mock.call_count == 1 assert buy_mock.call_count == 1