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Merge branch 'develop' into data_handler

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This commit is contained in:
Matthias
2019-12-30 19:40:43 +01:00
parent 814cc20c6b 2537b8cb0c
commit 699c0d6bc3
53 changed files with 319 additions and 156 deletions
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2
tests/edge/test_edge.py
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@@ -10,7 +10,7 @@ import numpy as np
import pytest
from pandas import DataFrame, to_datetime
from freqtrade import OperationalException
from freqtrade.exceptions import OperationalException
from freqtrade.data.converter import parse_ticker_dataframe
from freqtrade.edge import Edge, PairInfo
from freqtrade.strategy.interface import SellType

4
tests/exchange/test_binance.py
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@@ -4,8 +4,8 @@ from unittest.mock import MagicMock
import ccxt
import pytest
from freqtrade import (DependencyException, InvalidOrderException,
OperationalException, TemporaryError)
from freqtrade.exceptions import (DependencyException, InvalidOrderException,
OperationalException, TemporaryError)
from tests.conftest import get_patched_exchange

4
tests/exchange/test_exchange.py
View File

@@ -11,8 +11,8 @@ import ccxt
import pytest
from pandas import DataFrame
from freqtrade import (DependencyException, InvalidOrderException,
OperationalException, TemporaryError)
from freqtrade.exceptions import (DependencyException, InvalidOrderException,
OperationalException, TemporaryError)
from freqtrade.exchange import Binance, Exchange, Kraken
from freqtrade.exchange.common import API_RETRY_COUNT
from freqtrade.exchange.exchange import (market_is_active, symbol_is_pair,

4
tests/optimize/test_backtesting.py
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@@ -9,13 +9,14 @@ import pandas as pd
import pytest
from arrow import Arrow
from freqtrade import DependencyException, OperationalException, constants
from freqtrade import constants
from freqtrade.configuration import TimeRange
from freqtrade.data import history
from freqtrade.data.btanalysis import evaluate_result_multi
from freqtrade.data.converter import clean_ohlcv_dataframe
from freqtrade.data.dataprovider import DataProvider
from freqtrade.data.history import get_timerange
from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.optimize import setup_configuration, start_backtesting
from freqtrade.optimize.backtesting import Backtesting
from freqtrade.state import RunMode
@@ -24,7 +25,6 @@ from freqtrade.strategy.interface import SellType
from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
patched_configuration_load_config_file)
ORDER_TYPES = [
{
'buy': 'limit',

2
tests/optimize/test_hyperopt.py
View File

@@ -9,8 +9,8 @@ import pytest
from arrow import Arrow
from filelock import Timeout
from freqtrade import OperationalException
from freqtrade.data.history import load_data
from freqtrade.exceptions import OperationalException
from freqtrade.optimize import setup_configuration, start_hyperopt
from freqtrade.optimize.default_hyperopt import DefaultHyperOpt
from freqtrade.optimize.default_hyperopt_loss import DefaultHyperOptLoss

2
tests/pairlist/test_pairlist.py
View File

@@ -4,7 +4,7 @@ from unittest.mock import MagicMock, PropertyMock
import pytest
from freqtrade import OperationalException
from freqtrade.exceptions import OperationalException
from freqtrade.constants import AVAILABLE_PAIRLISTS
from freqtrade.resolvers import PairListResolver
from freqtrade.pairlist.pairlistmanager import PairListManager

6
tests/rpc/test_rpc.py
View File

@@ -7,13 +7,13 @@ from unittest.mock import ANY, MagicMock, PropertyMock
import pytest
from numpy import isnan
from freqtrade import DependencyException, TemporaryError
from freqtrade.edge import PairInfo
from freqtrade.exceptions import DependencyException, TemporaryError
from freqtrade.persistence import Trade
from freqtrade.rpc import RPC, RPCException
from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
from freqtrade.state import State
from tests.conftest import patch_get_signal, get_patched_freqtradebot
from tests.conftest import get_patched_freqtradebot, patch_get_signal
# Functions for recurrent object patching
@@ -113,7 +113,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
rpc = RPC(freqtradebot)
freqtradebot.state = State.RUNNING
with pytest.raises(RPCException, match=r'.*no active order*'):
with pytest.raises(RPCException, match=r'.*no active trade*'):
rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
freqtradebot.create_trades()

4
tests/rpc/test_rpc_telegram.py
View File

@@ -275,13 +275,13 @@ def test_status_table_handle(default_conf, update, ticker, fee, mocker) -> None:
# Status table is also enabled when stopped
telegram._status_table(update=update, context=MagicMock())
assert msg_mock.call_count == 1
assert 'no active order' in msg_mock.call_args_list[0][0][0]
assert 'no active trade' in msg_mock.call_args_list[0][0][0]
msg_mock.reset_mock()
freqtradebot.state = State.RUNNING
telegram._status_table(update=update, context=MagicMock())
assert msg_mock.call_count == 1
assert 'no active order' in msg_mock.call_args_list[0][0][0]
assert 'no active trade' in msg_mock.call_args_list[0][0][0]
msg_mock.reset_mock()
# Create some test data

2
tests/strategy/test_strategy.py
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@@ -8,7 +8,7 @@ from pathlib import Path
import pytest
from pandas import DataFrame
from freqtrade import OperationalException
from freqtrade.exceptions import OperationalException
from freqtrade.resolvers import StrategyResolver
from freqtrade.strategy.interface import IStrategy
from tests.conftest import log_has, log_has_re

2
tests/test_configuration.py
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@@ -10,7 +10,6 @@ from unittest.mock import MagicMock
import pytest
from jsonschema import ValidationError
from freqtrade import OperationalException
from freqtrade.configuration import (Arguments, Configuration, check_exchange,
remove_credentials,
validate_config_consistency)
@@ -20,6 +19,7 @@ from freqtrade.configuration.deprecated_settings import (
process_temporary_deprecated_settings)
from freqtrade.configuration.load_config import load_config_file
from freqtrade.constants import DEFAULT_DB_DRYRUN_URL, DEFAULT_DB_PROD_URL
from freqtrade.exceptions import OperationalException
from freqtrade.loggers import _set_loggers, setup_logging
from freqtrade.state import RunMode
from tests.conftest import (log_has, log_has_re,

2
tests/test_directory_operations.py
View File

@@ -4,10 +4,10 @@ from unittest.mock import MagicMock
import pytest
from freqtrade import OperationalException
from freqtrade.configuration.directory_operations import (copy_sample_files,
create_datadir,
create_userdata_dir)
from freqtrade.exceptions import OperationalException
from tests.conftest import log_has, log_has_re

114
tests/test_freqtradebot.py
View File

@@ -11,9 +11,9 @@ import arrow
import pytest
import requests
from freqtrade import (DependencyException, InvalidOrderException,
OperationalException, TemporaryError, constants)
from freqtrade.constants import MATH_CLOSE_PREC
from freqtrade.constants import MATH_CLOSE_PREC, UNLIMITED_STAKE_AMOUNT
from freqtrade.exceptions import (DependencyException, InvalidOrderException,
OperationalException, TemporaryError)
from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.persistence import Trade
from freqtrade.rpc import RPCMessageType
@@ -136,7 +136,7 @@ def test_get_trade_stake_amount(default_conf, ticker, mocker) -> None:
freqtrade = FreqtradeBot(default_conf)
result = freqtrade._get_trade_stake_amount('ETH/BTC')
result = freqtrade.get_trade_stake_amount('ETH/BTC')
assert result == default_conf['stake_amount']
@@ -147,7 +147,7 @@ def test_get_trade_stake_amount_no_stake_amount(default_conf, mocker) -> None:
freqtrade = FreqtradeBot(default_conf)
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
freqtrade._get_trade_stake_amount('ETH/BTC')
freqtrade.get_trade_stake_amount('ETH/BTC')
def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker,
@@ -163,32 +163,32 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker,
)
conf = deepcopy(default_conf)
conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
conf['stake_amount'] = UNLIMITED_STAKE_AMOUNT
conf['max_open_trades'] = 2
freqtrade = FreqtradeBot(conf)
patch_get_signal(freqtrade)
# no open trades, order amount should be 'balance / max_open_trades'
result = freqtrade._get_trade_stake_amount('ETH/BTC')
result = freqtrade.get_trade_stake_amount('ETH/BTC')
assert result == default_conf['stake_amount'] / conf['max_open_trades']
# create one trade, order amount should be 'balance / (max_open_trades - num_open_trades)'
freqtrade.execute_buy('ETH/BTC', result)
result = freqtrade._get_trade_stake_amount('LTC/BTC')
result = freqtrade.get_trade_stake_amount('LTC/BTC')
assert result == default_conf['stake_amount'] / (conf['max_open_trades'] - 1)
# create 2 trades, order amount should be None
freqtrade.execute_buy('LTC/BTC', result)
result = freqtrade._get_trade_stake_amount('XRP/BTC')
result = freqtrade.get_trade_stake_amount('XRP/BTC')
assert result is None
# set max_open_trades = None, so do not trade
conf['max_open_trades'] = 0
freqtrade = FreqtradeBot(conf)
result = freqtrade._get_trade_stake_amount('NEO/BTC')
result = freqtrade.get_trade_stake_amount('NEO/BTC')
assert result is None
@@ -214,8 +214,8 @@ def test_edge_overrides_stake_amount(mocker, edge_conf) -> None:
edge_conf['dry_run_wallet'] = 999.9
freqtrade = FreqtradeBot(edge_conf)
assert freqtrade._get_trade_stake_amount('NEO/BTC') == (999.9 * 0.5 * 0.01) / 0.20
assert freqtrade._get_trade_stake_amount('LTC/BTC') == (999.9 * 0.5 * 0.01) / 0.21
assert freqtrade.get_trade_stake_amount('NEO/BTC') == (999.9 * 0.5 * 0.01) / 0.20
assert freqtrade.get_trade_stake_amount('LTC/BTC') == (999.9 * 0.5 * 0.01) / 0.21
def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker, edge_conf) -> None:
@@ -564,13 +564,13 @@ def test_create_trades_limit_reached(default_conf, ticker, limit_buy_order,
get_fee=fee,
)
default_conf['max_open_trades'] = 0
default_conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
default_conf['stake_amount'] = UNLIMITED_STAKE_AMOUNT
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
assert not freqtrade.create_trades()
assert freqtrade._get_trade_stake_amount('ETH/BTC') is None
assert freqtrade.get_trade_stake_amount('ETH/BTC') is None
def test_create_trades_no_pairs_let(default_conf, ticker, limit_buy_order, fee,
@@ -887,7 +887,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None:
'freqtrade.freqtradebot.FreqtradeBot',
get_target_bid=get_bid,
_get_min_pair_stake_amount=MagicMock(return_value=1)
)
)
buy_mm = MagicMock(return_value={'id': limit_buy_order['id']})
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@@ -1682,6 +1682,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, fee, mock
time.sleep(0.01) # Race condition fix
trade.update(limit_buy_order)
assert trade.is_open is True
freqtrade.wallets.update()
patch_get_signal(freqtrade, value=(False, True))
assert freqtrade.handle_trade(trade) is True
@@ -2326,6 +2327,7 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, caplog) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.exchange.Exchange.cancel_order', side_effect=InvalidOrderException())
mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=300))
sellmock = MagicMock()
patch_exchange(mocker)
mocker.patch.multiple(
@@ -2548,6 +2550,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order,
trade = Trade.query.first()
trade.update(limit_buy_order)
freqtrade.wallets.update()
patch_get_signal(freqtrade, value=(False, True))
assert freqtrade.handle_trade(trade) is True
assert trade.sell_reason == SellType.SELL_SIGNAL.value
@@ -2578,6 +2581,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order,
trade = Trade.query.first()
trade.update(limit_buy_order)
freqtrade.wallets.update()
patch_get_signal(freqtrade, value=(False, True))
assert freqtrade.handle_trade(trade) is True
assert trade.sell_reason == SellType.SELL_SIGNAL.value
@@ -2603,7 +2607,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, mocker
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.strategy.stop_loss_reached = MagicMock(return_value=SellCheckTuple(
sell_flag=False, sell_type=SellType.NONE))
sell_flag=False, sell_type=SellType.NONE))
freqtrade.create_trades()
trade = Trade.query.first()
@@ -2638,11 +2642,87 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, mocke
trade = Trade.query.first()
trade.update(limit_buy_order)
freqtrade.wallets.update()
patch_get_signal(freqtrade, value=(False, True))
assert freqtrade.handle_trade(trade) is True
assert trade.sell_reason == SellType.SELL_SIGNAL.value
def test_sell_not_enough_balance(default_conf, limit_buy_order,
fee, mocker, caplog) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=MagicMock(return_value={
'bid': 0.00002172,
'ask': 0.00002173,
'last': 0.00002172
}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.create_trades()
trade = Trade.query.first()
amnt = trade.amount
trade.update(limit_buy_order)
patch_get_signal(freqtrade, value=(False, True))
mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=trade.amount * 0.985))
assert freqtrade.handle_trade(trade) is True
assert log_has_re(r'.*Falling back to wallet-amount.', caplog)
assert trade.amount != amnt
def test__safe_sell_amount(default_conf, fee, caplog, mocker):
patch_RPCManager(mocker)
patch_exchange(mocker)
amount = 95.33
amount_wallet = 95.29
mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=amount_wallet))
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
open_order_id="123456",
fee_open=fee.return_value,
fee_close=fee.return_value,
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
assert freqtrade._safe_sell_amount(trade.pair, trade.amount) == amount_wallet
assert log_has_re(r'.*Falling back to wallet-amount.', caplog)
def test__safe_sell_amount_error(default_conf, fee, caplog, mocker):
patch_RPCManager(mocker)
patch_exchange(mocker)
amount = 95.33
amount_wallet = 91.29
mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=amount_wallet))
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
open_order_id="123456",
fee_open=fee.return_value,
fee_close=fee.return_value,
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
with pytest.raises(DependencyException, match=r"Not enough amount to sell."):
assert freqtrade._safe_sell_amount(trade.pair, trade.amount)
def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplog) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
@@ -2703,6 +2783,7 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, mocker) ->
trade = Trade.query.first()
trade.update(limit_buy_order)
freqtrade.wallets.update()
patch_get_signal(freqtrade, value=(True, True))
assert freqtrade.handle_trade(trade) is False
@@ -3440,6 +3521,7 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order, limit_sell_order
time.sleep(0.01) # Race condition fix
trade.update(limit_buy_order)
freqtrade.wallets.update()
assert trade.is_open is True
patch_get_signal(freqtrade, value=(False, True))

2
tests/test_integration.py
View File

@@ -71,7 +71,7 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
)
mocker.patch("freqtrade.strategy.interface.IStrategy.should_sell", should_sell_mock)
wallets_mock = mocker.patch("freqtrade.wallets.Wallets.update", MagicMock())
mocker.patch("freqtrade.wallets.Wallets.get_free", MagicMock(return_value=1))
mocker.patch("freqtrade.wallets.Wallets.get_free", MagicMock(return_value=1000))
freqtrade = get_patched_freqtradebot(mocker, default_conf)
freqtrade.strategy.order_types['stoploss_on_exchange'] = True

4
tests/test_main.py
View File

@@ -5,8 +5,8 @@ from unittest.mock import MagicMock, PropertyMock
import pytest
from freqtrade import OperationalException
from freqtrade.configuration import Arguments
from freqtrade.exceptions import OperationalException, FreqtradeException
from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.main import main
from freqtrade.state import State
@@ -96,7 +96,7 @@ def test_main_operational_exception(mocker, default_conf, caplog) -> None:
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cleanup', MagicMock())
mocker.patch(
'freqtrade.worker.Worker._worker',
MagicMock(side_effect=OperationalException('Oh snap!'))
MagicMock(side_effect=FreqtradeException('Oh snap!'))
)
patched_configuration_load_config_file(mocker, default_conf)
mocker.patch('freqtrade.wallets.Wallets.update', MagicMock())

3
tests/test_persistence.py
View File

@@ -6,7 +6,8 @@ import arrow
import pytest
from sqlalchemy import create_engine
from freqtrade import OperationalException, constants
from freqtrade import constants
from freqtrade.exceptions import OperationalException
from freqtrade.persistence import Trade, clean_dry_run_db, init
from tests.conftest import log_has

6
tests/test_plotting.py
View File

@@ -7,17 +7,17 @@ import plotly.graph_objects as go
import pytest
from plotly.subplots import make_subplots
from freqtrade import OperationalException
from freqtrade.configuration import TimeRange
from freqtrade.data import history
from freqtrade.data.btanalysis import create_cum_profit, load_backtest_data
from freqtrade.exceptions import OperationalException
from freqtrade.plot.plot_utils import start_plot_dataframe, start_plot_profit
from freqtrade.plot.plotting import (add_indicators, add_profit,
load_and_plot_trades,
generate_candlestick_graph,
generate_plot_filename,
generate_profit_graph, init_plotscript,
plot_profit, plot_trades, store_plot_file)
load_and_plot_trades, plot_profit,
plot_trades, store_plot_file)
from freqtrade.strategy.default_strategy import DefaultStrategy
from tests.conftest import get_args, log_has, log_has_re

5
tests/test_utils.py
View File

@@ -4,7 +4,7 @@ from unittest.mock import MagicMock, PropertyMock
import pytest
from freqtrade import OperationalException
from freqtrade.exceptions import OperationalException
from freqtrade.state import RunMode
from freqtrade.utils import (setup_utils_configuration, start_convert_data,
start_create_userdir, start_download_data,
@@ -448,6 +448,9 @@ def test_create_datadir(caplog, mocker):
# Ensure that caplog is empty before starting ...
# Should prevent random failures.
caplog.clear()
# Added assert here to analyze random test-failures ...
assert len(caplog.record_tuples) == 0
cud = mocker.patch("freqtrade.utils.create_userdata_dir", MagicMock())
csf = mocker.patch("freqtrade.utils.copy_sample_files", MagicMock())
args = [