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Merge branch 'feat/short' into lev-exchange

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This commit is contained in:
Sam Germain
2021-09-04 20:15:36 -06:00
parent d4389eb07d 5184cc7749
commit 7eab855476
95 changed files with 1757 additions and 1148 deletions
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520
tests/commands/test_commands.py
View File

@@ -510,17 +510,6 @@ def test_start_new_strategy(mocker, caplog):
start_new_strategy(get_args(args))
def test_start_new_strategy_DefaultStrat(mocker, caplog):
args = [
"new-strategy",
"--strategy",
"DefaultStrategy"
]
with pytest.raises(OperationalException,
match=r"DefaultStrategy is not allowed as name\."):
start_new_strategy(get_args(args))
def test_start_new_strategy_no_arg(mocker, caplog):
args = [
"new-strategy",
@@ -552,17 +541,6 @@ def test_start_new_hyperopt(mocker, caplog):
start_new_hyperopt(get_args(args))
def test_start_new_hyperopt_DefaultHyperopt(mocker, caplog):
args = [
"new-hyperopt",
"--hyperopt",
"DefaultHyperopt"
]
with pytest.raises(OperationalException,
match=r"DefaultHyperopt is not allowed as name\."):
start_new_hyperopt(get_args(args))
def test_start_new_hyperopt_no_arg(mocker):
args = [
"new-hyperopt",
@@ -827,9 +805,9 @@ def test_start_list_strategies(mocker, caplog, capsys):
# pargs['config'] = None
start_list_strategies(pargs)
captured = capsys.readouterr()
assert "TestStrategyLegacy" in captured.out
assert "legacy_strategy.py" not in captured.out
assert "DefaultStrategy" in captured.out
assert "TestStrategyLegacyV1" in captured.out
assert "legacy_strategy_v1.py" not in captured.out
assert "StrategyTestV2" in captured.out
# Test regular output
args = [
@@ -842,9 +820,9 @@ def test_start_list_strategies(mocker, caplog, capsys):
# pargs['config'] = None
start_list_strategies(pargs)
captured = capsys.readouterr()
assert "TestStrategyLegacy" in captured.out
assert "legacy_strategy.py" in captured.out
assert "DefaultStrategy" in captured.out
assert "TestStrategyLegacyV1" in captured.out
assert "legacy_strategy_v1.py" in captured.out
assert "StrategyTestV2" in captured.out
def test_start_list_hyperopts(mocker, caplog, capsys):
@@ -861,7 +839,7 @@ def test_start_list_hyperopts(mocker, caplog, capsys):
captured = capsys.readouterr()
assert "TestHyperoptLegacy" not in captured.out
assert "legacy_hyperopt.py" not in captured.out
assert "DefaultHyperOpt" in captured.out
assert "HyperoptTestSepFile" in captured.out
assert "test_hyperopt.py" not in captured.out
# Test regular output
@@ -876,7 +854,7 @@ def test_start_list_hyperopts(mocker, caplog, capsys):
captured = capsys.readouterr()
assert "TestHyperoptLegacy" not in captured.out
assert "legacy_hyperopt.py" not in captured.out
assert "DefaultHyperOpt" in captured.out
assert "HyperoptTestSepFile" in captured.out
def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
@@ -938,247 +916,261 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
pytest.fail(f'Expected well formed JSON, but failed to parse: {captured.out}')
def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results,
saved_hyperopt_results_legacy, tmpdir):
def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results, tmpdir):
csv_file = Path(tmpdir) / "test.csv"
for res in (saved_hyperopt_results, saved_hyperopt_results_legacy):
mocker.patch(
'freqtrade.optimize.hyperopt_tools.HyperoptTools.load_previous_results',
MagicMock(return_value=res)
mocker.patch(
'freqtrade.optimize.hyperopt_tools.HyperoptTools._test_hyperopt_results_exist',
return_value=True
)
args = [
"hyperopt-list",
"--no-details",
"--no-color",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12",
" 6/12", " 7/12", " 8/12", " 9/12", " 10/12",
" 11/12", " 12/12"])
args = [
"hyperopt-list",
"--best",
"--no-details",
"--no-color",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 1/12", " 5/12", " 10/12"])
assert all(x not in captured.out
for x in [" 2/12", " 3/12", " 4/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 11/12", " 12/12"])
args = [
"hyperopt-list",
"--profitable",
"--no-details",
"--no-color",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 2/12", " 10/12"])
assert all(x not in captured.out
for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 11/12", " 12/12"])
args = [
"hyperopt-list",
"--profitable",
"--no-color",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 2/12", " 10/12", "Best result:", "Buy hyperspace params",
"Sell hyperspace params", "ROI table", "Stoploss"])
assert all(x not in captured.out
for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 11/12", " 12/12"])
args = [
"hyperopt-list",
"--no-details",
"--no-color",
"--min-trades", "20",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 3/12", " 6/12", " 7/12", " 9/12", " 11/12"])
assert all(x not in captured.out
for x in [" 1/12", " 2/12", " 4/12", " 5/12", " 8/12", " 10/12", " 12/12"])
args = [
"hyperopt-list",
"--profitable",
"--no-details",
"--no-color",
"--max-trades", "20",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 2/12", " 10/12"])
assert all(x not in captured.out
for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 11/12", " 12/12"])
args = [
"hyperopt-list",
"--profitable",
"--no-details",
"--no-color",
"--min-avg-profit", "0.11",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 2/12"])
assert all(x not in captured.out
for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 10/12", " 11/12", " 12/12"])
args = [
"hyperopt-list",
"--no-details",
"--no-color",
"--max-avg-profit", "0.10",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 1/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 11/12"])
assert all(x not in captured.out
for x in [" 2/12", " 4/12", " 10/12", " 12/12"])
args = [
"hyperopt-list",
"--no-details",
"--no-color",
"--min-total-profit", "0.4",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 10/12"])
assert all(x not in captured.out
for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
" 9/12", " 11/12", " 12/12"])
args = [
"hyperopt-list",
"--no-details",
"--no-color",
"--max-total-profit", "0.4",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12",
" 9/12", " 11/12"])
assert all(x not in captured.out
for x in [" 4/12", " 10/12", " 12/12"])
args = [
"hyperopt-list",
"--no-details",
"--no-color",
"--min-objective", "0.1",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 10/12"])
assert all(x not in captured.out
for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
" 9/12", " 11/12", " 12/12"])
args = [
"hyperopt-list",
"--no-details",
"--max-objective", "0.1",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12",
" 9/12", " 11/12"])
assert all(x not in captured.out
for x in [" 4/12", " 10/12", " 12/12"])
args = [
"hyperopt-list",
"--profitable",
"--no-details",
"--no-color",
"--min-avg-time", "2000",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 10/12"])
assert all(x not in captured.out
for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12",
" 8/12", " 9/12", " 11/12", " 12/12"])
args = [
"hyperopt-list",
"--no-details",
"--no-color",
"--max-avg-time", "1500",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 2/12", " 6/12"])
assert all(x not in captured.out
for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 7/12", " 8/12"
" 9/12", " 10/12", " 11/12", " 12/12"])
args = [
"hyperopt-list",
"--no-details",
"--no-color",
"--export-csv",
str(csv_file),
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
log_has("CSV file created: test_file.csv", caplog)
assert csv_file.is_file()
line = csv_file.read_text()
assert ('Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,"3,930.0 m",0.43662' in line
or "Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,2 days 17:30:00,0.43662" in line)
csv_file.unlink()
def fake_iterator(*args, **kwargs):
yield from [saved_hyperopt_results]
mocker.patch(
'freqtrade.optimize.hyperopt_tools.HyperoptTools._read_results',
side_effect=fake_iterator
)
args = [
"hyperopt-list",
"--no-details",
"--no-color",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12",
" 6/12", " 7/12", " 8/12", " 9/12", " 10/12",
" 11/12", " 12/12"])
args = [
"hyperopt-list",
"--best",
"--no-details",
"--no-color",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 1/12", " 5/12", " 10/12"])
assert all(x not in captured.out
for x in [" 2/12", " 3/12", " 4/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 11/12", " 12/12"])
args = [
"hyperopt-list",
"--profitable",
"--no-details",
"--no-color",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 2/12", " 10/12"])
assert all(x not in captured.out
for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 11/12", " 12/12"])
args = [
"hyperopt-list",
"--profitable",
"--no-color",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 2/12", " 10/12", "Best result:", "Buy hyperspace params",
"Sell hyperspace params", "ROI table", "Stoploss"])
assert all(x not in captured.out
for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 11/12", " 12/12"])
args = [
"hyperopt-list",
"--no-details",
"--no-color",
"--min-trades", "20",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 3/12", " 6/12", " 7/12", " 9/12", " 11/12"])
assert all(x not in captured.out
for x in [" 1/12", " 2/12", " 4/12", " 5/12", " 8/12", " 10/12", " 12/12"])
args = [
"hyperopt-list",
"--profitable",
"--no-details",
"--no-color",
"--max-trades", "20",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 2/12", " 10/12"])
assert all(x not in captured.out
for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 11/12", " 12/12"])
args = [
"hyperopt-list",
"--profitable",
"--no-details",
"--no-color",
"--min-avg-profit", "0.11",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 2/12"])
assert all(x not in captured.out
for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 10/12", " 11/12", " 12/12"])
args = [
"hyperopt-list",
"--no-details",
"--no-color",
"--max-avg-profit", "0.10",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 1/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 11/12"])
assert all(x not in captured.out
for x in [" 2/12", " 4/12", " 10/12", " 12/12"])
args = [
"hyperopt-list",
"--no-details",
"--no-color",
"--min-total-profit", "0.4",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 10/12"])
assert all(x not in captured.out
for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
" 9/12", " 11/12", " 12/12"])
args = [
"hyperopt-list",
"--no-details",
"--no-color",
"--max-total-profit", "0.4",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12",
" 9/12", " 11/12"])
assert all(x not in captured.out
for x in [" 4/12", " 10/12", " 12/12"])
args = [
"hyperopt-list",
"--no-details",
"--no-color",
"--min-objective", "0.1",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 10/12"])
assert all(x not in captured.out
for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
" 9/12", " 11/12", " 12/12"])
args = [
"hyperopt-list",
"--no-details",
"--max-objective", "0.1",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12",
" 9/12", " 11/12"])
assert all(x not in captured.out
for x in [" 4/12", " 10/12", " 12/12"])
args = [
"hyperopt-list",
"--profitable",
"--no-details",
"--no-color",
"--min-avg-time", "2000",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 10/12"])
assert all(x not in captured.out
for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12",
" 8/12", " 9/12", " 11/12", " 12/12"])
args = [
"hyperopt-list",
"--no-details",
"--no-color",
"--max-avg-time", "1500",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 2/12", " 6/12"])
assert all(x not in captured.out
for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 7/12", " 8/12"
" 9/12", " 10/12", " 11/12", " 12/12"])
args = [
"hyperopt-list",
"--no-details",
"--no-color",
"--export-csv",
str(csv_file),
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
log_has("CSV file created: test_file.csv", caplog)
assert csv_file.is_file()
line = csv_file.read_text()
assert ('Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,"3,930.0 m",0.43662' in line
or "Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,2 days 17:30:00,0.43662" in line)
csv_file.unlink()
def test_hyperopt_show(mocker, capsys, saved_hyperopt_results):
mocker.patch(
'freqtrade.optimize.hyperopt_tools.HyperoptTools.load_previous_results',
MagicMock(return_value=saved_hyperopt_results)
'freqtrade.optimize.hyperopt_tools.HyperoptTools._test_hyperopt_results_exist',
return_value=True
)
def fake_iterator(*args, **kwargs):
yield from [saved_hyperopt_results]
mocker.patch(
'freqtrade.optimize.hyperopt_tools.HyperoptTools._read_results',
side_effect=fake_iterator
)
mocker.patch('freqtrade.commands.hyperopt_commands.show_backtest_result')

134
tests/conftest.py
View File

@@ -360,7 +360,7 @@ def get_default_conf(testdatadir):
"user_data_dir": Path("user_data"),
"verbosity": 3,
"strategy_path": str(Path(__file__).parent / "strategy" / "strats"),
"strategy": "DefaultStrategy",
"strategy": "StrategyTestV2",
"disableparamexport": True,
"internals": {},
"export": "none",
@@ -1851,138 +1851,6 @@ def open_trade():
)
@pytest.fixture
def saved_hyperopt_results_legacy():
return [
{
'loss': 0.4366182531161519,
'params_dict': {
'mfi-value': 15, 'fastd-value': 20, 'adx-value': 25, 'rsi-value': 28, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 88, 'sell-fastd-value': 97, 'sell-adx-value': 51, 'sell-rsi-value': 67, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1190, 'roi_t2': 541, 'roi_t3': 408, 'roi_p1': 0.026035863879169705, 'roi_p2': 0.12508730043628782, 'roi_p3': 0.27766427921605896, 'stoploss': -0.2562930402099556}, # noqa: E501
'params_details': {'buy': {'mfi-value': 15, 'fastd-value': 20, 'adx-value': 25, 'rsi-value': 28, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 88, 'sell-fastd-value': 97, 'sell-adx-value': 51, 'sell-rsi-value': 67, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.4287874435315165, 408: 0.15112316431545753, 949: 0.026035863879169705, 2139: 0}, 'stoploss': {'stoploss': -0.2562930402099556}}, # noqa: E501
'results_metrics': {'trade_count': 2, 'avg_profit': -1.254995, 'median_profit': -1.2222, 'total_profit': -0.00125625, 'profit': -2.50999, 'duration': 3930.0}, # noqa: E501
'results_explanation': ' 2 trades. Avg profit -1.25%. Total profit -0.00125625 BTC ( -2.51Σ%). Avg duration 3930.0 min.', # noqa: E501
'total_profit': -0.00125625,
'current_epoch': 1,
'is_initial_point': True,
'is_best': True
}, {
'loss': 20.0,
'params_dict': {
'mfi-value': 17, 'fastd-value': 38, 'adx-value': 48, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 96, 'sell-fastd-value': 68, 'sell-adx-value': 63, 'sell-rsi-value': 81, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 334, 'roi_t2': 683, 'roi_t3': 140, 'roi_p1': 0.06403981740598495, 'roi_p2': 0.055519840060645045, 'roi_p3': 0.3253712811342459, 'stoploss': -0.338070047333259}, # noqa: E501
'params_details': {
'buy': {'mfi-value': 17, 'fastd-value': 38, 'adx-value': 48, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, # noqa: E501
'sell': {'sell-mfi-value': 96, 'sell-fastd-value': 68, 'sell-adx-value': 63, 'sell-rsi-value': 81, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'}, # noqa: E501
'roi': {0: 0.4449309386008759, 140: 0.11955965746663, 823: 0.06403981740598495, 1157: 0}, # noqa: E501
'stoploss': {'stoploss': -0.338070047333259}},
'results_metrics': {'trade_count': 1, 'avg_profit': 0.12357, 'median_profit': -1.2222, 'total_profit': 6.185e-05, 'profit': 0.12357, 'duration': 1200.0}, # noqa: E501
'results_explanation': ' 1 trades. Avg profit 0.12%. Total profit 0.00006185 BTC ( 0.12Σ%). Avg duration 1200.0 min.', # noqa: E501
'total_profit': 6.185e-05,
'current_epoch': 2,
'is_initial_point': True,
'is_best': False
}, {
'loss': 14.241196856510731,
'params_dict': {'mfi-value': 25, 'fastd-value': 16, 'adx-value': 29, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 98, 'sell-fastd-value': 72, 'sell-adx-value': 51, 'sell-rsi-value': 82, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 889, 'roi_t2': 533, 'roi_t3': 263, 'roi_p1': 0.04759065393663096, 'roi_p2': 0.1488819964638463, 'roi_p3': 0.4102801822104605, 'stoploss': -0.05394588767607611}, # noqa: E501
'params_details': {'buy': {'mfi-value': 25, 'fastd-value': 16, 'adx-value': 29, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 98, 'sell-fastd-value': 72, 'sell-adx-value': 51, 'sell-rsi-value': 82, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.6067528326109377, 263: 0.19647265040047726, 796: 0.04759065393663096, 1685: 0}, 'stoploss': {'stoploss': -0.05394588767607611}}, # noqa: E501
'results_metrics': {'trade_count': 621, 'avg_profit': -0.43883302093397747, 'median_profit': -1.2222, 'total_profit': -0.13639474, 'profit': -272.515306, 'duration': 1691.207729468599}, # noqa: E501
'results_explanation': ' 621 trades. Avg profit -0.44%. Total profit -0.13639474 BTC (-272.52Σ%). Avg duration 1691.2 min.', # noqa: E501
'total_profit': -0.13639474,
'current_epoch': 3,
'is_initial_point': True,
'is_best': False
}, {
'loss': 100000,
'params_dict': {'mfi-value': 13, 'fastd-value': 35, 'adx-value': 39, 'rsi-value': 29, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 87, 'sell-fastd-value': 54, 'sell-adx-value': 63, 'sell-rsi-value': 93, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1402, 'roi_t2': 676, 'roi_t3': 215, 'roi_p1': 0.06264755784937427, 'roi_p2': 0.14258587851894644, 'roi_p3': 0.20671291201040828, 'stoploss': -0.11818343570194478}, # noqa: E501
'params_details': {'buy': {'mfi-value': 13, 'fastd-value': 35, 'adx-value': 39, 'rsi-value': 29, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 54, 'sell-adx-value': 63, 'sell-rsi-value': 93, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.411946348378729, 215: 0.2052334363683207, 891: 0.06264755784937427, 2293: 0}, 'stoploss': {'stoploss': -0.11818343570194478}}, # noqa: E501
'results_metrics': {'trade_count': 0, 'avg_profit': None, 'median_profit': None, 'total_profit': 0, 'profit': 0.0, 'duration': None}, # noqa: E501
'results_explanation': ' 0 trades. Avg profit nan%. Total profit 0.00000000 BTC ( 0.00Σ%). Avg duration nan min.', # noqa: E501
'total_profit': 0, 'current_epoch': 4, 'is_initial_point': True, 'is_best': False
}, {
'loss': 0.22195522184191518,
'params_dict': {'mfi-value': 17, 'fastd-value': 21, 'adx-value': 38, 'rsi-value': 33, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 87, 'sell-fastd-value': 82, 'sell-adx-value': 78, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 1269, 'roi_t2': 601, 'roi_t3': 444, 'roi_p1': 0.07280999507931168, 'roi_p2': 0.08946698095898986, 'roi_p3': 0.1454876733325284, 'stoploss': -0.18181041180901014}, # noqa: E501
'params_details': {'buy': {'mfi-value': 17, 'fastd-value': 21, 'adx-value': 38, 'rsi-value': 33, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 82, 'sell-adx-value': 78, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.3077646493708299, 444: 0.16227697603830155, 1045: 0.07280999507931168, 2314: 0}, 'stoploss': {'stoploss': -0.18181041180901014}}, # noqa: E501
'results_metrics': {'trade_count': 14, 'avg_profit': -0.3539515, 'median_profit': -1.2222, 'total_profit': -0.002480140000000001, 'profit': -4.955321, 'duration': 3402.8571428571427}, # noqa: E501
'results_explanation': ' 14 trades. Avg profit -0.35%. Total profit -0.00248014 BTC ( -4.96Σ%). Avg duration 3402.9 min.', # noqa: E501
'total_profit': -0.002480140000000001,
'current_epoch': 5,
'is_initial_point': True,
'is_best': True
}, {
'loss': 0.545315889154162,
'params_dict': {'mfi-value': 22, 'fastd-value': 43, 'adx-value': 46, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'bb_lower', 'sell-mfi-value': 87, 'sell-fastd-value': 65, 'sell-adx-value': 94, 'sell-rsi-value': 63, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 319, 'roi_t2': 556, 'roi_t3': 216, 'roi_p1': 0.06251955472249589, 'roi_p2': 0.11659519602202795, 'roi_p3': 0.0953744132197762, 'stoploss': -0.024551752215582423}, # noqa: E501
'params_details': {'buy': {'mfi-value': 22, 'fastd-value': 43, 'adx-value': 46, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 65, 'sell-adx-value': 94, 'sell-rsi-value': 63, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.2744891639643, 216: 0.17911475074452382, 772: 0.06251955472249589, 1091: 0}, 'stoploss': {'stoploss': -0.024551752215582423}}, # noqa: E501
'results_metrics': {'trade_count': 39, 'avg_profit': -0.21400679487179478, 'median_profit': -1.2222, 'total_profit': -0.0041773, 'profit': -8.346264999999997, 'duration': 636.9230769230769}, # noqa: E501
'results_explanation': ' 39 trades. Avg profit -0.21%. Total profit -0.00417730 BTC ( -8.35Σ%). Avg duration 636.9 min.', # noqa: E501
'total_profit': -0.0041773,
'current_epoch': 6,
'is_initial_point': True,
'is_best': False
}, {
'loss': 4.713497421432944,
'params_dict': {'mfi-value': 13, 'fastd-value': 41, 'adx-value': 21, 'rsi-value': 29, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower', 'sell-mfi-value': 99, 'sell-fastd-value': 60, 'sell-adx-value': 81, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 771, 'roi_t2': 620, 'roi_t3': 145, 'roi_p1': 0.0586919200378493, 'roi_p2': 0.04984118697312542, 'roi_p3': 0.37521058680247044, 'stoploss': -0.14613268022709905}, # noqa: E501
'params_details': {
'buy': {'mfi-value': 13, 'fastd-value': 41, 'adx-value': 21, 'rsi-value': 29, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 99, 'sell-fastd-value': 60, 'sell-adx-value': 81, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.4837436938134452, 145: 0.10853310701097472, 765: 0.0586919200378493, 1536: 0}, # noqa: E501
'stoploss': {'stoploss': -0.14613268022709905}}, # noqa: E501
'results_metrics': {'trade_count': 318, 'avg_profit': -0.39833954716981146, 'median_profit': -1.2222, 'total_profit': -0.06339929, 'profit': -126.67197600000004, 'duration': 3140.377358490566}, # noqa: E501
'results_explanation': ' 318 trades. Avg profit -0.40%. Total profit -0.06339929 BTC (-126.67Σ%). Avg duration 3140.4 min.', # noqa: E501
'total_profit': -0.06339929,
'current_epoch': 7,
'is_initial_point': True,
'is_best': False
}, {
'loss': 20.0, # noqa: E501
'params_dict': {'mfi-value': 24, 'fastd-value': 43, 'adx-value': 33, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'sar_reversal', 'sell-mfi-value': 89, 'sell-fastd-value': 74, 'sell-adx-value': 70, 'sell-rsi-value': 70, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': False, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 1149, 'roi_t2': 375, 'roi_t3': 289, 'roi_p1': 0.05571820757172588, 'roi_p2': 0.0606240398618907, 'roi_p3': 0.1729012220156157, 'stoploss': -0.1588514289110401}, # noqa: E501
'params_details': {'buy': {'mfi-value': 24, 'fastd-value': 43, 'adx-value': 33, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 89, 'sell-fastd-value': 74, 'sell-adx-value': 70, 'sell-rsi-value': 70, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': False, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'}, 'roi': {0: 0.2892434694492323, 289: 0.11634224743361658, 664: 0.05571820757172588, 1813: 0}, 'stoploss': {'stoploss': -0.1588514289110401}}, # noqa: E501
'results_metrics': {'trade_count': 1, 'avg_profit': 0.0, 'median_profit': 0.0, 'total_profit': 0.0, 'profit': 0.0, 'duration': 5340.0}, # noqa: E501
'results_explanation': ' 1 trades. Avg profit 0.00%. Total profit 0.00000000 BTC ( 0.00Σ%). Avg duration 5340.0 min.', # noqa: E501
'total_profit': 0.0,
'current_epoch': 8,
'is_initial_point': True,
'is_best': False
}, {
'loss': 2.4731817780991223,
'params_dict': {'mfi-value': 22, 'fastd-value': 20, 'adx-value': 29, 'rsi-value': 40, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'sar_reversal', 'sell-mfi-value': 97, 'sell-fastd-value': 65, 'sell-adx-value': 81, 'sell-rsi-value': 64, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1012, 'roi_t2': 584, 'roi_t3': 422, 'roi_p1': 0.036764323603472565, 'roi_p2': 0.10335480573205287, 'roi_p3': 0.10322347377503042, 'stoploss': -0.2780610808108503}, # noqa: E501
'params_details': {'buy': {'mfi-value': 22, 'fastd-value': 20, 'adx-value': 29, 'rsi-value': 40, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 97, 'sell-fastd-value': 65, 'sell-adx-value': 81, 'sell-rsi-value': 64, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.2433426031105559, 422: 0.14011912933552545, 1006: 0.036764323603472565, 2018: 0}, 'stoploss': {'stoploss': -0.2780610808108503}}, # noqa: E501
'results_metrics': {'trade_count': 229, 'avg_profit': -0.38433433624454144, 'median_profit': -1.2222, 'total_profit': -0.044050070000000004, 'profit': -88.01256299999999, 'duration': 6505.676855895196}, # noqa: E501
'results_explanation': ' 229 trades. Avg profit -0.38%. Total profit -0.04405007 BTC ( -88.01Σ%). Avg duration 6505.7 min.', # noqa: E501
'total_profit': -0.044050070000000004, # noqa: E501
'current_epoch': 9,
'is_initial_point': True,
'is_best': False
}, {
'loss': -0.2604606005845212, # noqa: E501
'params_dict': {'mfi-value': 23, 'fastd-value': 24, 'adx-value': 22, 'rsi-value': 24, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 97, 'sell-fastd-value': 70, 'sell-adx-value': 64, 'sell-rsi-value': 80, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 792, 'roi_t2': 464, 'roi_t3': 215, 'roi_p1': 0.04594053535385903, 'roi_p2': 0.09623192684243963, 'roi_p3': 0.04428219070850663, 'stoploss': -0.16992287161634415}, # noqa: E501
'params_details': {'buy': {'mfi-value': 23, 'fastd-value': 24, 'adx-value': 22, 'rsi-value': 24, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 97, 'sell-fastd-value': 70, 'sell-adx-value': 64, 'sell-rsi-value': 80, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'}, 'roi': {0: 0.18645465290480528, 215: 0.14217246219629864, 679: 0.04594053535385903, 1471: 0}, 'stoploss': {'stoploss': -0.16992287161634415}}, # noqa: E501
'results_metrics': {'trade_count': 4, 'avg_profit': 0.1080385, 'median_profit': -1.2222, 'total_profit': 0.00021629, 'profit': 0.432154, 'duration': 2850.0}, # noqa: E501
'results_explanation': ' 4 trades. Avg profit 0.11%. Total profit 0.00021629 BTC ( 0.43Σ%). Avg duration 2850.0 min.', # noqa: E501
'total_profit': 0.00021629,
'current_epoch': 10,
'is_initial_point': True,
'is_best': True
}, {
'loss': 4.876465945994304, # noqa: E501
'params_dict': {'mfi-value': 20, 'fastd-value': 32, 'adx-value': 49, 'rsi-value': 23, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower', 'sell-mfi-value': 75, 'sell-fastd-value': 56, 'sell-adx-value': 61, 'sell-rsi-value': 62, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 579, 'roi_t2': 614, 'roi_t3': 273, 'roi_p1': 0.05307643172744114, 'roi_p2': 0.1352282078262871, 'roi_p3': 0.1913307406325751, 'stoploss': -0.25728526022513887}, # noqa: E501
'params_details': {'buy': {'mfi-value': 20, 'fastd-value': 32, 'adx-value': 49, 'rsi-value': 23, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 75, 'sell-fastd-value': 56, 'sell-adx-value': 61, 'sell-rsi-value': 62, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.3796353801863034, 273: 0.18830463955372825, 887: 0.05307643172744114, 1466: 0}, 'stoploss': {'stoploss': -0.25728526022513887}}, # noqa: E501
'results_metrics': {'trade_count': 117, 'avg_profit': -1.2698609145299145, 'median_profit': -1.2222, 'total_profit': -0.07436117, 'profit': -148.573727, 'duration': 4282.5641025641025}, # noqa: E501
'results_explanation': ' 117 trades. Avg profit -1.27%. Total profit -0.07436117 BTC (-148.57Σ%). Avg duration 4282.6 min.', # noqa: E501
'total_profit': -0.07436117,
'current_epoch': 11,
'is_initial_point': True,
'is_best': False
}, {
'loss': 100000,
'params_dict': {'mfi-value': 10, 'fastd-value': 36, 'adx-value': 31, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'sar_reversal', 'sell-mfi-value': 80, 'sell-fastd-value': 71, 'sell-adx-value': 60, 'sell-rsi-value': 85, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1156, 'roi_t2': 581, 'roi_t3': 408, 'roi_p1': 0.06860454019988212, 'roi_p2': 0.12473718444931989, 'roi_p3': 0.2896360635226823, 'stoploss': -0.30889015124682806}, # noqa: E501
'params_details': {'buy': {'mfi-value': 10, 'fastd-value': 36, 'adx-value': 31, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 80, 'sell-fastd-value': 71, 'sell-adx-value': 60, 'sell-rsi-value': 85, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.4829777881718843, 408: 0.19334172464920202, 989: 0.06860454019988212, 2145: 0}, 'stoploss': {'stoploss': -0.30889015124682806}}, # noqa: E501
'results_metrics': {'trade_count': 0, 'avg_profit': None, 'median_profit': None, 'total_profit': 0, 'profit': 0.0, 'duration': None}, # noqa: E501
'results_explanation': ' 0 trades. Avg profit nan%. Total profit 0.00000000 BTC ( 0.00Σ%). Avg duration nan min.', # noqa: E501
'total_profit': 0,
'current_epoch': 12,
'is_initial_point': True,
'is_best': False
}
]
@pytest.fixture
def saved_hyperopt_results():
hyperopt_res = [

8
tests/conftest_trades.py
View File

@@ -33,7 +33,7 @@ def mock_trade_1(fee):
open_rate=0.123,
exchange='binance',
open_order_id='dry_run_buy_12345',
strategy='DefaultStrategy',
strategy='StrategyTestV2',
timeframe=5,
)
o = Order.parse_from_ccxt_object(mock_order_1(), 'ETH/BTC', 'buy')
@@ -87,7 +87,7 @@ def mock_trade_2(fee):
exchange='binance',
is_open=False,
open_order_id='dry_run_sell_12345',
strategy='DefaultStrategy',
strategy='StrategyTestV2',
timeframe=5,
sell_reason='sell_signal',
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
@@ -146,7 +146,7 @@ def mock_trade_3(fee):
close_profit_abs=0.000155,
exchange='binance',
is_open=False,
strategy='DefaultStrategy',
strategy='StrategyTestV2',
timeframe=5,
sell_reason='roi',
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
@@ -189,7 +189,7 @@ def mock_trade_4(fee):
open_rate=0.123,
exchange='binance',
open_order_id='prod_buy_12345',
strategy='DefaultStrategy',
strategy='StrategyTestV2',
timeframe=5,
)
o = Order.parse_from_ccxt_object(mock_order_4(), 'ETC/BTC', 'buy')

6
tests/data/test_btanalysis.py
View File

@@ -93,7 +93,7 @@ def test_load_backtest_data_new_format(testdatadir):
def test_load_backtest_data_multi(testdatadir):
filename = testdatadir / "backtest-result_multistrat.json"
for strategy in ('DefaultStrategy', 'TestStrategy'):
for strategy in ('StrategyTestV2', 'TestStrategy'):
bt_data = load_backtest_data(filename, strategy=strategy)
assert isinstance(bt_data, DataFrame)
assert set(bt_data.columns) == set(BT_DATA_COLUMNS_MID)
@@ -128,7 +128,7 @@ def test_load_trades_from_db(default_conf, fee, mocker):
for col in BT_DATA_COLUMNS:
if col not in ['index', 'open_at_end']:
assert col in trades.columns
trades = load_trades_from_db(db_url=default_conf['db_url'], strategy='DefaultStrategy')
trades = load_trades_from_db(db_url=default_conf['db_url'], strategy='StrategyTestV2')
assert len(trades) == 4
trades = load_trades_from_db(db_url=default_conf['db_url'], strategy='NoneStrategy')
assert len(trades) == 0
@@ -186,7 +186,7 @@ def test_load_trades(default_conf, mocker):
db_url=default_conf.get('db_url'),
exportfilename=default_conf.get('exportfilename'),
no_trades=False,
strategy="DefaultStrategy",
strategy="StrategyTestV2",
)
assert db_mock.call_count == 1

2
tests/data/test_converter.py
View File

@@ -119,7 +119,7 @@ def test_ohlcv_fill_up_missing_data2(caplog):
# 3rd candle has been filled
row = data2.loc[2, :]
assert row['volume'] == 0
# close shoult match close of previous candle
# close should match close of previous candle
assert row['close'] == data.loc[1, 'close']
assert row['open'] == row['close']
assert row['high'] == row['close']

2
tests/data/test_dataprovider.py
View File

@@ -66,7 +66,7 @@ def test_historic_ohlcv_dataformat(mocker, default_conf, ohlcv_history):
hdf5loadmock.assert_not_called()
jsonloadmock.assert_called_once()
# Swiching to dataformat hdf5
# Switching to dataformat hdf5
hdf5loadmock.reset_mock()
jsonloadmock.reset_mock()
default_conf["dataformat_ohlcv"] = "hdf5"

28
tests/data/test_history.py
View File

@@ -133,8 +133,8 @@ def test_load_data_with_new_pair_1min(ohlcv_history_list, mocker, caplog,
load_pair_history(datadir=tmpdir1, timeframe='1m', pair='MEME/BTC')
assert file.is_file()
assert log_has_re(
'Download history data for pair: "MEME/BTC", timeframe: 1m '
'and store in .*', caplog
r'Download history data for pair: "MEME/BTC" \(0/1\), timeframe: 1m '
r'and store in .*', caplog
)
@@ -200,15 +200,15 @@ def test_load_cached_data_for_updating(mocker, testdatadir) -> None:
assert start_ts == test_data[0][0] - 1000
# timeframe starts in the center of the cached data
# should return the chached data w/o the last item
# should return the cached data w/o the last item
timerange = TimeRange('date', None, test_data[0][0] / 1000 + 1, 0)
data, start_ts = _load_cached_data_for_updating('UNITTEST/BTC', '1m', timerange, data_handler)
assert_frame_equal(data, test_data_df.iloc[:-1])
assert test_data[-2][0] <= start_ts < test_data[-1][0]
# timeframe starts after the chached data
# should return the chached data w/o the last item
# timeframe starts after the cached data
# should return the cached data w/o the last item
timerange = TimeRange('date', None, test_data[-1][0] / 1000 + 100, 0)
data, start_ts = _load_cached_data_for_updating('UNITTEST/BTC', '1m', timerange, data_handler)
assert_frame_equal(data, test_data_df.iloc[:-1])
@@ -278,8 +278,10 @@ def test_download_pair_history2(mocker, default_conf, testdatadir) -> None:
return_value=None)
mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=tick)
exchange = get_patched_exchange(mocker, default_conf)
_download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", timeframe='1m')
_download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", timeframe='3m')
_download_pair_history(datadir=testdatadir, exchange=exchange, pair="UNITTEST/BTC",
timeframe='1m')
_download_pair_history(datadir=testdatadir, exchange=exchange, pair="UNITTEST/BTC",
timeframe='3m')
assert json_dump_mock.call_count == 2
@@ -378,10 +380,10 @@ def test_file_dump_json_tofile(testdatadir) -> None:
def test_get_timerange(default_conf, mocker, testdatadir) -> None:
patch_exchange(mocker)
default_conf.update({'strategy': 'DefaultStrategy'})
default_conf.update({'strategy': 'StrategyTestV2'})
strategy = StrategyResolver.load_strategy(default_conf)
data = strategy.ohlcvdata_to_dataframe(
data = strategy.advise_all_indicators(
load_data(
datadir=testdatadir,
timeframe='1m',
@@ -396,10 +398,10 @@ def test_get_timerange(default_conf, mocker, testdatadir) -> None:
def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir) -> None:
patch_exchange(mocker)
default_conf.update({'strategy': 'DefaultStrategy'})
default_conf.update({'strategy': 'StrategyTestV2'})
strategy = StrategyResolver.load_strategy(default_conf)
data = strategy.ohlcvdata_to_dataframe(
data = strategy.advise_all_indicators(
load_data(
datadir=testdatadir,
timeframe='1m',
@@ -420,11 +422,11 @@ def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir)
def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> None:
patch_exchange(mocker)
default_conf.update({'strategy': 'DefaultStrategy'})
default_conf.update({'strategy': 'StrategyTestV2'})
strategy = StrategyResolver.load_strategy(default_conf)
timerange = TimeRange('index', 'index', 200, 250)
data = strategy.ohlcvdata_to_dataframe(
data = strategy.advise_all_indicators(
load_data(
datadir=testdatadir,
timeframe='5m',

15
tests/exchange/test_ccxt_compat.py
View File

@@ -42,6 +42,11 @@ EXCHANGES = {
'hasQuoteVolume': True,
'timeframe': '5m',
},
'gateio': {
'pair': 'BTC/USDT',
'hasQuoteVolume': True,
'timeframe': '5m',
},
}
@@ -142,8 +147,8 @@ class TestCCXTExchange():
def test_ccxt_get_fee(self, exchange):
exchange, exchangename = exchange
pair = EXCHANGES[exchangename]['pair']
assert 0 < exchange.get_fee(pair, 'limit', 'buy') < 1
assert 0 < exchange.get_fee(pair, 'limit', 'sell') < 1
assert 0 < exchange.get_fee(pair, 'market', 'buy') < 1
assert 0 < exchange.get_fee(pair, 'market', 'sell') < 1
threshold = 0.01
assert 0 < exchange.get_fee(pair, 'limit', 'buy') < threshold
assert 0 < exchange.get_fee(pair, 'limit', 'sell') < threshold
assert 0 < exchange.get_fee(pair, 'market', 'buy') < threshold
assert 0 < exchange.get_fee(pair, 'market', 'sell') < threshold

72
tests/exchange/test_exchange.py
View File

@@ -591,7 +591,7 @@ def test_reload_markets_exception(default_conf, mocker, caplog):
@pytest.mark.parametrize("stake_currency", ['ETH', 'BTC', 'USDT'])
def test_validate_stake_currency(default_conf, stake_currency, mocker, caplog):
def test_validate_stakecurrency(default_conf, stake_currency, mocker, caplog):
default_conf['stake_currency'] = stake_currency
api_mock = MagicMock()
type(api_mock).load_markets = MagicMock(return_value={
@@ -605,7 +605,7 @@ def test_validate_stake_currency(default_conf, stake_currency, mocker, caplog):
Exchange(default_conf)
def test_validate_stake_currency_error(default_conf, mocker, caplog):
def test_validate_stakecurrency_error(default_conf, mocker, caplog):
default_conf['stake_currency'] = 'XRP'
api_mock = MagicMock()
type(api_mock).load_markets = MagicMock(return_value={
@@ -621,6 +621,13 @@ def test_validate_stake_currency_error(default_conf, mocker, caplog):
'Available currencies are: BTC, ETH, USDT'):
Exchange(default_conf)
type(api_mock).load_markets = MagicMock(side_effect=ccxt.NetworkError('No connection.'))
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
with pytest.raises(OperationalException,
match=r'Could not load markets, therefore cannot start\. Please.*'):
Exchange(default_conf)
def test_get_quote_currencies(default_conf, mocker):
ex = get_patched_exchange(mocker, default_conf)
@@ -1018,16 +1025,21 @@ def test_create_dry_run_order_limit_fill(default_conf, mocker, side, startprice,
assert order['fee']
@pytest.mark.parametrize("side,amount,endprice", [
("buy", 1, 25.566),
("buy", 100, 25.5672), # Requires interpolation
("buy", 1000, 25.575), # More than orderbook return
("sell", 1, 25.563),
("sell", 100, 25.5625), # Requires interpolation
("sell", 1000, 25.5555), # More than orderbook return
@pytest.mark.parametrize("side,rate,amount,endprice", [
# spread is 25.263-25.266
("buy", 25.564, 1, 25.566),
("buy", 25.564, 100, 25.5672), # Requires interpolation
("buy", 25.590, 100, 25.5672), # Price above spread ... average is lower
("buy", 25.564, 1000, 25.575), # More than orderbook return
("buy", 24.000, 100000, 25.200), # Run into max_slippage of 5%
("sell", 25.564, 1, 25.563),
("sell", 25.564, 100, 25.5625), # Requires interpolation
("sell", 25.510, 100, 25.5625), # price below spread - average is higher
("sell", 25.564, 1000, 25.5555), # More than orderbook return
("sell", 27, 10000, 25.65), # max-slippage 5%
])
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_create_dry_run_order_market_fill(default_conf, mocker, side, amount, endprice,
def test_create_dry_run_order_market_fill(default_conf, mocker, side, rate, amount, endprice,
exchange_name, order_book_l2_usd):
default_conf['dry_run'] = True
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
@@ -1037,7 +1049,7 @@ def test_create_dry_run_order_market_fill(default_conf, mocker, side, amount, en
)
order = exchange.create_dry_run_order(
pair='LTC/USDT', ordertype='market', side=side, amount=amount, rate=25.5)
pair='LTC/USDT', ordertype='market', side=side, amount=amount, rate=rate)
assert 'id' in order
assert f'dry_run_{side}_' in order["id"]
assert order["side"] == side
@@ -1593,13 +1605,16 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
pairs = [('IOTA/ETH', '5m'), ('XRP/ETH', '5m')]
# empty dicts
assert not exchange._klines
exchange.refresh_latest_ohlcv(pairs, cache=False)
res = exchange.refresh_latest_ohlcv(pairs, cache=False)
# No caching
assert not exchange._klines
assert len(res) == len(pairs)
assert exchange._api_async.fetch_ohlcv.call_count == 2
exchange._api_async.fetch_ohlcv.reset_mock()
exchange.refresh_latest_ohlcv(pairs)
res = exchange.refresh_latest_ohlcv(pairs)
assert len(res) == len(pairs)
assert log_has(f'Refreshing candle (OHLCV) data for {len(pairs)} pairs', caplog)
assert exchange._klines
@@ -1616,12 +1631,16 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
assert exchange.klines(pair, copy=False) is exchange.klines(pair, copy=False)
# test caching
exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m'), ('XRP/ETH', '5m')])
res = exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m'), ('XRP/ETH', '5m')])
assert len(res) == len(pairs)
assert exchange._api_async.fetch_ohlcv.call_count == 2
assert log_has(f"Using cached candle (OHLCV) data for pair {pairs[0][0]}, "
f"timeframe {pairs[0][1]} ...",
caplog)
res = exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m'), ('XRP/ETH', '5m'), ('XRP/ETH', '1d')],
cache=False)
assert len(res) == 3
@pytest.mark.asyncio
@@ -1873,6 +1892,31 @@ def test_get_sell_rate(default_conf, mocker, caplog, side, bid, ask,
assert log_has("Using cached sell rate for ETH/BTC.", caplog)
@pytest.mark.parametrize("entry,side,ask,bid,last,last_ab,expected", [
('buy', 'ask', None, 4, 4, 0, 4), # ask not available
('buy', 'ask', None, None, 4, 0, 4), # ask not available
('buy', 'bid', 6, None, 4, 0, 5), # bid not available
('buy', 'bid', None, None, 4, 0, 5), # No rate available
('sell', 'ask', None, 4, 4, 0, 4), # ask not available
('sell', 'ask', None, None, 4, 0, 4), # ask not available
('sell', 'bid', 6, None, 4, 0, 5), # bid not available
('sell', 'bid', None, None, 4, 0, 5), # bid not available
])
def test_get_ticker_rate_error(mocker, entry, default_conf, caplog, side, ask, bid,
last, last_ab, expected) -> None:
caplog.set_level(logging.DEBUG)
default_conf['bid_strategy']['ask_last_balance'] = last_ab
default_conf['bid_strategy']['price_side'] = side
default_conf['ask_strategy']['price_side'] = side
default_conf['ask_strategy']['ask_last_balance'] = last_ab
exchange = get_patched_exchange(mocker, default_conf)
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
return_value={'ask': ask, 'last': last, 'bid': bid})
with pytest.raises(PricingError):
exchange.get_rate('ETH/BTC', refresh=True, side=entry)
@pytest.mark.parametrize('side,expected', [
('bid', 0.043936), # Value from order_book_l2 fiture - bids side
('ask', 0.043949), # Value from order_book_l2 fiture - asks side

2
tests/optimize/__init__.py
View File

@@ -52,4 +52,6 @@ def _build_backtest_dataframe(data):
# Ensure floats are in place
for column in ['open', 'high', 'low', 'close', 'volume']:
frame[column] = frame[column].astype('float64')
if 'buy_tag' not in columns:
frame['buy_tag'] = None
return frame

2
tests/optimize/conftest.py
View File

@@ -16,7 +16,7 @@ def hyperopt_conf(default_conf):
hyperconf.update({
'datadir': Path(default_conf['datadir']),
'runmode': RunMode.HYPEROPT,
'hyperopt': 'DefaultHyperOpt',
'hyperopt': 'HyperoptTestSepFile',
'hyperopt_loss': 'ShortTradeDurHyperOptLoss',
'hyperopt_path': str(Path(__file__).parent / 'hyperopts'),
'epochs': 1,

2
tests/optimize/hyperopts/default_hyperopt.py → tests/optimize/hyperopts/hyperopt_test_sep_file.py
View File

@@ -11,7 +11,7 @@ import freqtrade.vendor.qtpylib.indicators as qtpylib
from freqtrade.optimize.hyperopt_interface import IHyperOpt
class DefaultHyperOpt(IHyperOpt):
class HyperoptTestSepFile(IHyperOpt):
"""
Default hyperopt provided by the Freqtrade bot.
You can override it with your own Hyperopt

270
tests/optimize/test_backtesting.py
View File

@@ -1,6 +1,7 @@
# pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103, unused-argument
import random
from datetime import datetime, timedelta, timezone
from pathlib import Path
from unittest.mock import MagicMock, PropertyMock
@@ -85,7 +86,7 @@ def simple_backtest(config, contour, mocker, testdatadir) -> None:
backtesting._set_strategy(backtesting.strategylist[0])
data = load_data_test(contour, testdatadir)
processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
processed = backtesting.strategy.advise_all_indicators(data)
min_date, max_date = get_timerange(processed)
assert isinstance(processed, dict)
results = backtesting.backtest(
@@ -107,7 +108,7 @@ def _make_backtest_conf(mocker, datadir, conf=None, pair='UNITTEST/BTC'):
patch_exchange(mocker)
backtesting = Backtesting(conf)
backtesting._set_strategy(backtesting.strategylist[0])
processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
processed = backtesting.strategy.advise_all_indicators(data)
min_date, max_date = get_timerange(processed)
return {
'processed': processed,
@@ -154,7 +155,7 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca
args = [
'backtesting',
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'--strategy', 'StrategyTestV2',
'--export', 'none'
]
@@ -189,7 +190,7 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
args = [
'backtesting',
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'--strategy', 'StrategyTestV2',
'--datadir', '/foo/bar',
'--timeframe', '1m',
'--enable-position-stacking',
@@ -239,7 +240,7 @@ def test_setup_optimize_configuration_stake_amount(mocker, default_conf, caplog)
args = [
'backtesting',
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'--strategy', 'StrategyTestV2',
'--stake-amount', '1',
'--starting-balance', '2'
]
@@ -250,7 +251,7 @@ def test_setup_optimize_configuration_stake_amount(mocker, default_conf, caplog)
args = [
'backtesting',
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'--strategy', 'StrategyTestV2',
'--stake-amount', '1',
'--starting-balance', '0.5'
]
@@ -268,7 +269,7 @@ def test_start(mocker, fee, default_conf, caplog) -> None:
args = [
'backtesting',
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'--strategy', 'StrategyTestV2',
]
pargs = get_args(args)
start_backtesting(pargs)
@@ -289,7 +290,7 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None:
backtesting._set_strategy(backtesting.strategylist[0])
assert backtesting.config == default_conf
assert backtesting.timeframe == '5m'
assert callable(backtesting.strategy.ohlcvdata_to_dataframe)
assert callable(backtesting.strategy.advise_all_indicators)
assert callable(backtesting.strategy.advise_buy)
assert callable(backtesting.strategy.advise_sell)
assert isinstance(backtesting.strategy.dp, DataProvider)
@@ -301,7 +302,7 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None:
def test_backtesting_init_no_timeframe(mocker, default_conf, caplog) -> None:
patch_exchange(mocker)
del default_conf['timeframe']
default_conf['strategy_list'] = ['DefaultStrategy',
default_conf['strategy_list'] = ['StrategyTestV2',
'SampleStrategy']
mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5))
@@ -335,14 +336,14 @@ def test_data_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
fill_up_missing=True)
backtesting = Backtesting(default_conf)
backtesting._set_strategy(backtesting.strategylist[0])
processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
processed = backtesting.strategy.advise_all_indicators(data)
assert len(processed['UNITTEST/BTC']) == 102
# Load strategy to compare the result between Backtesting function and strategy are the same
default_conf.update({'strategy': 'DefaultStrategy'})
default_conf.update({'strategy': 'StrategyTestV2'})
strategy = StrategyResolver.load_strategy(default_conf)
processed2 = strategy.ohlcvdata_to_dataframe(data)
processed2 = strategy.advise_all_indicators(data)
assert processed['UNITTEST/BTC'].equals(processed2['UNITTEST/BTC'])
@@ -440,6 +441,15 @@ def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) ->
with pytest.raises(OperationalException, match='VolumePairList not allowed for backtesting.'):
Backtesting(default_conf)
default_conf.update({
'pairlists': [{"method": "StaticPairList"}],
'timeframe_detail': '1d',
})
with pytest.raises(OperationalException,
match='Detail timeframe must be smaller than strategy timeframe.'):
Backtesting(default_conf)
def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, tickers) -> None:
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
@@ -472,7 +482,7 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti
Backtesting(default_conf)
# Multiple strategies
default_conf['strategy_list'] = ['DefaultStrategy', 'TestStrategyLegacy']
default_conf['strategy_list'] = ['StrategyTestV2', 'TestStrategyLegacyV1']
with pytest.raises(OperationalException,
match='PrecisionFilter not allowed for backtesting multiple strategies.'):
Backtesting(default_conf)
@@ -490,7 +500,7 @@ def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
pair = 'UNITTEST/BTC'
row = [
pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=0),
1, # Sell
1, # Buy
0.001, # Open
0.0011, # Close
0, # Sell
@@ -535,6 +545,90 @@ def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
trade = backtesting._enter_trade(pair, row=row)
assert trade is None
backtesting.cleanup()
def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None:
default_conf['use_sell_signal'] = False
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
patch_exchange(mocker)
default_conf['timeframe_detail'] = '1m'
default_conf['max_open_trades'] = 2
backtesting = Backtesting(default_conf)
backtesting._set_strategy(backtesting.strategylist[0])
pair = 'UNITTEST/BTC'
row = [
pd.Timestamp(year=2020, month=1, day=1, hour=4, minute=55, tzinfo=timezone.utc),
1, # Buy
200, # Open
201, # Close
0, # Sell
195, # Low
201.5, # High
'', # Buy Signal Name
]
trade = backtesting._enter_trade(pair, row=row)
assert isinstance(trade, LocalTrade)
row_sell = [
pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=0, tzinfo=timezone.utc),
0, # Buy
200, # Open
201, # Close
0, # Sell
195, # Low
210.5, # High
'', # Buy Signal Name
]
row_detail = pd.DataFrame(
[
[
pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=0, tzinfo=timezone.utc),
1, 200, 199, 0, 197, 200.1, '',
], [
pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=1, tzinfo=timezone.utc),
0, 199, 199.5, 0, 199, 199.7, '',
], [
pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=2, tzinfo=timezone.utc),
0, 199.5, 200.5, 0, 199, 200.8, '',
], [
pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=3, tzinfo=timezone.utc),
0, 200.5, 210.5, 0, 193, 210.5, '', # ROI sell (?)
], [
pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=4, tzinfo=timezone.utc),
0, 200, 199, 0, 193, 200.1, '',
],
], columns=["date", "buy", "open", "close", "sell", "low", "high", "buy_tag"]
)
# No data available.
res = backtesting._get_sell_trade_entry(trade, row_sell)
assert res is not None
assert res.sell_reason == SellType.ROI.value
assert res.close_date_utc == datetime(2020, 1, 1, 5, 0, tzinfo=timezone.utc)
# Enter new trade
trade = backtesting._enter_trade(pair, row=row)
assert isinstance(trade, LocalTrade)
# Assign empty ... no result.
backtesting.detail_data[pair] = pd.DataFrame(
[], columns=["date", "buy", "open", "close", "sell", "low", "high", "buy_tag"])
res = backtesting._get_sell_trade_entry(trade, row)
assert res is None
# Assign backtest-detail data
backtesting.detail_data[pair] = row_detail
res = backtesting._get_sell_trade_entry(trade, row_sell)
assert res is not None
assert res.sell_reason == SellType.ROI.value
# Sell at minute 3 (not available above!)
assert res.close_date_utc == datetime(2020, 1, 1, 5, 3, tzinfo=timezone.utc)
assert round(res.close_rate, 3) == round(209.0225, 3)
def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
default_conf['use_sell_signal'] = False
@@ -547,7 +641,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
timerange = TimeRange('date', None, 1517227800, 0)
data = history.load_data(datadir=testdatadir, timeframe='5m', pairs=['UNITTEST/BTC'],
timerange=timerange)
processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
processed = backtesting.strategy.advise_all_indicators(data)
min_date, max_date = get_timerange(processed)
result = backtesting.backtest(
processed=processed,
@@ -581,7 +675,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
'initial_stop_loss_ratio': [-0.1, -0.1],
'stop_loss_abs': [0.0940005, 0.09272236],
'stop_loss_ratio': [-0.1, -0.1],
'min_rate': [0.1038, 0.10302485],
'min_rate': [0.10370188, 0.10300000000000001],
'max_rate': [0.10501, 0.1038888],
'is_open': [False, False],
'buy_tag': [None, None],
@@ -612,7 +706,7 @@ def test_backtest_1min_timeframe(default_conf, fee, mocker, testdatadir) -> None
timerange = TimeRange.parse_timerange('1510688220-1510700340')
data = history.load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC'],
timerange=timerange)
processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
processed = backtesting.strategy.advise_all_indicators(data)
min_date, max_date = get_timerange(processed)
results = backtesting.backtest(
processed=processed,
@@ -631,7 +725,7 @@ def test_processed(default_conf, mocker, testdatadir) -> None:
backtesting._set_strategy(backtesting.strategylist[0])
dict_of_tickerrows = load_data_test('raise', testdatadir)
dataframes = backtesting.strategy.ohlcvdata_to_dataframe(dict_of_tickerrows)
dataframes = backtesting.strategy.advise_all_indicators(dict_of_tickerrows)
dataframe = dataframes['UNITTEST/BTC']
cols = dataframe.columns
# assert the dataframe got some of the indicator columns
@@ -691,7 +785,7 @@ def test_backtest_pricecontours(default_conf, fee, mocker, testdatadir,
def test_backtest_clash_buy_sell(mocker, default_conf, testdatadir):
# Override the default buy trend function in our default_strategy
# Override the default buy trend function in our StrategyTestV2
def fun(dataframe=None, pair=None):
buy_value = 1
sell_value = 1
@@ -707,7 +801,7 @@ def test_backtest_clash_buy_sell(mocker, default_conf, testdatadir):
def test_backtest_only_sell(mocker, default_conf, testdatadir):
# Override the default buy trend function in our default_strategy
# Override the default buy trend function in our StrategyTestV2
def fun(dataframe=None, pair=None):
buy_value = 0
sell_value = 1
@@ -739,8 +833,13 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
# 100 buys signals
results = result['results']
assert len(results) == 100
# Cached data should be 200 (no change since required_startup is 0)
assert len(backtesting.dataprovider.get_analyzed_dataframe('UNITTEST/BTC', '1m')[0]) == 200
# Cached data should be 200
analyzed_df = backtesting.dataprovider.get_analyzed_dataframe('UNITTEST/BTC', '1m')[0]
assert len(analyzed_df) == 200
# Expect last candle to be 1 below end date (as the last candle is assumed as "incomplete"
# during backtesting)
expected_last_candle_date = backtest_conf['end_date'] - timedelta(minutes=1)
assert analyzed_df.iloc[-1]['date'].to_pydatetime() == expected_last_candle_date
# One trade was force-closed at the end
assert len(results.loc[results['is_open']]) == 0
@@ -772,7 +871,8 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
data = trim_dictlist(data, -500)
# Remove data for one pair from the beginning of the data
data[pair] = data[pair][tres:].reset_index()
if tres > 0:
data[pair] = data[pair][tres:].reset_index()
default_conf['timeframe'] = '5m'
backtesting = Backtesting(default_conf)
@@ -780,7 +880,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
backtesting.strategy.advise_buy = _trend_alternate_hold # Override
backtesting.strategy.advise_sell = _trend_alternate_hold # Override
processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
processed = backtesting.strategy.advise_all_indicators(data)
min_date, max_date = get_timerange(processed)
backtest_conf = {
'processed': processed,
@@ -798,8 +898,11 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
assert len(evaluate_result_multi(results['results'], '5m', 3)) == 0
# Cached data correctly removed amounts
removed_candles = len(data[pair]) - 1 - backtesting.strategy.startup_candle_count
offset = 1 if tres == 0 else 0
removed_candles = len(data[pair]) - offset - backtesting.strategy.startup_candle_count
assert len(backtesting.dataprovider.get_analyzed_dataframe(pair, '5m')[0]) == removed_candles
assert len(backtesting.dataprovider.get_analyzed_dataframe(
'NXT/BTC', '5m')[0]) == len(data['NXT/BTC']) - 1 - backtesting.strategy.startup_candle_count
backtest_conf = {
'processed': processed,
@@ -825,7 +928,7 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
args = [
'backtesting',
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'--strategy', 'StrategyTestV2',
'--datadir', str(testdatadir),
'--timeframe', '1m',
'--timerange', '1510694220-1510700340',
@@ -896,8 +999,8 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
'--enable-position-stacking',
'--disable-max-market-positions',
'--strategy-list',
'DefaultStrategy',
'TestStrategyLegacy',
'StrategyTestV2',
'TestStrategyLegacyV1',
]
args = get_args(args)
start_backtesting(args)
@@ -919,8 +1022,8 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
'Backtesting with data from 2017-11-14 21:17:00 '
'up to 2017-11-14 22:58:00 (0 days).',
'Parameter --enable-position-stacking detected ...',
'Running backtesting for Strategy DefaultStrategy',
'Running backtesting for Strategy TestStrategyLegacy',
'Running backtesting for Strategy StrategyTestV2',
'Running backtesting for Strategy TestStrategyLegacyV1',
]
for line in exists:
@@ -1000,8 +1103,8 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
'--enable-position-stacking',
'--disable-max-market-positions',
'--strategy-list',
'DefaultStrategy',
'TestStrategyLegacy',
'StrategyTestV2',
'TestStrategyLegacyV1',
]
args = get_args(args)
start_backtesting(args)
@@ -1017,8 +1120,8 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
'Backtesting with data from 2017-11-14 21:17:00 '
'up to 2017-11-14 22:58:00 (0 days).',
'Parameter --enable-position-stacking detected ...',
'Running backtesting for Strategy DefaultStrategy',
'Running backtesting for Strategy TestStrategyLegacy',
'Running backtesting for Strategy StrategyTestV2',
'Running backtesting for Strategy TestStrategyLegacyV1',
]
for line in exists:
@@ -1030,3 +1133,102 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
assert 'LEFT OPEN TRADES REPORT' in captured.out
assert '2017-11-14 21:17:00 -> 2017-11-14 22:58:00 | Max open trades : 1' in captured.out
assert 'STRATEGY SUMMARY' in captured.out
@pytest.mark.filterwarnings("ignore:deprecated")
def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
caplog, testdatadir, capsys):
# Tests detail-data loading
default_conf.update({
"use_sell_signal": True,
"sell_profit_only": False,
"sell_profit_offset": 0.0,
"ignore_roi_if_buy_signal": False,
})
patch_exchange(mocker)
result1 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC'],
'profit_ratio': [0.0, 0.0],
'profit_abs': [0.0, 0.0],
'open_date': pd.to_datetime(['2018-01-29 18:40:00',
'2018-01-30 03:30:00', ], utc=True
),
'close_date': pd.to_datetime(['2018-01-29 20:45:00',
'2018-01-30 05:35:00', ], utc=True),
'trade_duration': [235, 40],
'is_open': [False, False],
'stake_amount': [0.01, 0.01],
'open_rate': [0.104445, 0.10302485],
'close_rate': [0.104969, 0.103541],
'sell_reason': [SellType.ROI, SellType.ROI]
})
result2 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC', 'ETH/BTC'],
'profit_ratio': [0.03, 0.01, 0.1],
'profit_abs': [0.01, 0.02, 0.2],
'open_date': pd.to_datetime(['2018-01-29 18:40:00',
'2018-01-30 03:30:00',
'2018-01-30 05:30:00'], utc=True
),
'close_date': pd.to_datetime(['2018-01-29 20:45:00',
'2018-01-30 05:35:00',
'2018-01-30 08:30:00'], utc=True),
'trade_duration': [47, 40, 20],
'is_open': [False, False, False],
'stake_amount': [0.01, 0.01, 0.01],
'open_rate': [0.104445, 0.10302485, 0.122541],
'close_rate': [0.104969, 0.103541, 0.123541],
'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
})
backtestmock = MagicMock(side_effect=[
{
'results': result1,
'config': default_conf,
'locks': [],
'rejected_signals': 20,
'final_balance': 1000,
},
{
'results': result2,
'config': default_conf,
'locks': [],
'rejected_signals': 20,
'final_balance': 1000,
}
])
mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
PropertyMock(return_value=['XRP/ETH']))
mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock)
patched_configuration_load_config_file(mocker, default_conf)
args = [
'backtesting',
'--config', 'config.json',
'--datadir', str(testdatadir),
'--strategy-path', str(Path(__file__).parents[1] / 'strategy/strats'),
'--timeframe', '5m',
'--timeframe-detail', '1m',
'--strategy-list',
'StrategyTestV2'
]
args = get_args(args)
start_backtesting(args)
# check the logs, that will contain the backtest result
exists = [
'Parameter -i/--timeframe detected ... Using timeframe: 5m ...',
'Parameter --timeframe-detail detected, using 1m for intra-candle backtesting ...',
f'Using data directory: {testdatadir} ...',
'Loading data from 2019-10-11 00:00:00 '
'up to 2019-10-13 11:10:00 (2 days).',
'Backtesting with data from 2019-10-11 01:40:00 '
'up to 2019-10-13 11:10:00 (2 days).',
'Running backtesting for Strategy StrategyTestV2',
]
for line in exists:
assert log_has(line, caplog)
captured = capsys.readouterr()
assert 'BACKTESTING REPORT' in captured.out
assert 'SELL REASON STATS' in captured.out
assert 'LEFT OPEN TRADES REPORT' in captured.out

6
tests/optimize/test_edge_cli.py
View File

@@ -16,7 +16,7 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca
args = [
'edge',
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'--strategy', 'StrategyTestV2',
]
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 = [
'edge',
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'--strategy', 'StrategyTestV2',
'--datadir', '/foo/bar',
'--timeframe', '1m',
'--timerange', ':100',
@@ -80,7 +80,7 @@ def test_start(mocker, fee, edge_conf, caplog) -> None:
args = [
'edge',
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'--strategy', 'StrategyTestV2',
]
pargs = get_args(args)
start_edge(pargs)

46
tests/optimize/test_hyperopt.py
View File

@@ -22,7 +22,7 @@ from freqtrade.strategy.hyper import IntParameter
from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
patched_configuration_load_config_file)
from .hyperopts.default_hyperopt import DefaultHyperOpt
from .hyperopts.hyperopt_test_sep_file import HyperoptTestSepFile
def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, caplog) -> None:
@@ -31,7 +31,7 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca
args = [
'hyperopt',
'--config', 'config.json',
'--hyperopt', 'DefaultHyperOpt',
'--hyperopt', 'HyperoptTestSepFile',
]
config = setup_optimize_configuration(get_args(args), RunMode.HYPEROPT)
@@ -63,7 +63,7 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo
args = [
'hyperopt',
'--config', 'config.json',
'--hyperopt', 'DefaultHyperOpt',
'--hyperopt', 'HyperoptTestSepFile',
'--datadir', '/foo/bar',
'--timeframe', '1m',
'--timerange', ':100',
@@ -115,7 +115,7 @@ def test_setup_hyperopt_configuration_stake_amount(mocker, default_conf) -> None
args = [
'hyperopt',
'--config', 'config.json',
'--hyperopt', 'DefaultHyperOpt',
'--hyperopt', 'HyperoptTestSepFile',
'--stake-amount', '1',
'--starting-balance', '2'
]
@@ -125,7 +125,7 @@ def test_setup_hyperopt_configuration_stake_amount(mocker, default_conf) -> None
args = [
'hyperopt',
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'--strategy', 'StrategyTestV2',
'--stake-amount', '1',
'--starting-balance', '0.5'
]
@@ -136,7 +136,7 @@ def test_setup_hyperopt_configuration_stake_amount(mocker, default_conf) -> None
def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
patched_configuration_load_config_file(mocker, default_conf)
hyperopt = DefaultHyperOpt
hyperopt = HyperoptTestSepFile
delattr(hyperopt, 'populate_indicators')
delattr(hyperopt, 'populate_buy_trend')
delattr(hyperopt, 'populate_sell_trend')
@@ -144,7 +144,7 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
'freqtrade.resolvers.hyperopt_resolver.HyperOptResolver.load_object',
MagicMock(return_value=hyperopt(default_conf))
)
default_conf.update({'hyperopt': 'DefaultHyperOpt'})
default_conf.update({'hyperopt': 'HyperoptTestSepFile'})
x = HyperOptResolver.load_hyperopt(default_conf)
assert not hasattr(x, 'populate_indicators')
assert not hasattr(x, 'populate_buy_trend')
@@ -184,7 +184,7 @@ def test_start_not_installed(mocker, default_conf, import_fails) -> None:
args = [
'hyperopt',
'--config', 'config.json',
'--hyperopt', 'DefaultHyperOpt',
'--hyperopt', 'HyperoptTestSepFile',
'--hyperopt-path',
str(Path(__file__).parent / "hyperopts"),
'--epochs', '5',
@@ -205,7 +205,7 @@ def test_start(mocker, hyperopt_conf, caplog) -> None:
args = [
'hyperopt',
'--config', 'config.json',
'--hyperopt', 'DefaultHyperOpt',
'--hyperopt', 'HyperoptTestSepFile',
'--hyperopt-loss', 'SharpeHyperOptLossDaily',
'--epochs', '5'
]
@@ -229,7 +229,7 @@ def test_start_no_data(mocker, hyperopt_conf) -> None:
args = [
'hyperopt',
'--config', 'config.json',
'--hyperopt', 'DefaultHyperOpt',
'--hyperopt', 'HyperoptTestSepFile',
'--hyperopt-loss', 'SharpeHyperOptLossDaily',
'--epochs', '5'
]
@@ -247,7 +247,7 @@ def test_start_filelock(mocker, hyperopt_conf, caplog) -> None:
args = [
'hyperopt',
'--config', 'config.json',
'--hyperopt', 'DefaultHyperOpt',
'--hyperopt', 'HyperoptTestSepFile',
'--hyperopt-loss', 'SharpeHyperOptLossDaily',
'--epochs', '5'
]
@@ -351,7 +351,7 @@ def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None:
del hyperopt_conf['timeframe']
hyperopt = Hyperopt(hyperopt_conf)
hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
hyperopt.start()
@@ -426,7 +426,7 @@ def test_hyperopt_format_results(hyperopt):
def test_populate_indicators(hyperopt, testdatadir) -> None:
data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], fill_up_missing=True)
dataframes = hyperopt.backtesting.strategy.ohlcvdata_to_dataframe(data)
dataframes = hyperopt.backtesting.strategy.advise_all_indicators(data)
dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
{'pair': 'UNITTEST/BTC'})
@@ -438,7 +438,7 @@ def test_populate_indicators(hyperopt, testdatadir) -> None:
def test_buy_strategy_generator(hyperopt, testdatadir) -> None:
data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], fill_up_missing=True)
dataframes = hyperopt.backtesting.strategy.ohlcvdata_to_dataframe(data)
dataframes = hyperopt.backtesting.strategy.advise_all_indicators(data)
dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
{'pair': 'UNITTEST/BTC'})
@@ -463,7 +463,7 @@ def test_buy_strategy_generator(hyperopt, testdatadir) -> None:
def test_sell_strategy_generator(hyperopt, testdatadir) -> None:
data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], fill_up_missing=True)
dataframes = hyperopt.backtesting.strategy.ohlcvdata_to_dataframe(data)
dataframes = hyperopt.backtesting.strategy.advise_all_indicators(data)
dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
{'pair': 'UNITTEST/BTC'})
@@ -660,7 +660,7 @@ def test_print_json_spaces_all(mocker, hyperopt_conf, capsys) -> None:
})
hyperopt = Hyperopt(hyperopt_conf)
hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
hyperopt.start()
@@ -713,7 +713,7 @@ def test_print_json_spaces_default(mocker, hyperopt_conf, capsys) -> None:
hyperopt_conf.update({'print_json': True})
hyperopt = Hyperopt(hyperopt_conf)
hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
hyperopt.start()
@@ -761,7 +761,7 @@ def test_print_json_spaces_roi_stoploss(mocker, hyperopt_conf, capsys) -> None:
})
hyperopt = Hyperopt(hyperopt_conf)
hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
hyperopt.start()
@@ -805,7 +805,7 @@ def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> Non
hyperopt_conf.update({'spaces': 'roi stoploss'})
hyperopt = Hyperopt(hyperopt_conf)
hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
del hyperopt.custom_hyperopt.__class__.buy_strategy_generator
@@ -844,7 +844,7 @@ def test_simplified_interface_all_failed(mocker, hyperopt_conf) -> None:
hyperopt_conf.update({'spaces': 'all', })
hyperopt = Hyperopt(hyperopt_conf)
hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
del hyperopt.custom_hyperopt.__class__.buy_strategy_generator
@@ -886,7 +886,7 @@ def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:
hyperopt_conf.update({'spaces': 'buy'})
hyperopt = Hyperopt(hyperopt_conf)
hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
# TODO: sell_strategy_generator() is actually not called because
@@ -940,7 +940,7 @@ def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None:
hyperopt_conf.update({'spaces': 'sell', })
hyperopt = Hyperopt(hyperopt_conf)
hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
# TODO: buy_strategy_generator() is actually not called because
@@ -985,7 +985,7 @@ def test_simplified_interface_failed(mocker, hyperopt_conf, method, space) -> No
hyperopt_conf.update({'spaces': space})
hyperopt = Hyperopt(hyperopt_conf)
hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
delattr(hyperopt.custom_hyperopt.__class__, method)

116
tests/optimize/test_hyperopt_tools.py
View File

@@ -10,7 +10,7 @@ import rapidjson
from freqtrade.constants import FTHYPT_FILEVERSION
from freqtrade.exceptions import OperationalException
from freqtrade.optimize.hyperopt_tools import HyperoptTools, hyperopt_serializer
from tests.conftest import log_has, log_has_re
from tests.conftest import log_has
# Functions for recurrent object patching
@@ -20,9 +20,14 @@ def create_results() -> List[Dict]:
def test_save_results_saves_epochs(hyperopt, tmpdir, caplog) -> None:
hyperopt.results_file = Path(tmpdir / 'ut_results.fthypt')
hyperopt_epochs = HyperoptTools.load_filtered_results(hyperopt.results_file, {})
assert hyperopt_epochs == ([], 0)
# Test writing to temp dir and reading again
epochs = create_results()
hyperopt.results_file = Path(tmpdir / 'ut_results.fthypt')
caplog.set_level(logging.DEBUG)
@@ -33,68 +38,79 @@ def test_save_results_saves_epochs(hyperopt, tmpdir, caplog) -> None:
hyperopt._save_result(epochs[0])
assert log_has(f"2 epochs saved to '{hyperopt.results_file}'.", caplog)
hyperopt_epochs = HyperoptTools.load_previous_results(hyperopt.results_file)
hyperopt_epochs = HyperoptTools.load_filtered_results(hyperopt.results_file, {})
assert len(hyperopt_epochs) == 2
assert hyperopt_epochs[1] == 2
assert len(hyperopt_epochs[0]) == 2
def test_load_previous_results(testdatadir, caplog) -> None:
results_file = testdatadir / 'hyperopt_results_SampleStrategy.pickle'
hyperopt_epochs = HyperoptTools.load_previous_results(results_file)
assert len(hyperopt_epochs) == 5
assert log_has_re(r"Reading pickled epochs from .*", caplog)
caplog.clear()
# Modern version
results_file = testdatadir / 'strategy_SampleStrategy.fthypt'
hyperopt_epochs = HyperoptTools.load_previous_results(results_file)
assert len(hyperopt_epochs) == 5
assert log_has_re(r"Reading epochs from .*", caplog)
result_gen = HyperoptTools._read_results(hyperopt.results_file, 1)
epoch = next(result_gen)
assert len(epoch) == 1
assert epoch[0] == epochs[0]
epoch = next(result_gen)
assert len(epoch) == 1
epoch = next(result_gen)
assert len(epoch) == 0
with pytest.raises(StopIteration):
next(result_gen)
def test_load_previous_results2(mocker, testdatadir, caplog) -> None:
mocker.patch('freqtrade.optimize.hyperopt_tools.HyperoptTools._read_results_pickle',
return_value=[{'asdf': '222'}])
results_file = testdatadir / 'hyperopt_results_SampleStrategy.pickle'
with pytest.raises(OperationalException, match=r"The file .* incompatible.*"):
HyperoptTools.load_previous_results(results_file)
with pytest.raises(OperationalException,
match=r"Legacy hyperopt results are no longer supported.*"):
HyperoptTools.load_filtered_results(results_file, {})
@pytest.mark.parametrize("spaces, expected_results", [
(['buy'],
{'buy': True, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': False}),
{'buy': True, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': False,
'protection': False}),
(['sell'],
{'buy': False, 'sell': True, 'roi': False, 'stoploss': False, 'trailing': False}),
{'buy': False, 'sell': True, 'roi': False, 'stoploss': False, 'trailing': False,
'protection': False}),
(['roi'],
{'buy': False, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False}),
{'buy': False, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False,
'protection': False}),
(['stoploss'],
{'buy': False, 'sell': False, 'roi': False, 'stoploss': True, 'trailing': False}),
{'buy': False, 'sell': False, 'roi': False, 'stoploss': True, 'trailing': False,
'protection': False}),
(['trailing'],
{'buy': False, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': True}),
{'buy': False, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': True,
'protection': False}),
(['buy', 'sell', 'roi', 'stoploss'],
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False,
'protection': False}),
(['buy', 'sell', 'roi', 'stoploss', 'trailing'],
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True,
'protection': False}),
(['buy', 'roi'],
{'buy': True, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False}),
{'buy': True, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False,
'protection': False}),
(['all'],
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True,
'protection': True}),
(['default'],
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False,
'protection': False}),
(['default', 'trailing'],
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True,
'protection': False}),
(['all', 'buy'],
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True,
'protection': True}),
(['default', 'buy'],
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False,
'protection': False}),
(['all'],
{'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True,
'protection': True}),
(['protection'],
{'buy': False, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': False,
'protection': True}),
])
def test_has_space(hyperopt_conf, spaces, expected_results):
for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing']:
for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing', 'protection']:
hyperopt_conf.update({'spaces': spaces})
assert HyperoptTools.has_space(hyperopt_conf, s) == expected_results[s]
@@ -151,9 +167,9 @@ def test__pprint_dict():
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 x == Path(__file__).parents[1] / 'strategy/strats/default_strategy.py'
assert x == Path(__file__).parents[1] / 'strategy/strats/strategy_test_v2.py'
x = HyperoptTools.get_strategy_filename(default_conf, 'NonExistingStrategy')
assert x is None
@@ -161,7 +177,7 @@ def test_get_strategy_filename(default_conf):
def test_export_params(tmpdir):
filename = Path(tmpdir) / "DefaultStrategy.json"
filename = Path(tmpdir) / "StrategyTestV2.json"
assert not filename.is_file()
params = {
"params_details": {
@@ -189,12 +205,12 @@ def test_export_params(tmpdir):
}
}
HyperoptTools.export_params(params, "DefaultStrategy", filename)
HyperoptTools.export_params(params, "StrategyTestV2", filename)
assert filename.is_file()
content = rapidjson.load(filename.open('r'))
assert content['strategy_name'] == 'DefaultStrategy'
assert content['strategy_name'] == 'StrategyTestV2'
assert 'params' in content
assert "buy" in content["params"]
assert "sell" in content["params"]
@@ -207,7 +223,7 @@ def test_try_export_params(default_conf, tmpdir, caplog, mocker):
default_conf['disableparamexport'] = False
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()
params = {
"params_details": {
@@ -236,17 +252,17 @@ def test_try_export_params(default_conf, tmpdir, caplog, mocker):
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 export_mock.call_count == 0
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_args_list[0][0][1] == 'DefaultStrategy'
assert export_mock.call_args_list[0][0][2].name == 'default_strategy.json'
assert export_mock.call_args_list[0][0][1] == 'StrategyTestV2'
assert export_mock.call_args_list[0][0][2].name == 'strategy_test_v2.json'
def test_params_print(capsys):

2
tests/optimize/test_hyperoptloss.py
View File

@@ -4,7 +4,7 @@ from unittest.mock import MagicMock
import pytest
from freqtrade.exceptions import OperationalException
from freqtrade.optimize.default_hyperopt_loss import ShortTradeDurHyperOptLoss
from freqtrade.optimize.hyperopt_loss_short_trade_dur import ShortTradeDurHyperOptLoss
from freqtrade.resolvers.hyperopt_resolver import HyperOptLossResolver

2
tests/optimize/test_optimize_reports.py
View File

@@ -52,7 +52,7 @@ def test_text_table_bt_results():
def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
default_conf.update({'strategy': 'DefaultStrategy'})
default_conf.update({'strategy': 'StrategyTestV2'})
StrategyResolver.load_strategy(default_conf)
results = {'DefStrat': {

39
tests/rpc/test_fiat_convert.py
View File

@@ -22,7 +22,7 @@ def test_fiat_convert_is_supported(mocker):
def test_fiat_convert_find_price(mocker):
fiat_convert = CryptoToFiatConverter()
fiat_convert._cryptomap = {}
fiat_convert._coinlistings = {}
fiat_convert._backoff = 0
mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._load_cryptomap',
return_value=None)
@@ -44,7 +44,7 @@ def test_fiat_convert_find_price(mocker):
def test_fiat_convert_unsupported_crypto(mocker, caplog):
mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._cryptomap', return_value=[])
mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._coinlistings', return_value=[])
fiat_convert = CryptoToFiatConverter()
assert fiat_convert._find_price(crypto_symbol='CRYPTO_123', fiat_symbol='EUR') == 0.0
assert log_has('unsupported crypto-symbol CRYPTO_123 - returning 0.0', caplog)
@@ -88,9 +88,9 @@ def test_fiat_convert_two_FIAT(mocker):
def test_loadcryptomap(mocker):
fiat_convert = CryptoToFiatConverter()
assert len(fiat_convert._cryptomap) == 2
assert len(fiat_convert._coinlistings) == 2
assert fiat_convert._cryptomap["btc"] == "bitcoin"
assert fiat_convert._get_gekko_id("btc") == "bitcoin"
def test_fiat_init_network_exception(mocker):
@@ -102,11 +102,10 @@ def test_fiat_init_network_exception(mocker):
)
# with pytest.raises(RequestEsxception):
fiat_convert = CryptoToFiatConverter()
fiat_convert._cryptomap = {}
fiat_convert._coinlistings = {}
fiat_convert._load_cryptomap()
length_cryptomap = len(fiat_convert._cryptomap)
assert length_cryptomap == 0
assert len(fiat_convert._coinlistings) == 0
def test_fiat_convert_without_network(mocker):
@@ -132,11 +131,10 @@ def test_fiat_too_many_requests_response(mocker, caplog):
)
# with pytest.raises(RequestEsxception):
fiat_convert = CryptoToFiatConverter()
fiat_convert._cryptomap = {}
fiat_convert._coinlistings = {}
fiat_convert._load_cryptomap()
length_cryptomap = len(fiat_convert._cryptomap)
assert length_cryptomap == 0
assert len(fiat_convert._coinlistings) == 0
assert fiat_convert._backoff > datetime.datetime.now().timestamp()
assert log_has(
'Too many requests for Coingecko API, backing off and trying again later.',
@@ -144,20 +142,33 @@ def test_fiat_too_many_requests_response(mocker, caplog):
)
def test_fiat_multiple_coins(mocker, caplog):
fiat_convert = CryptoToFiatConverter()
fiat_convert._coinlistings = [
{'id': 'helium', 'symbol': 'hnt', 'name': 'Helium'},
{'id': 'hymnode', 'symbol': 'hnt', 'name': 'Hymnode'},
{'id': 'bitcoin', 'symbol': 'btc', 'name': 'Bitcoin'},
]
assert fiat_convert._get_gekko_id('btc') == 'bitcoin'
assert fiat_convert._get_gekko_id('hnt') is None
assert log_has('Found multiple mappings in goingekko for hnt.', caplog)
def test_fiat_invalid_response(mocker, caplog):
# Because CryptoToFiatConverter is a Singleton we reset the listings
listmock = MagicMock(return_value="{'novalidjson':DEADBEEFf}")
listmock = MagicMock(return_value=None)
mocker.patch.multiple(
'freqtrade.rpc.fiat_convert.CoinGeckoAPI',
get_coins_list=listmock,
)
# with pytest.raises(RequestEsxception):
fiat_convert = CryptoToFiatConverter()
fiat_convert._cryptomap = {}
fiat_convert._coinlistings = []
fiat_convert._load_cryptomap()
length_cryptomap = len(fiat_convert._cryptomap)
assert length_cryptomap == 0
assert len(fiat_convert._coinlistings) == 0
assert log_has_re('Could not load FIAT Cryptocurrency map for the following problem: .*',
caplog)

34
tests/rpc/test_rpc.py
View File

@@ -35,7 +35,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False, None))
patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
freqtradebot.state = State.RUNNING
@@ -200,7 +200,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
)
del default_conf['fiat_display_currency']
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False, None))
patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
freqtradebot.state = State.RUNNING
@@ -247,7 +247,7 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False, None))
patch_get_signal(freqtradebot)
stake_currency = default_conf['stake_currency']
fiat_display_currency = default_conf['fiat_display_currency']
@@ -379,7 +379,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False, None))
patch_get_signal(freqtradebot)
stake_currency = default_conf['stake_currency']
fiat_display_currency = default_conf['fiat_display_currency']
@@ -467,7 +467,7 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False, None))
patch_get_signal(freqtradebot)
stake_currency = default_conf['stake_currency']
fiat_display_currency = default_conf['fiat_display_currency']
@@ -534,7 +534,7 @@ def test_rpc_balance_handle_error(default_conf, mocker):
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False, None))
patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
rpc._fiat_converter = CryptoToFiatConverter()
with pytest.raises(RPCException, match="Error getting current tickers."):
@@ -575,7 +575,7 @@ def test_rpc_balance_handle(default_conf, mocker, tickers):
)
default_conf['dry_run'] = False
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False, None))
patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
rpc._fiat_converter = CryptoToFiatConverter()
@@ -620,7 +620,7 @@ def test_rpc_start(mocker, default_conf) -> None:
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False, None))
patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
freqtradebot.state = State.STOPPED
@@ -641,7 +641,7 @@ def test_rpc_stop(mocker, default_conf) -> None:
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False, None))
patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
freqtradebot.state = State.RUNNING
@@ -663,7 +663,7 @@ def test_rpc_stopbuy(mocker, default_conf) -> None:
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False, None))
patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
freqtradebot.state = State.RUNNING
@@ -695,7 +695,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=1000)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False, None))
patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
freqtradebot.state = State.STOPPED
@@ -813,7 +813,7 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False, None))
patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
# Create some test data
@@ -846,7 +846,7 @@ def test_rpc_count(mocker, default_conf, ticker, fee) -> None:
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False, None))
patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
counts = rpc._rpc_count()
@@ -871,7 +871,7 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, limit_buy_order_open) ->
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False, None))
patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
pair = 'ETH/BTC'
trade = rpc._rpc_forcebuy(pair, None)
@@ -897,7 +897,7 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, limit_buy_order_open) ->
# Test not buying
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
freqtradebot.config['stake_amount'] = 0
patch_get_signal(freqtradebot, (True, False, None))
patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
pair = 'TKN/BTC'
trade = rpc._rpc_forcebuy(pair, None)
@@ -910,7 +910,7 @@ def test_rpcforcebuy_stopped(mocker, default_conf) -> None:
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False, None))
patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
pair = 'ETH/BTC'
with pytest.raises(RPCException, match=r'trader is not running'):
@@ -921,7 +921,7 @@ def test_rpcforcebuy_disabled(mocker, default_conf) -> None:
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False, None))
patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
pair = 'ETH/BTC'
with pytest.raises(RPCException, match=r'Forcebuy not enabled.'):

61
tests/rpc/test_rpc_apiserver.py
View File

@@ -109,6 +109,11 @@ def test_api_ui_fallback(botclient):
rc = client_get(client, "/something")
assert rc.status_code == 200
# Test directory traversal
rc = client_get(client, '%2F%2F%2Fetc/passwd')
assert rc.status_code == 200
assert '`freqtrade install-ui`' in rc.text
def test_api_ui_version(botclient, mocker):
ftbot, client = botclient
@@ -442,7 +447,7 @@ def test_api_balance(botclient, mocker, rpc_balance):
def test_api_count(botclient, mocker, ticker, fee, markets):
ftbot, client = botclient
patch_get_signal(ftbot, (True, False, None))
patch_get_signal(ftbot)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_balances=MagicMock(return_value=ticker),
@@ -504,7 +509,7 @@ def test_api_locks(botclient):
def test_api_show_config(botclient, mocker):
ftbot, client = botclient
patch_get_signal(ftbot, (True, False, None))
patch_get_signal(ftbot)
rc = client_get(client, f"{BASE_URI}/show_config")
assert_response(rc)
@@ -522,7 +527,7 @@ def test_api_show_config(botclient, mocker):
def test_api_daily(botclient, mocker, ticker, fee, markets):
ftbot, client = botclient
patch_get_signal(ftbot, (True, False, None))
patch_get_signal(ftbot)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_balances=MagicMock(return_value=ticker),
@@ -540,7 +545,7 @@ def test_api_daily(botclient, mocker, ticker, fee, markets):
def test_api_trades(botclient, mocker, fee, markets):
ftbot, client = botclient
patch_get_signal(ftbot, (True, False, None))
patch_get_signal(ftbot)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
markets=PropertyMock(return_value=markets)
@@ -568,7 +573,7 @@ def test_api_trades(botclient, mocker, fee, markets):
def test_api_trade_single(botclient, mocker, fee, ticker, markets):
ftbot, client = botclient
patch_get_signal(ftbot, (True, False, None))
patch_get_signal(ftbot)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
markets=PropertyMock(return_value=markets),
@@ -588,7 +593,7 @@ def test_api_trade_single(botclient, mocker, fee, ticker, markets):
def test_api_delete_trade(botclient, mocker, fee, markets):
ftbot, client = botclient
patch_get_signal(ftbot, (True, False, None))
patch_get_signal(ftbot)
stoploss_mock = MagicMock()
cancel_mock = MagicMock()
mocker.patch.multiple(
@@ -662,7 +667,7 @@ def test_api_logs(botclient):
def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
ftbot, client = botclient
patch_get_signal(ftbot, (True, False, None))
patch_get_signal(ftbot)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_balances=MagicMock(return_value=ticker),
@@ -678,7 +683,7 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
@pytest.mark.usefixtures("init_persistence")
def test_api_profit(botclient, mocker, ticker, fee, markets):
ftbot, client = botclient
patch_get_signal(ftbot, (True, False, None))
patch_get_signal(ftbot)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_balances=MagicMock(return_value=ticker),
@@ -729,7 +734,7 @@ def test_api_profit(botclient, mocker, ticker, fee, markets):
@pytest.mark.usefixtures("init_persistence")
def test_api_stats(botclient, mocker, ticker, fee, markets,):
ftbot, client = botclient
patch_get_signal(ftbot, (True, False, None))
patch_get_signal(ftbot)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_balances=MagicMock(return_value=ticker),
@@ -757,7 +762,7 @@ def test_api_stats(botclient, mocker, ticker, fee, markets,):
def test_api_performance(botclient, fee):
ftbot, client = botclient
patch_get_signal(ftbot, (True, False, None))
patch_get_signal(ftbot)
trade = Trade(
pair='LTC/ETH',
@@ -803,7 +808,7 @@ def test_api_performance(botclient, fee):
def test_api_status(botclient, mocker, ticker, fee, markets):
ftbot, client = botclient
patch_get_signal(ftbot, (True, False, None))
patch_get_signal(ftbot)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_balances=MagicMock(return_value=ticker),
@@ -874,7 +879,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
'open_trade_value': 15.1668225,
'sell_reason': None,
'sell_order_status': None,
'strategy': 'DefaultStrategy',
'strategy': 'StrategyTestV2',
'buy_tag': None,
'timeframe': 5,
'exchange': 'binance',
@@ -979,7 +984,7 @@ def test_api_forcebuy(botclient, mocker, fee):
close_rate=0.265441,
id=22,
timeframe=5,
strategy="DefaultStrategy"
strategy="StrategyTestV2"
))
mocker.patch("freqtrade.rpc.RPC._rpc_forcebuy", fbuy_mock)
@@ -1029,7 +1034,7 @@ def test_api_forcebuy(botclient, mocker, fee):
'open_trade_value': 0.24605460,
'sell_reason': None,
'sell_order_status': None,
'strategy': 'DefaultStrategy',
'strategy': 'StrategyTestV2',
'buy_tag': None,
'timeframe': 5,
'exchange': 'binance',
@@ -1046,7 +1051,7 @@ def test_api_forcesell(botclient, mocker, ticker, fee, markets):
markets=PropertyMock(return_value=markets),
_is_dry_limit_order_filled=MagicMock(return_value=False),
)
patch_get_signal(ftbot, (True, False, None))
patch_get_signal(ftbot)
rc = client_post(client, f"{BASE_URI}/forcesell",
data='{"tradeid": "1"}')
@@ -1096,7 +1101,7 @@ def test_api_pair_candles(botclient, ohlcv_history):
f"{BASE_URI}/pair_candles?limit={amount}&pair=XRP%2FBTC&timeframe={timeframe}")
assert_response(rc)
assert 'strategy' in rc.json()
assert rc.json()['strategy'] == 'DefaultStrategy'
assert rc.json()['strategy'] == 'StrategyTestV2'
assert 'columns' in rc.json()
assert 'data_start_ts' in rc.json()
assert 'data_start' in rc.json()
@@ -1134,19 +1139,19 @@ def test_api_pair_history(botclient, ohlcv_history):
# No pair
rc = client_get(client,
f"{BASE_URI}/pair_history?timeframe={timeframe}"
"&timerange=20180111-20180112&strategy=DefaultStrategy")
"&timerange=20180111-20180112&strategy=StrategyTestV2")
assert_response(rc, 422)
# No Timeframe
rc = client_get(client,
f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC"
"&timerange=20180111-20180112&strategy=DefaultStrategy")
"&timerange=20180111-20180112&strategy=StrategyTestV2")
assert_response(rc, 422)
# No timerange
rc = client_get(client,
f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC&timeframe={timeframe}"
"&strategy=DefaultStrategy")
"&strategy=StrategyTestV2")
assert_response(rc, 422)
# No strategy
@@ -1158,14 +1163,14 @@ def test_api_pair_history(botclient, ohlcv_history):
# Working
rc = client_get(client,
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 rc.json()['length'] == 289
assert len(rc.json()['data']) == rc.json()['length']
assert 'columns' in rc.json()
assert 'data' in rc.json()
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_ts'] == 1515628800000
assert rc.json()['data_stop'] == '2018-01-12 00:00:00+00:00'
@@ -1174,7 +1179,7 @@ def test_api_pair_history(botclient, ohlcv_history):
# No data found
rc = client_get(client,
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 rc.json()['error'] == ("Error querying /api/v1/pair_history: "
"No data for UNITTEST/BTC, 5m in 20200111-20200112 found.")
@@ -1212,21 +1217,21 @@ def test_api_strategies(botclient):
assert_response(rc)
assert rc.json() == {'strategies': [
'DefaultStrategy',
'HyperoptableStrategy',
'TestStrategyLegacy'
'StrategyTestV2',
'TestStrategyLegacyV1'
]}
def test_api_strategy(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 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/strategy_test_v2.py").read_text()
assert rc.json()['code'] == data
rc = client_get(client, f"{BASE_URI}/strategy/NoStrat")
@@ -1283,7 +1288,7 @@ def test_api_backtesting(botclient, mocker, fee, caplog):
# start backtesting
data = {
"strategy": "DefaultStrategy",
"strategy": "StrategyTestV2",
"timeframe": "5m",
"timerange": "20180110-20180111",
"max_open_trades": 3,

50
tests/rpc/test_rpc_telegram.py
View File

@@ -119,7 +119,7 @@ def test_authorized_only(default_conf, mocker, caplog, update) -> None:
rpc = RPC(bot)
dummy = DummyCls(rpc, default_conf)
patch_get_signal(bot, (True, False, None))
patch_get_signal(bot)
dummy.dummy_handler(update=update, context=MagicMock())
assert dummy.state['called'] is True
assert log_has('Executing handler: dummy_handler for chat_id: 0', caplog)
@@ -139,7 +139,7 @@ def test_authorized_only_unauthorized(default_conf, mocker, caplog) -> None:
rpc = RPC(bot)
dummy = DummyCls(rpc, default_conf)
patch_get_signal(bot, (True, False, None))
patch_get_signal(bot)
dummy.dummy_handler(update=update, context=MagicMock())
assert dummy.state['called'] is False
assert not log_has('Executing handler: dummy_handler for chat_id: 3735928559', caplog)
@@ -155,7 +155,7 @@ def test_authorized_only_exception(default_conf, mocker, caplog, update) -> None
bot = FreqtradeBot(default_conf)
rpc = RPC(bot)
dummy = DummyCls(rpc, default_conf)
patch_get_signal(bot, (True, False, None))
patch_get_signal(bot)
dummy.dummy_exception(update=update, context=MagicMock())
assert dummy.state['called'] is False
@@ -229,7 +229,7 @@ def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False, None))
patch_get_signal(freqtradebot)
freqtradebot.state = State.STOPPED
# Status is also enabled when stopped
@@ -286,7 +286,7 @@ def test_status_table_handle(default_conf, update, ticker, fee, mocker) -> None:
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False, None))
patch_get_signal(freqtradebot)
freqtradebot.state = State.STOPPED
# Status table is also enabled when stopped
@@ -330,7 +330,7 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False, None))
patch_get_signal(freqtradebot)
# Create some test data
freqtradebot.enter_positions()
@@ -401,7 +401,7 @@ def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None:
)
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False, None))
patch_get_signal(freqtradebot)
# Try invalid data
msg_mock.reset_mock()
@@ -433,7 +433,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
)
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False, None))
patch_get_signal(freqtradebot)
telegram._profit(update=update, context=MagicMock())
assert msg_mock.call_count == 1
@@ -488,7 +488,7 @@ def test_telegram_stats(default_conf, update, ticker, ticker_sell_up, fee,
get_fee=fee,
)
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False, None))
patch_get_signal(freqtradebot)
telegram._stats(update=update, context=MagicMock())
assert msg_mock.call_count == 1
@@ -514,7 +514,7 @@ def test_telegram_balance_handle(default_conf, update, mocker, rpc_balance, tick
side_effect=lambda a, b: f"{a}/{b}")
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False, None))
patch_get_signal(freqtradebot)
telegram._balance(update=update, context=MagicMock())
result = msg_mock.call_args_list[0][0][0]
@@ -537,7 +537,7 @@ def test_balance_handle_empty_response(default_conf, update, mocker) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value={})
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False, None))
patch_get_signal(freqtradebot)
freqtradebot.config['dry_run'] = False
telegram._balance(update=update, context=MagicMock())
@@ -550,7 +550,7 @@ def test_balance_handle_empty_response_dry(default_conf, update, mocker) -> None
mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value={})
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False, None))
patch_get_signal(freqtradebot)
telegram._balance(update=update, context=MagicMock())
result = msg_mock.call_args_list[0][0][0]
@@ -579,7 +579,7 @@ def test_balance_handle_too_large_response(default_conf, update, mocker) -> None
})
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False, None))
patch_get_signal(freqtradebot)
telegram._balance(update=update, context=MagicMock())
assert msg_mock.call_count > 1
@@ -678,7 +678,7 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
freqtradebot = FreqtradeBot(default_conf)
rpc = RPC(freqtradebot)
telegram = Telegram(rpc, default_conf)
patch_get_signal(freqtradebot, (True, False, None))
patch_get_signal(freqtradebot)
# Create some test data
freqtradebot.enter_positions()
@@ -737,7 +737,7 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
freqtradebot = FreqtradeBot(default_conf)
rpc = RPC(freqtradebot)
telegram = Telegram(rpc, default_conf)
patch_get_signal(freqtradebot, (True, False, None))
patch_get_signal(freqtradebot)
# Create some test data
freqtradebot.enter_positions()
@@ -798,7 +798,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
freqtradebot = FreqtradeBot(default_conf)
rpc = RPC(freqtradebot)
telegram = Telegram(rpc, default_conf)
patch_get_signal(freqtradebot, (True, False, None))
patch_get_signal(freqtradebot)
# Create some test data
freqtradebot.enter_positions()
@@ -839,7 +839,7 @@ def test_forcesell_handle_invalid(default_conf, update, mocker) -> None:
return_value=15000.0)
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False, None))
patch_get_signal(freqtradebot)
# Trader is not running
freqtradebot.state = State.STOPPED
@@ -877,7 +877,7 @@ def test_forcebuy_handle(default_conf, update, mocker) -> None:
mocker.patch('freqtrade.rpc.RPC._rpc_forcebuy', fbuy_mock)
telegram, freqtradebot, _ = get_telegram_testobject(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False, None))
patch_get_signal(freqtradebot)
# /forcebuy ETH/BTC
context = MagicMock()
@@ -906,7 +906,7 @@ def test_forcebuy_handle_exception(default_conf, update, mocker) -> None:
mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False, None))
patch_get_signal(freqtradebot)
update.message.text = '/forcebuy ETH/Nonepair'
telegram._forcebuy(update=update, context=MagicMock())
@@ -923,7 +923,7 @@ def test_forcebuy_no_pair(default_conf, update, mocker) -> None:
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False, None))
patch_get_signal(freqtradebot)
context = MagicMock()
context.args = []
@@ -951,7 +951,7 @@ def test_performance_handle(default_conf, update, ticker, fee,
get_fee=fee,
)
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False, None))
patch_get_signal(freqtradebot)
# Create some test data
freqtradebot.enter_positions()
@@ -979,7 +979,7 @@ def test_count_handle(default_conf, update, ticker, fee, mocker) -> None:
get_fee=fee,
)
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False, None))
patch_get_signal(freqtradebot)
freqtradebot.state = State.STOPPED
telegram._count(update=update, context=MagicMock())
@@ -1008,7 +1008,7 @@ def test_telegram_lock_handle(default_conf, update, ticker, fee, mocker) -> None
get_fee=fee,
)
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False, None))
patch_get_signal(freqtradebot)
telegram._locks(update=update, context=MagicMock())
assert msg_mock.call_count == 1
assert 'No active locks.' in msg_mock.call_args_list[0][0][0]
@@ -1236,7 +1236,7 @@ def test_show_config_handle(default_conf, update, mocker) -> None:
assert msg_mock.call_count == 1
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 '*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]
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 '*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 '*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]

2
tests/strategy/strats/failing_strategy.py
View File

@@ -5,5 +5,5 @@ import nonexiting_module # noqa
from freqtrade.strategy.interface import IStrategy
class TestStrategyLegacy(IStrategy):
class TestStrategyLegacyV1(IStrategy):
pass

2
tests/strategy/strats/legacy_strategy.py → tests/strategy/strats/legacy_strategy_v1.py
View File

@@ -10,7 +10,7 @@ from freqtrade.strategy.interface import IStrategy
# --------------------------------
# This class is a sample. Feel free to customize it.
class TestStrategyLegacy(IStrategy):
class TestStrategyLegacyV1(IStrategy):
"""
This is a test strategy using the legacy function headers, which will be
removed in a future update.

4
tests/strategy/strats/default_strategy.py → tests/strategy/strats/strategy_test_v2.py
View File

@@ -7,9 +7,9 @@ import freqtrade.vendor.qtpylib.indicators as qtpylib
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 look at the SampleStrategy in the user_data/strategy directory
or strategy repository https://github.com/freqtrade/freqtrade-strategies

20
tests/strategy/test_default_strategy.py
View File

@@ -4,20 +4,20 @@ from pandas import DataFrame
from freqtrade.persistence.models import Trade
from .strats.default_strategy import DefaultStrategy
from .strats.strategy_test_v2 import StrategyTestV2
def test_default_strategy_structure():
assert hasattr(DefaultStrategy, 'minimal_roi')
assert hasattr(DefaultStrategy, 'stoploss')
assert hasattr(DefaultStrategy, 'timeframe')
assert hasattr(DefaultStrategy, 'populate_indicators')
assert hasattr(DefaultStrategy, 'populate_buy_trend')
assert hasattr(DefaultStrategy, 'populate_sell_trend')
def test_strategy_test_v2_structure():
assert hasattr(StrategyTestV2, 'minimal_roi')
assert hasattr(StrategyTestV2, 'stoploss')
assert hasattr(StrategyTestV2, 'timeframe')
assert hasattr(StrategyTestV2, 'populate_indicators')
assert hasattr(StrategyTestV2, 'populate_buy_trend')
assert hasattr(StrategyTestV2, 'populate_sell_trend')
def test_default_strategy(result, fee):
strategy = DefaultStrategy({})
def test_strategy_test_v2(result, fee):
strategy = StrategyTestV2({})
metadata = {'pair': 'ETH/BTC'}
assert type(strategy.minimal_roi) is dict

41
tests/strategy/test_interface.py
View File

@@ -22,11 +22,11 @@ from freqtrade.strategy.interface import SellCheckTuple
from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
from tests.conftest import log_has, log_has_re
from .strats.default_strategy import DefaultStrategy
from .strats.strategy_test_v2 import StrategyTestV2
# Avoid to reinit the same object again and again
_STRATEGY = DefaultStrategy(config={})
_STRATEGY = StrategyTestV2(config={})
_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):
default_conf.update({'strategy': 'DefaultStrategy'})
default_conf.update({'strategy': 'StrategyTestV2'})
strategy = StrategyResolver.load_strategy(default_conf)
strategy.ignore_buying_expired_candle_after = 60
@@ -232,25 +232,25 @@ def test_assert_df(ohlcv_history, caplog):
_STRATEGY.disable_dataframe_checks = False
def test_ohlcvdata_to_dataframe(default_conf, testdatadir) -> None:
default_conf.update({'strategy': 'DefaultStrategy'})
def test_advise_all_indicators(default_conf, testdatadir) -> None:
default_conf.update({'strategy': 'StrategyTestV2'})
strategy = StrategyResolver.load_strategy(default_conf)
timerange = TimeRange.parse_timerange('1510694220-1510700340')
data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange,
fill_up_missing=True)
processed = strategy.ohlcvdata_to_dataframe(data)
processed = strategy.advise_all_indicators(data)
assert len(processed['UNITTEST/BTC']) == 102 # partial candle was removed
def test_ohlcvdata_to_dataframe_copy(mocker, default_conf, testdatadir) -> None:
default_conf.update({'strategy': 'DefaultStrategy'})
def test_advise_all_indicators_copy(mocker, default_conf, testdatadir) -> None:
default_conf.update({'strategy': 'StrategyTestV2'})
strategy = StrategyResolver.load_strategy(default_conf)
aimock = mocker.patch('freqtrade.strategy.interface.IStrategy.advise_indicators')
timerange = TimeRange.parse_timerange('1510694220-1510700340')
data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange,
fill_up_missing=True)
strategy.ohlcvdata_to_dataframe(data)
strategy.advise_all_indicators(data)
assert aimock.call_count == 1
# Ensure that a copy of the dataframe is passed to advice_indicators
assert aimock.call_args_list[0][0][0] is not data
@@ -262,7 +262,7 @@ def test_min_roi_reached(default_conf, fee) -> None:
min_roi_list = [{20: 0.05, 55: 0.01, 0: 0.1},
{0: 0.1, 20: 0.05, 55: 0.01}]
for roi in min_roi_list:
default_conf.update({'strategy': 'DefaultStrategy'})
default_conf.update({'strategy': 'StrategyTestV2'})
strategy = StrategyResolver.load_strategy(default_conf)
strategy.minimal_roi = roi
trade = Trade(
@@ -301,7 +301,7 @@ def test_min_roi_reached2(default_conf, fee) -> None:
},
]
for roi in min_roi_list:
default_conf.update({'strategy': 'DefaultStrategy'})
default_conf.update({'strategy': 'StrategyTestV2'})
strategy = StrategyResolver.load_strategy(default_conf)
strategy.minimal_roi = roi
trade = Trade(
@@ -336,7 +336,7 @@ def test_min_roi_reached3(default_conf, fee) -> None:
30: 0.05,
55: 0.30,
}
default_conf.update({'strategy': 'DefaultStrategy'})
default_conf.update({'strategy': 'StrategyTestV2'})
strategy = StrategyResolver.load_strategy(default_conf)
strategy.minimal_roi = min_roi
trade = Trade(
@@ -389,7 +389,7 @@ def test_min_roi_reached3(default_conf, fee) -> None:
def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, trailing, custom,
profit2, adjusted2, expected2, custom_stop) -> None:
default_conf.update({'strategy': 'DefaultStrategy'})
default_conf.update({'strategy': 'StrategyTestV2'})
strategy = StrategyResolver.load_strategy(default_conf)
trade = Trade(
@@ -402,7 +402,7 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
exchange='binance',
open_rate=1,
)
trade.adjust_min_max_rates(trade.open_rate)
trade.adjust_min_max_rates(trade.open_rate, trade.open_rate)
strategy.trailing_stop = trailing
strategy.trailing_stop_positive = -0.05
strategy.use_custom_stoploss = custom
@@ -437,7 +437,7 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
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)
trade = Trade(
@@ -491,7 +491,7 @@ def test_analyze_ticker_default(ohlcv_history, mocker, caplog) -> None:
advise_sell=sell_mock,
)
strategy = DefaultStrategy({})
strategy = StrategyTestV2({})
strategy.analyze_ticker(ohlcv_history, {'pair': 'ETH/BTC'})
assert ind_mock.call_count == 1
assert buy_mock.call_count == 1
@@ -522,7 +522,7 @@ def test__analyze_ticker_internal_skip_analyze(ohlcv_history, mocker, caplog) ->
advise_sell=sell_mock,
)
strategy = DefaultStrategy({})
strategy = StrategyTestV2({})
strategy.dp = DataProvider({}, None, None)
strategy.process_only_new_candles = True
@@ -554,8 +554,9 @@ def test__analyze_ticker_internal_skip_analyze(ohlcv_history, mocker, caplog) ->
@pytest.mark.usefixtures("init_persistence")
def test_is_pair_locked(default_conf):
default_conf.update({'strategy': 'DefaultStrategy'})
default_conf.update({'strategy': 'StrategyTestV2'})
PairLocks.timeframe = default_conf['timeframe']
PairLocks.use_db = True
strategy = StrategyResolver.load_strategy(default_conf)
# No lock should be present
assert len(PairLocks.get_pair_locks(None)) == 0
@@ -606,7 +607,7 @@ def test_is_pair_locked(default_conf):
def test_is_informative_pairs_callback(default_conf):
default_conf.update({'strategy': 'TestStrategyLegacy'})
default_conf.update({'strategy': 'TestStrategyLegacyV1'})
strategy = StrategyResolver.load_strategy(default_conf)
# Should return empty
# Uses fallback to base implementation
@@ -633,7 +634,7 @@ def test_strategy_safe_wrapper_error(caplog, error):
assert ret
caplog.clear()
# Test supressing error
# Test suppressing error
ret = strategy_safe_wrapper(failing_method, message='DeadBeef', supress_error=True)()
assert log_has_re(r'DeadBeef.*', caplog)

46
tests/strategy/test_strategy_loading.py
View File

@@ -18,7 +18,7 @@ def test_search_strategy():
s, _ = StrategyResolver._search_object(
directory=default_location,
object_name='DefaultStrategy',
object_name='StrategyTestV2',
add_source=True,
)
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):
default_conf['strategy'] = 'DefaultStrategy'
default_conf['strategy'] = 'StrategyTestV2'
extra_dir = Path.cwd() / 'some/path'
with pytest.raises(OperationalException):
StrategyResolver._load_strategy('DefaultStrategy', config=default_conf,
StrategyResolver._load_strategy('StrategyTestV2', config=default_conf,
extra_dir=extra_dir)
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):
default_conf.update({'strategy': 'DefaultStrategy'})
default_conf.update({'strategy': 'StrategyTestV2'})
strategy = StrategyResolver.load_strategy(default_conf)
metadata = {'pair': 'ETH/BTC'}
@@ -127,7 +127,7 @@ def test_strategy(result, default_conf):
def test_strategy_override_minimal_roi(caplog, default_conf):
caplog.set_level(logging.INFO)
default_conf.update({
'strategy': 'DefaultStrategy',
'strategy': 'StrategyTestV2',
'minimal_roi': {
"20": 0.1,
"0": 0.5
@@ -144,7 +144,7 @@ def test_strategy_override_minimal_roi(caplog, default_conf):
def test_strategy_override_stoploss(caplog, default_conf):
caplog.set_level(logging.INFO)
default_conf.update({
'strategy': 'DefaultStrategy',
'strategy': 'StrategyTestV2',
'stoploss': -0.5
})
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):
caplog.set_level(logging.INFO)
default_conf.update({
'strategy': 'DefaultStrategy',
'strategy': 'StrategyTestV2',
'trailing_stop': True
})
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):
caplog.set_level(logging.INFO)
default_conf.update({
'strategy': 'DefaultStrategy',
'strategy': 'StrategyTestV2',
'trailing_stop_positive': -0.1,
'trailing_stop_positive_offset': -0.2
@@ -189,7 +189,7 @@ def test_strategy_override_timeframe(caplog, default_conf):
caplog.set_level(logging.INFO)
default_conf.update({
'strategy': 'DefaultStrategy',
'strategy': 'StrategyTestV2',
'timeframe': 60,
'stake_currency': 'ETH'
})
@@ -205,7 +205,7 @@ def test_strategy_override_process_only_new_candles(caplog, default_conf):
caplog.set_level(logging.INFO)
default_conf.update({
'strategy': 'DefaultStrategy',
'strategy': 'StrategyTestV2',
'process_only_new_candles': True
})
strategy = StrategyResolver.load_strategy(default_conf)
@@ -225,7 +225,7 @@ def test_strategy_override_order_types(caplog, default_conf):
'stoploss_on_exchange': True,
}
default_conf.update({
'strategy': 'DefaultStrategy',
'strategy': 'StrategyTestV2',
'order_types': order_types
})
strategy = StrategyResolver.load_strategy(default_conf)
@@ -239,12 +239,12 @@ def test_strategy_override_order_types(caplog, default_conf):
" 'stoploss_on_exchange': True}.", caplog)
default_conf.update({
'strategy': 'DefaultStrategy',
'strategy': 'StrategyTestV2',
'order_types': {'buy': 'market'}
})
# Raise error for invalid configuration
with pytest.raises(ImportError,
match=r"Impossible to load Strategy 'DefaultStrategy'. "
match=r"Impossible to load Strategy 'StrategyTestV2'. "
r"Order-types mapping is incomplete."):
StrategyResolver.load_strategy(default_conf)
@@ -258,7 +258,7 @@ def test_strategy_override_order_tif(caplog, default_conf):
}
default_conf.update({
'strategy': 'DefaultStrategy',
'strategy': 'StrategyTestV2',
'order_time_in_force': order_time_in_force
})
strategy = StrategyResolver.load_strategy(default_conf)
@@ -271,12 +271,12 @@ def test_strategy_override_order_tif(caplog, default_conf):
" {'buy': 'fok', 'sell': 'gtc'}.", caplog)
default_conf.update({
'strategy': 'DefaultStrategy',
'strategy': 'StrategyTestV2',
'order_time_in_force': {'buy': 'fok'}
})
# Raise error for invalid configuration
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."):
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):
caplog.set_level(logging.INFO)
default_conf.update({
'strategy': 'DefaultStrategy',
'strategy': 'StrategyTestV2',
})
strategy = StrategyResolver.load_strategy(default_conf)
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']
default_conf.update({
'strategy': 'DefaultStrategy',
'strategy': 'StrategyTestV2',
'use_sell_signal': False,
})
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):
caplog.set_level(logging.INFO)
default_conf.update({
'strategy': 'DefaultStrategy',
'strategy': 'StrategyTestV2',
})
strategy = StrategyResolver.load_strategy(default_conf)
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']
default_conf.update({
'strategy': 'DefaultStrategy',
'strategy': 'StrategyTestV2',
'sell_profit_only': True,
})
strategy = StrategyResolver.load_strategy(default_conf)
@@ -330,7 +330,7 @@ def test_strategy_override_use_sell_profit_only(caplog, default_conf):
@pytest.mark.filterwarnings("ignore:deprecated")
def test_deprecate_populate_indicators(result, default_conf):
default_location = Path(__file__).parent / "strats"
default_conf.update({'strategy': 'TestStrategyLegacy',
default_conf.update({'strategy': 'TestStrategyLegacyV1',
'strategy_path': default_location})
strategy = StrategyResolver.load_strategy(default_conf)
with warnings.catch_warnings(record=True) as w:
@@ -365,7 +365,7 @@ def test_deprecate_populate_indicators(result, default_conf):
def test_call_deprecated_function(result, monkeypatch, default_conf, caplog):
default_location = Path(__file__).parent / "strats"
del default_conf['timeframe']
default_conf.update({'strategy': 'TestStrategyLegacy',
default_conf.update({'strategy': 'TestStrategyLegacyV1',
'strategy_path': default_location})
strategy = StrategyResolver.load_strategy(default_conf)
metadata = {'pair': 'ETH/BTC'}
@@ -395,7 +395,7 @@ def test_call_deprecated_function(result, monkeypatch, default_conf, caplog):
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)
metadata = {'pair': 'ETH/BTC'}

2
tests/test_arguments.py
View File

@@ -123,7 +123,7 @@ def test_parse_args_backtesting_custom() -> None:
'-c', 'test_conf.json',
'--ticker-interval', '1m',
'--strategy-list',
'DefaultStrategy',
'StrategyTestV2',
'SampleStrategy'
]
call_args = Arguments(args).get_parsed_arg()

6
tests/test_configuration.py
View File

@@ -404,7 +404,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
arglist = [
'backtesting',
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'--strategy', 'StrategyTestV2',
]
args = Arguments(arglist).get_parsed_arg()
@@ -441,7 +441,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
arglist = [
'backtesting',
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'--strategy', 'StrategyTestV2',
'--datadir', '/foo/bar',
'--userdir', "/tmp/freqtrade",
'--ticker-interval', '1m',
@@ -498,7 +498,7 @@ def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> Non
'--ticker-interval', '1m',
'--export', 'trades',
'--strategy-list',
'DefaultStrategy',
'StrategyTestV2',
'TestStrategy'
]

244
tests/test_freqtradebot.py
View File

@@ -185,7 +185,7 @@ def test_check_available_stake_amount(default_conf, ticker, mocker, fee, limit_b
limit_buy_order_open['id'] = str(i)
result = freqtrade.wallets.get_trade_stake_amount('ETH/BTC')
assert pytest.approx(result) == expected[i]
freqtrade.execute_buy('ETH/BTC', result)
freqtrade.execute_entry('ETH/BTC', result)
else:
with pytest.raises(DependencyException):
freqtrade.wallets.get_trade_stake_amount('ETH/BTC')
@@ -584,8 +584,8 @@ def test_create_trades_preopen(default_conf, ticker, fee, mocker, limit_buy_orde
patch_get_signal(freqtrade)
# Create 2 existing trades
freqtrade.execute_buy('ETH/BTC', default_conf['stake_amount'])
freqtrade.execute_buy('NEO/BTC', default_conf['stake_amount'])
freqtrade.execute_entry('ETH/BTC', default_conf['stake_amount'])
freqtrade.execute_entry('NEO/BTC', default_conf['stake_amount'])
assert len(Trade.get_open_trades()) == 2
# Change order_id for new orders
@@ -776,7 +776,7 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
assert ("ETH/BTC", default_conf["timeframe"]) in refresh_mock.call_args[0][0]
def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order_open) -> None:
def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_order_open) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
freqtrade = FreqtradeBot(default_conf)
@@ -799,7 +799,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
)
pair = 'ETH/BTC'
assert not freqtrade.execute_buy(pair, stake_amount)
assert not freqtrade.execute_entry(pair, stake_amount)
assert buy_rate_mock.call_count == 1
assert buy_mm.call_count == 0
assert freqtrade.strategy.confirm_trade_entry.call_count == 1
@@ -807,7 +807,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
limit_buy_order_open['id'] = '22'
freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
assert freqtrade.execute_buy(pair, stake_amount)
assert freqtrade.execute_entry(pair, stake_amount)
assert buy_rate_mock.call_count == 1
assert buy_mm.call_count == 1
call_args = buy_mm.call_args_list[0][1]
@@ -826,7 +826,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
# Test calling with price
limit_buy_order_open['id'] = '33'
fix_price = 0.06
assert freqtrade.execute_buy(pair, stake_amount, fix_price)
assert freqtrade.execute_entry(pair, stake_amount, fix_price)
# Make sure get_rate wasn't called again
assert buy_rate_mock.call_count == 0
@@ -844,7 +844,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
mocker.patch('freqtrade.exchange.Exchange.create_order',
MagicMock(return_value=limit_buy_order))
assert freqtrade.execute_buy(pair, stake_amount)
assert freqtrade.execute_entry(pair, stake_amount)
trade = Trade.query.all()[2]
assert trade
assert trade.open_order_id is None
@@ -861,7 +861,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
limit_buy_order['id'] = '555'
mocker.patch('freqtrade.exchange.Exchange.create_order',
MagicMock(return_value=limit_buy_order))
assert freqtrade.execute_buy(pair, stake_amount)
assert freqtrade.execute_entry(pair, stake_amount)
trade = Trade.query.all()[3]
assert trade
assert trade.open_order_id == '555'
@@ -873,7 +873,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
limit_buy_order['id'] = '556'
freqtrade.strategy.custom_stake_amount = lambda **kwargs: 150.0
assert freqtrade.execute_buy(pair, stake_amount)
assert freqtrade.execute_entry(pair, stake_amount)
trade = Trade.query.all()[4]
assert trade
assert trade.stake_amount == 150
@@ -881,7 +881,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
# Exception case
limit_buy_order['id'] = '557'
freqtrade.strategy.custom_stake_amount = lambda **kwargs: 20 / 0
assert freqtrade.execute_buy(pair, stake_amount)
assert freqtrade.execute_entry(pair, stake_amount)
trade = Trade.query.all()[5]
assert trade
assert trade.stake_amount == 2.0
@@ -896,16 +896,50 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
limit_buy_order['id'] = '66'
mocker.patch('freqtrade.exchange.Exchange.create_order',
MagicMock(return_value=limit_buy_order))
assert not freqtrade.execute_buy(pair, stake_amount)
assert not freqtrade.execute_entry(pair, stake_amount)
# Fail to get price...
mocker.patch('freqtrade.exchange.Exchange.get_rate', MagicMock(return_value=0.0))
with pytest.raises(PricingError, match="Could not determine buy price."):
freqtrade.execute_buy(pair, stake_amount)
freqtrade.execute_entry(pair, stake_amount)
# In case of custom entry price
mocker.patch('freqtrade.exchange.Exchange.get_rate', return_value=0.50)
limit_buy_order['status'] = 'open'
limit_buy_order['id'] = '5566'
freqtrade.strategy.custom_entry_price = lambda **kwargs: 0.508
assert freqtrade.execute_entry(pair, stake_amount)
trade = Trade.query.all()[6]
assert trade
assert trade.open_rate_requested == 0.508
# In case of custom entry price set to None
limit_buy_order['status'] = 'open'
limit_buy_order['id'] = '5567'
freqtrade.strategy.custom_entry_price = lambda **kwargs: None
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_rate=MagicMock(return_value=10),
)
assert freqtrade.execute_entry(pair, stake_amount)
trade = Trade.query.all()[7]
assert trade
assert trade.open_rate_requested == 10
# In case of custom entry price not float type
limit_buy_order['status'] = 'open'
limit_buy_order['id'] = '5568'
freqtrade.strategy.custom_entry_price = lambda **kwargs: "string price"
assert freqtrade.execute_entry(pair, stake_amount)
trade = Trade.query.all()[8]
assert trade
assert trade.open_rate_requested == 10
def test_execute_buy_confirm_error(mocker, default_conf, fee, limit_buy_order) -> None:
def test_execute_entry_confirm_error(mocker, default_conf, fee, limit_buy_order) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@@ -923,18 +957,18 @@ def test_execute_buy_confirm_error(mocker, default_conf, fee, limit_buy_order) -
pair = 'ETH/BTC'
freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=ValueError)
assert freqtrade.execute_buy(pair, stake_amount)
assert freqtrade.execute_entry(pair, stake_amount)
limit_buy_order['id'] = '222'
freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=Exception)
assert freqtrade.execute_buy(pair, stake_amount)
assert freqtrade.execute_entry(pair, stake_amount)
limit_buy_order['id'] = '2223'
freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
assert freqtrade.execute_buy(pair, stake_amount)
assert freqtrade.execute_entry(pair, stake_amount)
freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=False)
assert not freqtrade.execute_buy(pair, stake_amount)
assert not freqtrade.execute_entry(pair, stake_amount)
def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None:
@@ -1929,7 +1963,7 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
assert nb_trades == 0
# Buy is triggering, so buying ...
patch_get_signal(freqtrade, value=(True, False, None))
patch_get_signal(freqtrade)
freqtrade.enter_positions()
trades = Trade.query.all()
nb_trades = len(trades)
@@ -1974,7 +2008,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open,
)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtrade, value=(True, False, None))
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
freqtrade.enter_positions()
@@ -1982,7 +2016,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open,
trade = Trade.query.first()
trade.is_open = True
# FIX: sniffing logs, suggest handle_trade should not execute_sell
# FIX: sniffing logs, suggest handle_trade should not execute_trade_exit
# instead that responsibility should be moved out of handle_trade(),
# we might just want to check if we are in a sell condition without
# executing
@@ -2609,7 +2643,7 @@ def test_handle_cancel_sell_cancel_exception(mocker, default_conf) -> None:
assert freqtrade.handle_cancel_sell(trade, order, reason) == 'error cancelling order'
def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> None:
def test_execute_trade_exit_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
@@ -2637,16 +2671,16 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
fetch_ticker=ticker_sell_up
)
# Prevented sell ...
freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
sell_reason=SellCheckTuple(sell_type=SellType.ROI))
freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
sell_reason=SellCheckTuple(sell_type=SellType.ROI))
assert rpc_mock.call_count == 0
assert freqtrade.strategy.confirm_trade_exit.call_count == 1
# Repatch with true
freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)
freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
sell_reason=SellCheckTuple(sell_type=SellType.ROI))
freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
sell_reason=SellCheckTuple(sell_type=SellType.ROI))
assert freqtrade.strategy.confirm_trade_exit.call_count == 1
assert rpc_mock.call_count == 1
@@ -2673,7 +2707,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
} == last_msg
def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker) -> None:
def test_execute_trade_exit_down(default_conf, ticker, fee, ticker_sell_down, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
@@ -2698,8 +2732,8 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
fetch_ticker=ticker_sell_down
)
freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'],
sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'],
sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
assert rpc_mock.call_count == 2
last_msg = rpc_mock.call_args_list[-1][0][0]
@@ -2725,8 +2759,73 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
} == last_msg
def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fee,
ticker_sell_down, mocker) -> None:
def test_execute_trade_exit_custom_exit_price(default_conf, ticker, fee, ticker_sell_up,
mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_fee=fee,
_is_dry_limit_order_filled=MagicMock(return_value=False),
)
patch_whitelist(mocker, default_conf)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=False)
# Create some test data
freqtrade.enter_positions()
rpc_mock.reset_mock()
trade = Trade.query.first()
assert trade
assert freqtrade.strategy.confirm_trade_exit.call_count == 0
# Increase the price and sell it
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_sell_up
)
freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)
# Set a custom exit price
freqtrade.strategy.custom_exit_price = lambda **kwargs: 1.170e-05
freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
sell_reason=SellCheckTuple(sell_type=SellType.SELL_SIGNAL))
# Sell price must be different to default bid price
assert freqtrade.strategy.confirm_trade_exit.call_count == 1
assert rpc_mock.call_count == 1
last_msg = rpc_mock.call_args_list[-1][0][0]
assert {
'trade_id': 1,
'type': RPCMessageType.SELL,
'exchange': 'Binance',
'pair': 'ETH/BTC',
'gain': 'profit',
'limit': 1.170e-05,
'amount': 91.07468123,
'order_type': 'limit',
'open_rate': 1.098e-05,
'current_rate': 1.173e-05,
'profit_amount': 6.041e-05,
'profit_ratio': 0.06025919,
'stake_currency': 'BTC',
'fiat_currency': 'USD',
'sell_reason': SellType.SELL_SIGNAL.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
} == last_msg
def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(default_conf, ticker, fee,
ticker_sell_down, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
@@ -2756,8 +2855,8 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
# Setting trade stoploss to 0.01
trade.stop_loss = 0.00001099 * 0.99
freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'],
sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'],
sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
assert rpc_mock.call_count == 2
last_msg = rpc_mock.call_args_list[-1][0][0]
@@ -2784,7 +2883,8 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
} == last_msg
def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, caplog) -> None:
def test_execute_trade_exit_sloe_cancel_exception(
mocker, default_conf, ticker, fee, caplog) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order',
side_effect=InvalidOrderException())
@@ -2811,14 +2911,14 @@ def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, c
freqtrade.config['dry_run'] = False
trade.stoploss_order_id = "abcd"
freqtrade.execute_sell(trade=trade, limit=1234,
sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
freqtrade.execute_trade_exit(trade=trade, limit=1234,
sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
assert create_order_mock.call_count == 2
assert log_has('Could not cancel stoploss order abcd', caplog)
def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticker_sell_up,
mocker) -> None:
def test_execute_trade_exit_with_stoploss_on_exchange(default_conf, ticker, fee, ticker_sell_up,
mocker) -> None:
default_conf['exchange']['name'] = 'binance'
rpc_mock = patch_RPCManager(mocker)
@@ -2862,8 +2962,8 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke
fetch_ticker=ticker_sell_up
)
freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
trade = Trade.query.first()
assert trade
@@ -2871,8 +2971,8 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke
assert rpc_mock.call_count == 3
def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, fee,
mocker) -> None:
def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(default_conf, ticker, fee,
mocker) -> None:
default_conf['exchange']['name'] = 'binance'
rpc_mock = patch_RPCManager(mocker)
patch_exchange(mocker)
@@ -2943,8 +3043,8 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f
assert rpc_mock.call_args_list[2][0][0]['type'] == RPCMessageType.SELL
def test_execute_sell_market_order(default_conf, ticker, fee,
ticker_sell_up, mocker) -> None:
def test_execute_trade_exit_market_order(default_conf, ticker, fee,
ticker_sell_up, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
@@ -2970,8 +3070,8 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
)
freqtrade.config['order_types']['sell'] = 'market'
freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
sell_reason=SellCheckTuple(sell_type=SellType.ROI))
freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
sell_reason=SellCheckTuple(sell_type=SellType.ROI))
assert not trade.is_open
assert trade.close_profit == 0.0620716
@@ -3001,8 +3101,8 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
} == last_msg
def test_execute_sell_insufficient_funds_error(default_conf, ticker, fee,
ticker_sell_up, mocker) -> None:
def test_execute_trade_exit_insufficient_funds_error(default_conf, ticker, fee,
ticker_sell_up, mocker) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mock_insuf = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_insufficient_funds')
mocker.patch.multiple(
@@ -3029,8 +3129,8 @@ def test_execute_sell_insufficient_funds_error(default_conf, ticker, fee,
)
sell_reason = SellCheckTuple(sell_type=SellType.ROI)
assert not freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
sell_reason=sell_reason)
assert not freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
sell_reason=sell_reason)
assert mock_insuf.call_count == 1
@@ -3286,8 +3386,8 @@ def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplo
fetch_ticker=ticker_sell_down
)
freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'],
sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'],
sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
trade.close(ticker_sell_down()['bid'])
assert freqtrade.strategy.is_pair_locked(trade.pair)
@@ -4512,3 +4612,43 @@ def test_refind_lost_order(mocker, default_conf, fee, caplog):
freqtrade.refind_lost_order(trades[4])
assert log_has(f"Error updating {order['id']}.", caplog)
def test_get_valid_price(mocker, default_conf) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
freqtrade = FreqtradeBot(default_conf)
freqtrade.config['custom_price_max_distance_ratio'] = 0.02
custom_price_string = "10"
custom_price_badstring = "10abc"
custom_price_float = 10.0
custom_price_int = 10
custom_price_over_max_alwd = 11.0
custom_price_under_min_alwd = 9.0
proposed_price = 10.1
valid_price_from_string = freqtrade.get_valid_price(custom_price_string, proposed_price)
valid_price_from_badstring = freqtrade.get_valid_price(custom_price_badstring, proposed_price)
valid_price_from_int = freqtrade.get_valid_price(custom_price_int, proposed_price)
valid_price_from_float = freqtrade.get_valid_price(custom_price_float, proposed_price)
valid_price_at_max_alwd = freqtrade.get_valid_price(custom_price_over_max_alwd, proposed_price)
valid_price_at_min_alwd = freqtrade.get_valid_price(custom_price_under_min_alwd, proposed_price)
assert isinstance(valid_price_from_string, float)
assert isinstance(valid_price_from_badstring, float)
assert isinstance(valid_price_from_int, float)
assert isinstance(valid_price_from_float, float)
assert valid_price_from_string == custom_price_float
assert valid_price_from_badstring == proposed_price
assert valid_price_from_int == custom_price_int
assert valid_price_from_float == custom_price_float
assert valid_price_at_max_alwd < custom_price_over_max_alwd
assert valid_price_at_max_alwd > proposed_price
assert valid_price_at_min_alwd > custom_price_under_min_alwd
assert valid_price_at_min_alwd < proposed_price

2
tests/test_integration.py
View File

@@ -9,7 +9,7 @@ from freqtrade.strategy.interface import SellCheckTuple
from tests.conftest import get_patched_freqtradebot, patch_get_signal
def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
limit_buy_order, mocker) -> None:
"""
Tests workflow of selling stoploss_on_exchange.

18
tests/test_persistence.py
View File

@@ -1587,25 +1587,30 @@ def test_adjust_min_max_rates(fee):
open_rate=1,
)
trade.adjust_min_max_rates(trade.open_rate)
trade.adjust_min_max_rates(trade.open_rate, trade.open_rate)
assert trade.max_rate == 1
assert trade.min_rate == 1
# check min adjusted, max remained
trade.adjust_min_max_rates(0.96)
trade.adjust_min_max_rates(0.96, 0.96)
assert trade.max_rate == 1
assert trade.min_rate == 0.96
# check max adjusted, min remains
trade.adjust_min_max_rates(1.05)
trade.adjust_min_max_rates(1.05, 1.05)
assert trade.max_rate == 1.05
assert trade.min_rate == 0.96
# current rate "in the middle" - no adjustment
trade.adjust_min_max_rates(1.03)
trade.adjust_min_max_rates(1.03, 1.03)
assert trade.max_rate == 1.05
assert trade.min_rate == 0.96
# current rate "in the middle" - no adjustment
trade.adjust_min_max_rates(1.10, 0.91)
assert trade.max_rate == 1.10
assert trade.min_rate == 0.91
@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize('use_db', [True, False])
@@ -2099,6 +2104,11 @@ def test_update_order_from_ccxt(caplog):
assert o.ft_is_open
assert o.order_filled_date is None
# Order is unfilled, "filled" not set
# https://github.com/freqtrade/freqtrade/issues/5404
ccxt_order.update({'filled': None, 'remaining': 20.0, 'status': 'canceled'})
o.update_from_ccxt_object(ccxt_order)
# Order has been closed
ccxt_order.update({'filled': 20.0, 'remaining': 0.0, 'status': 'closed'})
o.update_from_ccxt_object(ccxt_order)

3
tests/test_plotting.py
View File

@@ -70,7 +70,6 @@ def test_add_indicators(default_conf, testdatadir, caplog):
indicators1 = {"ema10": {}}
indicators2 = {"macd": {"color": "red"}}
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
# Generate buy/sell signals and indicators
@@ -112,7 +111,6 @@ def test_add_areas(default_conf, testdatadir, caplog):
"fill_to": "macdhist"}}
ind_plain = {"macd": {"fill_to": "macdhist"}}
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
# 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',
datadir=testdatadir, timerange=timerange)
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
# Generate buy/sell signals and indicators

4
tests/test_wallets.py
View File

@@ -157,13 +157,13 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_r
assert result == result1
# create one trade, order amount should be 'balance / (max_open_trades - num_open_trades)'
freqtrade.execute_buy('ETH/USDT', result)
freqtrade.execute_entry('ETH/USDT', result)
result = freqtrade.wallets.get_trade_stake_amount('LTC/USDT')
assert result == result1
# create 2 trades, order amount should be None
freqtrade.execute_buy('LTC/BTC', result)
freqtrade.execute_entry('LTC/BTC', result)
result = freqtrade.wallets.get_trade_stake_amount('XRP/USDT')
assert result == 0

2
tests/testdata/backtest-result_multistrat.json vendored
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File diff suppressed because one or more lines are too long

2
tests/testdata/backtest-result_new.json vendored
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File diff suppressed because one or more lines are too long