Merge branch 'develop' into backtest_live_models

tests/data/test_datahandler.py

@@ -1,6 +1,7 @@
 # pragma pylint: disable=missing-docstring, protected-access, C0103
 
 import re
+from datetime import datetime, timezone
 from pathlib import Path
 from unittest.mock import MagicMock
 
@@ -154,6 +155,23 @@ def test_jsondatahandler_ohlcv_load(testdatadir, caplog):
     assert df.columns.equals(df1.columns)
 
 
+def test_datahandler_ohlcv_data_min_max(testdatadir):
+    dh = JsonDataHandler(testdatadir)
+    min_max = dh.ohlcv_data_min_max('UNITTEST/BTC', '5m', 'spot')
+    assert len(min_max) == 2
+
+    # Empty pair
+    min_max = dh.ohlcv_data_min_max('UNITTEST/BTC', '8m', 'spot')
+    assert len(min_max) == 2
+    assert min_max[0] == datetime.fromtimestamp(0, tz=timezone.utc)
+    assert min_max[0] == min_max[1]
+    # Empty pair2
+    min_max = dh.ohlcv_data_min_max('NOPAIR/XXX', '4m', 'spot')
+    assert len(min_max) == 2
+    assert min_max[0] == datetime.fromtimestamp(0, tz=timezone.utc)
+    assert min_max[0] == min_max[1]
+
+
 def test_datahandler__check_empty_df(testdatadir, caplog):
     dh = JsonDataHandler(testdatadir)
     expected_text = r"Price jump in UNITTEST/USDT, 1h, spot between"

tests/freqai/test_freqai_datadrawer.py

@@ -22,6 +22,7 @@ def test_update_historic_data(mocker, freqai_conf):
     historic_candles = len(freqai.dd.historic_data["ADA/BTC"]["5m"])
     dp_candles = len(strategy.dp.get_pair_dataframe("ADA/BTC", "5m"))
     candle_difference = dp_candles - historic_candles
+    freqai.dk.pair = "ADA/BTC"
     freqai.dd.update_historic_data(strategy, freqai.dk)
 
     updated_historic_candles = len(freqai.dd.historic_data["ADA/BTC"]["5m"])

tests/freqai/test_freqai_interface.py

@@ -194,6 +194,7 @@ def test_start_backtesting(mocker, freqai_conf, model, num_files, strat, caplog)
     corr_df, base_df = freqai.dd.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC", freqai.dk)
 
     df = freqai.dk.use_strategy_to_populate_indicators(strategy, corr_df, base_df, "LTC/BTC")
+    df = freqai.cache_corr_pairlist_dfs(df, freqai.dk)
     for i in range(5):
         df[f'%-constant_{i}'] = i
         # df.loc[:, f'%-constant_{i}'] = i
@@ -339,6 +340,7 @@ def test_follow_mode(mocker, freqai_conf):
 
     df = strategy.dp.get_pair_dataframe('ADA/BTC', '5m')
 
+    freqai.dk.pair = "ADA/BTC"
     freqai.start_live(df, metadata, strategy, freqai.dk)
 
     assert len(freqai.dk.return_dataframe.index) == 5702

tests/optimize/test_backtesting.py

@@ -764,6 +764,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
          'max_rate': [0.10501, 0.1038888],
          'is_open': [False, False],
          'enter_tag': [None, None],
+         "leverage": [1.0, 1.0],
          "is_short": [False, False],
          'open_timestamp': [1517251200000, 1517283000000],
          'close_timestamp': [1517265300000, 1517285400000],
@@ -788,13 +789,14 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
         assert len(t['orders']) == 2
         ln = data_pair.loc[data_pair["date"] == t["open_date"]]
         # Check open trade rate alignes to open rate
-        assert ln is not None
+        assert not ln.empty
         assert round(ln.iloc[0]["open"], 6) == round(t["open_rate"], 6)
         # check close trade rate alignes to close rate or is between high and low
-        ln = data_pair.loc[data_pair["date"] == t["close_date"]]
-        assert (round(ln.iloc[0]["open"], 6) == round(t["close_rate"], 6) or
-                round(ln.iloc[0]["low"], 6) < round(
-                t["close_rate"], 6) < round(ln.iloc[0]["high"], 6))
+        ln1 = data_pair.loc[data_pair["date"] == t["close_date"]]
+        assert not ln1.empty
+        assert (round(ln1.iloc[0]["open"], 6) == round(t["close_rate"], 6) or
+                round(ln1.iloc[0]["low"], 6) < round(
+                t["close_rate"], 6) < round(ln1.iloc[0]["high"], 6))
 
 
 def test_backtest_timedout_entry_orders(default_conf, fee, mocker, testdatadir) -> None:

tests/optimize/test_backtesting_adjust_position.py

@@ -72,6 +72,7 @@ def test_backtest_position_adjustment(default_conf, fee, mocker, testdatadir) ->
          'max_rate': [0.10481985, 0.1038888],
          'is_open': [False, False],
          'enter_tag': [None, None],
+         'leverage': [1.0, 1.0],
          'is_short': [False, False],
          'open_timestamp': [1517251200000, 1517283000000],
          'close_timestamp': [1517265300000, 1517285400000],

tests/test_freqtradebot.py

@@ -5305,7 +5305,7 @@ def test_get_valid_price(mocker, default_conf_usdt) -> None:
 ])
 def test_update_funding_fees_schedule(mocker, default_conf, trading_mode, calls, time_machine,
                                       t1, t2):
-    time_machine.move_to(f"{t1} +00:00")
+    time_machine.move_to(f"{t1} +00:00", tick=False)
 
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -5314,7 +5314,7 @@ def test_update_funding_fees_schedule(mocker, default_conf, trading_mode, calls,
     default_conf['margin_mode'] = 'isolated'
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
-    time_machine.move_to(f"{t2} +00:00")
+    time_machine.move_to(f"{t2} +00:00", tick=False)
     # Check schedule jobs in debugging with freqtrade._schedule.jobs
     freqtrade._schedule.run_pending()