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Implement better strategy checks 

part of #2696
This commit is contained in:
Matthias 2021-06-19 19:32:29 +02:00
parent 39b876e37a
commit 96fbb226c5
2 changed files with 27 additions and 6 deletions
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19
freqtrade/strategy/interface.py
View File

@ -453,18 +453,25 @@ class IStrategy(ABC, HyperStrategyMixin):
"""
Ensure dataframe (length, last candle) was not modified, and has all elements we need.
"""
message_template = "Dataframe returned from strategy has mismatching {}."
message = ""
if df_len != len(dataframe):
message = "length"
if dataframe is None:
message = "No dataframe returned (return statement missing?)."
elif 'buy' not in dataframe:
message = "Buy column not set."
elif 'sell' not in dataframe:
message = "Sell column not set."
elif df_len != len(dataframe):
message = message_template.format("length")
elif df_close != dataframe["close"].iloc[-1]:
message = "last close price"
message = message_template.format("last close price")
elif df_date != dataframe["date"].iloc[-1]:
message = "last date"
message = message_template.format("last date")
if message:
if self.disable_dataframe_checks:
logger.warning(f"Dataframe returned from strategy has mismatching {message}.")
logger.warning(message)
else:
raise StrategyError(f"Dataframe returned from strategy has mismatching {message}.")
raise StrategyError(message)
def get_signal(self, pair: str, timeframe: str, dataframe: DataFrame) -> Tuple[bool, bool]:
"""

14
tests/strategy/test_interface.py
View File

@ -153,6 +153,8 @@ def test_assert_df_raise(mocker, caplog, ohlcv_history):
def test_assert_df(ohlcv_history, caplog):
df_len = len(ohlcv_history) - 1
ohlcv_history.loc[:, 'buy'] = 0
ohlcv_history.loc[:, 'sell'] = 0
# Ensure it's running when passed correctly
_STRATEGY.assert_df(ohlcv_history, len(ohlcv_history),
ohlcv_history.loc[df_len, 'close'], ohlcv_history.loc[df_len, 'date'])
@ -170,6 +172,18 @@ def test_assert_df(ohlcv_history, caplog):
match=r"Dataframe returned from strategy.*last date\."):
_STRATEGY.assert_df(ohlcv_history, len(ohlcv_history),
ohlcv_history.loc[df_len, 'close'], ohlcv_history.loc[0, 'date'])
with pytest.raises(StrategyError,
match=r"No dataframe returned \(return statement missing\?\)."):
_STRATEGY.assert_df(None, len(ohlcv_history),
ohlcv_history.loc[df_len, 'close'], ohlcv_history.loc[0, 'date'])
with pytest.raises(StrategyError,
match="Buy column not set"):
_STRATEGY.assert_df(ohlcv_history.drop('buy', axis=1), len(ohlcv_history),
ohlcv_history.loc[df_len, 'close'], ohlcv_history.loc[0, 'date'])
with pytest.raises(StrategyError,
match="Sell column not set"):
_STRATEGY.assert_df(ohlcv_history.drop('sell', axis=1), len(ohlcv_history),
ohlcv_history.loc[df_len, 'close'], ohlcv_history.loc[0, 'date'])
_STRATEGY.disable_dataframe_checks = True
caplog.clear()