Merge pull request #1007 from freqtrade/remove-analyze

Remove Analyze

freqtrade/tests/strategy/test_default_strategy.py

@@ -3,14 +3,14 @@ import json
 import pytest
 from pandas import DataFrame
 
-from freqtrade.analyze import Analyze
+from freqtrade.exchange.exchange_helpers import parse_ticker_dataframe
 from freqtrade.strategy.default_strategy import DefaultStrategy
 
 
 @pytest.fixture
 def result():
     with open('freqtrade/tests/testdata/ETH_BTC-1m.json') as data_file:
-        return Analyze.parse_ticker_dataframe(json.load(data_file))
+        return parse_ticker_dataframe(json.load(data_file))
 
 
 def test_default_strategy_structure():
@@ -23,7 +23,7 @@ def test_default_strategy_structure():
 
 
 def test_default_strategy(result):
-    strategy = DefaultStrategy()
+    strategy = DefaultStrategy({})
 
     assert type(strategy.minimal_roi) is dict
     assert type(strategy.stoploss) is float

freqtrade/tests/strategy/test_interface.py

@@ -0,0 +1,126 @@
+# pragma pylint: disable=missing-docstring, C0103
+
+"""
+Unit test file for analyse.py
+"""
+
+import logging
+from unittest.mock import MagicMock
+
+import arrow
+from pandas import DataFrame
+
+from freqtrade.arguments import TimeRange
+from freqtrade.optimize.__init__ import load_tickerdata_file
+from freqtrade.tests.conftest import get_patched_exchange, log_has
+from freqtrade.strategy.default_strategy import DefaultStrategy
+
+# Avoid to reinit the same object again and again
+_STRATEGY = DefaultStrategy(config={})
+
+
+def test_returns_latest_buy_signal(mocker, default_conf):
+    mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=MagicMock())
+    exchange = get_patched_exchange(mocker, default_conf)
+    mocker.patch.object(
+        _STRATEGY, 'analyze_ticker',
+        return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}])
+    )
+    assert _STRATEGY.get_signal(exchange, 'ETH/BTC', '5m') == (True, False)
+
+    mocker.patch.object(
+        _STRATEGY, 'analyze_ticker',
+        return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}])
+    )
+    assert _STRATEGY.get_signal(exchange, 'ETH/BTC', '5m') == (False, True)
+
+
+def test_returns_latest_sell_signal(mocker, default_conf):
+    mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=MagicMock())
+    exchange = get_patched_exchange(mocker, default_conf)
+    mocker.patch.object(
+        _STRATEGY, 'analyze_ticker',
+        return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}])
+    )
+
+    assert _STRATEGY.get_signal(exchange, 'ETH/BTC', '5m') == (False, True)
+
+    mocker.patch.object(
+        _STRATEGY, 'analyze_ticker',
+        return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}])
+    )
+    assert _STRATEGY.get_signal(exchange, 'ETH/BTC', '5m') == (True, False)
+
+
+def test_get_signal_empty(default_conf, mocker, caplog):
+    caplog.set_level(logging.INFO)
+    mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=None)
+    exchange = get_patched_exchange(mocker, default_conf)
+    assert (False, False) == _STRATEGY.get_signal(exchange, 'foo', default_conf['ticker_interval'])
+    assert log_has('Empty ticker history for pair foo', caplog.record_tuples)
+
+
+def test_get_signal_exception_valueerror(default_conf, mocker, caplog):
+    caplog.set_level(logging.INFO)
+    mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=1)
+    exchange = get_patched_exchange(mocker, default_conf)
+    mocker.patch.object(
+        _STRATEGY, 'analyze_ticker',
+        side_effect=ValueError('xyz')
+    )
+    assert (False, False) == _STRATEGY.get_signal(exchange, 'foo', default_conf['ticker_interval'])
+    assert log_has('Unable to analyze ticker for pair foo: xyz', caplog.record_tuples)
+
+
+def test_get_signal_empty_dataframe(default_conf, mocker, caplog):
+    caplog.set_level(logging.INFO)
+    mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=1)
+    exchange = get_patched_exchange(mocker, default_conf)
+    mocker.patch.object(
+        _STRATEGY, 'analyze_ticker',
+        return_value=DataFrame([])
+    )
+    assert (False, False) == _STRATEGY.get_signal(exchange, 'xyz', default_conf['ticker_interval'])
+    assert log_has('Empty dataframe for pair xyz', caplog.record_tuples)
+
+
+def test_get_signal_old_dataframe(default_conf, mocker, caplog):
+    caplog.set_level(logging.INFO)
+    mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=1)
+    exchange = get_patched_exchange(mocker, default_conf)
+    # default_conf defines a 5m interval. we check interval * 2 + 5m
+    # this is necessary as the last candle is removed (partial candles) by default
+    oldtime = arrow.utcnow().shift(minutes=-16)
+    ticks = DataFrame([{'buy': 1, 'date': oldtime}])
+    mocker.patch.object(
+        _STRATEGY, 'analyze_ticker',
+        return_value=DataFrame(ticks)
+    )
+    assert (False, False) == _STRATEGY.get_signal(exchange, 'xyz', default_conf['ticker_interval'])
+    assert log_has(
+        'Outdated history for pair xyz. Last tick is 16 minutes old',
+        caplog.record_tuples
+    )
+
+
+def test_get_signal_handles_exceptions(mocker, default_conf):
+    mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=MagicMock())
+    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_tickerdata_to_dataframe(default_conf) -> None:
+    """
+    Test Analyze.tickerdata_to_dataframe() method
+    """
+    strategy = DefaultStrategy(default_conf)
+
+    timerange = TimeRange(None, 'line', 0, -100)
+    tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange)
+    tickerlist = {'UNITTEST/BTC': tick}
+    data = strategy.tickerdata_to_dataframe(tickerlist)
+    assert len(data['UNITTEST/BTC']) == 99       # partial candle was removed

freqtrade/tests/strategy/test_strategy.py

@@ -12,14 +12,15 @@ from freqtrade.strategy.resolver import StrategyResolver
 
 def test_import_strategy(caplog):
     caplog.set_level(logging.DEBUG)
+    default_config = {}
 
-    strategy = DefaultStrategy()
+    strategy = DefaultStrategy(default_config)
     strategy.some_method = lambda *args, **kwargs: 42
 
     assert strategy.__module__ == 'freqtrade.strategy.default_strategy'
     assert strategy.some_method() == 42
 
-    imported_strategy = import_strategy(strategy)
+    imported_strategy = import_strategy(strategy, default_config)
 
     assert dir(strategy) == dir(imported_strategy)
 
@@ -35,13 +36,23 @@ def test_import_strategy(caplog):
 
 
 def test_search_strategy():
+    default_config = {}
     default_location = os.path.join(os.path.dirname(
         os.path.realpath(__file__)), '..', '..', 'strategy'
     )
     assert isinstance(
-        StrategyResolver._search_strategy(default_location, 'DefaultStrategy'), IStrategy
+        StrategyResolver._search_strategy(
+            default_location,
+            config=default_config,
+            strategy_name='DefaultStrategy'
+        ),
+        IStrategy
     )
-    assert StrategyResolver._search_strategy(default_location, 'NotFoundStrategy') is None
+    assert StrategyResolver._search_strategy(
+        default_location,
+        config=default_config,
+        strategy_name='NotFoundStrategy'
+    ) is None
 
 
 def test_load_strategy(result):
@@ -53,7 +64,7 @@ def test_load_strategy(result):
 def test_load_strategy_invalid_directory(result, caplog):
     resolver = StrategyResolver()
     extra_dir = os.path.join('some', 'path')
-    resolver._load_strategy('TestStrategy', extra_dir)
+    resolver._load_strategy('TestStrategy', config={}, extra_dir=extra_dir)
 
     assert (
         'freqtrade.strategy.resolver',
@@ -70,7 +81,7 @@ def test_load_not_found_strategy():
     with pytest.raises(ImportError,
                        match=r'Impossible to load Strategy \'NotFoundStrategy\'.'
                              r' This class does not exist or contains Python code errors'):
-        strategy._load_strategy('NotFoundStrategy')
+        strategy._load_strategy(strategy_name='NotFoundStrategy', config={})
 
 
 def test_strategy(result):