Adapt most tests
This commit is contained in:
Matthias
parent
273aaaff12
commit
55fa514ec9
@ -353,10 +353,6 @@ class IStrategy(ABC):
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dataframe, _ = self.dp.get_analyzed_dataframe(pair, timeframe)
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if not isinstance(dataframe, DataFrame) or dataframe.empty:
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logger.warning('Empty candle (OHLCV) data for pair %s', pair)
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return False, False
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if dataframe.empty:
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logger.warning('Empty dataframe for pair %s', pair)
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return False, False
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@ -13,12 +13,14 @@ from freqtrade.exceptions import StrategyError
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from freqtrade.persistence import Trade
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from freqtrade.resolvers import StrategyResolver
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from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
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from freqtrade.data.dataprovider import DataProvider
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from tests.conftest import get_patched_exchange, log_has, log_has_re
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from .strats.default_strategy import DefaultStrategy
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# Avoid to reinit the same object again and again
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_STRATEGY = DefaultStrategy(config={})
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_STRATEGY.dp = DataProvider({}, None, None)
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def test_returns_latest_signal(mocker, default_conf, ohlcv_history):
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@ -30,61 +32,65 @@ def test_returns_latest_signal(mocker, default_conf, ohlcv_history):
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mocked_history.loc[1, 'sell'] = 1
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mocker.patch.object(
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_STRATEGY, '_analyze_ticker_internal',
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return_value=mocked_history
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_STRATEGY.dp, 'get_analyzed_dataframe',
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return_value=(mocked_history, 0)
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)
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assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (False, True)
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assert _STRATEGY.get_signal('ETH/BTC', '5m') == (False, True)
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mocked_history.loc[1, 'sell'] = 0
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mocked_history.loc[1, 'buy'] = 1
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mocker.patch.object(
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_STRATEGY, '_analyze_ticker_internal',
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return_value=mocked_history
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_STRATEGY.dp, 'get_analyzed_dataframe',
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return_value=(mocked_history, 0)
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)
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assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (True, False)
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assert _STRATEGY.get_signal('ETH/BTC', '5m') == (True, False)
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mocked_history.loc[1, 'sell'] = 0
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mocked_history.loc[1, 'buy'] = 0
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mocker.patch.object(
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_STRATEGY, '_analyze_ticker_internal',
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return_value=mocked_history
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_STRATEGY.dp, 'get_analyzed_dataframe',
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return_value=(mocked_history, 0)
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)
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assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (False, False)
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assert _STRATEGY.get_signal('ETH/BTC', '5m') == (False, False)
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def test_get_signal_empty(default_conf, mocker, caplog):
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assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'],
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DataFrame())
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mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(DataFrame(), 0))
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assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'])
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assert log_has('Empty candle (OHLCV) data for pair foo', caplog)
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caplog.clear()
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assert (False, False) == _STRATEGY.get_signal('bar', default_conf['timeframe'],
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[])
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mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(None, 0))
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assert (False, False) == _STRATEGY.get_signal('bar', default_conf['timeframe'])
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assert log_has('Empty candle (OHLCV) data for pair bar', caplog)
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def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ohlcv_history):
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caplog.set_level(logging.INFO)
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mocker.patch.object(_STRATEGY.dp, 'ohlcv', return_value=ohlcv_history)
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mocker.patch.object(
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_STRATEGY, '_analyze_ticker_internal',
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side_effect=ValueError('xyz')
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)
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assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'],
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ohlcv_history)
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_STRATEGY.analyze_pair('foo')
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assert log_has_re(r'Strategy caused the following exception: xyz.*', caplog)
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caplog.clear()
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mocker.patch.object(
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_STRATEGY, 'analyze_ticker',
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side_effect=Exception('invalid ticker history ')
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)
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_STRATEGY.analyze_pair('foo')
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assert log_has_re(r'Strategy caused the following exception: xyz.*', caplog)
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def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ohlcv_history):
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caplog.set_level(logging.INFO)
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mocker.patch.object(
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_STRATEGY, '_analyze_ticker_internal',
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return_value=DataFrame([])
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)
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mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(DataFrame([]), 0))
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mocker.patch.object(_STRATEGY, 'assert_df')
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assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'],
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ohlcv_history)
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assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'])
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assert log_has('Empty dataframe for pair xyz', caplog)
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@ -99,13 +105,10 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
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mocked_history.loc[1, 'buy'] = 1
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caplog.set_level(logging.INFO)
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mocker.patch.object(
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_STRATEGY, '_analyze_ticker_internal',
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return_value=mocked_history
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)
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mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(mocked_history, 0))
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mocker.patch.object(_STRATEGY, 'assert_df')
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assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'],
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ohlcv_history)
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assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'])
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assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog)
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@ -120,12 +123,13 @@ def test_assert_df_raise(default_conf, mocker, caplog, ohlcv_history):
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mocked_history.loc[1, 'buy'] = 1
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caplog.set_level(logging.INFO)
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mocker.patch.object(_STRATEGY.dp, 'ohlcv', return_value=ohlcv_history)
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mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(mocked_history, 0))
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mocker.patch.object(
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_STRATEGY, 'assert_df',
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side_effect=StrategyError('Dataframe returned...')
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)
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assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'],
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ohlcv_history)
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_STRATEGY.analyze_pair('xyz')
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assert log_has('Unable to analyze candle (OHLCV) data for pair xyz: Dataframe returned...',
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caplog)
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@ -157,15 +161,6 @@ def test_assert_df(default_conf, mocker, ohlcv_history, caplog):
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_STRATEGY.disable_dataframe_checks = False
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def test_get_signal_handles_exceptions(mocker, default_conf):
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exchange = get_patched_exchange(mocker, default_conf)
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mocker.patch.object(
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_STRATEGY, 'analyze_ticker',
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side_effect=Exception('invalid ticker history ')
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)
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assert _STRATEGY.get_signal(exchange, 'ETH/BTC', '5m') == (False, False)
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def test_ohlcvdata_to_dataframe(default_conf, testdatadir) -> None:
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default_conf.update({'strategy': 'DefaultStrategy'})
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strategy = StrategyResolver.load_strategy(default_conf)
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@ -342,6 +337,7 @@ def test__analyze_ticker_internal_skip_analyze(ohlcv_history, mocker, caplog) ->
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)
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strategy = DefaultStrategy({})
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strategy.dp = DataProvider({}, None, None)
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strategy.process_only_new_candles = True
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ret = strategy._analyze_ticker_internal(ohlcv_history, {'pair': 'ETH/BTC'})
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