Merge branch 'develop' into backtest_live_models

tests/exchange/test_ccxt_compat.py

@@ -56,7 +56,7 @@ EXCHANGES = {
         'leverage_in_spot_market': True,
     },
     'kucoin': {
-        'pair': 'BTC/USDT',
+        'pair': 'XRP/USDT',
         'stake_currency': 'USDT',
         'hasQuoteVolume': True,
         'timeframe': '5m',

tests/exchange/test_exchange.py

@@ -1834,6 +1834,7 @@ def test_get_tickers(default_conf, mocker, exchange_name):
         'last': 41,
     }
     }
+    mocker.patch('freqtrade.exchange.exchange.Exchange.exchange_has', return_value=True)
     api_mock.fetch_tickers = MagicMock(return_value=tick)
     api_mock.fetch_bids_asks = MagicMock(return_value={})
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
@@ -1883,6 +1884,11 @@ def test_get_tickers(default_conf, mocker, exchange_name):
     assert api_mock.fetch_tickers.call_count == 1
     assert api_mock.fetch_bids_asks.call_count == (1 if exchange_name == 'binance' else 0)
 
+    api_mock.fetch_tickers.reset_mock()
+    api_mock.fetch_bids_asks.reset_mock()
+    mocker.patch('freqtrade.exchange.exchange.Exchange.exchange_has', return_value=False)
+    assert exchange.get_tickers() == {}
+
 
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 def test_fetch_ticker(default_conf, mocker, exchange_name):

tests/freqai/conftest.py

@@ -107,6 +107,8 @@ def make_unfiltered_dataframe(mocker, freqai_conf):
     unfiltered_dataframe = freqai.dk.use_strategy_to_populate_indicators(
                 strategy, corr_dataframes, base_dataframes, freqai.dk.pair
             )
+    for i in range(5):
+        unfiltered_dataframe[f'constant_{i}'] = i
 
     unfiltered_dataframe = freqai.dk.slice_dataframe(new_timerange, unfiltered_dataframe)
 

tests/freqai/test_freqai_interface.py

@@ -157,7 +157,7 @@ def test_extract_data_and_train_model_Classifiers(mocker, freqai_conf, model):
         ("CatboostClassifier", 6, "freqai_test_classifier")
     ],
     )
-def test_start_backtesting(mocker, freqai_conf, model, num_files, strat):
+def test_start_backtesting(mocker, freqai_conf, model, num_files, strat, caplog):
     freqai_conf.get("freqai", {}).update({"save_backtest_models": True})
     freqai_conf['runmode'] = RunMode.BACKTEST
     Trade.use_db = False
@@ -181,12 +181,23 @@ def test_start_backtesting(mocker, freqai_conf, model, num_files, strat):
     corr_df, base_df = freqai.dd.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC", freqai.dk)
 
     df = freqai.dk.use_strategy_to_populate_indicators(strategy, corr_df, base_df, "LTC/BTC")
+    for i in range(5):
+        df[f'%-constant_{i}'] = i
+        # df.loc[:, f'%-constant_{i}'] = i
 
     metadata = {"pair": "LTC/BTC"}
     freqai.start_backtesting(df, metadata, freqai.dk)
     model_folders = [x for x in freqai.dd.full_path.iterdir() if x.is_dir()]
 
     assert len(model_folders) == num_files
+    assert log_has_re(
+        "Removed features ",
+        caplog,
+    )
+    assert log_has_re(
+        "Removed 5 features from prediction features, ",
+        caplog,
+    )
     Backtesting.cleanup()
     shutil.rmtree(Path(freqai.dk.full_path))
 
@@ -256,6 +267,7 @@ def test_start_backtesting_from_existing_folder(mocker, freqai_conf, caplog):
     corr_df, base_df = freqai.dd.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC", freqai.dk)
 
     df = freqai.dk.use_strategy_to_populate_indicators(strategy, corr_df, base_df, "LTC/BTC")
+
     freqai.start_backtesting(df, metadata, freqai.dk)
 
     assert log_has_re(
@@ -312,6 +324,7 @@ def test_follow_mode(mocker, freqai_conf):
     freqai.dd.load_all_pair_histories(timerange, freqai.dk)
 
     df = strategy.dp.get_pair_dataframe('ADA/BTC', '5m')
+
     freqai.start_live(df, metadata, strategy, freqai.dk)
 
     assert len(freqai.dk.return_dataframe.index) == 5702

tests/rpc/test_rpc_manager.py

@@ -99,6 +99,7 @@ def test_send_msg_telegram_error(mocker, default_conf, caplog) -> None:
 
 def test_process_msg_queue(mocker, default_conf, caplog) -> None:
     telegram_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg')
+    default_conf['telegram']['allow_custom_messages'] = True
     mocker.patch('freqtrade.rpc.telegram.Telegram._init')
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
@@ -108,8 +109,8 @@ def test_process_msg_queue(mocker, default_conf, caplog) -> None:
     queue.append('Test message 2')
     rpc_manager.process_msg_queue(queue)
 
-    assert log_has("Sending rpc message: {'type': strategy_msg, 'msg': 'Test message'}", caplog)
-    assert log_has("Sending rpc message: {'type': strategy_msg, 'msg': 'Test message 2'}", caplog)
+    assert log_has("Sending rpc strategy_msg: Test message", caplog)
+    assert log_has("Sending rpc strategy_msg: Test message 2", caplog)
     assert telegram_mock.call_count == 2
 
 

tests/rpc/test_rpc_webhook.py

@@ -3,7 +3,6 @@
 from datetime import datetime, timedelta
 from unittest.mock import MagicMock
 
-import pytest
 from requests import RequestException
 
 from freqtrade.enums import ExitType, RPCMessageType
@@ -337,34 +336,18 @@ def test_exception_send_msg(default_conf, mocker, caplog):
                    caplog)
 
     default_conf["webhook"] = get_webhook_dict()
-    default_conf["webhook"]["webhookentry"]["value1"] = "{DEADBEEF:8f}"
+    default_conf["webhook"]["strategy_msg"] = {"value1": "{DEADBEEF:8f}"}
     msg_mock = MagicMock()
     mocker.patch("freqtrade.rpc.webhook.Webhook._send_msg", msg_mock)
     webhook = Webhook(RPC(get_patched_freqtradebot(mocker, default_conf)), default_conf)
     msg = {
-        'type': RPCMessageType.ENTRY,
-        'exchange': 'Binance',
-        'pair': 'ETH/BTC',
-        'limit': 0.005,
-        'order_type': 'limit',
-        'stake_amount': 0.8,
-        'stake_amount_fiat': 500,
-        'stake_currency': 'BTC',
-        'fiat_currency': 'EUR'
+        'type': RPCMessageType.STRATEGY_MSG,
+        'msg': 'hello world',
     }
     webhook.send_msg(msg)
     assert log_has("Problem calling Webhook. Please check your webhook configuration. "
                    "Exception: 'DEADBEEF'", caplog)
 
-    msg_mock = MagicMock()
-    mocker.patch("freqtrade.rpc.webhook.Webhook._send_msg", msg_mock)
-    msg = {
-        'type': 'DEADBEEF',
-        'status': 'whatever'
-    }
-    with pytest.raises(NotImplementedError):
-        webhook.send_msg(msg)
-
     # Test no failure for not implemented but known messagetypes
     for e in RPCMessageType:
         msg = {