From 78af4bc78506e00a2b1d563db8ca8e0b44e114bb Mon Sep 17 00:00:00 2001 From: Janne Sinivirta Date: Tue, 17 Jul 2018 10:21:53 +0300 Subject: [PATCH] move and fix tests from Analyze to interface of strategy --- freqtrade/tests/strategy/test_interface.py | 126 +++++++++++++++++++ freqtrade/tests/test_analyze.py | 137 --------------------- 2 files changed, 126 insertions(+), 137 deletions(-) create mode 100644 freqtrade/tests/strategy/test_interface.py diff --git a/freqtrade/tests/strategy/test_interface.py b/freqtrade/tests/strategy/test_interface.py new file mode 100644 index 000000000..a016b7f96 --- /dev/null +++ b/freqtrade/tests/strategy/test_interface.py @@ -0,0 +1,126 @@ +# pragma pylint: disable=missing-docstring, C0103 + +""" +Unit test file for analyse.py +""" + +import logging +from unittest.mock import MagicMock + +import arrow +from pandas import DataFrame + +from freqtrade.arguments import TimeRange +from freqtrade.optimize.__init__ import load_tickerdata_file +from freqtrade.tests.conftest import get_patched_exchange, log_has +from freqtrade.strategy.default_strategy import DefaultStrategy + +# Avoid to reinit the same object again and again +_STRATEGY = DefaultStrategy(config={}) + + +def test_returns_latest_buy_signal(mocker, default_conf): + mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=MagicMock()) + exchange = get_patched_exchange(mocker, default_conf) + mocker.patch.object( + _STRATEGY, 'analyze_ticker', + return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}]) + ) + assert _STRATEGY.get_signal(exchange, 'ETH/BTC', '5m') == (True, False) + + mocker.patch.object( + _STRATEGY, 'analyze_ticker', + return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}]) + ) + assert _STRATEGY.get_signal(exchange, 'ETH/BTC', '5m') == (False, True) + + +def test_returns_latest_sell_signal(mocker, default_conf): + mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=MagicMock()) + exchange = get_patched_exchange(mocker, default_conf) + mocker.patch.object( + _STRATEGY, 'analyze_ticker', + return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}]) + ) + + assert _STRATEGY.get_signal(exchange, 'ETH/BTC', '5m') == (False, True) + + mocker.patch.object( + _STRATEGY, 'analyze_ticker', + return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}]) + ) + assert _STRATEGY.get_signal(exchange, 'ETH/BTC', '5m') == (True, False) + + +def test_get_signal_empty(default_conf, mocker, caplog): + caplog.set_level(logging.INFO) + mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=None) + exchange = get_patched_exchange(mocker, default_conf) + assert (False, False) == _STRATEGY.get_signal(exchange, 'foo', default_conf['ticker_interval']) + assert log_has('Empty ticker history for pair foo', caplog.record_tuples) + + +def test_get_signal_exception_valueerror(default_conf, mocker, caplog): + caplog.set_level(logging.INFO) + mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=1) + exchange = get_patched_exchange(mocker, default_conf) + mocker.patch.object( + _STRATEGY, 'analyze_ticker', + side_effect=ValueError('xyz') + ) + assert (False, False) == _STRATEGY.get_signal(exchange, 'foo', default_conf['ticker_interval']) + assert log_has('Unable to analyze ticker for pair foo: xyz', caplog.record_tuples) + + +def test_get_signal_empty_dataframe(default_conf, mocker, caplog): + caplog.set_level(logging.INFO) + mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=1) + exchange = get_patched_exchange(mocker, default_conf) + mocker.patch.object( + _STRATEGY, 'analyze_ticker', + return_value=DataFrame([]) + ) + assert (False, False) == _STRATEGY.get_signal(exchange, 'xyz', default_conf['ticker_interval']) + assert log_has('Empty dataframe for pair xyz', caplog.record_tuples) + + +def test_get_signal_old_dataframe(default_conf, mocker, caplog): + caplog.set_level(logging.INFO) + mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=1) + exchange = get_patched_exchange(mocker, default_conf) + # default_conf defines a 5m interval. we check interval * 2 + 5m + # this is necessary as the last candle is removed (partial candles) by default + oldtime = arrow.utcnow().shift(minutes=-16) + ticks = DataFrame([{'buy': 1, 'date': oldtime}]) + mocker.patch.object( + _STRATEGY, 'analyze_ticker', + return_value=DataFrame(ticks) + ) + assert (False, False) == _STRATEGY.get_signal(exchange, 'xyz', default_conf['ticker_interval']) + assert log_has( + 'Outdated history for pair xyz. Last tick is 16 minutes old', + caplog.record_tuples + ) + + +def test_get_signal_handles_exceptions(mocker, default_conf): + mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=MagicMock()) + exchange = get_patched_exchange(mocker, default_conf) + mocker.patch.object( + _STRATEGY, 'analyze_ticker', + side_effect=Exception('invalid ticker history ') + ) + assert _STRATEGY.get_signal(exchange, 'ETH/BTC', '5m') == (False, False) + + +def test_tickerdata_to_dataframe(default_conf) -> None: + """ + Test Analyze.tickerdata_to_dataframe() method + """ + strategy = DefaultStrategy(default_conf) + + timerange = TimeRange(None, 'line', 0, -100) + tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange) + tickerlist = {'UNITTEST/BTC': tick} + data = strategy.tickerdata_to_dataframe(tickerlist) + assert len(data['UNITTEST/BTC']) == 99 # partial candle was removed diff --git a/freqtrade/tests/test_analyze.py b/freqtrade/tests/test_analyze.py index 8411fa250..fdd83809c 100644 --- a/freqtrade/tests/test_analyze.py +++ b/freqtrade/tests/test_analyze.py @@ -4,20 +4,7 @@ Unit test file for analyse.py """ -import logging -from unittest.mock import MagicMock - -import arrow -from pandas import DataFrame - from freqtrade.analyze import parse_ticker_dataframe -from freqtrade.arguments import TimeRange -from freqtrade.optimize.__init__ import load_tickerdata_file -from freqtrade.tests.conftest import get_patched_exchange, log_has -from freqtrade.strategy.default_strategy import DefaultStrategy - -# Avoid to reinit the same object again and again -#_ANALYZE = Analyze({}, DefaultStrategy()) def test_dataframe_correct_length(result): @@ -30,133 +17,9 @@ def test_dataframe_correct_columns(result): ['date', 'open', 'high', 'low', 'close', 'volume'] -# def test_returns_latest_buy_signal(mocker, default_conf): -# mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=MagicMock()) -# exchange = get_patched_exchange(mocker, default_conf) -# mocker.patch.multiple( -# 'freqtrade.analyze.Analyze', -# analyze_ticker=MagicMock( -# return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}]) -# ) -# ) -# assert _ANALYZE.get_signal(exchange, 'ETH/BTC', '5m') == (True, False) - -# mocker.patch.multiple( -# 'freqtrade.analyze.Analyze', -# analyze_ticker=MagicMock( -# return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}]) -# ) -# ) -# assert _ANALYZE.get_signal(exchange, 'ETH/BTC', '5m') == (False, True) - - -# def test_returns_latest_sell_signal(mocker, default_conf): -# mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=MagicMock()) -# exchange = get_patched_exchange(mocker, default_conf) -# mocker.patch.multiple( -# 'freqtrade.analyze.Analyze', -# analyze_ticker=MagicMock( -# return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}]) -# ) -# ) - -# assert _ANALYZE.get_signal(exchange, 'ETH/BTC', '5m') == (False, True) - -# mocker.patch.multiple( -# 'freqtrade.analyze.Analyze', -# analyze_ticker=MagicMock( -# return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}]) -# ) -# ) -# assert _ANALYZE.get_signal(exchange, 'ETH/BTC', '5m') == (True, False) - - -# def test_get_signal_empty(default_conf, mocker, caplog): -# caplog.set_level(logging.INFO) -# mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=None) -# exchange = get_patched_exchange(mocker, default_conf) -# assert (False, False) == _ANALYZE.get_signal(exchange, 'foo', default_conf['ticker_interval']) -# assert log_has('Empty ticker history for pair foo', caplog.record_tuples) - - -# def test_get_signal_exception_valueerror(default_conf, mocker, caplog): -# caplog.set_level(logging.INFO) -# mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=1) -# exchange = get_patched_exchange(mocker, default_conf) -# mocker.patch.multiple( -# 'freqtrade.analyze.Analyze', -# analyze_ticker=MagicMock( -# side_effect=ValueError('xyz') -# ) -# ) -# assert (False, False) == _ANALYZE.get_signal(exchange, 'foo', default_conf['ticker_interval']) -# assert log_has('Unable to analyze ticker for pair foo: xyz', caplog.record_tuples) - - -# def test_get_signal_empty_dataframe(default_conf, mocker, caplog): -# caplog.set_level(logging.INFO) -# mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=1) -# exchange = get_patched_exchange(mocker, default_conf) -# mocker.patch.multiple( -# 'freqtrade.analyze.Analyze', -# analyze_ticker=MagicMock( -# return_value=DataFrame([]) -# ) -# ) -# assert (False, False) == _ANALYZE.get_signal(exchange, 'xyz', default_conf['ticker_interval']) -# assert log_has('Empty dataframe for pair xyz', caplog.record_tuples) - - -# def test_get_signal_old_dataframe(default_conf, mocker, caplog): -# caplog.set_level(logging.INFO) -# mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=1) -# exchange = get_patched_exchange(mocker, default_conf) -# # default_conf defines a 5m interval. we check interval * 2 + 5m -# # this is necessary as the last candle is removed (partial candles) by default -# oldtime = arrow.utcnow().shift(minutes=-16) -# ticks = DataFrame([{'buy': 1, 'date': oldtime}]) -# mocker.patch.multiple( -# 'freqtrade.analyze.Analyze', -# analyze_ticker=MagicMock( -# return_value=DataFrame(ticks) -# ) -# ) -# assert (False, False) == _ANALYZE.get_signal(exchange, 'xyz', default_conf['ticker_interval']) -# assert log_has( -# 'Outdated history for pair xyz. Last tick is 16 minutes old', -# caplog.record_tuples -# ) - - -# def test_get_signal_handles_exceptions(mocker, default_conf): -# mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=MagicMock()) -# exchange = get_patched_exchange(mocker, default_conf) -# mocker.patch.multiple( -# 'freqtrade.analyze.Analyze', -# analyze_ticker=MagicMock( -# side_effect=Exception('invalid ticker history ') -# ) -# ) - -# assert _ANALYZE.get_signal(exchange, 'ETH/BTC', '5m') == (False, False) - - def test_parse_ticker_dataframe(ticker_history): columns = ['date', 'open', 'high', 'low', 'close', 'volume'] # Test file with BV data dataframe = parse_ticker_dataframe(ticker_history) assert dataframe.columns.tolist() == columns - - -# def test_tickerdata_to_dataframe(default_conf) -> None: -# """ -# Test Analyze.tickerdata_to_dataframe() method -# """ -# analyze = Analyze(default_conf, DefaultStrategy()) - -# timerange = TimeRange(None, 'line', 0, -100) -# tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange) -# tickerlist = {'UNITTEST/BTC': tick} -# data = analyze.tickerdata_to_dataframe(tickerlist) -# assert len(data['UNITTEST/BTC']) == 99 # partial candle was removed