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Merge branch 'develop' into feat/flask_rest_retry

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This commit is contained in:
Matthias
2019-05-25 14:17:04 +02:00
parent 5bbd3c6158 b7686d06a7
commit 6adc8f7ea7
18 changed files with 210 additions and 110 deletions
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30
freqtrade/tests/data/test_history.py
View File

@@ -59,7 +59,11 @@ def _clean_test_file(file: str) -> None:
def test_load_data_30min_ticker(mocker, caplog, default_conf) -> None:
ld = history.load_pair_history(pair='UNITTEST/BTC', ticker_interval='30m', datadir=None)
assert isinstance(ld, DataFrame)
assert not log_has('Download the pair: "UNITTEST/BTC", Interval: 30m', caplog.record_tuples)
assert not log_has(
'Download history data for pair: "UNITTEST/BTC", interval: 30m '
'and store in None.',
caplog.record_tuples
)
def test_load_data_7min_ticker(mocker, caplog, default_conf) -> None:
@@ -67,7 +71,7 @@ def test_load_data_7min_ticker(mocker, caplog, default_conf) -> None:
assert not isinstance(ld, DataFrame)
assert ld is None
assert log_has(
'No data for pair: "UNITTEST/BTC", Interval: 7m. '
'No history data for pair: "UNITTEST/BTC", interval: 7m. '
'Use --refresh-pairs-cached option or download_backtest_data.py '
'script to download the data',
caplog.record_tuples
@@ -80,7 +84,11 @@ def test_load_data_1min_ticker(ticker_history, mocker, caplog) -> None:
_backup_file(file, copy_file=True)
history.load_data(datadir=None, ticker_interval='1m', pairs=['UNITTEST/BTC'])
assert os.path.isfile(file) is True
assert not log_has('Download the pair: "UNITTEST/BTC", Interval: 1m', caplog.record_tuples)
assert not log_has(
'Download history data for pair: "UNITTEST/BTC", interval: 1m '
'and store in None.',
caplog.record_tuples
)
_clean_test_file(file)
@@ -100,7 +108,7 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog, defau
pair='MEME/BTC')
assert os.path.isfile(file) is False
assert log_has(
'No data for pair: "MEME/BTC", Interval: 1m. '
'No history data for pair: "MEME/BTC", interval: 1m. '
'Use --refresh-pairs-cached option or download_backtest_data.py '
'script to download the data',
caplog.record_tuples
@@ -113,7 +121,11 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog, defau
exchange=exchange,
pair='MEME/BTC')
assert os.path.isfile(file) is True
assert log_has('Download the pair: "MEME/BTC", Interval: 1m', caplog.record_tuples)
assert log_has(
'Download history data for pair: "MEME/BTC", interval: 1m '
'and store in None.',
caplog.record_tuples
)
with pytest.raises(OperationalException, match=r'Exchange needs to be initialized when.*'):
history.load_pair_history(datadir=None,
ticker_interval='1m',
@@ -293,7 +305,7 @@ def test_download_pair_history2(mocker, default_conf) -> None:
def test_download_backtesting_data_exception(ticker_history, mocker, caplog, default_conf) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_history',
side_effect=BaseException('File Error'))
side_effect=Exception('File Error'))
exchange = get_patched_exchange(mocker, default_conf)
@@ -308,7 +320,11 @@ def test_download_backtesting_data_exception(ticker_history, mocker, caplog, def
# clean files freshly downloaded
_clean_test_file(file1_1)
_clean_test_file(file1_5)
assert log_has('Failed to download the pair: "MEME/BTC", Interval: 1m', caplog.record_tuples)
assert log_has(
'Failed to download history data for pair: "MEME/BTC", interval: 1m. '
'Error: File Error',
caplog.record_tuples
)
def test_load_tickerdata_file() -> None:

128
freqtrade/tests/edge/test_edge.py
View File

@@ -10,10 +10,11 @@ import numpy as np
import pytest
from pandas import DataFrame, to_datetime
from freqtrade import OperationalException
from freqtrade.data.converter import parse_ticker_dataframe
from freqtrade.edge import Edge, PairInfo
from freqtrade.strategy.interface import SellType
from freqtrade.tests.conftest import get_patched_freqtradebot
from freqtrade.tests.conftest import get_patched_freqtradebot, log_has
from freqtrade.tests.optimize import (BTContainer, BTrade,
_build_backtest_dataframe,
_get_frame_time_from_offset)
@@ -30,7 +31,50 @@ ticker_start_time = arrow.get(2018, 10, 3)
ticker_interval_in_minute = 60
_ohlc = {'date': 0, 'buy': 1, 'open': 2, 'high': 3, 'low': 4, 'close': 5, 'sell': 6, 'volume': 7}
# Helpers for this test file
def _validate_ohlc(buy_ohlc_sell_matrice):
for index, ohlc in enumerate(buy_ohlc_sell_matrice):
# if not high < open < low or not high < close < low
if not ohlc[3] >= ohlc[2] >= ohlc[4] or not ohlc[3] >= ohlc[5] >= ohlc[4]:
raise Exception('Line ' + str(index + 1) + ' of ohlc has invalid values!')
return True
def _build_dataframe(buy_ohlc_sell_matrice):
_validate_ohlc(buy_ohlc_sell_matrice)
tickers = []
for ohlc in buy_ohlc_sell_matrice:
ticker = {
'date': ticker_start_time.shift(
minutes=(
ohlc[0] *
ticker_interval_in_minute)).timestamp *
1000,
'buy': ohlc[1],
'open': ohlc[2],
'high': ohlc[3],
'low': ohlc[4],
'close': ohlc[5],
'sell': ohlc[6]}
tickers.append(ticker)
frame = DataFrame(tickers)
frame['date'] = to_datetime(frame['date'],
unit='ms',
utc=True,
infer_datetime_format=True)
return frame
def _time_on_candle(number):
return np.datetime64(ticker_start_time.shift(
minutes=(number * ticker_interval_in_minute)).timestamp * 1000, 'ms')
# End helper functions
# Open trade should be removed from the end
tc0 = BTContainer(data=[
# D O H L C V B S
@@ -203,46 +247,6 @@ def test_nonexisting_stake_amount(mocker, edge_conf):
assert edge.stake_amount('N/O', 1, 2, 1) == 0.15
def _validate_ohlc(buy_ohlc_sell_matrice):
for index, ohlc in enumerate(buy_ohlc_sell_matrice):
# if not high < open < low or not high < close < low
if not ohlc[3] >= ohlc[2] >= ohlc[4] or not ohlc[3] >= ohlc[5] >= ohlc[4]:
raise Exception('Line ' + str(index + 1) + ' of ohlc has invalid values!')
return True
def _build_dataframe(buy_ohlc_sell_matrice):
_validate_ohlc(buy_ohlc_sell_matrice)
tickers = []
for ohlc in buy_ohlc_sell_matrice:
ticker = {
'date': ticker_start_time.shift(
minutes=(
ohlc[0] *
ticker_interval_in_minute)).timestamp *
1000,
'buy': ohlc[1],
'open': ohlc[2],
'high': ohlc[3],
'low': ohlc[4],
'close': ohlc[5],
'sell': ohlc[6]}
tickers.append(ticker)
frame = DataFrame(tickers)
frame['date'] = to_datetime(frame['date'],
unit='ms',
utc=True,
infer_datetime_format=True)
return frame
def _time_on_candle(number):
return np.datetime64(ticker_start_time.shift(
minutes=(number * ticker_interval_in_minute)).timestamp * 1000, 'ms')
def test_edge_heartbeat_calculate(mocker, edge_conf):
freqtrade = get_patched_freqtradebot(mocker, edge_conf)
edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
@@ -298,6 +302,40 @@ def test_edge_process_downloaded_data(mocker, edge_conf):
assert edge._last_updated <= arrow.utcnow().timestamp + 2
def test_edge_process_no_data(mocker, edge_conf, caplog):
edge_conf['datadir'] = None
freqtrade = get_patched_freqtradebot(mocker, edge_conf)
mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.001))
mocker.patch('freqtrade.data.history.load_data', MagicMock(return_value={}))
edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
assert not edge.calculate()
assert len(edge._cached_pairs) == 0
assert log_has("No data found. Edge is stopped ...", caplog.record_tuples)
assert edge._last_updated == 0
def test_edge_process_no_trades(mocker, edge_conf, caplog):
edge_conf['datadir'] = None
freqtrade = get_patched_freqtradebot(mocker, edge_conf)
mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.001))
mocker.patch('freqtrade.data.history.load_data', mocked_load_data)
# Return empty
mocker.patch('freqtrade.edge.Edge._find_trades_for_stoploss_range', MagicMock(return_value=[]))
edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
assert not edge.calculate()
assert len(edge._cached_pairs) == 0
assert log_has("No trades found.", caplog.record_tuples)
def test_edge_init_error(mocker, edge_conf,):
edge_conf['stake_amount'] = 0.5
mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.001))
with pytest.raises(OperationalException, match='Edge works only with unlimited stake amount'):
get_patched_freqtradebot(mocker, edge_conf)
def test_process_expectancy(mocker, edge_conf):
edge_conf['edge']['min_trade_number'] = 2
freqtrade = get_patched_freqtradebot(mocker, edge_conf)
@@ -360,3 +398,11 @@ def test_process_expectancy(mocker, edge_conf):
assert round(final['TEST/BTC'].risk_reward_ratio, 10) == 306.5384615384
assert round(final['TEST/BTC'].required_risk_reward, 10) == 2.0
assert round(final['TEST/BTC'].expectancy, 10) == 101.5128205128
# Pop last item so no trade is profitable
trades.pop()
trades_df = DataFrame(trades)
trades_df = edge._fill_calculable_fields(trades_df)
final = edge._process_expectancy(trades_df)
assert len(final) == 0
assert isinstance(final, dict)

4
freqtrade/tests/rpc/test_rpc.py
View File

@@ -118,7 +118,7 @@ def test_rpc_status_table(default_conf, ticker, fee, markets, mocker) -> None:
freqtradebot.create_trade()
result = rpc._rpc_status_table()
assert 'just now' in result['Since'].all()
assert 'instantly' in result['Since'].all()
assert 'ETH/BTC' in result['Pair'].all()
assert '-0.59%' in result['Profit'].all()
@@ -127,7 +127,7 @@ def test_rpc_status_table(default_conf, ticker, fee, markets, mocker) -> None:
# invalidate ticker cache
rpc._freqtrade.exchange._cached_ticker = {}
result = rpc._rpc_status_table()
assert 'just now' in result['Since'].all()
assert 'instantly' in result['Since'].all()
assert 'ETH/BTC' in result['Pair'].all()
assert 'nan%' in result['Profit'].all()

20
freqtrade/tests/test_arguments.py
View File

@@ -1,5 +1,4 @@
# pragma pylint: disable=missing-docstring, C0103
import argparse
import pytest
@@ -185,3 +184,22 @@ def test_testdata_dl_options() -> None:
assert args.export == 'export/folder'
assert args.days == 30
assert args.exchange == 'binance'
def test_check_int_positive() -> None:
assert Arguments.check_int_positive("3") == 3
assert Arguments.check_int_positive("1") == 1
assert Arguments.check_int_positive("100") == 100
with pytest.raises(argparse.ArgumentTypeError):
Arguments.check_int_positive("-2")
with pytest.raises(argparse.ArgumentTypeError):
Arguments.check_int_positive("0")
with pytest.raises(argparse.ArgumentTypeError):
Arguments.check_int_positive("3.5")
with pytest.raises(argparse.ArgumentTypeError):
Arguments.check_int_positive("DeadBeef")

8
freqtrade/tests/test_misc.py
View File

@@ -6,7 +6,7 @@ from unittest.mock import MagicMock
from freqtrade.data.converter import parse_ticker_dataframe
from freqtrade.misc import (common_datearray, datesarray_to_datetimearray,
file_dump_json, file_load_json, format_ms_time, shorten_date)
from freqtrade.data.history import load_tickerdata_file, make_testdata_path
from freqtrade.data.history import load_tickerdata_file, pair_data_filename
from freqtrade.strategy.default_strategy import DefaultStrategy
@@ -60,13 +60,13 @@ def test_file_dump_json(mocker) -> None:
def test_file_load_json(mocker) -> None:
# 7m .json does not exist
ret = file_load_json(make_testdata_path(None).joinpath('UNITTEST_BTC-7m.json'))
ret = file_load_json(pair_data_filename(None, 'UNITTEST/BTC', '7m'))
assert not ret
# 1m json exists (but no .gz exists)
ret = file_load_json(make_testdata_path(None).joinpath('UNITTEST_BTC-1m.json'))
ret = file_load_json(pair_data_filename(None, 'UNITTEST/BTC', '1m'))
assert ret
# 8 .json is empty and will fail if it's loaded. .json.gz is a copy of 1.json
ret = file_load_json(make_testdata_path(None).joinpath('UNITTEST_BTC-8m.json'))
ret = file_load_json(pair_data_filename(None, 'UNITTEST/BTC', '8m'))
assert ret