diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py index ff1be188a..dfd4a9f68 100644 --- a/freqtrade/data/converter.py +++ b/freqtrade/data/converter.py @@ -5,7 +5,7 @@ import itertools import logging from datetime import datetime, timezone from operator import itemgetter -from typing import Any, Dict, List, Optional +from typing import Any, Dict, List import pandas as pd from pandas import DataFrame, to_datetime diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py index e091c5e2f..3c8ee4b24 100644 --- a/freqtrade/data/dataprovider.py +++ b/freqtrade/data/dataprovider.py @@ -41,7 +41,13 @@ class DataProvider: """ self.__slice_index = limit_index - def _set_cached_df(self, pair: str, timeframe: str, dataframe: DataFrame) -> None: + def _set_cached_df( + self, + pair: str, + timeframe: str, + dataframe: DataFrame, + candle_type: str = '' + ) -> None: """ Store cached Dataframe. Using private method as this should never be used by a user @@ -50,7 +56,8 @@ class DataProvider: :param timeframe: Timeframe to get data for :param dataframe: analyzed dataframe """ - self.__cached_pairs[(pair, timeframe)] = (dataframe, datetime.now(timezone.utc)) + self.__cached_pairs[(pair, timeframe, candle_type)] = ( + dataframe, datetime.now(timezone.utc)) def add_pairlisthandler(self, pairlists) -> None: """ @@ -58,13 +65,18 @@ class DataProvider: """ self._pairlists = pairlists - def historic_ohlcv(self, pair: str, timeframe: str = None) -> DataFrame: + def historic_ohlcv( + self, + pair: str, + timeframe: str = None, + candle_type: str = '' + ) -> DataFrame: """ Get stored historical candle (OHLCV) data :param pair: pair to get the data for :param timeframe: timeframe to get data for """ - saved_pair = (pair, str(timeframe)) + saved_pair = (pair, str(timeframe), candle_type) if saved_pair not in self.__cached_pairs_backtesting: timerange = TimeRange.parse_timerange(None if self._config.get( 'timerange') is None else str(self._config.get('timerange'))) @@ -77,11 +89,17 @@ class DataProvider: timeframe=timeframe or self._config['timeframe'], datadir=self._config['datadir'], timerange=timerange, - data_format=self._config.get('dataformat_ohlcv', 'json') + data_format=self._config.get('dataformat_ohlcv', 'json'), + candle_type=candle_type ) return self.__cached_pairs_backtesting[saved_pair].copy() - def get_pair_dataframe(self, pair: str, timeframe: str = None) -> DataFrame: + def get_pair_dataframe( + self, + pair: str, + timeframe: str = None, + candle_type: str = '' + ) -> DataFrame: """ Return pair candle (OHLCV) data, either live or cached historical -- depending on the runmode. @@ -91,12 +109,12 @@ class DataProvider: """ if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE): # Get live OHLCV data. - data = self.ohlcv(pair=pair, timeframe=timeframe) + data = self.ohlcv(pair=pair, timeframe=timeframe, candle_type=candle_type) else: # Get historical OHLCV data (cached on disk). - data = self.historic_ohlcv(pair=pair, timeframe=timeframe) + data = self.historic_ohlcv(pair=pair, timeframe=timeframe, candle_type=candle_type) if len(data) == 0: - logger.warning(f"No data found for ({pair}, {timeframe}).") + logger.warning(f"No data found for ({pair}, {timeframe}, {candle_type}).") return data def get_analyzed_dataframe( @@ -114,7 +132,7 @@ class DataProvider: combination. Returns empty dataframe and Epoch 0 (1970-01-01) if no dataframe was cached. """ - pair_key = (pair, timeframe) + pair_key = (pair, timeframe, candle_type) if pair_key in self.__cached_pairs: if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE): df, date = self.__cached_pairs[pair_key] @@ -200,8 +218,10 @@ class DataProvider: if self._exchange is None: raise OperationalException(NO_EXCHANGE_EXCEPTION) if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE): - return self._exchange.klines((pair, timeframe or self._config['timeframe']), - copy=copy) + return self._exchange.klines( + (pair, timeframe or self._config['timeframe'], candle_type), + copy=copy + ) else: return DataFrame() diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py index c4476ad8d..cfff74d93 100644 --- a/freqtrade/data/history/history_utils.py +++ b/freqtrade/data/history/history_utils.py @@ -54,6 +54,7 @@ def load_pair_history(pair: str, fill_missing=fill_up_missing, drop_incomplete=drop_incomplete, startup_candles=startup_candles, + candle_type=candle_type ) @@ -91,7 +92,8 @@ def load_data(datadir: Path, datadir=datadir, timerange=timerange, fill_up_missing=fill_up_missing, startup_candles=startup_candles, - data_handler=data_handler + data_handler=data_handler, + candle_type=candle_type ) if not hist.empty: result[pair] = hist @@ -124,7 +126,8 @@ def refresh_data(datadir: Path, process = f'{idx}/{len(pairs)}' _download_pair_history(pair=pair, process=process, timeframe=timeframe, datadir=datadir, - timerange=timerange, exchange=exchange, data_handler=data_handler) + timerange=timerange, exchange=exchange, data_handler=data_handler, + candle_type=candle_type) def _load_cached_data_for_updating( @@ -150,7 +153,8 @@ def _load_cached_data_for_updating( # Intentionally don't pass timerange in - since we need to load the full dataset. data = data_handler.ohlcv_load(pair, timeframe=timeframe, timerange=None, fill_missing=False, - drop_incomplete=True, warn_no_data=False) + drop_incomplete=True, warn_no_data=False, + candle_type=candle_type) if not data.empty: if start and start < data.iloc[0]['date']: # Earlier data than existing data requested, redownload all @@ -194,7 +198,8 @@ def _download_pair_history(pair: str, *, # data, since_ms = _load_cached_data_for_updating_old(datadir, pair, timeframe, timerange) data, since_ms = _load_cached_data_for_updating(pair, timeframe, timerange, - data_handler=data_handler) + data_handler=data_handler, + candle_type=candle_type) logger.debug("Current Start: %s", f"{data.iloc[0]['date']:%Y-%m-%d %H:%M:%S}" if not data.empty else 'None') diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py index e08b3df2f..b2f4534f1 100644 --- a/freqtrade/edge/edge_positioning.py +++ b/freqtrade/edge/edge_positioning.py @@ -119,8 +119,8 @@ class Edge: ) # Download informative pairs too res = defaultdict(list) - for p, t in self.strategy.gather_informative_pairs(): - res[t].append(p) + for pair, timeframe, _ in self.strategy.gather_informative_pairs(): + res[timeframe].append(pair) for timeframe, inf_pairs in res.items(): timerange_startup = deepcopy(self._timerange) timerange_startup.subtract_start(timeframe_to_seconds( diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py index e94a97833..0c891924f 100644 --- a/freqtrade/exchange/binance.py +++ b/freqtrade/exchange/binance.py @@ -204,7 +204,7 @@ class Binance(Exchange): since_ms: int, is_new_pair: bool = False, raise_: bool = False, candle_type: str = '' - ) -> Tuple[str, str, List]: + ) -> Tuple[str, str, str, List]: """ Overwrite to introduce "fast new pair" functionality by detecting the pair's listing date Does not work for other exchanges, which don't return the earliest data when called with "0" diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index ef82f9f8b..7201c025e 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -92,7 +92,7 @@ class Exchange: self._config.update(config) # Holds last candle refreshed time of each pair - self._pairs_last_refresh_time: Dict[Tuple[str, str], int] = {} + self._pairs_last_refresh_time: Dict[Tuple[str, str, str], int] = {} # Timestamp of last markets refresh self._last_markets_refresh: int = 0 @@ -105,7 +105,7 @@ class Exchange: self._buy_rate_cache: TTLCache = TTLCache(maxsize=100, ttl=1800) # Holds candles - self._klines: Dict[Tuple[str, str], DataFrame] = {} + self._klines: Dict[Tuple[str, str, str], DataFrame] = {} # Holds all open sell orders for dry_run self._dry_run_open_orders: Dict[str, Any] = {} @@ -359,7 +359,7 @@ class Exchange: or (self.trading_mode == TradingMode.FUTURES and self.market_is_future(market)) ) - def klines(self, pair_interval: Tuple[str, str], copy: bool = True) -> DataFrame: + def klines(self, pair_interval: Tuple[str, str, str], copy: bool = True) -> DataFrame: if pair_interval in self._klines: return self._klines[pair_interval].copy() if copy else self._klines[pair_interval] else: @@ -1321,7 +1321,8 @@ class Exchange: :param since_ms: Timestamp in milliseconds to get history from :return: List with candle (OHLCV) data """ - pair, timeframe, data = asyncio.get_event_loop().run_until_complete( + data: List + pair, timeframe, candle_type, data = asyncio.get_event_loop().run_until_complete( self._async_get_historic_ohlcv(pair=pair, timeframe=timeframe, since_ms=since_ms, is_new_pair=is_new_pair, candle_type=candle_type)) @@ -1337,15 +1338,15 @@ class Exchange: :param since_ms: Timestamp in milliseconds to get history from :return: OHLCV DataFrame """ - ticks = self.get_historic_ohlcv(pair, timeframe, since_ms=since_ms) + ticks = self.get_historic_ohlcv(pair, timeframe, since_ms=since_ms, candle_type=candle_type) return ohlcv_to_dataframe(ticks, timeframe, pair=pair, fill_missing=True, drop_incomplete=self._ohlcv_partial_candle) async def _async_get_historic_ohlcv(self, pair: str, timeframe: str, - since_ms: int, is_new_pair: bool, + since_ms: int, is_new_pair: bool = False, raise_: bool = False, candle_type: str = '' - ) -> Tuple[str, str, List]: + ) -> Tuple[str, str, str, List]: """ Download historic ohlcv :param is_new_pair: used by binance subclass to allow "fast" new pair downloading @@ -1374,12 +1375,12 @@ class Exchange: continue else: # Deconstruct tuple if it's not an exception - p, _, new_data = res - if p == pair: + p, _, c, new_data = res + if p == pair and c == candle_type: data.extend(new_data) # Sort data again after extending the result - above calls return in "async order" data = sorted(data, key=lambda x: x[0]) - return pair, timeframe, data + return pair, timeframe, candle_type, data def refresh_latest_ohlcv(self, pair_list: ListPairsWithTimeframes, *, since_ms: Optional[int] = None, cache: bool = True, @@ -1399,8 +1400,8 @@ class Exchange: input_coroutines = [] cached_pairs = [] # Gather coroutines to run - for pair, timeframe in set(pair_list): - if ((pair, timeframe) not in self._klines + for pair, timeframe, candle_type in set(pair_list): + if ((pair, timeframe, candle_type) not in self._klines or self._now_is_time_to_refresh(pair, timeframe)): if not since_ms and self.required_candle_call_count > 1: # Multiple calls for one pair - to get more history @@ -1411,17 +1412,17 @@ class Exchange: if since_ms: input_coroutines.append(self._async_get_historic_ohlcv( - pair, timeframe, since_ms=since_ms, raise_=True)) + pair, timeframe, since_ms=since_ms, raise_=True, candle_type=candle_type)) else: # One call ... "regular" refresh input_coroutines.append(self._async_get_candle_history( - pair, timeframe, since_ms=since_ms, candle_type=candle_type,)) + pair, timeframe, since_ms=since_ms, candle_type=candle_type)) else: logger.debug( "Using cached candle (OHLCV) data for pair %s, timeframe %s ...", - pair, timeframe + pair, timeframe, candle_type ) - cached_pairs.append((pair, timeframe)) + cached_pairs.append((pair, timeframe, candle_type)) results = asyncio.get_event_loop().run_until_complete( asyncio.gather(*input_coroutines, return_exceptions=True)) @@ -1433,20 +1434,23 @@ class Exchange: logger.warning("Async code raised an exception: %s", res.__class__.__name__) continue # Deconstruct tuple (has 3 elements) - pair, timeframe, ticks = res + pair, timeframe, c_type, ticks = res # keeping last candle time as last refreshed time of the pair if ticks: - self._pairs_last_refresh_time[(pair, timeframe)] = ticks[-1][0] // 1000 + self._pairs_last_refresh_time[(pair, timeframe, c_type)] = ticks[-1][0] // 1000 # keeping parsed dataframe in cache ohlcv_df = ohlcv_to_dataframe( ticks, timeframe, pair=pair, fill_missing=True, drop_incomplete=self._ohlcv_partial_candle) - results_df[(pair, timeframe)] = ohlcv_df + results_df[(pair, timeframe, c_type)] = ohlcv_df if cache: - self._klines[(pair, timeframe)] = ohlcv_df + self._klines[(pair, timeframe, c_type)] = ohlcv_df # Return cached klines - for pair, timeframe in cached_pairs: - results_df[(pair, timeframe)] = self.klines((pair, timeframe), copy=False) + for pair, timeframe, c_type in cached_pairs: + results_df[(pair, timeframe, c_type)] = self.klines( + (pair, timeframe, c_type), + copy=False + ) return results_df @@ -1459,8 +1463,12 @@ class Exchange: # Timeframe in seconds interval_in_sec = timeframe_to_seconds(timeframe) - return not ((self._pairs_last_refresh_time.get((pair, timeframe), 0) - + interval_in_sec) >= arrow.utcnow().int_timestamp) + return not ( + (self._pairs_last_refresh_time.get( + (pair, timeframe, candle_type), + 0 + ) + interval_in_sec) >= arrow.utcnow().int_timestamp + ) @retrier_async async def _async_get_candle_history( @@ -1501,9 +1509,9 @@ class Exchange: data = sorted(data, key=lambda x: x[0]) except IndexError: logger.exception("Error loading %s. Result was %s.", pair, data) - return pair, timeframe, [] + return pair, timeframe, candle_type, [] logger.debug("Done fetching pair %s, interval %s ...", pair, timeframe) - return pair, timeframe, data + return pair, timeframe, candle_type, data except ccxt.NotSupported as e: raise OperationalException( diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py index 5627d82ce..f2e9aa4d3 100644 --- a/freqtrade/plugins/pairlist/AgeFilter.py +++ b/freqtrade/plugins/pairlist/AgeFilter.py @@ -72,7 +72,7 @@ class AgeFilter(IPairList): :return: new allowlist """ needed_pairs = [ - (p, '1d') for p in pairlist + (p, '1d', '') for p in pairlist if p not in self._symbolsChecked and p not in self._symbolsCheckFailed] if not needed_pairs: # Remove pairs that have been removed before @@ -88,7 +88,7 @@ class AgeFilter(IPairList): candles = self._exchange.refresh_latest_ohlcv(needed_pairs, since_ms=since_ms, cache=False) if self._enabled: for p in deepcopy(pairlist): - daily_candles = candles[(p, '1d')] if (p, '1d') in candles else None + daily_candles = candles[(p, '1d', '')] if (p, '1d', '') in candles else None if not self._validate_pair_loc(p, daily_candles): pairlist.remove(p) self.log_once(f"Validated {len(pairlist)} pairs.", logger.info) diff --git a/freqtrade/plugins/pairlist/VolatilityFilter.py b/freqtrade/plugins/pairlist/VolatilityFilter.py index 9383e5d06..c06cd0897 100644 --- a/freqtrade/plugins/pairlist/VolatilityFilter.py +++ b/freqtrade/plugins/pairlist/VolatilityFilter.py @@ -67,7 +67,7 @@ class VolatilityFilter(IPairList): :param tickers: Tickers (from exchange.get_tickers()). May be cached. :return: new allowlist """ - needed_pairs = [(p, '1d') for p in pairlist if p not in self._pair_cache] + needed_pairs = [(p, '1d', '') for p in pairlist if p not in self._pair_cache] since_ms = (arrow.utcnow() .floor('day') @@ -81,7 +81,7 @@ class VolatilityFilter(IPairList): if self._enabled: for p in deepcopy(pairlist): - daily_candles = candles[(p, '1d')] if (p, '1d') in candles else None + daily_candles = candles[(p, '1d', '')] if (p, '1d', '') in candles else None if not self._validate_pair_loc(p, daily_candles): pairlist.remove(p) return pairlist diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py index 0ffc8a8c8..0493b67c9 100644 --- a/freqtrade/plugins/pairlist/VolumePairList.py +++ b/freqtrade/plugins/pairlist/VolumePairList.py @@ -160,10 +160,9 @@ class VolumePairList(IPairList): f"{self._lookback_timeframe}, starting from {format_ms_time(since_ms)} " f"till {format_ms_time(to_ms)}", logger.info) needed_pairs = [ - (p, self._lookback_timeframe) for p in - [ - s['symbol'] for s in filtered_tickers - ] if p not in self._pair_cache + (p, self._lookback_timeframe, '') for p in + [s['symbol'] for s in filtered_tickers] + if p not in self._pair_cache ] # Get all candles @@ -174,8 +173,8 @@ class VolumePairList(IPairList): ) for i, p in enumerate(filtered_tickers): pair_candles = candles[ - (p['symbol'], self._lookback_timeframe) - ] if (p['symbol'], self._lookback_timeframe) in candles else None + (p['symbol'], self._lookback_timeframe, '') + ] if (p['symbol'], self._lookback_timeframe, '') in candles else None # in case of candle data calculate typical price and quoteVolume for candle if pair_candles is not None and not pair_candles.empty: pair_candles['typical_price'] = (pair_candles['high'] + pair_candles['low'] diff --git a/freqtrade/plugins/pairlist/rangestabilityfilter.py b/freqtrade/plugins/pairlist/rangestabilityfilter.py index 3e5a002ff..048736ae0 100644 --- a/freqtrade/plugins/pairlist/rangestabilityfilter.py +++ b/freqtrade/plugins/pairlist/rangestabilityfilter.py @@ -65,7 +65,7 @@ class RangeStabilityFilter(IPairList): :param tickers: Tickers (from exchange.get_tickers()). May be cached. :return: new allowlist """ - needed_pairs = [(p, '1d') for p in pairlist if p not in self._pair_cache] + needed_pairs = [(p, '1d', '') for p in pairlist if p not in self._pair_cache] since_ms = (arrow.utcnow() .floor('day') @@ -79,7 +79,7 @@ class RangeStabilityFilter(IPairList): if self._enabled: for p in deepcopy(pairlist): - daily_candles = candles[(p, '1d')] if (p, '1d') in candles else None + daily_candles = candles[(p, '1d', '')] if (p, '1d', '') in candles else None if not self._validate_pair_loc(p, daily_candles): pairlist.remove(p) return pairlist diff --git a/freqtrade/plugins/pairlistmanager.py b/freqtrade/plugins/pairlistmanager.py index 93b5e90e2..5ea4c2386 100644 --- a/freqtrade/plugins/pairlistmanager.py +++ b/freqtrade/plugins/pairlistmanager.py @@ -138,4 +138,4 @@ class PairListManager(): """ Create list of pair tuples with (pair, timeframe) """ - return [(pair, timeframe or self._config['timeframe']) for pair in pairs] + return [(pair, timeframe or self._config['timeframe'], '') for pair in pairs] diff --git a/freqtrade/strategy/informative_decorator.py b/freqtrade/strategy/informative_decorator.py index 4c5f21108..31d761519 100644 --- a/freqtrade/strategy/informative_decorator.py +++ b/freqtrade/strategy/informative_decorator.py @@ -14,6 +14,7 @@ class InformativeData(NamedTuple): timeframe: str fmt: Union[str, Callable[[Any], str], None] ffill: bool + candle_type: str = '' def informative(timeframe: str, asset: str = '', diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 36bf09f5f..8a4e50343 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -424,14 +424,18 @@ class IStrategy(ABC, HyperStrategyMixin): informative_pairs = self.informative_pairs() for inf_data, _ in self._ft_informative: if inf_data.asset: - pair_tf = (_format_pair_name(self.config, inf_data.asset), inf_data.timeframe) + pair_tf = ( + _format_pair_name(self.config, inf_data.asset), + inf_data.timeframe, + inf_data.candle_type + ) informative_pairs.append(pair_tf) else: if not self.dp: raise OperationalException('@informative decorator with unspecified asset ' 'requires DataProvider instance.') for pair in self.dp.current_whitelist(): - informative_pairs.append((pair, inf_data.timeframe)) + informative_pairs.append((pair, inf_data.timeframe, inf_data.candle_type)) return list(set(informative_pairs)) def get_strategy_name(self) -> str: diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py index 72d2c6de4..384254b74 100644 --- a/tests/commands/test_commands.py +++ b/tests/commands/test_commands.py @@ -1326,7 +1326,7 @@ def test_start_list_data(testdatadir, capsys): pargs['config'] = None start_list_data(pargs) captured = capsys.readouterr() - assert "Found 19 pair / timeframe combinations." in captured.out + assert "Found 20 pair / timeframe combinations." in captured.out assert "\n| Pair | Timeframe | Type |\n" in captured.out assert "\n| UNITTEST/BTC | 1m, 5m, 8m, 30m | |\n" in captured.out assert "\n| UNITTEST/USDT | 1h | mark |\n" in captured.out diff --git a/tests/conftest.py b/tests/conftest.py index e184903d1..a567b55e9 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -2388,7 +2388,7 @@ def market_buy_order_usdt_doublefee(market_buy_order_usdt): 'amount': 25.0, 'cost': 50.25, 'fee': {'cost': 0.00025125, 'currency': 'BNB'} - }, { + }, { 'timestamp': None, 'datetime': None, 'symbol': 'ETH/USDT', @@ -2401,7 +2401,7 @@ def market_buy_order_usdt_doublefee(market_buy_order_usdt): 'amount': 5, 'cost': 10, 'fee': {'cost': 0.0100306, 'currency': 'USDT'} - }] + }] return order diff --git a/tests/data/test_converter.py b/tests/data/test_converter.py index 6c95a9f18..39bb1b15e 100644 --- a/tests/data/test_converter.py +++ b/tests/data/test_converter.py @@ -75,7 +75,8 @@ def test_ohlcv_fill_up_missing_data(testdatadir, caplog): def test_ohlcv_fill_up_missing_data2(caplog): timeframe = '5m' - ticks = [[ + ticks = [ + [ 1511686200000, # 8:50:00 8.794e-05, # open 8.948e-05, # high @@ -106,7 +107,7 @@ def test_ohlcv_fill_up_missing_data2(caplog): 8.895e-05, 8.817e-05, 123551 - ] + ] ] # Generate test-data without filling missing @@ -134,13 +135,13 @@ def test_ohlcv_fill_up_missing_data2(caplog): def test_ohlcv_drop_incomplete(caplog): timeframe = '1d' ticks = [[ - 1559750400000, # 2019-06-04 - 8.794e-05, # open - 8.948e-05, # high - 8.794e-05, # low - 8.88e-05, # close - 2255, # volume (in quote currency) - ], + 1559750400000, # 2019-06-04 + 8.794e-05, # open + 8.948e-05, # high + 8.794e-05, # low + 8.88e-05, # close + 2255, # volume (in quote currency) + ], [ 1559836800000, # 2019-06-05 8.88e-05, @@ -148,7 +149,7 @@ def test_ohlcv_drop_incomplete(caplog): 8.88e-05, 8.893e-05, 9911, - ], + ], [ 1559923200000, # 2019-06-06 8.891e-05, @@ -156,7 +157,7 @@ def test_ohlcv_drop_incomplete(caplog): 8.875e-05, 8.877e-05, 2251 - ], + ], [ 1560009600000, # 2019-06-07 8.877e-05, @@ -164,7 +165,7 @@ def test_ohlcv_drop_incomplete(caplog): 8.895e-05, 8.817e-05, 123551 - ] + ] ] caplog.set_level(logging.DEBUG) data = ohlcv_to_dataframe(ticks, timeframe, pair="UNITTEST/BTC", @@ -287,42 +288,45 @@ def test_convert_trades_format(default_conf, testdatadir, tmpdir): file['new'].unlink() -def test_convert_ohlcv_format(default_conf, testdatadir, tmpdir): +@pytest.mark.parametrize('file_base', [ + ('XRP_ETH-5m'), + ('XRP_ETH-1m'), + # ('XRP_USDT-1h-mark'), #TODO-lev: Create .gz file +]) +def test_convert_ohlcv_format(default_conf, testdatadir, tmpdir, file_base): tmpdir1 = Path(tmpdir) - file1_orig = testdatadir / "XRP_ETH-5m.json" - file1 = tmpdir1 / "XRP_ETH-5m.json" - file1_new = tmpdir1 / "XRP_ETH-5m.json.gz" - file2_orig = testdatadir / "XRP_ETH-1m.json" - file2 = tmpdir1 / "XRP_ETH-1m.json" - file2_new = tmpdir1 / "XRP_ETH-1m.json.gz" + file_orig = testdatadir / f"{file_base}.json" + file_temp = tmpdir1 / f"{file_base}.json" + file_new = tmpdir1 / f"{file_base}.json.gz" - copyfile(file1_orig, file1) - copyfile(file2_orig, file2) + copyfile(file_orig, file_temp) default_conf['datadir'] = tmpdir1 - default_conf['pairs'] = ['XRP_ETH'] - default_conf['timeframes'] = ['1m', '5m'] + default_conf['pairs'] = ['XRP_ETH', 'XRP_USDT'] + default_conf['timeframes'] = ['1m', '5m', '1h'] - assert not file1_new.exists() - assert not file2_new.exists() + assert not file_new.exists() - convert_ohlcv_format(default_conf, convert_from='json', - convert_to='jsongz', erase=False) + convert_ohlcv_format( + default_conf, + convert_from='json', + convert_to='jsongz', + erase=False + ) - assert file1_new.exists() - assert file2_new.exists() - assert file1.exists() - assert file2.exists() + assert file_new.exists() + assert file_temp.exists() # Remove original files - file1.unlink() - file2.unlink() + file_temp.unlink() # Convert back - convert_ohlcv_format(default_conf, convert_from='jsongz', - convert_to='json', erase=True) + convert_ohlcv_format( + default_conf, + convert_from='jsongz', + convert_to='json', + erase=True + ) - assert file1.exists() - assert file2.exists() - assert not file1_new.exists() - assert not file2_new.exists() + assert file_temp.exists() + assert not file_new.exists() diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py index 0f42068c1..4f01f816f 100644 --- a/tests/data/test_dataprovider.py +++ b/tests/data/test_dataprovider.py @@ -11,34 +11,42 @@ from freqtrade.plugins.pairlistmanager import PairListManager from tests.conftest import get_patched_exchange -def test_ohlcv(mocker, default_conf, ohlcv_history): +@pytest.mark.parametrize('candle_type', [ + 'mark', + '', +]) +def test_ohlcv(mocker, default_conf, ohlcv_history, candle_type): default_conf["runmode"] = RunMode.DRY_RUN timeframe = default_conf["timeframe"] exchange = get_patched_exchange(mocker, default_conf) - exchange._klines[("XRP/BTC", timeframe)] = ohlcv_history - exchange._klines[("UNITTEST/BTC", timeframe)] = ohlcv_history + exchange._klines[("XRP/BTC", timeframe, candle_type)] = ohlcv_history + exchange._klines[("UNITTEST/BTC", timeframe, candle_type)] = ohlcv_history dp = DataProvider(default_conf, exchange) assert dp.runmode == RunMode.DRY_RUN - assert ohlcv_history.equals(dp.ohlcv("UNITTEST/BTC", timeframe)) - assert isinstance(dp.ohlcv("UNITTEST/BTC", timeframe), DataFrame) - assert dp.ohlcv("UNITTEST/BTC", timeframe) is not ohlcv_history - assert dp.ohlcv("UNITTEST/BTC", timeframe, copy=False) is ohlcv_history - assert not dp.ohlcv("UNITTEST/BTC", timeframe).empty - assert dp.ohlcv("NONESENSE/AAA", timeframe).empty + assert ohlcv_history.equals(dp.ohlcv("UNITTEST/BTC", timeframe, candle_type=candle_type)) + assert isinstance(dp.ohlcv("UNITTEST/BTC", timeframe, candle_type=candle_type), DataFrame) + assert dp.ohlcv("UNITTEST/BTC", timeframe, candle_type=candle_type) is not ohlcv_history + assert dp.ohlcv("UNITTEST/BTC", timeframe, copy=False, candle_type=candle_type) is ohlcv_history + assert not dp.ohlcv("UNITTEST/BTC", timeframe, candle_type=candle_type).empty + assert dp.ohlcv("NONESENSE/AAA", timeframe, candle_type=candle_type).empty # Test with and without parameter - assert dp.ohlcv("UNITTEST/BTC", timeframe).equals(dp.ohlcv("UNITTEST/BTC")) + assert dp.ohlcv( + "UNITTEST/BTC", + timeframe, + candle_type=candle_type + ).equals(dp.ohlcv("UNITTEST/BTC", candle_type=candle_type)) default_conf["runmode"] = RunMode.LIVE dp = DataProvider(default_conf, exchange) assert dp.runmode == RunMode.LIVE - assert isinstance(dp.ohlcv("UNITTEST/BTC", timeframe), DataFrame) + assert isinstance(dp.ohlcv("UNITTEST/BTC", timeframe, candle_type=candle_type), DataFrame) default_conf["runmode"] = RunMode.BACKTEST dp = DataProvider(default_conf, exchange) assert dp.runmode == RunMode.BACKTEST - assert dp.ohlcv("UNITTEST/BTC", timeframe).empty + assert dp.ohlcv("UNITTEST/BTC", timeframe, candle_type=candle_type).empty def test_historic_ohlcv(mocker, default_conf, ohlcv_history): @@ -77,37 +85,46 @@ def test_historic_ohlcv_dataformat(mocker, default_conf, ohlcv_history): jsonloadmock.assert_not_called() -def test_get_pair_dataframe(mocker, default_conf, ohlcv_history): +@pytest.mark.parametrize('candle_type', [ + 'mark', + '', +]) +def test_get_pair_dataframe(mocker, default_conf, ohlcv_history, candle_type): default_conf["runmode"] = RunMode.DRY_RUN timeframe = default_conf["timeframe"] exchange = get_patched_exchange(mocker, default_conf) - exchange._klines[("XRP/BTC", timeframe)] = ohlcv_history - exchange._klines[("UNITTEST/BTC", timeframe)] = ohlcv_history + exchange._klines[("XRP/BTC", timeframe, candle_type)] = ohlcv_history + exchange._klines[("UNITTEST/BTC", timeframe, candle_type)] = ohlcv_history dp = DataProvider(default_conf, exchange) assert dp.runmode == RunMode.DRY_RUN - assert ohlcv_history.equals(dp.get_pair_dataframe("UNITTEST/BTC", timeframe)) - assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", timeframe), DataFrame) - assert dp.get_pair_dataframe("UNITTEST/BTC", timeframe) is not ohlcv_history - assert not dp.get_pair_dataframe("UNITTEST/BTC", timeframe).empty - assert dp.get_pair_dataframe("NONESENSE/AAA", timeframe).empty + assert ohlcv_history.equals(dp.get_pair_dataframe( + "UNITTEST/BTC", timeframe, candle_type=candle_type)) + assert isinstance(dp.get_pair_dataframe( + "UNITTEST/BTC", timeframe, candle_type=candle_type), DataFrame) + assert dp.get_pair_dataframe("UNITTEST/BTC", timeframe, + candle_type=candle_type) is not ohlcv_history + assert not dp.get_pair_dataframe("UNITTEST/BTC", timeframe, candle_type=candle_type).empty + assert dp.get_pair_dataframe("NONESENSE/AAA", timeframe, candle_type=candle_type).empty # Test with and without parameter - assert dp.get_pair_dataframe("UNITTEST/BTC", timeframe)\ - .equals(dp.get_pair_dataframe("UNITTEST/BTC")) + assert dp.get_pair_dataframe("UNITTEST/BTC", timeframe, candle_type=candle_type)\ + .equals(dp.get_pair_dataframe("UNITTEST/BTC", candle_type=candle_type)) default_conf["runmode"] = RunMode.LIVE dp = DataProvider(default_conf, exchange) assert dp.runmode == RunMode.LIVE - assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", timeframe), DataFrame) - assert dp.get_pair_dataframe("NONESENSE/AAA", timeframe).empty + assert isinstance(dp.get_pair_dataframe( + "UNITTEST/BTC", timeframe, candle_type=candle_type), DataFrame) + assert dp.get_pair_dataframe("NONESENSE/AAA", timeframe, candle_type=candle_type).empty historymock = MagicMock(return_value=ohlcv_history) mocker.patch("freqtrade.data.dataprovider.load_pair_history", historymock) default_conf["runmode"] = RunMode.BACKTEST dp = DataProvider(default_conf, exchange) assert dp.runmode == RunMode.BACKTEST - assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", timeframe), DataFrame) + assert isinstance(dp.get_pair_dataframe( + "UNITTEST/BTC", timeframe, candle_type=candle_type), DataFrame) # assert dp.get_pair_dataframe("NONESENSE/AAA", timeframe).empty @@ -276,7 +293,7 @@ def test_no_exchange_mode(default_conf): dp.refresh([()]) with pytest.raises(OperationalException, match=message): - dp.ohlcv('XRP/USDT', '5m') + dp.ohlcv('XRP/USDT', '5m', '') with pytest.raises(OperationalException, match=message): dp.market('XRP/USDT') diff --git a/tests/data/test_history.py b/tests/data/test_history.py index 6c811a673..ea37ea268 100644 --- a/tests/data/test_history.py +++ b/tests/data/test_history.py @@ -95,6 +95,17 @@ def test_load_data_1min_timeframe(ohlcv_history, mocker, caplog, testdatadir) -> ) +def test_load_data_mark(ohlcv_history, mocker, caplog, testdatadir) -> None: + mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ohlcv_history) + file = testdatadir / 'UNITTEST_USDT-1h-mark.json' + load_data(datadir=testdatadir, timeframe='1h', pairs=['UNITTEST/BTC'], candle_type='mark') + assert file.is_file() + assert not log_has( + 'Download history data for pair: "UNITTEST/USDT", interval: 1m ' + 'and store in None.', caplog + ) + + def test_load_data_startup_candles(mocker, caplog, default_conf, testdatadir) -> None: ltfmock = mocker.patch( 'freqtrade.data.history.jsondatahandler.JsonDataHandler._ohlcv_load', @@ -110,8 +121,9 @@ def test_load_data_startup_candles(mocker, caplog, default_conf, testdatadir) -> assert ltfmock.call_args_list[0][1]['timerange'].startts == timerange.startts - 20 * 60 +@pytest.mark.parametrize('candle_type', ['mark', '']) def test_load_data_with_new_pair_1min(ohlcv_history_list, mocker, caplog, - default_conf, tmpdir) -> None: + default_conf, tmpdir, candle_type) -> None: """ Test load_pair_history() with 1 min timeframe """ @@ -121,7 +133,7 @@ def test_load_data_with_new_pair_1min(ohlcv_history_list, mocker, caplog, file = tmpdir1 / 'MEME_BTC-1m.json' # do not download a new pair if refresh_pairs isn't set - load_pair_history(datadir=tmpdir1, timeframe='1m', pair='MEME/BTC') + load_pair_history(datadir=tmpdir1, timeframe='1m', pair='MEME/BTC', candle_type=candle_type) assert not file.is_file() assert log_has( 'No history data for pair: "MEME/BTC", timeframe: 1m. ' @@ -131,7 +143,7 @@ def test_load_data_with_new_pair_1min(ohlcv_history_list, mocker, caplog, # download a new pair if refresh_pairs is set refresh_data(datadir=tmpdir1, timeframe='1m', pairs=['MEME/BTC'], exchange=exchange) - load_pair_history(datadir=tmpdir1, timeframe='1m', pair='MEME/BTC') + load_pair_history(datadir=tmpdir1, timeframe='1m', pair='MEME/BTC', candle_type=candle_type) assert file.is_file() assert log_has_re( r'Download history data for pair: "MEME/BTC" \(0/1\), timeframe: 1m ' @@ -166,7 +178,7 @@ def test_json_pair_data_filename(pair, expected_result, candle_type): Path('freqtrade/hello/world'), pair, '5m', - candle_type + candle_type=candle_type ) assert isinstance(fn, Path) assert fn == Path(expected_result + '.gz') @@ -241,24 +253,37 @@ def test_load_cached_data_for_updating(mocker, testdatadir) -> None: assert start_ts is None -def test_download_pair_history(ohlcv_history_list, mocker, default_conf, tmpdir) -> None: +@pytest.mark.parametrize('candle_type, file_tail', [ + ('mark', '-mark'), + ('', ''), +]) +def test_download_pair_history( + ohlcv_history_list, + mocker, + default_conf, + tmpdir, + candle_type, + file_tail +) -> None: mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ohlcv_history_list) exchange = get_patched_exchange(mocker, default_conf) tmpdir1 = Path(tmpdir) - file1_1 = tmpdir1 / 'MEME_BTC-1m.json' - file1_5 = tmpdir1 / 'MEME_BTC-5m.json' - file2_1 = tmpdir1 / 'CFI_BTC-1m.json' - file2_5 = tmpdir1 / 'CFI_BTC-5m.json' + file1_1 = tmpdir1 / f'MEME_BTC-1m{file_tail}.json' + file1_5 = tmpdir1 / f'MEME_BTC-5m{file_tail}.json' + file2_1 = tmpdir1 / f'CFI_BTC-1m{file_tail}.json' + file2_5 = tmpdir1 / f'CFI_BTC-5m{file_tail}.json' assert not file1_1.is_file() assert not file2_1.is_file() assert _download_pair_history(datadir=tmpdir1, exchange=exchange, pair='MEME/BTC', - timeframe='1m') + timeframe='1m', + candle_type=candle_type) assert _download_pair_history(datadir=tmpdir1, exchange=exchange, pair='CFI/BTC', - timeframe='1m') + timeframe='1m', + candle_type=candle_type) assert not exchange._pairs_last_refresh_time assert file1_1.is_file() assert file2_1.is_file() @@ -272,10 +297,12 @@ def test_download_pair_history(ohlcv_history_list, mocker, default_conf, tmpdir) assert _download_pair_history(datadir=tmpdir1, exchange=exchange, pair='MEME/BTC', - timeframe='5m') + timeframe='5m', + candle_type=candle_type) assert _download_pair_history(datadir=tmpdir1, exchange=exchange, pair='CFI/BTC', - timeframe='5m') + timeframe='5m', + candle_type=candle_type) assert not exchange._pairs_last_refresh_time assert file1_5.is_file() assert file2_5.is_file() @@ -295,7 +322,9 @@ def test_download_pair_history2(mocker, default_conf, testdatadir) -> None: timeframe='1m') _download_pair_history(datadir=testdatadir, exchange=exchange, pair="UNITTEST/BTC", timeframe='3m') - assert json_dump_mock.call_count == 2 + _download_pair_history(datadir=testdatadir, exchange=exchange, pair="UNITTEST/USDT", + timeframe='1h', candle_type='mark') + assert json_dump_mock.call_count == 3 def test_download_backtesting_data_exception(mocker, caplog, default_conf, tmpdir) -> None: @@ -629,7 +658,7 @@ def test_datahandler_ohlcv_get_pairs(testdatadir): pairs = HDF5DataHandler.ohlcv_get_pairs(testdatadir, '5m') assert set(pairs) == {'UNITTEST/BTC'} - pairs = JsonDataHandler.ohlcv_get_pairs(testdatadir, '1h', 'mark') + pairs = JsonDataHandler.ohlcv_get_pairs(testdatadir, '1h', candle_type='mark') assert set(pairs) == {'UNITTEST/USDT', 'XRP/USDT'} # TODO-lev: The tests below @@ -643,17 +672,33 @@ def test_datahandler_ohlcv_get_pairs(testdatadir): def test_datahandler_ohlcv_get_available_data(testdatadir): paircombs = JsonDataHandler.ohlcv_get_available_data(testdatadir) # Convert to set to avoid failures due to sorting - assert set(paircombs) == {('UNITTEST/BTC', '5m'), ('ETH/BTC', '5m'), ('XLM/BTC', '5m'), - ('TRX/BTC', '5m'), ('LTC/BTC', '5m'), ('XMR/BTC', '5m'), - ('ZEC/BTC', '5m'), ('UNITTEST/BTC', '1m'), ('ADA/BTC', '5m'), - ('ETC/BTC', '5m'), ('NXT/BTC', '5m'), ('DASH/BTC', '5m'), - ('XRP/ETH', '1m'), ('XRP/ETH', '5m'), ('UNITTEST/BTC', '30m'), - ('UNITTEST/BTC', '8m'), ('NOPAIR/XXX', '4m')} + assert set(paircombs) == { + ('UNITTEST/BTC', '5m', ''), + ('ETH/BTC', '5m', ''), + ('XLM/BTC', '5m', ''), + ('TRX/BTC', '5m', ''), + ('LTC/BTC', '5m', ''), + ('XMR/BTC', '5m', ''), + ('ZEC/BTC', '5m', ''), + ('UNITTEST/BTC', '1m', ''), + ('ADA/BTC', '5m', ''), + ('ETC/BTC', '5m', ''), + ('NXT/BTC', '5m', ''), + ('DASH/BTC', '5m', ''), + ('XRP/ETH', '1m', ''), + ('XRP/ETH', '5m', ''), + ('UNITTEST/BTC', '30m', ''), + ('UNITTEST/BTC', '8m', ''), + ('NOPAIR/XXX', '4m', ''), + ('UNITTEST/USDT', '1h', 'mark'), + ('XRP/USDT', '1h', ''), + ('XRP/USDT', '1h', 'mark'), + } paircombs = JsonGzDataHandler.ohlcv_get_available_data(testdatadir) - assert set(paircombs) == {('UNITTEST/BTC', '8m')} + assert set(paircombs) == {('UNITTEST/BTC', '8m', '')} paircombs = HDF5DataHandler.ohlcv_get_available_data(testdatadir) - assert set(paircombs) == {('UNITTEST/BTC', '5m')} + assert set(paircombs) == {('UNITTEST/BTC', '5m', '')} def test_jsondatahandler_trades_get_pairs(testdatadir): @@ -666,27 +711,29 @@ def test_jsondatahandler_ohlcv_purge(mocker, testdatadir): mocker.patch.object(Path, "exists", MagicMock(return_value=False)) unlinkmock = mocker.patch.object(Path, "unlink", MagicMock()) dh = JsonGzDataHandler(testdatadir) - assert not dh.ohlcv_purge('UNITTEST/NONEXIST', '5m') + assert not dh.ohlcv_purge('UNITTEST/NONEXIST', '5m', '') + assert not dh.ohlcv_purge('UNITTEST/NONEXIST', '5m', candle_type='mark') assert unlinkmock.call_count == 0 mocker.patch.object(Path, "exists", MagicMock(return_value=True)) - assert dh.ohlcv_purge('UNITTEST/NONEXIST', '5m') - assert unlinkmock.call_count == 1 + assert dh.ohlcv_purge('UNITTEST/NONEXIST', '5m', '') + assert dh.ohlcv_purge('UNITTEST/NONEXIST', '5m', candle_type='mark') + assert unlinkmock.call_count == 2 def test_jsondatahandler_ohlcv_load(testdatadir, caplog): dh = JsonDataHandler(testdatadir) - df = dh.ohlcv_load('XRP/ETH', '5m') + df = dh.ohlcv_load('XRP/ETH', '5m', '') assert len(df) == 711 - df_mark = dh.ohlcv_load('XRP/USDT', '1h', candle_type="mark") + df_mark = dh.ohlcv_load('UNITTEST/USDT', '1h', candle_type="mark") assert len(df_mark) == 99 - df_no_mark = dh.ohlcv_load('XRP/USDT', '1h') + df_no_mark = dh.ohlcv_load('UNITTEST/USDT', '1h', '') assert len(df_no_mark) == 0 # Failure case (empty array) - df1 = dh.ohlcv_load('NOPAIR/XXX', '4m') + df1 = dh.ohlcv_load('NOPAIR/XXX', '4m', '') assert len(df1) == 0 assert log_has("Could not load data for NOPAIR/XXX.", caplog) assert df.columns.equals(df1.columns) @@ -720,6 +767,8 @@ def test_datahandler_ohlcv_append(datahandler, testdatadir, ): dh = get_datahandler(testdatadir, datahandler) with pytest.raises(NotImplementedError): dh.ohlcv_append('UNITTEST/ETH', '5m', DataFrame()) + with pytest.raises(NotImplementedError): + dh.ohlcv_append('UNITTEST/ETH', '5m', DataFrame(), candle_type='mark') @pytest.mark.parametrize('datahandler', AVAILABLE_DATAHANDLERS) @@ -849,12 +898,14 @@ def test_hdf5datahandler_ohlcv_purge(mocker, testdatadir): mocker.patch.object(Path, "exists", MagicMock(return_value=False)) unlinkmock = mocker.patch.object(Path, "unlink", MagicMock()) dh = HDF5DataHandler(testdatadir) - assert not dh.ohlcv_purge('UNITTEST/NONEXIST', '5m') + assert not dh.ohlcv_purge('UNITTEST/NONEXIST', '5m', '') + assert not dh.ohlcv_purge('UNITTEST/NONEXIST', '5m', candle_type='mark') assert unlinkmock.call_count == 0 mocker.patch.object(Path, "exists", MagicMock(return_value=True)) - assert dh.ohlcv_purge('UNITTEST/NONEXIST', '5m') - assert unlinkmock.call_count == 1 + assert dh.ohlcv_purge('UNITTEST/NONEXIST', '5m', '') + assert dh.ohlcv_purge('UNITTEST/NONEXIST', '5m', candle_type='mark') + assert unlinkmock.call_count == 2 def test_gethandlerclass(): diff --git a/tests/exchange/test_binance.py b/tests/exchange/test_binance.py index c4277daad..ac7647e73 100644 --- a/tests/exchange/test_binance.py +++ b/tests/exchange/test_binance.py @@ -343,7 +343,8 @@ def test__set_leverage_binance(mocker, default_conf): @pytest.mark.asyncio -async def test__async_get_historic_ohlcv_binance(default_conf, mocker, caplog): +@pytest.mark.parametrize('candle_type', ['mark', '']) +async def test__async_get_historic_ohlcv_binance(default_conf, mocker, caplog, candle_type): ohlcv = [ [ int((datetime.now(timezone.utc).timestamp() - 1000) * 1000), @@ -360,16 +361,17 @@ async def test__async_get_historic_ohlcv_binance(default_conf, mocker, caplog): exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv) pair = 'ETH/BTC' - respair, restf, res = await exchange._async_get_historic_ohlcv( - pair, "5m", 1500000000000, is_new_pair=False) + respair, restf, restype, res = await exchange._async_get_historic_ohlcv( + pair, "5m", 1500000000000, is_new_pair=False, candle_type=candle_type) assert respair == pair assert restf == '5m' + assert restype == candle_type # Call with very old timestamp - causes tons of requests assert exchange._api_async.fetch_ohlcv.call_count > 400 # assert res == ohlcv exchange._api_async.fetch_ohlcv.reset_mock() - _, _, res = await exchange._async_get_historic_ohlcv( - pair, "5m", 1500000000000, is_new_pair=True) + _, _, _, res = await exchange._async_get_historic_ohlcv( + pair, "5m", 1500000000000, is_new_pair=True, candle_type=candle_type) # Called twice - one "init" call - and one to get the actual data. assert exchange._api_async.fetch_ohlcv.call_count == 2 diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index c57880bdc..d8f4be660 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -1554,7 +1554,8 @@ def test_fetch_ticker(default_conf, mocker, exchange_name): @pytest.mark.parametrize("exchange_name", EXCHANGES) -def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name): +@pytest.mark.parametrize('candle_type', ['mark', '']) +def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name, candle_type): exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) ohlcv = [ [ @@ -1569,14 +1570,18 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name): pair = 'ETH/BTC' async def mock_candle_hist(pair, timeframe, since_ms, candle_type=None): - return pair, timeframe, ohlcv + return pair, timeframe, candle_type, ohlcv exchange._async_get_candle_history = Mock(wraps=mock_candle_hist) # one_call calculation * 1.8 should do 2 calls since = 5 * 60 * exchange.ohlcv_candle_limit('5m') * 1.8 - ret = exchange.get_historic_ohlcv(pair, "5m", int(( - arrow.utcnow().int_timestamp - since) * 1000)) + ret = exchange.get_historic_ohlcv( + pair, + "5m", + int((arrow.utcnow().int_timestamp - since) * 1000), + candle_type=candle_type + ) assert exchange._async_get_candle_history.call_count == 2 # Returns twice the above OHLCV data @@ -1589,13 +1594,18 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name): raise TimeoutError() exchange._async_get_candle_history = MagicMock(side_effect=mock_get_candle_hist_error) - ret = exchange.get_historic_ohlcv(pair, "5m", int( - (arrow.utcnow().int_timestamp - since) * 1000)) + ret = exchange.get_historic_ohlcv( + pair, + "5m", + int((arrow.utcnow().int_timestamp - since) * 1000), + candle_type=candle_type + ) assert log_has_re(r"Async code raised an exception: .*", caplog) @pytest.mark.parametrize("exchange_name", EXCHANGES) -def test_get_historic_ohlcv_as_df(default_conf, mocker, exchange_name): +@pytest.mark.parametrize('candle_type', ['mark', '']) +def test_get_historic_ohlcv_as_df(default_conf, mocker, exchange_name, candle_type): exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) ohlcv = [ [ @@ -1625,15 +1635,19 @@ def test_get_historic_ohlcv_as_df(default_conf, mocker, exchange_name): ] pair = 'ETH/BTC' - async def mock_candle_hist(pair, timeframe, since_ms, candle_type=None): - return pair, timeframe, ohlcv + async def mock_candle_hist(pair, timeframe, since_ms, candle_type): + return pair, timeframe, candle_type, ohlcv exchange._async_get_candle_history = Mock(wraps=mock_candle_hist) # one_call calculation * 1.8 should do 2 calls since = 5 * 60 * exchange.ohlcv_candle_limit('5m') * 1.8 - ret = exchange.get_historic_ohlcv_as_df(pair, "5m", int(( - arrow.utcnow().int_timestamp - since) * 1000)) + ret = exchange.get_historic_ohlcv_as_df( + pair, + "5m", + int((arrow.utcnow().int_timestamp - since) * 1000), + candle_type=candle_type + ) assert exchange._async_get_candle_history.call_count == 2 # Returns twice the above OHLCV data @@ -1647,6 +1661,7 @@ def test_get_historic_ohlcv_as_df(default_conf, mocker, exchange_name): @pytest.mark.asyncio @pytest.mark.parametrize("exchange_name", EXCHANGES) +# TODO-lev @pytest.mark.parametrize('candle_type', ['mark', '']) async def test__async_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name): ohlcv = [ [ @@ -1663,7 +1678,7 @@ async def test__async_get_historic_ohlcv(default_conf, mocker, caplog, exchange_ exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv) pair = 'ETH/USDT' - respair, restf, res = await exchange._async_get_historic_ohlcv( + respair, restf, _, res = await exchange._async_get_historic_ohlcv( pair, "5m", 1500000000000, is_new_pair=False) assert respair == pair assert restf == '5m' @@ -1672,6 +1687,7 @@ async def test__async_get_historic_ohlcv(default_conf, mocker, caplog, exchange_ assert res[0] == ohlcv[0] +# TODO-lev: @pytest.mark.parametrize('candle_type', ['mark', '']) def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None: ohlcv = [ [ @@ -1696,7 +1712,7 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None: exchange = get_patched_exchange(mocker, default_conf) exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv) - pairs = [('IOTA/ETH', '5m'), ('XRP/ETH', '5m')] + pairs = [('IOTA/ETH', '5m', ''), ('XRP/ETH', '5m', '')] # empty dicts assert not exchange._klines res = exchange.refresh_latest_ohlcv(pairs, cache=False) @@ -1727,16 +1743,18 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None: assert exchange.klines(pair, copy=False) is exchange.klines(pair, copy=False) # test caching - res = 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 == 0 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 + res = exchange.refresh_latest_ohlcv( + [('IOTA/ETH', '5m', ''), ('XRP/ETH', '5m', ''), ('XRP/ETH', '1d', '')], + cache=False + ) + assert len(res) == 4 @pytest.mark.asyncio @@ -1761,10 +1779,11 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_ pair = 'ETH/BTC' res = await exchange._async_get_candle_history(pair, "5m") assert type(res) is tuple - assert len(res) == 3 + assert len(res) == 4 assert res[0] == pair assert res[1] == "5m" - assert res[2] == ohlcv + assert res[2] == '' + assert res[3] == ohlcv assert exchange._api_async.fetch_ohlcv.call_count == 1 assert not log_has(f"Using cached candle (OHLCV) data for {pair} ...", caplog) @@ -1803,10 +1822,11 @@ async def test__async_get_candle_history_empty(default_conf, mocker, caplog): pair = 'ETH/BTC' res = await exchange._async_get_candle_history(pair, "5m") assert type(res) is tuple - assert len(res) == 3 + assert len(res) == 4 assert res[0] == pair assert res[1] == "5m" - assert res[2] == ohlcv + assert res[2] == '' + assert res[3] == ohlcv assert exchange._api_async.fetch_ohlcv.call_count == 1 @@ -1823,7 +1843,7 @@ def test_refresh_latest_ohlcv_inv_result(default_conf, mocker, caplog): # Monkey-patch async function with empty result exchange._api_async.fetch_ohlcv = MagicMock(side_effect=mock_get_candle_hist) - pairs = [("ETH/BTC", "5m"), ("XRP/BTC", "5m")] + pairs = [("ETH/BTC", "5m", ''), ("XRP/BTC", "5m", '')] res = exchange.refresh_latest_ohlcv(pairs) assert exchange._klines assert exchange._api_async.fetch_ohlcv.call_count == 2 @@ -2107,7 +2127,7 @@ async def test___async_get_candle_history_sort(default_conf, mocker, exchange_na # Test the OHLCV data sort res = await exchange._async_get_candle_history('ETH/BTC', default_conf['timeframe']) assert res[0] == 'ETH/BTC' - res_ohlcv = res[2] + res_ohlcv = res[3] assert sort_mock.call_count == 1 assert res_ohlcv[0][0] == 1527830400000 @@ -2145,7 +2165,7 @@ async def test___async_get_candle_history_sort(default_conf, mocker, exchange_na res = await exchange._async_get_candle_history('ETH/BTC', default_conf['timeframe']) assert res[0] == 'ETH/BTC' assert res[1] == default_conf['timeframe'] - res_ohlcv = res[2] + res_ohlcv = res[3] # Sorted not called again - data is already in order assert sort_mock.call_count == 0 assert res_ohlcv[0][0] == 1527827700000 @@ -2999,7 +3019,7 @@ def test_timeframe_to_next_date(): def test_market_is_tradable( mocker, default_conf, market_symbol, base, quote, spot, margin, futures, trademode, add_dict, exchange, expected_result - ) -> None: +) -> None: default_conf['trading_mode'] = trademode mocker.patch('freqtrade.exchange.exchange.Exchange.validate_trading_mode_and_collateral') ex = get_patched_exchange(mocker, default_conf, id=exchange) diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index 21d11d7f7..2aa2af04d 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -855,7 +855,7 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir): results = result['results'] assert len(results) == 100 # Cached data should be 200 - analyzed_df = backtesting.dataprovider.get_analyzed_dataframe('UNITTEST/BTC', '1m')[0] + 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) @@ -924,8 +924,9 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir) 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 + 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, diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py index 692f1fb51..c1eab2fe3 100644 --- a/tests/plugins/test_pairlist.py +++ b/tests/plugins/test_pairlist.py @@ -460,11 +460,11 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t ohlcv_history_high_vola.loc[ohlcv_history_high_vola.index == 1, 'close'] = 0.00090 ohlcv_data = { - ('ETH/BTC', '1d'): ohlcv_history, - ('TKN/BTC', '1d'): ohlcv_history, - ('LTC/BTC', '1d'): ohlcv_history.append(ohlcv_history), - ('XRP/BTC', '1d'): ohlcv_history, - ('HOT/BTC', '1d'): ohlcv_history_high_vola, + ('ETH/BTC', '1d', ''): ohlcv_history, + ('TKN/BTC', '1d', ''): ohlcv_history, + ('LTC/BTC', '1d', ''): ohlcv_history.append(ohlcv_history), + ('XRP/BTC', '1d', ''): ohlcv_history, + ('HOT/BTC', '1d', ''): ohlcv_history_high_vola, } mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) @@ -578,11 +578,11 @@ def test_VolumePairList_range(mocker, whitelist_conf, shitcoinmarkets, tickers, ohlcv_history_high_volume.loc[:, 'volume'] = 10 ohlcv_data = { - ('ETH/BTC', '1d'): ohlcv_history, - ('TKN/BTC', '1d'): ohlcv_history, - ('LTC/BTC', '1d'): ohlcv_history_medium_volume, - ('XRP/BTC', '1d'): ohlcv_history_high_vola, - ('HOT/BTC', '1d'): ohlcv_history_high_volume, + ('ETH/BTC', '1d', ''): ohlcv_history, + ('TKN/BTC', '1d', ''): ohlcv_history, + ('LTC/BTC', '1d', ''): ohlcv_history_medium_volume, + ('XRP/BTC', '1d', ''): ohlcv_history_high_vola, + ('HOT/BTC', '1d', ''): ohlcv_history_high_volume, } mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) @@ -838,9 +838,9 @@ def test_agefilter_min_days_listed_too_large(mocker, default_conf, markets, tick def test_agefilter_caching(mocker, markets, whitelist_conf_agefilter, tickers, ohlcv_history): with time_machine.travel("2021-09-01 05:00:00 +00:00") as t: ohlcv_data = { - ('ETH/BTC', '1d'): ohlcv_history, - ('TKN/BTC', '1d'): ohlcv_history, - ('LTC/BTC', '1d'): ohlcv_history, + ('ETH/BTC', '1d', ''): ohlcv_history, + ('TKN/BTC', '1d', ''): ohlcv_history, + ('LTC/BTC', '1d', ''): ohlcv_history, } mocker.patch.multiple( 'freqtrade.exchange.Exchange', @@ -862,10 +862,10 @@ def test_agefilter_caching(mocker, markets, whitelist_conf_agefilter, tickers, o assert freqtrade.exchange.refresh_latest_ohlcv.call_count == 2 ohlcv_data = { - ('ETH/BTC', '1d'): ohlcv_history, - ('TKN/BTC', '1d'): ohlcv_history, - ('LTC/BTC', '1d'): ohlcv_history, - ('XRP/BTC', '1d'): ohlcv_history.iloc[[0]], + ('ETH/BTC', '1d', ''): ohlcv_history, + ('TKN/BTC', '1d', ''): ohlcv_history, + ('LTC/BTC', '1d', ''): ohlcv_history, + ('XRP/BTC', '1d', ''): ohlcv_history.iloc[[0]], } mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', return_value=ohlcv_data) freqtrade.pairlists.refresh_pairlist() @@ -883,10 +883,10 @@ def test_agefilter_caching(mocker, markets, whitelist_conf_agefilter, tickers, o t.move_to("2021-09-03 01:00:00 +00:00") # Called once for XRP/BTC ohlcv_data = { - ('ETH/BTC', '1d'): ohlcv_history, - ('TKN/BTC', '1d'): ohlcv_history, - ('LTC/BTC', '1d'): ohlcv_history, - ('XRP/BTC', '1d'): ohlcv_history, + ('ETH/BTC', '1d', ''): ohlcv_history, + ('TKN/BTC', '1d', ''): ohlcv_history, + ('LTC/BTC', '1d', ''): ohlcv_history, + ('XRP/BTC', '1d', ''): ohlcv_history, } mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', return_value=ohlcv_data) freqtrade.pairlists.refresh_pairlist() @@ -947,12 +947,12 @@ def test_rangestabilityfilter_caching(mocker, markets, default_conf, tickers, oh get_tickers=tickers ) ohlcv_data = { - ('ETH/BTC', '1d'): ohlcv_history, - ('TKN/BTC', '1d'): ohlcv_history, - ('LTC/BTC', '1d'): ohlcv_history, - ('XRP/BTC', '1d'): ohlcv_history, - ('HOT/BTC', '1d'): ohlcv_history, - ('BLK/BTC', '1d'): ohlcv_history, + ('ETH/BTC', '1d', ''): ohlcv_history, + ('TKN/BTC', '1d', ''): ohlcv_history, + ('LTC/BTC', '1d', ''): ohlcv_history, + ('XRP/BTC', '1d', ''): ohlcv_history, + ('HOT/BTC', '1d', ''): ohlcv_history, + ('BLK/BTC', '1d', ''): ohlcv_history, } mocker.patch.multiple( 'freqtrade.exchange.Exchange', diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index f2096c0c0..bdbb2e833 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -718,8 +718,8 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets): 'profit_closed_percent_mean': -0.75, 'profit_closed_ratio_sum': -0.015, 'profit_closed_percent_sum': -1.5, 'profit_closed_ratio': -6.739057628404269e-06, 'profit_closed_percent': -0.0, 'winning_trades': 0, 'losing_trades': 2} - ), - ( + ), + ( False, {'best_pair': 'XRP/BTC', 'best_rate': 1.0, 'best_pair_profit_ratio': 0.01, 'profit_all_coin': -44.0631579, @@ -731,8 +731,8 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets): 'profit_closed_percent_mean': 0.75, 'profit_closed_ratio_sum': 0.015, 'profit_closed_percent_sum': 1.5, 'profit_closed_ratio': 7.391275897987988e-07, 'profit_closed_percent': 0.0, 'winning_trades': 2, 'losing_trades': 0} - ), - ( + ), + ( None, {'best_pair': 'XRP/BTC', 'best_rate': 1.0, 'best_pair_profit_ratio': 0.01, 'profit_all_coin': -14.43790415, @@ -744,8 +744,8 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets): 'profit_closed_percent_mean': 0.25, 'profit_closed_ratio_sum': 0.005, 'profit_closed_percent_sum': 0.5, 'profit_closed_ratio': -5.429078808526421e-06, 'profit_closed_percent': -0.0, 'winning_trades': 1, 'losing_trades': 1} - ) - ]) + ) + ]) def test_api_profit(botclient, mocker, ticker, fee, markets, is_short, expected): ftbot, client = botclient patch_get_signal(ftbot) @@ -1331,7 +1331,7 @@ def test_list_available_pairs(botclient): rc = client_get(client, f"{BASE_URI}/available_pairs") assert_response(rc) - assert rc.json()['length'] == 13 + assert rc.json()['length'] == 15 assert isinstance(rc.json()['pairs'], list) rc = client_get(client, f"{BASE_URI}/available_pairs?timeframe=5m") @@ -1350,6 +1350,13 @@ def test_list_available_pairs(botclient): assert rc.json()['pairs'] == ['XRP/ETH'] assert len(rc.json()['pair_interval']) == 1 + rc = client_get( + client, f"{BASE_URI}/available_pairs?stake_currency=USDT&timeframe=1h&type=mark") + assert_response(rc) + assert rc.json()['length'] == 2 + assert rc.json()['pairs'] == ['UNITTEST/USDT', 'XRP/USDT'] + assert len(rc.json()['pair_interval']) == 3 # TODO-lev: What is pair_interval? Should it be 3? + def test_sysinfo(botclient): ftbot, client = botclient diff --git a/tests/strategy/strats/informative_decorator_strategy.py b/tests/strategy/strats/informative_decorator_strategy.py index 68f8651c2..331d3de08 100644 --- a/tests/strategy/strats/informative_decorator_strategy.py +++ b/tests/strategy/strats/informative_decorator_strategy.py @@ -19,7 +19,7 @@ class InformativeDecoratorTest(IStrategy): startup_candle_count: int = 20 def informative_pairs(self): - return [('BTC/USDT', '5m')] + return [('BTC/USDT', '5m', '')] def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['buy'] = 0 @@ -67,7 +67,7 @@ class InformativeDecoratorTest(IStrategy): dataframe['rsi_less'] = dataframe['rsi'] < dataframe['rsi_1h'] # Mixing manual informative pairs with decorators. - informative = self.dp.get_pair_dataframe('BTC/USDT', '5m') + informative = self.dp.get_pair_dataframe('BTC/USDT', '5m', '') informative['rsi'] = 14 dataframe = merge_informative_pair(dataframe, informative, self.timeframe, '5m', ffill=True) diff --git a/tests/strategy/test_strategy_helpers.py b/tests/strategy/test_strategy_helpers.py index cb7cf97a1..e81b544d5 100644 --- a/tests/strategy/test_strategy_helpers.py +++ b/tests/strategy/test_strategy_helpers.py @@ -144,23 +144,24 @@ def test_stoploss_from_absolute(): assert stoploss_from_absolute(0, 100) == 1 +# TODO-lev: @pytest.mark.parametrize('candle_type', ['mark', '']) def test_informative_decorator(mocker, default_conf): test_data_5m = generate_test_data('5m', 40) test_data_30m = generate_test_data('30m', 40) test_data_1h = generate_test_data('1h', 40) data = { - ('XRP/USDT', '5m'): test_data_5m, - ('XRP/USDT', '30m'): test_data_30m, - ('XRP/USDT', '1h'): test_data_1h, - ('LTC/USDT', '5m'): test_data_5m, - ('LTC/USDT', '30m'): test_data_30m, - ('LTC/USDT', '1h'): test_data_1h, - ('BTC/USDT', '30m'): test_data_30m, - ('BTC/USDT', '5m'): test_data_5m, - ('BTC/USDT', '1h'): test_data_1h, - ('ETH/USDT', '1h'): test_data_1h, - ('ETH/USDT', '30m'): test_data_30m, - ('ETH/BTC', '1h'): test_data_1h, + ('XRP/USDT', '5m', ''): test_data_5m, + ('XRP/USDT', '30m', ''): test_data_30m, + ('XRP/USDT', '1h', ''): test_data_1h, + ('LTC/USDT', '5m', ''): test_data_5m, + ('LTC/USDT', '30m', ''): test_data_30m, + ('LTC/USDT', '1h', ''): test_data_1h, + ('BTC/USDT', '30m', ''): test_data_30m, + ('BTC/USDT', '5m', ''): test_data_5m, + ('BTC/USDT', '1h', ''): test_data_1h, + ('ETH/USDT', '1h', ''): test_data_1h, + ('ETH/USDT', '30m', ''): test_data_30m, + ('ETH/BTC', '1h', ''): test_data_1h, } from .strats.informative_decorator_strategy import InformativeDecoratorTest default_conf['stake_currency'] = 'USDT' @@ -171,19 +172,19 @@ def test_informative_decorator(mocker, default_conf): ]) assert len(strategy._ft_informative) == 6 # Equal to number of decorators used - informative_pairs = [('XRP/USDT', '1h'), ('LTC/USDT', '1h'), ('XRP/USDT', '30m'), - ('LTC/USDT', '30m'), ('BTC/USDT', '1h'), ('BTC/USDT', '30m'), - ('BTC/USDT', '5m'), ('ETH/BTC', '1h'), ('ETH/USDT', '30m')] + informative_pairs = [('XRP/USDT', '1h', ''), ('LTC/USDT', '1h', ''), ('XRP/USDT', '30m', ''), + ('LTC/USDT', '30m', ''), ('BTC/USDT', '1h', ''), ('BTC/USDT', '30m', ''), + ('BTC/USDT', '5m', ''), ('ETH/BTC', '1h', ''), ('ETH/USDT', '30m', '')] for inf_pair in informative_pairs: assert inf_pair in strategy.gather_informative_pairs() - def test_historic_ohlcv(pair, timeframe): - return data[(pair, timeframe or strategy.timeframe)].copy() + def test_historic_ohlcv(pair, timeframe, candle_type): + return data[(pair, timeframe or strategy.timeframe, candle_type)].copy() mocker.patch('freqtrade.data.dataprovider.DataProvider.historic_ohlcv', side_effect=test_historic_ohlcv) analyzed = strategy.advise_all_indicators( - {p: data[(p, strategy.timeframe)] for p in ('XRP/USDT', 'LTC/USDT')}) + {p: data[(p, strategy.timeframe, '')] for p in ('XRP/USDT', 'LTC/USDT')}) expected_columns = [ 'rsi_1h', 'rsi_30m', # Stacked informative decorators 'btc_usdt_rsi_1h', # BTC 1h informative diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index bd5fcf313..7183d17ff 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -681,7 +681,7 @@ def test_process_informative_pairs_added(default_conf_usdt, ticker_usdt, mocker) create_order=MagicMock(side_effect=TemporaryError), refresh_latest_ohlcv=refresh_mock, ) - inf_pairs = MagicMock(return_value=[("BTC/ETH", '1m'), ("ETH/USDT", "1h")]) + inf_pairs = MagicMock(return_value=[("BTC/ETH", '1m', ''), ("ETH/USDT", "1h", '')]) mocker.patch.multiple( 'freqtrade.strategy.interface.IStrategy', get_exit_signal=MagicMock(return_value=(False, False)), @@ -696,9 +696,9 @@ def test_process_informative_pairs_added(default_conf_usdt, ticker_usdt, mocker) freqtrade.process() assert inf_pairs.call_count == 1 assert refresh_mock.call_count == 1 - assert ("BTC/ETH", "1m") in refresh_mock.call_args[0][0] - assert ("ETH/USDT", "1h") in 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