Rename DefaultStrategy
This commit is contained in:
parent
df1c0540ab
commit
6d96b11279
@ -42,7 +42,7 @@ docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_I
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docker tag freqtrade:$TAG_PLOT_ARM ${CACHE_IMAGE}:$TAG_PLOT_ARM
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docker tag freqtrade:$TAG_PLOT_ARM ${CACHE_IMAGE}:$TAG_PLOT_ARM
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# Run backtest
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# Run backtest
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docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG_ARM} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy DefaultStrategy
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docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG_ARM} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV2
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if [ $? -ne 0 ]; then
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if [ $? -ne 0 ]; then
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echo "failed running backtest"
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echo "failed running backtest"
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@ -53,7 +53,7 @@ docker build --cache-from freqtrade:${TAG} --build-arg sourceimage=${CACHE_IMAGE
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docker tag freqtrade:$TAG_PLOT ${CACHE_IMAGE}:$TAG_PLOT
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docker tag freqtrade:$TAG_PLOT ${CACHE_IMAGE}:$TAG_PLOT
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# Run backtest
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# Run backtest
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docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy DefaultStrategy
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docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV2
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if [ $? -ne 0 ]; then
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if [ $? -ne 0 ]; then
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echo "failed running backtest"
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echo "failed running backtest"
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@ -807,7 +807,7 @@ def test_start_list_strategies(mocker, caplog, capsys):
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captured = capsys.readouterr()
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captured = capsys.readouterr()
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assert "TestStrategyLegacyV1" in captured.out
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assert "TestStrategyLegacyV1" in captured.out
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assert "legacy_strategy_v1.py" not in captured.out
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assert "legacy_strategy_v1.py" not in captured.out
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assert "DefaultStrategy" in captured.out
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assert "StrategyTestV2" in captured.out
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# Test regular output
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# Test regular output
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args = [
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args = [
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@ -822,7 +822,7 @@ def test_start_list_strategies(mocker, caplog, capsys):
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captured = capsys.readouterr()
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captured = capsys.readouterr()
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assert "TestStrategyLegacyV1" in captured.out
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assert "TestStrategyLegacyV1" in captured.out
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assert "legacy_strategy_v1.py" in captured.out
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assert "legacy_strategy_v1.py" in captured.out
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assert "DefaultStrategy" in captured.out
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assert "StrategyTestV2" in captured.out
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def test_start_list_hyperopts(mocker, caplog, capsys):
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def test_start_list_hyperopts(mocker, caplog, capsys):
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@ -323,7 +323,7 @@ def get_default_conf(testdatadir):
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"user_data_dir": Path("user_data"),
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"user_data_dir": Path("user_data"),
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"verbosity": 3,
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"verbosity": 3,
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"strategy_path": str(Path(__file__).parent / "strategy" / "strats"),
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"strategy_path": str(Path(__file__).parent / "strategy" / "strats"),
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"strategy": "DefaultStrategy",
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"strategy": "StrategyTestV2",
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"disableparamexport": True,
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"disableparamexport": True,
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"internals": {},
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"internals": {},
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"export": "none",
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"export": "none",
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@ -33,7 +33,7 @@ def mock_trade_1(fee):
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open_rate=0.123,
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open_rate=0.123,
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exchange='binance',
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exchange='binance',
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open_order_id='dry_run_buy_12345',
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open_order_id='dry_run_buy_12345',
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strategy='DefaultStrategy',
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strategy='StrategyTestV2',
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timeframe=5,
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timeframe=5,
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)
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)
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o = Order.parse_from_ccxt_object(mock_order_1(), 'ETH/BTC', 'buy')
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o = Order.parse_from_ccxt_object(mock_order_1(), 'ETH/BTC', 'buy')
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@ -87,7 +87,7 @@ def mock_trade_2(fee):
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exchange='binance',
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exchange='binance',
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is_open=False,
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is_open=False,
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open_order_id='dry_run_sell_12345',
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open_order_id='dry_run_sell_12345',
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strategy='DefaultStrategy',
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strategy='StrategyTestV2',
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timeframe=5,
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timeframe=5,
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sell_reason='sell_signal',
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sell_reason='sell_signal',
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open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
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open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
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@ -146,7 +146,7 @@ def mock_trade_3(fee):
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close_profit_abs=0.000155,
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close_profit_abs=0.000155,
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exchange='binance',
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exchange='binance',
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is_open=False,
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is_open=False,
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strategy='DefaultStrategy',
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strategy='StrategyTestV2',
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timeframe=5,
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timeframe=5,
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sell_reason='roi',
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sell_reason='roi',
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open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
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open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
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@ -189,7 +189,7 @@ def mock_trade_4(fee):
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open_rate=0.123,
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open_rate=0.123,
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exchange='binance',
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exchange='binance',
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open_order_id='prod_buy_12345',
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open_order_id='prod_buy_12345',
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strategy='DefaultStrategy',
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strategy='StrategyTestV2',
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timeframe=5,
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timeframe=5,
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)
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)
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o = Order.parse_from_ccxt_object(mock_order_4(), 'ETC/BTC', 'buy')
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o = Order.parse_from_ccxt_object(mock_order_4(), 'ETC/BTC', 'buy')
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@ -93,7 +93,7 @@ def test_load_backtest_data_new_format(testdatadir):
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def test_load_backtest_data_multi(testdatadir):
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def test_load_backtest_data_multi(testdatadir):
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filename = testdatadir / "backtest-result_multistrat.json"
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filename = testdatadir / "backtest-result_multistrat.json"
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for strategy in ('DefaultStrategy', 'TestStrategy'):
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for strategy in ('StrategyTestV2', 'TestStrategy'):
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bt_data = load_backtest_data(filename, strategy=strategy)
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bt_data = load_backtest_data(filename, strategy=strategy)
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assert isinstance(bt_data, DataFrame)
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assert isinstance(bt_data, DataFrame)
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assert set(bt_data.columns) == set(BT_DATA_COLUMNS_MID)
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assert set(bt_data.columns) == set(BT_DATA_COLUMNS_MID)
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@ -128,7 +128,7 @@ def test_load_trades_from_db(default_conf, fee, mocker):
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for col in BT_DATA_COLUMNS:
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for col in BT_DATA_COLUMNS:
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if col not in ['index', 'open_at_end']:
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if col not in ['index', 'open_at_end']:
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assert col in trades.columns
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assert col in trades.columns
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trades = load_trades_from_db(db_url=default_conf['db_url'], strategy='DefaultStrategy')
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trades = load_trades_from_db(db_url=default_conf['db_url'], strategy='StrategyTestV2')
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assert len(trades) == 4
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assert len(trades) == 4
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trades = load_trades_from_db(db_url=default_conf['db_url'], strategy='NoneStrategy')
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trades = load_trades_from_db(db_url=default_conf['db_url'], strategy='NoneStrategy')
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assert len(trades) == 0
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assert len(trades) == 0
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@ -186,7 +186,7 @@ def test_load_trades(default_conf, mocker):
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db_url=default_conf.get('db_url'),
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db_url=default_conf.get('db_url'),
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exportfilename=default_conf.get('exportfilename'),
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exportfilename=default_conf.get('exportfilename'),
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no_trades=False,
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no_trades=False,
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strategy="DefaultStrategy",
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strategy="StrategyTestV2",
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)
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)
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assert db_mock.call_count == 1
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assert db_mock.call_count == 1
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@ -380,7 +380,7 @@ def test_file_dump_json_tofile(testdatadir) -> None:
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def test_get_timerange(default_conf, mocker, testdatadir) -> None:
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def test_get_timerange(default_conf, mocker, testdatadir) -> None:
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patch_exchange(mocker)
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patch_exchange(mocker)
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default_conf.update({'strategy': 'DefaultStrategy'})
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default_conf.update({'strategy': 'StrategyTestV2'})
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strategy = StrategyResolver.load_strategy(default_conf)
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strategy = StrategyResolver.load_strategy(default_conf)
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data = strategy.advise_all_indicators(
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data = strategy.advise_all_indicators(
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@ -398,7 +398,7 @@ def test_get_timerange(default_conf, mocker, testdatadir) -> None:
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def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir) -> None:
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def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir) -> None:
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patch_exchange(mocker)
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patch_exchange(mocker)
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default_conf.update({'strategy': 'DefaultStrategy'})
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default_conf.update({'strategy': 'StrategyTestV2'})
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strategy = StrategyResolver.load_strategy(default_conf)
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strategy = StrategyResolver.load_strategy(default_conf)
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data = strategy.advise_all_indicators(
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data = strategy.advise_all_indicators(
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@ -422,7 +422,7 @@ def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir)
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def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> None:
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def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> None:
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patch_exchange(mocker)
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patch_exchange(mocker)
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default_conf.update({'strategy': 'DefaultStrategy'})
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default_conf.update({'strategy': 'StrategyTestV2'})
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strategy = StrategyResolver.load_strategy(default_conf)
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strategy = StrategyResolver.load_strategy(default_conf)
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timerange = TimeRange('index', 'index', 200, 250)
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timerange = TimeRange('index', 'index', 200, 250)
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@ -155,7 +155,7 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca
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args = [
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args = [
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'backtesting',
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'backtesting',
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'--config', 'config.json',
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'--config', 'config.json',
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'--strategy', 'DefaultStrategy',
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'--strategy', 'StrategyTestV2',
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'--export', 'none'
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'--export', 'none'
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]
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]
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@ -190,7 +190,7 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
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args = [
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args = [
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'backtesting',
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'backtesting',
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'--config', 'config.json',
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'--config', 'config.json',
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'--strategy', 'DefaultStrategy',
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'--strategy', 'StrategyTestV2',
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'--datadir', '/foo/bar',
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'--datadir', '/foo/bar',
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'--timeframe', '1m',
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'--timeframe', '1m',
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'--enable-position-stacking',
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'--enable-position-stacking',
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@ -240,7 +240,7 @@ def test_setup_optimize_configuration_stake_amount(mocker, default_conf, caplog)
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args = [
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args = [
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'backtesting',
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'backtesting',
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'--config', 'config.json',
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'--config', 'config.json',
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'--strategy', 'DefaultStrategy',
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'--strategy', 'StrategyTestV2',
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'--stake-amount', '1',
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'--stake-amount', '1',
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'--starting-balance', '2'
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'--starting-balance', '2'
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]
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]
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@ -251,7 +251,7 @@ def test_setup_optimize_configuration_stake_amount(mocker, default_conf, caplog)
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args = [
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args = [
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'backtesting',
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'backtesting',
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'--config', 'config.json',
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'--config', 'config.json',
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'--strategy', 'DefaultStrategy',
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'--strategy', 'StrategyTestV2',
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'--stake-amount', '1',
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'--stake-amount', '1',
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'--starting-balance', '0.5'
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'--starting-balance', '0.5'
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]
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]
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@ -269,7 +269,7 @@ def test_start(mocker, fee, default_conf, caplog) -> None:
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args = [
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args = [
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'backtesting',
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'backtesting',
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'--config', 'config.json',
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'--config', 'config.json',
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'--strategy', 'DefaultStrategy',
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'--strategy', 'StrategyTestV2',
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]
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]
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pargs = get_args(args)
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pargs = get_args(args)
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start_backtesting(pargs)
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start_backtesting(pargs)
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@ -302,7 +302,7 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None:
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def test_backtesting_init_no_timeframe(mocker, default_conf, caplog) -> None:
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def test_backtesting_init_no_timeframe(mocker, default_conf, caplog) -> None:
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patch_exchange(mocker)
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patch_exchange(mocker)
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del default_conf['timeframe']
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del default_conf['timeframe']
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default_conf['strategy_list'] = ['DefaultStrategy',
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default_conf['strategy_list'] = ['StrategyTestV2',
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'SampleStrategy']
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'SampleStrategy']
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mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5))
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mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5))
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@ -340,7 +340,7 @@ def test_data_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
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assert len(processed['UNITTEST/BTC']) == 102
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assert len(processed['UNITTEST/BTC']) == 102
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# Load strategy to compare the result between Backtesting function and strategy are the same
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# Load strategy to compare the result between Backtesting function and strategy are the same
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default_conf.update({'strategy': 'DefaultStrategy'})
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default_conf.update({'strategy': 'StrategyTestV2'})
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strategy = StrategyResolver.load_strategy(default_conf)
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strategy = StrategyResolver.load_strategy(default_conf)
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processed2 = strategy.advise_all_indicators(data)
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processed2 = strategy.advise_all_indicators(data)
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@ -473,7 +473,7 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti
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Backtesting(default_conf)
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Backtesting(default_conf)
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# Multiple strategies
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# Multiple strategies
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default_conf['strategy_list'] = ['DefaultStrategy', 'TestStrategyLegacyV1']
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default_conf['strategy_list'] = ['StrategyTestV2', 'TestStrategyLegacyV1']
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with pytest.raises(OperationalException,
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with pytest.raises(OperationalException,
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match='PrecisionFilter not allowed for backtesting multiple strategies.'):
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match='PrecisionFilter not allowed for backtesting multiple strategies.'):
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Backtesting(default_conf)
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Backtesting(default_conf)
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@ -837,7 +837,7 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
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args = [
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args = [
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'backtesting',
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'backtesting',
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'--config', 'config.json',
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'--config', 'config.json',
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'--strategy', 'DefaultStrategy',
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'--strategy', 'StrategyTestV2',
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'--datadir', str(testdatadir),
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'--datadir', str(testdatadir),
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'--timeframe', '1m',
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'--timeframe', '1m',
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'--timerange', '1510694220-1510700340',
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'--timerange', '1510694220-1510700340',
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@ -908,7 +908,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
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'--enable-position-stacking',
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'--enable-position-stacking',
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'--disable-max-market-positions',
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'--disable-max-market-positions',
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'--strategy-list',
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'--strategy-list',
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'DefaultStrategy',
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'StrategyTestV2',
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'TestStrategyLegacyV1',
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'TestStrategyLegacyV1',
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]
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]
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args = get_args(args)
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args = get_args(args)
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@ -931,7 +931,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
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'Backtesting with data from 2017-11-14 21:17:00 '
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'Backtesting with data from 2017-11-14 21:17:00 '
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'up to 2017-11-14 22:58:00 (0 days).',
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'up to 2017-11-14 22:58:00 (0 days).',
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'Parameter --enable-position-stacking detected ...',
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'Parameter --enable-position-stacking detected ...',
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'Running backtesting for Strategy DefaultStrategy',
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'Running backtesting for Strategy StrategyTestV2',
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'Running backtesting for Strategy TestStrategyLegacyV1',
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'Running backtesting for Strategy TestStrategyLegacyV1',
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]
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]
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@ -1012,7 +1012,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
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'--enable-position-stacking',
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'--enable-position-stacking',
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'--disable-max-market-positions',
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'--disable-max-market-positions',
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'--strategy-list',
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'--strategy-list',
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'DefaultStrategy',
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'StrategyTestV2',
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'TestStrategyLegacyV1',
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'TestStrategyLegacyV1',
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]
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]
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args = get_args(args)
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args = get_args(args)
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@ -1029,7 +1029,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
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'Backtesting with data from 2017-11-14 21:17:00 '
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'Backtesting with data from 2017-11-14 21:17:00 '
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'up to 2017-11-14 22:58:00 (0 days).',
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'up to 2017-11-14 22:58:00 (0 days).',
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'Parameter --enable-position-stacking detected ...',
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'Parameter --enable-position-stacking detected ...',
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'Running backtesting for Strategy DefaultStrategy',
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'Running backtesting for Strategy StrategyTestV2',
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'Running backtesting for Strategy TestStrategyLegacyV1',
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'Running backtesting for Strategy TestStrategyLegacyV1',
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]
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]
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@ -16,7 +16,7 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca
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args = [
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args = [
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'edge',
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'edge',
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'--config', 'config.json',
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'--config', 'config.json',
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'--strategy', 'DefaultStrategy',
|
'--strategy', 'StrategyTestV2',
|
||||||
]
|
]
|
||||||
|
|
||||||
config = setup_optimize_configuration(get_args(args), RunMode.EDGE)
|
config = setup_optimize_configuration(get_args(args), RunMode.EDGE)
|
||||||
@ -46,7 +46,7 @@ def test_setup_edge_configuration_with_arguments(mocker, edge_conf, caplog) -> N
|
|||||||
args = [
|
args = [
|
||||||
'edge',
|
'edge',
|
||||||
'--config', 'config.json',
|
'--config', 'config.json',
|
||||||
'--strategy', 'DefaultStrategy',
|
'--strategy', 'StrategyTestV2',
|
||||||
'--datadir', '/foo/bar',
|
'--datadir', '/foo/bar',
|
||||||
'--timeframe', '1m',
|
'--timeframe', '1m',
|
||||||
'--timerange', ':100',
|
'--timerange', ':100',
|
||||||
@ -80,7 +80,7 @@ def test_start(mocker, fee, edge_conf, caplog) -> None:
|
|||||||
args = [
|
args = [
|
||||||
'edge',
|
'edge',
|
||||||
'--config', 'config.json',
|
'--config', 'config.json',
|
||||||
'--strategy', 'DefaultStrategy',
|
'--strategy', 'StrategyTestV2',
|
||||||
]
|
]
|
||||||
pargs = get_args(args)
|
pargs = get_args(args)
|
||||||
start_edge(pargs)
|
start_edge(pargs)
|
||||||
|
@ -125,7 +125,7 @@ def test_setup_hyperopt_configuration_stake_amount(mocker, default_conf) -> None
|
|||||||
args = [
|
args = [
|
||||||
'hyperopt',
|
'hyperopt',
|
||||||
'--config', 'config.json',
|
'--config', 'config.json',
|
||||||
'--strategy', 'DefaultStrategy',
|
'--strategy', 'StrategyTestV2',
|
||||||
'--stake-amount', '1',
|
'--stake-amount', '1',
|
||||||
'--starting-balance', '0.5'
|
'--starting-balance', '0.5'
|
||||||
]
|
]
|
||||||
|
@ -167,7 +167,7 @@ def test__pprint_dict():
|
|||||||
|
|
||||||
def test_get_strategy_filename(default_conf):
|
def test_get_strategy_filename(default_conf):
|
||||||
|
|
||||||
x = HyperoptTools.get_strategy_filename(default_conf, 'DefaultStrategy')
|
x = HyperoptTools.get_strategy_filename(default_conf, 'StrategyTestV2')
|
||||||
assert isinstance(x, Path)
|
assert isinstance(x, Path)
|
||||||
assert x == Path(__file__).parents[1] / 'strategy/strats/default_strategy.py'
|
assert x == Path(__file__).parents[1] / 'strategy/strats/default_strategy.py'
|
||||||
|
|
||||||
@ -177,7 +177,7 @@ def test_get_strategy_filename(default_conf):
|
|||||||
|
|
||||||
def test_export_params(tmpdir):
|
def test_export_params(tmpdir):
|
||||||
|
|
||||||
filename = Path(tmpdir) / "DefaultStrategy.json"
|
filename = Path(tmpdir) / "StrategyTestV2.json"
|
||||||
assert not filename.is_file()
|
assert not filename.is_file()
|
||||||
params = {
|
params = {
|
||||||
"params_details": {
|
"params_details": {
|
||||||
@ -205,12 +205,12 @@ def test_export_params(tmpdir):
|
|||||||
}
|
}
|
||||||
|
|
||||||
}
|
}
|
||||||
HyperoptTools.export_params(params, "DefaultStrategy", filename)
|
HyperoptTools.export_params(params, "StrategyTestV2", filename)
|
||||||
|
|
||||||
assert filename.is_file()
|
assert filename.is_file()
|
||||||
|
|
||||||
content = rapidjson.load(filename.open('r'))
|
content = rapidjson.load(filename.open('r'))
|
||||||
assert content['strategy_name'] == 'DefaultStrategy'
|
assert content['strategy_name'] == 'StrategyTestV2'
|
||||||
assert 'params' in content
|
assert 'params' in content
|
||||||
assert "buy" in content["params"]
|
assert "buy" in content["params"]
|
||||||
assert "sell" in content["params"]
|
assert "sell" in content["params"]
|
||||||
@ -223,7 +223,7 @@ def test_try_export_params(default_conf, tmpdir, caplog, mocker):
|
|||||||
default_conf['disableparamexport'] = False
|
default_conf['disableparamexport'] = False
|
||||||
export_mock = mocker.patch("freqtrade.optimize.hyperopt_tools.HyperoptTools.export_params")
|
export_mock = mocker.patch("freqtrade.optimize.hyperopt_tools.HyperoptTools.export_params")
|
||||||
|
|
||||||
filename = Path(tmpdir) / "DefaultStrategy.json"
|
filename = Path(tmpdir) / "StrategyTestV2.json"
|
||||||
assert not filename.is_file()
|
assert not filename.is_file()
|
||||||
params = {
|
params = {
|
||||||
"params_details": {
|
"params_details": {
|
||||||
@ -252,16 +252,16 @@ def test_try_export_params(default_conf, tmpdir, caplog, mocker):
|
|||||||
FTHYPT_FILEVERSION: 2,
|
FTHYPT_FILEVERSION: 2,
|
||||||
|
|
||||||
}
|
}
|
||||||
HyperoptTools.try_export_params(default_conf, "DefaultStrategy22", params)
|
HyperoptTools.try_export_params(default_conf, "StrategyTestV222", params)
|
||||||
|
|
||||||
assert log_has("Strategy not found, not exporting parameter file.", caplog)
|
assert log_has("Strategy not found, not exporting parameter file.", caplog)
|
||||||
assert export_mock.call_count == 0
|
assert export_mock.call_count == 0
|
||||||
caplog.clear()
|
caplog.clear()
|
||||||
|
|
||||||
HyperoptTools.try_export_params(default_conf, "DefaultStrategy", params)
|
HyperoptTools.try_export_params(default_conf, "StrategyTestV2", params)
|
||||||
|
|
||||||
assert export_mock.call_count == 1
|
assert export_mock.call_count == 1
|
||||||
assert export_mock.call_args_list[0][0][1] == 'DefaultStrategy'
|
assert export_mock.call_args_list[0][0][1] == 'StrategyTestV2'
|
||||||
assert export_mock.call_args_list[0][0][2].name == 'default_strategy.json'
|
assert export_mock.call_args_list[0][0][2].name == 'default_strategy.json'
|
||||||
|
|
||||||
|
|
||||||
|
@ -52,7 +52,7 @@ def test_text_table_bt_results():
|
|||||||
|
|
||||||
|
|
||||||
def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
|
def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
|
||||||
default_conf.update({'strategy': 'DefaultStrategy'})
|
default_conf.update({'strategy': 'StrategyTestV2'})
|
||||||
StrategyResolver.load_strategy(default_conf)
|
StrategyResolver.load_strategy(default_conf)
|
||||||
|
|
||||||
results = {'DefStrat': {
|
results = {'DefStrat': {
|
||||||
|
@ -879,7 +879,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
|
|||||||
'open_trade_value': 15.1668225,
|
'open_trade_value': 15.1668225,
|
||||||
'sell_reason': None,
|
'sell_reason': None,
|
||||||
'sell_order_status': None,
|
'sell_order_status': None,
|
||||||
'strategy': 'DefaultStrategy',
|
'strategy': 'StrategyTestV2',
|
||||||
'buy_tag': None,
|
'buy_tag': None,
|
||||||
'timeframe': 5,
|
'timeframe': 5,
|
||||||
'exchange': 'binance',
|
'exchange': 'binance',
|
||||||
@ -984,7 +984,7 @@ def test_api_forcebuy(botclient, mocker, fee):
|
|||||||
close_rate=0.265441,
|
close_rate=0.265441,
|
||||||
id=22,
|
id=22,
|
||||||
timeframe=5,
|
timeframe=5,
|
||||||
strategy="DefaultStrategy"
|
strategy="StrategyTestV2"
|
||||||
))
|
))
|
||||||
mocker.patch("freqtrade.rpc.RPC._rpc_forcebuy", fbuy_mock)
|
mocker.patch("freqtrade.rpc.RPC._rpc_forcebuy", fbuy_mock)
|
||||||
|
|
||||||
@ -1034,7 +1034,7 @@ def test_api_forcebuy(botclient, mocker, fee):
|
|||||||
'open_trade_value': 0.24605460,
|
'open_trade_value': 0.24605460,
|
||||||
'sell_reason': None,
|
'sell_reason': None,
|
||||||
'sell_order_status': None,
|
'sell_order_status': None,
|
||||||
'strategy': 'DefaultStrategy',
|
'strategy': 'StrategyTestV2',
|
||||||
'buy_tag': None,
|
'buy_tag': None,
|
||||||
'timeframe': 5,
|
'timeframe': 5,
|
||||||
'exchange': 'binance',
|
'exchange': 'binance',
|
||||||
@ -1101,7 +1101,7 @@ def test_api_pair_candles(botclient, ohlcv_history):
|
|||||||
f"{BASE_URI}/pair_candles?limit={amount}&pair=XRP%2FBTC&timeframe={timeframe}")
|
f"{BASE_URI}/pair_candles?limit={amount}&pair=XRP%2FBTC&timeframe={timeframe}")
|
||||||
assert_response(rc)
|
assert_response(rc)
|
||||||
assert 'strategy' in rc.json()
|
assert 'strategy' in rc.json()
|
||||||
assert rc.json()['strategy'] == 'DefaultStrategy'
|
assert rc.json()['strategy'] == 'StrategyTestV2'
|
||||||
assert 'columns' in rc.json()
|
assert 'columns' in rc.json()
|
||||||
assert 'data_start_ts' in rc.json()
|
assert 'data_start_ts' in rc.json()
|
||||||
assert 'data_start' in rc.json()
|
assert 'data_start' in rc.json()
|
||||||
@ -1139,19 +1139,19 @@ def test_api_pair_history(botclient, ohlcv_history):
|
|||||||
# No pair
|
# No pair
|
||||||
rc = client_get(client,
|
rc = client_get(client,
|
||||||
f"{BASE_URI}/pair_history?timeframe={timeframe}"
|
f"{BASE_URI}/pair_history?timeframe={timeframe}"
|
||||||
"&timerange=20180111-20180112&strategy=DefaultStrategy")
|
"&timerange=20180111-20180112&strategy=StrategyTestV2")
|
||||||
assert_response(rc, 422)
|
assert_response(rc, 422)
|
||||||
|
|
||||||
# No Timeframe
|
# No Timeframe
|
||||||
rc = client_get(client,
|
rc = client_get(client,
|
||||||
f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC"
|
f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC"
|
||||||
"&timerange=20180111-20180112&strategy=DefaultStrategy")
|
"&timerange=20180111-20180112&strategy=StrategyTestV2")
|
||||||
assert_response(rc, 422)
|
assert_response(rc, 422)
|
||||||
|
|
||||||
# No timerange
|
# No timerange
|
||||||
rc = client_get(client,
|
rc = client_get(client,
|
||||||
f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC&timeframe={timeframe}"
|
f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC&timeframe={timeframe}"
|
||||||
"&strategy=DefaultStrategy")
|
"&strategy=StrategyTestV2")
|
||||||
assert_response(rc, 422)
|
assert_response(rc, 422)
|
||||||
|
|
||||||
# No strategy
|
# No strategy
|
||||||
@ -1163,14 +1163,14 @@ def test_api_pair_history(botclient, ohlcv_history):
|
|||||||
# Working
|
# Working
|
||||||
rc = client_get(client,
|
rc = client_get(client,
|
||||||
f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC&timeframe={timeframe}"
|
f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC&timeframe={timeframe}"
|
||||||
"&timerange=20180111-20180112&strategy=DefaultStrategy")
|
"&timerange=20180111-20180112&strategy=StrategyTestV2")
|
||||||
assert_response(rc, 200)
|
assert_response(rc, 200)
|
||||||
assert rc.json()['length'] == 289
|
assert rc.json()['length'] == 289
|
||||||
assert len(rc.json()['data']) == rc.json()['length']
|
assert len(rc.json()['data']) == rc.json()['length']
|
||||||
assert 'columns' in rc.json()
|
assert 'columns' in rc.json()
|
||||||
assert 'data' in rc.json()
|
assert 'data' in rc.json()
|
||||||
assert rc.json()['pair'] == 'UNITTEST/BTC'
|
assert rc.json()['pair'] == 'UNITTEST/BTC'
|
||||||
assert rc.json()['strategy'] == 'DefaultStrategy'
|
assert rc.json()['strategy'] == 'StrategyTestV2'
|
||||||
assert rc.json()['data_start'] == '2018-01-11 00:00:00+00:00'
|
assert rc.json()['data_start'] == '2018-01-11 00:00:00+00:00'
|
||||||
assert rc.json()['data_start_ts'] == 1515628800000
|
assert rc.json()['data_start_ts'] == 1515628800000
|
||||||
assert rc.json()['data_stop'] == '2018-01-12 00:00:00+00:00'
|
assert rc.json()['data_stop'] == '2018-01-12 00:00:00+00:00'
|
||||||
@ -1179,7 +1179,7 @@ def test_api_pair_history(botclient, ohlcv_history):
|
|||||||
# No data found
|
# No data found
|
||||||
rc = client_get(client,
|
rc = client_get(client,
|
||||||
f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC&timeframe={timeframe}"
|
f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC&timeframe={timeframe}"
|
||||||
"&timerange=20200111-20200112&strategy=DefaultStrategy")
|
"&timerange=20200111-20200112&strategy=StrategyTestV2")
|
||||||
assert_response(rc, 502)
|
assert_response(rc, 502)
|
||||||
assert rc.json()['error'] == ("Error querying /api/v1/pair_history: "
|
assert rc.json()['error'] == ("Error querying /api/v1/pair_history: "
|
||||||
"No data for UNITTEST/BTC, 5m in 20200111-20200112 found.")
|
"No data for UNITTEST/BTC, 5m in 20200111-20200112 found.")
|
||||||
@ -1217,7 +1217,7 @@ def test_api_strategies(botclient):
|
|||||||
|
|
||||||
assert_response(rc)
|
assert_response(rc)
|
||||||
assert rc.json() == {'strategies': [
|
assert rc.json() == {'strategies': [
|
||||||
'DefaultStrategy',
|
'StrategyTestV2',
|
||||||
'HyperoptableStrategy',
|
'HyperoptableStrategy',
|
||||||
'TestStrategyLegacyV1'
|
'TestStrategyLegacyV1'
|
||||||
]}
|
]}
|
||||||
@ -1226,10 +1226,10 @@ def test_api_strategies(botclient):
|
|||||||
def test_api_strategy(botclient):
|
def test_api_strategy(botclient):
|
||||||
ftbot, client = botclient
|
ftbot, client = botclient
|
||||||
|
|
||||||
rc = client_get(client, f"{BASE_URI}/strategy/DefaultStrategy")
|
rc = client_get(client, f"{BASE_URI}/strategy/StrategyTestV2")
|
||||||
|
|
||||||
assert_response(rc)
|
assert_response(rc)
|
||||||
assert rc.json()['strategy'] == 'DefaultStrategy'
|
assert rc.json()['strategy'] == 'StrategyTestV2'
|
||||||
|
|
||||||
data = (Path(__file__).parents[1] / "strategy/strats/default_strategy.py").read_text()
|
data = (Path(__file__).parents[1] / "strategy/strats/default_strategy.py").read_text()
|
||||||
assert rc.json()['code'] == data
|
assert rc.json()['code'] == data
|
||||||
@ -1288,7 +1288,7 @@ def test_api_backtesting(botclient, mocker, fee, caplog):
|
|||||||
|
|
||||||
# start backtesting
|
# start backtesting
|
||||||
data = {
|
data = {
|
||||||
"strategy": "DefaultStrategy",
|
"strategy": "StrategyTestV2",
|
||||||
"timeframe": "5m",
|
"timeframe": "5m",
|
||||||
"timerange": "20180110-20180111",
|
"timerange": "20180110-20180111",
|
||||||
"max_open_trades": 3,
|
"max_open_trades": 3,
|
||||||
|
@ -1236,7 +1236,7 @@ def test_show_config_handle(default_conf, update, mocker) -> None:
|
|||||||
assert msg_mock.call_count == 1
|
assert msg_mock.call_count == 1
|
||||||
assert '*Mode:* `{}`'.format('Dry-run') in msg_mock.call_args_list[0][0][0]
|
assert '*Mode:* `{}`'.format('Dry-run') in msg_mock.call_args_list[0][0][0]
|
||||||
assert '*Exchange:* `binance`' in msg_mock.call_args_list[0][0][0]
|
assert '*Exchange:* `binance`' in msg_mock.call_args_list[0][0][0]
|
||||||
assert '*Strategy:* `DefaultStrategy`' in msg_mock.call_args_list[0][0][0]
|
assert '*Strategy:* `StrategyTestV2`' in msg_mock.call_args_list[0][0][0]
|
||||||
assert '*Stoploss:* `-0.1`' in msg_mock.call_args_list[0][0][0]
|
assert '*Stoploss:* `-0.1`' in msg_mock.call_args_list[0][0][0]
|
||||||
|
|
||||||
msg_mock.reset_mock()
|
msg_mock.reset_mock()
|
||||||
@ -1245,7 +1245,7 @@ def test_show_config_handle(default_conf, update, mocker) -> None:
|
|||||||
assert msg_mock.call_count == 1
|
assert msg_mock.call_count == 1
|
||||||
assert '*Mode:* `{}`'.format('Dry-run') in msg_mock.call_args_list[0][0][0]
|
assert '*Mode:* `{}`'.format('Dry-run') in msg_mock.call_args_list[0][0][0]
|
||||||
assert '*Exchange:* `binance`' in msg_mock.call_args_list[0][0][0]
|
assert '*Exchange:* `binance`' in msg_mock.call_args_list[0][0][0]
|
||||||
assert '*Strategy:* `DefaultStrategy`' in msg_mock.call_args_list[0][0][0]
|
assert '*Strategy:* `StrategyTestV2`' in msg_mock.call_args_list[0][0][0]
|
||||||
assert '*Initial Stoploss:* `-0.1`' in msg_mock.call_args_list[0][0][0]
|
assert '*Initial Stoploss:* `-0.1`' in msg_mock.call_args_list[0][0][0]
|
||||||
|
|
||||||
|
|
||||||
|
@ -7,9 +7,9 @@ import freqtrade.vendor.qtpylib.indicators as qtpylib
|
|||||||
from freqtrade.strategy.interface import IStrategy
|
from freqtrade.strategy.interface import IStrategy
|
||||||
|
|
||||||
|
|
||||||
class DefaultStrategy(IStrategy):
|
class StrategyTestV2(IStrategy):
|
||||||
"""
|
"""
|
||||||
Default Strategy provided by freqtrade bot.
|
Strategy used by tests freqtrade bot.
|
||||||
Please do not modify this strategy, it's intended for internal use only.
|
Please do not modify this strategy, it's intended for internal use only.
|
||||||
Please look at the SampleStrategy in the user_data/strategy directory
|
Please look at the SampleStrategy in the user_data/strategy directory
|
||||||
or strategy repository https://github.com/freqtrade/freqtrade-strategies
|
or strategy repository https://github.com/freqtrade/freqtrade-strategies
|
||||||
|
@ -4,20 +4,20 @@ from pandas import DataFrame
|
|||||||
|
|
||||||
from freqtrade.persistence.models import Trade
|
from freqtrade.persistence.models import Trade
|
||||||
|
|
||||||
from .strats.default_strategy import DefaultStrategy
|
from .strats.default_strategy import StrategyTestV2
|
||||||
|
|
||||||
|
|
||||||
def test_default_strategy_structure():
|
def test_default_strategy_structure():
|
||||||
assert hasattr(DefaultStrategy, 'minimal_roi')
|
assert hasattr(StrategyTestV2, 'minimal_roi')
|
||||||
assert hasattr(DefaultStrategy, 'stoploss')
|
assert hasattr(StrategyTestV2, 'stoploss')
|
||||||
assert hasattr(DefaultStrategy, 'timeframe')
|
assert hasattr(StrategyTestV2, 'timeframe')
|
||||||
assert hasattr(DefaultStrategy, 'populate_indicators')
|
assert hasattr(StrategyTestV2, 'populate_indicators')
|
||||||
assert hasattr(DefaultStrategy, 'populate_buy_trend')
|
assert hasattr(StrategyTestV2, 'populate_buy_trend')
|
||||||
assert hasattr(DefaultStrategy, 'populate_sell_trend')
|
assert hasattr(StrategyTestV2, 'populate_sell_trend')
|
||||||
|
|
||||||
|
|
||||||
def test_default_strategy(result, fee):
|
def test_default_strategy(result, fee):
|
||||||
strategy = DefaultStrategy({})
|
strategy = StrategyTestV2({})
|
||||||
|
|
||||||
metadata = {'pair': 'ETH/BTC'}
|
metadata = {'pair': 'ETH/BTC'}
|
||||||
assert type(strategy.minimal_roi) is dict
|
assert type(strategy.minimal_roi) is dict
|
||||||
|
@ -22,11 +22,11 @@ from freqtrade.strategy.interface import SellCheckTuple
|
|||||||
from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
|
from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
|
||||||
from tests.conftest import log_has, log_has_re
|
from tests.conftest import log_has, log_has_re
|
||||||
|
|
||||||
from .strats.default_strategy import DefaultStrategy
|
from .strats.default_strategy import StrategyTestV2
|
||||||
|
|
||||||
|
|
||||||
# Avoid to reinit the same object again and again
|
# Avoid to reinit the same object again and again
|
||||||
_STRATEGY = DefaultStrategy(config={})
|
_STRATEGY = StrategyTestV2(config={})
|
||||||
_STRATEGY.dp = DataProvider({}, None, None)
|
_STRATEGY.dp = DataProvider({}, None, None)
|
||||||
|
|
||||||
|
|
||||||
@ -148,7 +148,7 @@ def test_get_signal_no_sell_column(default_conf, mocker, caplog, ohlcv_history):
|
|||||||
|
|
||||||
|
|
||||||
def test_ignore_expired_candle(default_conf):
|
def test_ignore_expired_candle(default_conf):
|
||||||
default_conf.update({'strategy': 'DefaultStrategy'})
|
default_conf.update({'strategy': 'StrategyTestV2'})
|
||||||
strategy = StrategyResolver.load_strategy(default_conf)
|
strategy = StrategyResolver.load_strategy(default_conf)
|
||||||
strategy.ignore_buying_expired_candle_after = 60
|
strategy.ignore_buying_expired_candle_after = 60
|
||||||
|
|
||||||
@ -229,7 +229,7 @@ def test_assert_df(ohlcv_history, caplog):
|
|||||||
|
|
||||||
|
|
||||||
def test_advise_all_indicators(default_conf, testdatadir) -> None:
|
def test_advise_all_indicators(default_conf, testdatadir) -> None:
|
||||||
default_conf.update({'strategy': 'DefaultStrategy'})
|
default_conf.update({'strategy': 'StrategyTestV2'})
|
||||||
strategy = StrategyResolver.load_strategy(default_conf)
|
strategy = StrategyResolver.load_strategy(default_conf)
|
||||||
|
|
||||||
timerange = TimeRange.parse_timerange('1510694220-1510700340')
|
timerange = TimeRange.parse_timerange('1510694220-1510700340')
|
||||||
@ -240,7 +240,7 @@ def test_advise_all_indicators(default_conf, testdatadir) -> None:
|
|||||||
|
|
||||||
|
|
||||||
def test_advise_all_indicators_copy(mocker, default_conf, testdatadir) -> None:
|
def test_advise_all_indicators_copy(mocker, default_conf, testdatadir) -> None:
|
||||||
default_conf.update({'strategy': 'DefaultStrategy'})
|
default_conf.update({'strategy': 'StrategyTestV2'})
|
||||||
strategy = StrategyResolver.load_strategy(default_conf)
|
strategy = StrategyResolver.load_strategy(default_conf)
|
||||||
aimock = mocker.patch('freqtrade.strategy.interface.IStrategy.advise_indicators')
|
aimock = mocker.patch('freqtrade.strategy.interface.IStrategy.advise_indicators')
|
||||||
timerange = TimeRange.parse_timerange('1510694220-1510700340')
|
timerange = TimeRange.parse_timerange('1510694220-1510700340')
|
||||||
@ -258,7 +258,7 @@ def test_min_roi_reached(default_conf, fee) -> None:
|
|||||||
min_roi_list = [{20: 0.05, 55: 0.01, 0: 0.1},
|
min_roi_list = [{20: 0.05, 55: 0.01, 0: 0.1},
|
||||||
{0: 0.1, 20: 0.05, 55: 0.01}]
|
{0: 0.1, 20: 0.05, 55: 0.01}]
|
||||||
for roi in min_roi_list:
|
for roi in min_roi_list:
|
||||||
default_conf.update({'strategy': 'DefaultStrategy'})
|
default_conf.update({'strategy': 'StrategyTestV2'})
|
||||||
strategy = StrategyResolver.load_strategy(default_conf)
|
strategy = StrategyResolver.load_strategy(default_conf)
|
||||||
strategy.minimal_roi = roi
|
strategy.minimal_roi = roi
|
||||||
trade = Trade(
|
trade = Trade(
|
||||||
@ -297,7 +297,7 @@ def test_min_roi_reached2(default_conf, fee) -> None:
|
|||||||
},
|
},
|
||||||
]
|
]
|
||||||
for roi in min_roi_list:
|
for roi in min_roi_list:
|
||||||
default_conf.update({'strategy': 'DefaultStrategy'})
|
default_conf.update({'strategy': 'StrategyTestV2'})
|
||||||
strategy = StrategyResolver.load_strategy(default_conf)
|
strategy = StrategyResolver.load_strategy(default_conf)
|
||||||
strategy.minimal_roi = roi
|
strategy.minimal_roi = roi
|
||||||
trade = Trade(
|
trade = Trade(
|
||||||
@ -332,7 +332,7 @@ def test_min_roi_reached3(default_conf, fee) -> None:
|
|||||||
30: 0.05,
|
30: 0.05,
|
||||||
55: 0.30,
|
55: 0.30,
|
||||||
}
|
}
|
||||||
default_conf.update({'strategy': 'DefaultStrategy'})
|
default_conf.update({'strategy': 'StrategyTestV2'})
|
||||||
strategy = StrategyResolver.load_strategy(default_conf)
|
strategy = StrategyResolver.load_strategy(default_conf)
|
||||||
strategy.minimal_roi = min_roi
|
strategy.minimal_roi = min_roi
|
||||||
trade = Trade(
|
trade = Trade(
|
||||||
@ -385,7 +385,7 @@ def test_min_roi_reached3(default_conf, fee) -> None:
|
|||||||
def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, trailing, custom,
|
def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, trailing, custom,
|
||||||
profit2, adjusted2, expected2, custom_stop) -> None:
|
profit2, adjusted2, expected2, custom_stop) -> None:
|
||||||
|
|
||||||
default_conf.update({'strategy': 'DefaultStrategy'})
|
default_conf.update({'strategy': 'StrategyTestV2'})
|
||||||
|
|
||||||
strategy = StrategyResolver.load_strategy(default_conf)
|
strategy = StrategyResolver.load_strategy(default_conf)
|
||||||
trade = Trade(
|
trade = Trade(
|
||||||
@ -433,7 +433,7 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
|
|||||||
|
|
||||||
def test_custom_sell(default_conf, fee, caplog) -> None:
|
def test_custom_sell(default_conf, fee, caplog) -> None:
|
||||||
|
|
||||||
default_conf.update({'strategy': 'DefaultStrategy'})
|
default_conf.update({'strategy': 'StrategyTestV2'})
|
||||||
|
|
||||||
strategy = StrategyResolver.load_strategy(default_conf)
|
strategy = StrategyResolver.load_strategy(default_conf)
|
||||||
trade = Trade(
|
trade = Trade(
|
||||||
@ -487,7 +487,7 @@ def test_analyze_ticker_default(ohlcv_history, mocker, caplog) -> None:
|
|||||||
advise_sell=sell_mock,
|
advise_sell=sell_mock,
|
||||||
|
|
||||||
)
|
)
|
||||||
strategy = DefaultStrategy({})
|
strategy = StrategyTestV2({})
|
||||||
strategy.analyze_ticker(ohlcv_history, {'pair': 'ETH/BTC'})
|
strategy.analyze_ticker(ohlcv_history, {'pair': 'ETH/BTC'})
|
||||||
assert ind_mock.call_count == 1
|
assert ind_mock.call_count == 1
|
||||||
assert buy_mock.call_count == 1
|
assert buy_mock.call_count == 1
|
||||||
@ -518,7 +518,7 @@ def test__analyze_ticker_internal_skip_analyze(ohlcv_history, mocker, caplog) ->
|
|||||||
advise_sell=sell_mock,
|
advise_sell=sell_mock,
|
||||||
|
|
||||||
)
|
)
|
||||||
strategy = DefaultStrategy({})
|
strategy = StrategyTestV2({})
|
||||||
strategy.dp = DataProvider({}, None, None)
|
strategy.dp = DataProvider({}, None, None)
|
||||||
strategy.process_only_new_candles = True
|
strategy.process_only_new_candles = True
|
||||||
|
|
||||||
@ -550,7 +550,7 @@ def test__analyze_ticker_internal_skip_analyze(ohlcv_history, mocker, caplog) ->
|
|||||||
|
|
||||||
@pytest.mark.usefixtures("init_persistence")
|
@pytest.mark.usefixtures("init_persistence")
|
||||||
def test_is_pair_locked(default_conf):
|
def test_is_pair_locked(default_conf):
|
||||||
default_conf.update({'strategy': 'DefaultStrategy'})
|
default_conf.update({'strategy': 'StrategyTestV2'})
|
||||||
PairLocks.timeframe = default_conf['timeframe']
|
PairLocks.timeframe = default_conf['timeframe']
|
||||||
PairLocks.use_db = True
|
PairLocks.use_db = True
|
||||||
strategy = StrategyResolver.load_strategy(default_conf)
|
strategy = StrategyResolver.load_strategy(default_conf)
|
||||||
|
@ -18,7 +18,7 @@ def test_search_strategy():
|
|||||||
|
|
||||||
s, _ = StrategyResolver._search_object(
|
s, _ = StrategyResolver._search_object(
|
||||||
directory=default_location,
|
directory=default_location,
|
||||||
object_name='DefaultStrategy',
|
object_name='StrategyTestV2',
|
||||||
add_source=True,
|
add_source=True,
|
||||||
)
|
)
|
||||||
assert issubclass(s, IStrategy)
|
assert issubclass(s, IStrategy)
|
||||||
@ -74,10 +74,10 @@ def test_load_strategy_base64(result, caplog, default_conf):
|
|||||||
|
|
||||||
|
|
||||||
def test_load_strategy_invalid_directory(result, caplog, default_conf):
|
def test_load_strategy_invalid_directory(result, caplog, default_conf):
|
||||||
default_conf['strategy'] = 'DefaultStrategy'
|
default_conf['strategy'] = 'StrategyTestV2'
|
||||||
extra_dir = Path.cwd() / 'some/path'
|
extra_dir = Path.cwd() / 'some/path'
|
||||||
with pytest.raises(OperationalException):
|
with pytest.raises(OperationalException):
|
||||||
StrategyResolver._load_strategy('DefaultStrategy', config=default_conf,
|
StrategyResolver._load_strategy('StrategyTestV2', config=default_conf,
|
||||||
extra_dir=extra_dir)
|
extra_dir=extra_dir)
|
||||||
|
|
||||||
assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog)
|
assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog)
|
||||||
@ -100,7 +100,7 @@ def test_load_strategy_noname(default_conf):
|
|||||||
|
|
||||||
|
|
||||||
def test_strategy(result, default_conf):
|
def test_strategy(result, default_conf):
|
||||||
default_conf.update({'strategy': 'DefaultStrategy'})
|
default_conf.update({'strategy': 'StrategyTestV2'})
|
||||||
|
|
||||||
strategy = StrategyResolver.load_strategy(default_conf)
|
strategy = StrategyResolver.load_strategy(default_conf)
|
||||||
metadata = {'pair': 'ETH/BTC'}
|
metadata = {'pair': 'ETH/BTC'}
|
||||||
@ -127,7 +127,7 @@ def test_strategy(result, default_conf):
|
|||||||
def test_strategy_override_minimal_roi(caplog, default_conf):
|
def test_strategy_override_minimal_roi(caplog, default_conf):
|
||||||
caplog.set_level(logging.INFO)
|
caplog.set_level(logging.INFO)
|
||||||
default_conf.update({
|
default_conf.update({
|
||||||
'strategy': 'DefaultStrategy',
|
'strategy': 'StrategyTestV2',
|
||||||
'minimal_roi': {
|
'minimal_roi': {
|
||||||
"20": 0.1,
|
"20": 0.1,
|
||||||
"0": 0.5
|
"0": 0.5
|
||||||
@ -144,7 +144,7 @@ def test_strategy_override_minimal_roi(caplog, default_conf):
|
|||||||
def test_strategy_override_stoploss(caplog, default_conf):
|
def test_strategy_override_stoploss(caplog, default_conf):
|
||||||
caplog.set_level(logging.INFO)
|
caplog.set_level(logging.INFO)
|
||||||
default_conf.update({
|
default_conf.update({
|
||||||
'strategy': 'DefaultStrategy',
|
'strategy': 'StrategyTestV2',
|
||||||
'stoploss': -0.5
|
'stoploss': -0.5
|
||||||
})
|
})
|
||||||
strategy = StrategyResolver.load_strategy(default_conf)
|
strategy = StrategyResolver.load_strategy(default_conf)
|
||||||
@ -156,7 +156,7 @@ def test_strategy_override_stoploss(caplog, default_conf):
|
|||||||
def test_strategy_override_trailing_stop(caplog, default_conf):
|
def test_strategy_override_trailing_stop(caplog, default_conf):
|
||||||
caplog.set_level(logging.INFO)
|
caplog.set_level(logging.INFO)
|
||||||
default_conf.update({
|
default_conf.update({
|
||||||
'strategy': 'DefaultStrategy',
|
'strategy': 'StrategyTestV2',
|
||||||
'trailing_stop': True
|
'trailing_stop': True
|
||||||
})
|
})
|
||||||
strategy = StrategyResolver.load_strategy(default_conf)
|
strategy = StrategyResolver.load_strategy(default_conf)
|
||||||
@ -169,7 +169,7 @@ def test_strategy_override_trailing_stop(caplog, default_conf):
|
|||||||
def test_strategy_override_trailing_stop_positive(caplog, default_conf):
|
def test_strategy_override_trailing_stop_positive(caplog, default_conf):
|
||||||
caplog.set_level(logging.INFO)
|
caplog.set_level(logging.INFO)
|
||||||
default_conf.update({
|
default_conf.update({
|
||||||
'strategy': 'DefaultStrategy',
|
'strategy': 'StrategyTestV2',
|
||||||
'trailing_stop_positive': -0.1,
|
'trailing_stop_positive': -0.1,
|
||||||
'trailing_stop_positive_offset': -0.2
|
'trailing_stop_positive_offset': -0.2
|
||||||
|
|
||||||
@ -189,7 +189,7 @@ def test_strategy_override_timeframe(caplog, default_conf):
|
|||||||
caplog.set_level(logging.INFO)
|
caplog.set_level(logging.INFO)
|
||||||
|
|
||||||
default_conf.update({
|
default_conf.update({
|
||||||
'strategy': 'DefaultStrategy',
|
'strategy': 'StrategyTestV2',
|
||||||
'timeframe': 60,
|
'timeframe': 60,
|
||||||
'stake_currency': 'ETH'
|
'stake_currency': 'ETH'
|
||||||
})
|
})
|
||||||
@ -205,7 +205,7 @@ def test_strategy_override_process_only_new_candles(caplog, default_conf):
|
|||||||
caplog.set_level(logging.INFO)
|
caplog.set_level(logging.INFO)
|
||||||
|
|
||||||
default_conf.update({
|
default_conf.update({
|
||||||
'strategy': 'DefaultStrategy',
|
'strategy': 'StrategyTestV2',
|
||||||
'process_only_new_candles': True
|
'process_only_new_candles': True
|
||||||
})
|
})
|
||||||
strategy = StrategyResolver.load_strategy(default_conf)
|
strategy = StrategyResolver.load_strategy(default_conf)
|
||||||
@ -225,7 +225,7 @@ def test_strategy_override_order_types(caplog, default_conf):
|
|||||||
'stoploss_on_exchange': True,
|
'stoploss_on_exchange': True,
|
||||||
}
|
}
|
||||||
default_conf.update({
|
default_conf.update({
|
||||||
'strategy': 'DefaultStrategy',
|
'strategy': 'StrategyTestV2',
|
||||||
'order_types': order_types
|
'order_types': order_types
|
||||||
})
|
})
|
||||||
strategy = StrategyResolver.load_strategy(default_conf)
|
strategy = StrategyResolver.load_strategy(default_conf)
|
||||||
@ -239,12 +239,12 @@ def test_strategy_override_order_types(caplog, default_conf):
|
|||||||
" 'stoploss_on_exchange': True}.", caplog)
|
" 'stoploss_on_exchange': True}.", caplog)
|
||||||
|
|
||||||
default_conf.update({
|
default_conf.update({
|
||||||
'strategy': 'DefaultStrategy',
|
'strategy': 'StrategyTestV2',
|
||||||
'order_types': {'buy': 'market'}
|
'order_types': {'buy': 'market'}
|
||||||
})
|
})
|
||||||
# Raise error for invalid configuration
|
# Raise error for invalid configuration
|
||||||
with pytest.raises(ImportError,
|
with pytest.raises(ImportError,
|
||||||
match=r"Impossible to load Strategy 'DefaultStrategy'. "
|
match=r"Impossible to load Strategy 'StrategyTestV2'. "
|
||||||
r"Order-types mapping is incomplete."):
|
r"Order-types mapping is incomplete."):
|
||||||
StrategyResolver.load_strategy(default_conf)
|
StrategyResolver.load_strategy(default_conf)
|
||||||
|
|
||||||
@ -258,7 +258,7 @@ def test_strategy_override_order_tif(caplog, default_conf):
|
|||||||
}
|
}
|
||||||
|
|
||||||
default_conf.update({
|
default_conf.update({
|
||||||
'strategy': 'DefaultStrategy',
|
'strategy': 'StrategyTestV2',
|
||||||
'order_time_in_force': order_time_in_force
|
'order_time_in_force': order_time_in_force
|
||||||
})
|
})
|
||||||
strategy = StrategyResolver.load_strategy(default_conf)
|
strategy = StrategyResolver.load_strategy(default_conf)
|
||||||
@ -271,12 +271,12 @@ def test_strategy_override_order_tif(caplog, default_conf):
|
|||||||
" {'buy': 'fok', 'sell': 'gtc'}.", caplog)
|
" {'buy': 'fok', 'sell': 'gtc'}.", caplog)
|
||||||
|
|
||||||
default_conf.update({
|
default_conf.update({
|
||||||
'strategy': 'DefaultStrategy',
|
'strategy': 'StrategyTestV2',
|
||||||
'order_time_in_force': {'buy': 'fok'}
|
'order_time_in_force': {'buy': 'fok'}
|
||||||
})
|
})
|
||||||
# Raise error for invalid configuration
|
# Raise error for invalid configuration
|
||||||
with pytest.raises(ImportError,
|
with pytest.raises(ImportError,
|
||||||
match=r"Impossible to load Strategy 'DefaultStrategy'. "
|
match=r"Impossible to load Strategy 'StrategyTestV2'. "
|
||||||
r"Order-time-in-force mapping is incomplete."):
|
r"Order-time-in-force mapping is incomplete."):
|
||||||
StrategyResolver.load_strategy(default_conf)
|
StrategyResolver.load_strategy(default_conf)
|
||||||
|
|
||||||
@ -284,7 +284,7 @@ def test_strategy_override_order_tif(caplog, default_conf):
|
|||||||
def test_strategy_override_use_sell_signal(caplog, default_conf):
|
def test_strategy_override_use_sell_signal(caplog, default_conf):
|
||||||
caplog.set_level(logging.INFO)
|
caplog.set_level(logging.INFO)
|
||||||
default_conf.update({
|
default_conf.update({
|
||||||
'strategy': 'DefaultStrategy',
|
'strategy': 'StrategyTestV2',
|
||||||
})
|
})
|
||||||
strategy = StrategyResolver.load_strategy(default_conf)
|
strategy = StrategyResolver.load_strategy(default_conf)
|
||||||
assert strategy.use_sell_signal
|
assert strategy.use_sell_signal
|
||||||
@ -294,7 +294,7 @@ def test_strategy_override_use_sell_signal(caplog, default_conf):
|
|||||||
assert default_conf['use_sell_signal']
|
assert default_conf['use_sell_signal']
|
||||||
|
|
||||||
default_conf.update({
|
default_conf.update({
|
||||||
'strategy': 'DefaultStrategy',
|
'strategy': 'StrategyTestV2',
|
||||||
'use_sell_signal': False,
|
'use_sell_signal': False,
|
||||||
})
|
})
|
||||||
strategy = StrategyResolver.load_strategy(default_conf)
|
strategy = StrategyResolver.load_strategy(default_conf)
|
||||||
@ -307,7 +307,7 @@ def test_strategy_override_use_sell_signal(caplog, default_conf):
|
|||||||
def test_strategy_override_use_sell_profit_only(caplog, default_conf):
|
def test_strategy_override_use_sell_profit_only(caplog, default_conf):
|
||||||
caplog.set_level(logging.INFO)
|
caplog.set_level(logging.INFO)
|
||||||
default_conf.update({
|
default_conf.update({
|
||||||
'strategy': 'DefaultStrategy',
|
'strategy': 'StrategyTestV2',
|
||||||
})
|
})
|
||||||
strategy = StrategyResolver.load_strategy(default_conf)
|
strategy = StrategyResolver.load_strategy(default_conf)
|
||||||
assert not strategy.sell_profit_only
|
assert not strategy.sell_profit_only
|
||||||
@ -317,7 +317,7 @@ def test_strategy_override_use_sell_profit_only(caplog, default_conf):
|
|||||||
assert not default_conf['sell_profit_only']
|
assert not default_conf['sell_profit_only']
|
||||||
|
|
||||||
default_conf.update({
|
default_conf.update({
|
||||||
'strategy': 'DefaultStrategy',
|
'strategy': 'StrategyTestV2',
|
||||||
'sell_profit_only': True,
|
'sell_profit_only': True,
|
||||||
})
|
})
|
||||||
strategy = StrategyResolver.load_strategy(default_conf)
|
strategy = StrategyResolver.load_strategy(default_conf)
|
||||||
@ -395,7 +395,7 @@ def test_call_deprecated_function(result, monkeypatch, default_conf, caplog):
|
|||||||
|
|
||||||
|
|
||||||
def test_strategy_interface_versioning(result, monkeypatch, default_conf):
|
def test_strategy_interface_versioning(result, monkeypatch, default_conf):
|
||||||
default_conf.update({'strategy': 'DefaultStrategy'})
|
default_conf.update({'strategy': 'StrategyTestV2'})
|
||||||
strategy = StrategyResolver.load_strategy(default_conf)
|
strategy = StrategyResolver.load_strategy(default_conf)
|
||||||
metadata = {'pair': 'ETH/BTC'}
|
metadata = {'pair': 'ETH/BTC'}
|
||||||
|
|
||||||
|
@ -123,7 +123,7 @@ def test_parse_args_backtesting_custom() -> None:
|
|||||||
'-c', 'test_conf.json',
|
'-c', 'test_conf.json',
|
||||||
'--ticker-interval', '1m',
|
'--ticker-interval', '1m',
|
||||||
'--strategy-list',
|
'--strategy-list',
|
||||||
'DefaultStrategy',
|
'StrategyTestV2',
|
||||||
'SampleStrategy'
|
'SampleStrategy'
|
||||||
]
|
]
|
||||||
call_args = Arguments(args).get_parsed_arg()
|
call_args = Arguments(args).get_parsed_arg()
|
||||||
|
@ -404,7 +404,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
|
|||||||
arglist = [
|
arglist = [
|
||||||
'backtesting',
|
'backtesting',
|
||||||
'--config', 'config.json',
|
'--config', 'config.json',
|
||||||
'--strategy', 'DefaultStrategy',
|
'--strategy', 'StrategyTestV2',
|
||||||
]
|
]
|
||||||
|
|
||||||
args = Arguments(arglist).get_parsed_arg()
|
args = Arguments(arglist).get_parsed_arg()
|
||||||
@ -441,7 +441,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
|
|||||||
arglist = [
|
arglist = [
|
||||||
'backtesting',
|
'backtesting',
|
||||||
'--config', 'config.json',
|
'--config', 'config.json',
|
||||||
'--strategy', 'DefaultStrategy',
|
'--strategy', 'StrategyTestV2',
|
||||||
'--datadir', '/foo/bar',
|
'--datadir', '/foo/bar',
|
||||||
'--userdir', "/tmp/freqtrade",
|
'--userdir', "/tmp/freqtrade",
|
||||||
'--ticker-interval', '1m',
|
'--ticker-interval', '1m',
|
||||||
@ -498,7 +498,7 @@ def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> Non
|
|||||||
'--ticker-interval', '1m',
|
'--ticker-interval', '1m',
|
||||||
'--export', 'trades',
|
'--export', 'trades',
|
||||||
'--strategy-list',
|
'--strategy-list',
|
||||||
'DefaultStrategy',
|
'StrategyTestV2',
|
||||||
'TestStrategy'
|
'TestStrategy'
|
||||||
]
|
]
|
||||||
|
|
||||||
|
@ -70,7 +70,6 @@ def test_add_indicators(default_conf, testdatadir, caplog):
|
|||||||
indicators1 = {"ema10": {}}
|
indicators1 = {"ema10": {}}
|
||||||
indicators2 = {"macd": {"color": "red"}}
|
indicators2 = {"macd": {"color": "red"}}
|
||||||
|
|
||||||
default_conf.update({'strategy': 'DefaultStrategy'})
|
|
||||||
strategy = StrategyResolver.load_strategy(default_conf)
|
strategy = StrategyResolver.load_strategy(default_conf)
|
||||||
|
|
||||||
# Generate buy/sell signals and indicators
|
# Generate buy/sell signals and indicators
|
||||||
@ -112,7 +111,6 @@ def test_add_areas(default_conf, testdatadir, caplog):
|
|||||||
"fill_to": "macdhist"}}
|
"fill_to": "macdhist"}}
|
||||||
|
|
||||||
ind_plain = {"macd": {"fill_to": "macdhist"}}
|
ind_plain = {"macd": {"fill_to": "macdhist"}}
|
||||||
default_conf.update({'strategy': 'DefaultStrategy'})
|
|
||||||
strategy = StrategyResolver.load_strategy(default_conf)
|
strategy = StrategyResolver.load_strategy(default_conf)
|
||||||
|
|
||||||
# Generate buy/sell signals and indicators
|
# Generate buy/sell signals and indicators
|
||||||
@ -239,7 +237,6 @@ def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir)
|
|||||||
data = history.load_pair_history(pair=pair, timeframe='1m',
|
data = history.load_pair_history(pair=pair, timeframe='1m',
|
||||||
datadir=testdatadir, timerange=timerange)
|
datadir=testdatadir, timerange=timerange)
|
||||||
|
|
||||||
default_conf.update({'strategy': 'DefaultStrategy'})
|
|
||||||
strategy = StrategyResolver.load_strategy(default_conf)
|
strategy = StrategyResolver.load_strategy(default_conf)
|
||||||
|
|
||||||
# Generate buy/sell signals and indicators
|
# Generate buy/sell signals and indicators
|
||||||
|
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2
tests/testdata/backtest-result_new.json
vendored
2
tests/testdata/backtest-result_new.json
vendored
File diff suppressed because one or more lines are too long
Loading…
Reference in New Issue
Block a user