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Adapt most tests

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This commit is contained in:
Matthias 2020-06-13 19:40:58 +02:00
parent 273aaaff12
commit 55fa514ec9
2 changed files with 34 additions and 42 deletions
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4
freqtrade/strategy/interface.py
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@ -353,10 +353,6 @@ class IStrategy(ABC):
dataframe, _ = self.dp.get_analyzed_dataframe(pair, timeframe) dataframe, _ = self.dp.get_analyzed_dataframe(pair, timeframe)
if not isinstance(dataframe, DataFrame) or dataframe.empty: if not isinstance(dataframe, DataFrame) or dataframe.empty:
logger.warning('Empty candle (OHLCV) data for pair %s', pair)
return False, False
if dataframe.empty:
logger.warning('Empty dataframe for pair %s', pair) logger.warning('Empty dataframe for pair %s', pair)
return False, False return False, False

72
tests/strategy/test_interface.py
View File

@ -13,12 +13,14 @@ from freqtrade.exceptions import StrategyError
from freqtrade.persistence import Trade from freqtrade.persistence import Trade
from freqtrade.resolvers import StrategyResolver from freqtrade.resolvers import StrategyResolver
from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
from freqtrade.data.dataprovider import DataProvider
from tests.conftest import get_patched_exchange, log_has, log_has_re from tests.conftest import get_patched_exchange, log_has, log_has_re
from .strats.default_strategy import DefaultStrategy from .strats.default_strategy import DefaultStrategy
# Avoid to reinit the same object again and again # Avoid to reinit the same object again and again
_STRATEGY = DefaultStrategy(config={}) _STRATEGY = DefaultStrategy(config={})
_STRATEGY.dp = DataProvider({}, None, None)
def test_returns_latest_signal(mocker, default_conf, ohlcv_history): def test_returns_latest_signal(mocker, default_conf, ohlcv_history):
@ -30,61 +32,65 @@ def test_returns_latest_signal(mocker, default_conf, ohlcv_history):
mocked_history.loc[1, 'sell'] = 1 mocked_history.loc[1, 'sell'] = 1
mocker.patch.object( mocker.patch.object(
_STRATEGY, '_analyze_ticker_internal', _STRATEGY.dp, 'get_analyzed_dataframe',
return_value=mocked_history return_value=(mocked_history, 0)
) )
assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (False, True) assert _STRATEGY.get_signal('ETH/BTC', '5m') == (False, True)
mocked_history.loc[1, 'sell'] = 0 mocked_history.loc[1, 'sell'] = 0
mocked_history.loc[1, 'buy'] = 1 mocked_history.loc[1, 'buy'] = 1
mocker.patch.object( mocker.patch.object(
_STRATEGY, '_analyze_ticker_internal', _STRATEGY.dp, 'get_analyzed_dataframe',
return_value=mocked_history return_value=(mocked_history, 0)
) )
assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (True, False) assert _STRATEGY.get_signal('ETH/BTC', '5m') == (True, False)
mocked_history.loc[1, 'sell'] = 0 mocked_history.loc[1, 'sell'] = 0
mocked_history.loc[1, 'buy'] = 0 mocked_history.loc[1, 'buy'] = 0
mocker.patch.object( mocker.patch.object(
_STRATEGY, '_analyze_ticker_internal', _STRATEGY.dp, 'get_analyzed_dataframe',
return_value=mocked_history return_value=(mocked_history, 0)
) )
assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (False, False) assert _STRATEGY.get_signal('ETH/BTC', '5m') == (False, False)
def test_get_signal_empty(default_conf, mocker, caplog): def test_get_signal_empty(default_conf, mocker, caplog):
assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'], mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(DataFrame(), 0))
DataFrame()) assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'])
assert log_has('Empty candle (OHLCV) data for pair foo', caplog) assert log_has('Empty candle (OHLCV) data for pair foo', caplog)
caplog.clear() caplog.clear()
assert (False, False) == _STRATEGY.get_signal('bar', default_conf['timeframe'], mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(None, 0))
[]) assert (False, False) == _STRATEGY.get_signal('bar', default_conf['timeframe'])
assert log_has('Empty candle (OHLCV) data for pair bar', caplog) assert log_has('Empty candle (OHLCV) data for pair bar', caplog)
def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ohlcv_history): def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ohlcv_history):
caplog.set_level(logging.INFO) caplog.set_level(logging.INFO)
mocker.patch.object(_STRATEGY.dp, 'ohlcv', return_value=ohlcv_history)
mocker.patch.object( mocker.patch.object(
_STRATEGY, '_analyze_ticker_internal', _STRATEGY, '_analyze_ticker_internal',
side_effect=ValueError('xyz') side_effect=ValueError('xyz')
) )
assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'], _STRATEGY.analyze_pair('foo')
ohlcv_history) assert log_has_re(r'Strategy caused the following exception: xyz.*', caplog)
caplog.clear()
mocker.patch.object(
_STRATEGY, 'analyze_ticker',
side_effect=Exception('invalid ticker history ')
)
_STRATEGY.analyze_pair('foo')
assert log_has_re(r'Strategy caused the following exception: xyz.*', caplog) assert log_has_re(r'Strategy caused the following exception: xyz.*', caplog)
def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ohlcv_history): def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ohlcv_history):
caplog.set_level(logging.INFO) caplog.set_level(logging.INFO)
mocker.patch.object( mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(DataFrame([]), 0))
_STRATEGY, '_analyze_ticker_internal',
return_value=DataFrame([])
)
mocker.patch.object(_STRATEGY, 'assert_df') mocker.patch.object(_STRATEGY, 'assert_df')
assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'], assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'])
ohlcv_history)
assert log_has('Empty dataframe for pair xyz', caplog) assert log_has('Empty dataframe for pair xyz', caplog)
@ -99,13 +105,10 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
mocked_history.loc[1, 'buy'] = 1 mocked_history.loc[1, 'buy'] = 1
caplog.set_level(logging.INFO) caplog.set_level(logging.INFO)
mocker.patch.object( mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(mocked_history, 0))
_STRATEGY, '_analyze_ticker_internal',
return_value=mocked_history
)
mocker.patch.object(_STRATEGY, 'assert_df') mocker.patch.object(_STRATEGY, 'assert_df')
assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'],
ohlcv_history) assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'])
assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog) assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog)
@ -120,12 +123,13 @@ def test_assert_df_raise(default_conf, mocker, caplog, ohlcv_history):
mocked_history.loc[1, 'buy'] = 1 mocked_history.loc[1, 'buy'] = 1
caplog.set_level(logging.INFO) caplog.set_level(logging.INFO)
mocker.patch.object(_STRATEGY.dp, 'ohlcv', return_value=ohlcv_history)
mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(mocked_history, 0))
mocker.patch.object( mocker.patch.object(
_STRATEGY, 'assert_df', _STRATEGY, 'assert_df',
side_effect=StrategyError('Dataframe returned...') side_effect=StrategyError('Dataframe returned...')
) )
assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'], _STRATEGY.analyze_pair('xyz')
ohlcv_history)
assert log_has('Unable to analyze candle (OHLCV) data for pair xyz: Dataframe returned...', assert log_has('Unable to analyze candle (OHLCV) data for pair xyz: Dataframe returned...',
caplog) caplog)
@ -157,15 +161,6 @@ def test_assert_df(default_conf, mocker, ohlcv_history, caplog):
_STRATEGY.disable_dataframe_checks = False _STRATEGY.disable_dataframe_checks = False
def test_get_signal_handles_exceptions(mocker, default_conf):
exchange = get_patched_exchange(mocker, default_conf)
mocker.patch.object(
_STRATEGY, 'analyze_ticker',
side_effect=Exception('invalid ticker history ')
)
assert _STRATEGY.get_signal(exchange, 'ETH/BTC', '5m') == (False, False)
def test_ohlcvdata_to_dataframe(default_conf, testdatadir) -> None: def test_ohlcvdata_to_dataframe(default_conf, testdatadir) -> None:
default_conf.update({'strategy': 'DefaultStrategy'}) default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf) strategy = StrategyResolver.load_strategy(default_conf)
@ -342,6 +337,7 @@ def test__analyze_ticker_internal_skip_analyze(ohlcv_history, mocker, caplog) ->
) )
strategy = DefaultStrategy({}) strategy = DefaultStrategy({})
strategy.dp = DataProvider({}, None, None)
strategy.process_only_new_candles = True strategy.process_only_new_candles = True
ret = strategy._analyze_ticker_internal(ohlcv_history, {'pair': 'ETH/BTC'}) ret = strategy._analyze_ticker_internal(ohlcv_history, {'pair': 'ETH/BTC'})