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Added candle_type to a lot of methods, wrote some tests

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This commit is contained in:
Sam Germain
2021-11-21 01:43:05 -06:00
parent e2f98a8dab
commit 920151934a
27 changed files with 495 additions and 253 deletions
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2
tests/commands/test_commands.py
View File

@@ -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

4
tests/conftest.py
View File

@@ -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

82
tests/data/test_converter.py
View File

@@ -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()

69
tests/data/test_dataprovider.py
View File

@@ -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')

117
tests/data/test_history.py
View File

@@ -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():

12
tests/exchange/test_binance.py
View File

@@ -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

70
tests/exchange/test_exchange.py
View File

@@ -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)

7
tests/optimize/test_backtesting.py
View File

@@ -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,

54
tests/plugins/test_pairlist.py
View File

@@ -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',

21
tests/rpc/test_rpc_apiserver.py
View File

@@ -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

4
tests/strategy/strats/informative_decorator_strategy.py
View File

@@ -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)

37
tests/strategy/test_strategy_helpers.py
View File

@@ -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

8
tests/test_freqtradebot.py
View File

@@ -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 refresh_mock.call_args[0][0]
assert ("ETH/USDT", default_conf_usdt["timeframe"]) in refresh_mock.call_args[0][0]
assert ("BTC/ETH", "1m", '') in refresh_mock.call_args[0][0]
assert ("ETH/USDT", "1h", '') in refresh_mock.call_args[0][0]
assert ("ETH/USDT", default_conf_usdt["timeframe"], '') in refresh_mock.call_args[0][0]
@pytest.mark.parametrize("trading_mode", [

102
tests/testdata/XRP_USDT-1h.json vendored Normal file
View File

@@ -0,0 +1,102 @@
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