test cases for Edge package drafted

freqtrade/tests/edge/test_edge.py

@@ -0,0 +1,52 @@
+# pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103, unused-argument
+
+import json
+import math
+import random
+from typing import List
+from unittest.mock import MagicMock
+
+import numpy as np
+import pandas as pd
+import pytest
+from arrow import Arrow
+
+from freqtrade import DependencyException, constants, optimize
+from freqtrade.arguments import Arguments, TimeRange
+from freqtrade.optimize.backtesting import (Backtesting, setup_configuration,
+                                            start)
+from freqtrade.tests.conftest import log_has, patch_exchange, get_patched_exchange
+from freqtrade.strategy.interface import SellType
+from freqtrade.strategy.default_strategy import DefaultStrategy
+
+from freqtrade.exchange import Exchange
+from freqtrade.freqtradebot import FreqtradeBot
+
+from freqtrade.edge import Edge
+
+
+# Cases to be tested:
+# 1) Three complete trades within dataframe (with sell or buy hit for all)
+# 2) Two open trades but one without sell/buy hit
+# 3) Two complete trades and one which should not be considered as it happend while
+#    there was an already open trade on pair
+# 4) Three complete trades with buy=1 on the last frame
+# 5) Candle drops 8%, stoploss at 1%: Trade closed, 1% loss
+# 6) Candle drops 4% but recovers to 1% loss, stoploss at 3%: Trade closed, 3% loss
+# 7) Candle drops 4% recovers to 1% entry criteria are met candle drops
+#    20%, stoploss at 2%: Trade 1 closed, Loss 2%, Trade 2 opened, Trade 2 closed, Loss 2%
+
+
+def test_filter(mocker, default_conf):
+    exchange = get_patched_exchange(mocker, default_conf)
+    edge = Edge(default_conf, exchange)
+    mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
+        return_value=[
+            ['E/F', -0.01, 0.66, 3.71, 0.50, 1.71],
+            ['C/D', -0.01, 0.66, 3.71, 0.50, 1.71],
+            ['N/O', -0.01, 0.66, 3.71, 0.50, 1.71]
+        ]
+    ))
+
+    pairs = ['A/B', 'C/D', 'E/F', 'G/H']
+    assert(edge.filter(pairs) == ['E/F', 'C/D'])