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Remove SPOT_ candletype

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This commit is contained in:
Matthias 2021-12-08 14:35:15 +01:00
parent d89cbda7b8
commit 9b9d61c6d6
19 changed files with 115 additions and 112 deletions
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2
freqtrade/data/history/hdf5datahandler.py
View File

@ -54,7 +54,7 @@ class HDF5DataHandler(IDataHandler):
:return: List of Pairs
"""
candle = ""
if candle_type not in (CandleType.SPOT, CandleType.SPOT_):
if candle_type != CandleType.SPOT:
datadir = datadir.joinpath('futures')
candle = f"-{candle_type}"

2
freqtrade/data/history/idatahandler.py
View File

@ -193,7 +193,7 @@ class IDataHandler(ABC):
) -> Path:
pair_s = misc.pair_to_filename(pair)
candle = ""
if candle_type not in (CandleType.SPOT, CandleType.SPOT_):
if candle_type != CandleType.SPOT:
datadir = datadir.joinpath('futures')
candle = f"-{candle_type}"
filename = datadir.joinpath(

2
freqtrade/data/history/jsondatahandler.py
View File

@ -55,7 +55,7 @@ class JsonDataHandler(IDataHandler):
:return: List of Pairs
"""
candle = ""
if candle_type not in (CandleType.SPOT, CandleType.SPOT_):
if candle_type != CandleType.SPOT:
datadir = datadir.joinpath('futures')
candle = f"-{candle_type}"

6
freqtrade/enums/candletype.py
View File

@ -4,7 +4,6 @@ from enum import Enum
class CandleType(str, Enum):
"""Enum to distinguish candle types"""
SPOT = "spot"
SPOT_ = ""
FUTURES = "futures"
MARK = "mark"
INDEX = "index"
@ -16,12 +15,11 @@ class CandleType(str, Enum):
def from_string(value: str) -> 'CandleType':
if not value:
# Default to spot
return CandleType.SPOT_
return CandleType.SPOT
return CandleType(value)
@staticmethod
def get_default(trading_mode: str) -> 'CandleType':
if trading_mode == 'futures':
return CandleType.FUTURES
# TODO-lev: The below should be SPOT, not SPOT_
return CandleType.SPOT_
return CandleType.SPOT

2
freqtrade/exchange/exchange.py
View File

@ -1492,7 +1492,7 @@ class Exchange:
pair, timeframe, since_ms, s
)
params = deepcopy(self._ft_has.get('ohlcv_params', {}))
if candle_type not in (CandleType.SPOT, CandleType.SPOT_):
if candle_type != CandleType.SPOT:
params.update({'price': candle_type})
data = await self._api_async.fetch_ohlcv(pair, timeframe=timeframe,
since=since_ms,

7
freqtrade/plugins/pairlist/VolatilityFilter.py
View File

@ -34,6 +34,7 @@ class VolatilityFilter(IPairList):
self._min_volatility = pairlistconfig.get('min_volatility', 0)
self._max_volatility = pairlistconfig.get('max_volatility', sys.maxsize)
self._refresh_period = pairlistconfig.get('refresh_period', 1440)
self._def_candletype = self._config['candle_type_def']
self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)
@ -69,7 +70,7 @@ class VolatilityFilter(IPairList):
:return: new allowlist
"""
needed_pairs: ListPairsWithTimeframes = [
(p, '1d', self._config['candle_type_def']) for p in pairlist if p not in self._pair_cache]
(p, '1d', self._def_candletype) for p in pairlist if p not in self._pair_cache]
since_ms = (arrow.utcnow()
.floor('day')
@ -83,8 +84,8 @@ class VolatilityFilter(IPairList):
if self._enabled:
for p in deepcopy(pairlist):
daily_candles = candles[(p, '1d', self._config['candle_type_def'])] if (
p, '1d', self._config['candle_type_def']) in candles else None
daily_candles = candles[(p, '1d', self._def_candletype)] if (
p, '1d', self._def_candletype) in candles else None
if not self._validate_pair_loc(p, daily_candles):
pairlist.remove(p)
return pairlist

7
freqtrade/plugins/pairlist/rangestabilityfilter.py
View File

@ -29,6 +29,7 @@ class RangeStabilityFilter(IPairList):
self._min_rate_of_change = pairlistconfig.get('min_rate_of_change', 0.01)
self._max_rate_of_change = pairlistconfig.get('max_rate_of_change', None)
self._refresh_period = pairlistconfig.get('refresh_period', 1440)
self._def_candletype = self._config['candle_type_def']
self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)
@ -67,7 +68,7 @@ class RangeStabilityFilter(IPairList):
:return: new allowlist
"""
needed_pairs: ListPairsWithTimeframes = [
(p, '1d', self._config['candle_type_def']) for p in pairlist if p not in self._pair_cache]
(p, '1d', self._def_candletype) for p in pairlist if p not in self._pair_cache]
since_ms = (arrow.utcnow()
.floor('day')
@ -81,8 +82,8 @@ class RangeStabilityFilter(IPairList):
if self._enabled:
for p in deepcopy(pairlist):
daily_candles = candles[(p, '1d', self._config['candle_type_def'])] if (
p, '1d', self._config['candle_type_def']) in candles else None
daily_candles = candles[(p, '1d', self._def_candletype)] if (
p, '1d', self._def_candletype) in candles else None
if not self._validate_pair_loc(p, daily_candles):
pairlist.remove(p)
return pairlist

8
freqtrade/rpc/api_server/api_v1.py
View File

@ -254,9 +254,8 @@ def list_available_pairs(timeframe: Optional[str] = None, stake_currency: Option
candletype: Optional[CandleType] = None, config=Depends(get_config)):
dh = get_datahandler(config['datadir'], config.get('dataformat_ohlcv', None))
pair_interval = dh.ohlcv_get_available_data(config['datadir'],
config.get('trading_mode', 'spot'))
trading_mode = config.get('trading_mode', 'spot')
pair_interval = dh.ohlcv_get_available_data(config['datadir'], trading_mode)
if timeframe:
pair_interval = [pair for pair in pair_interval if pair[1] == timeframe]
@ -265,7 +264,8 @@ def list_available_pairs(timeframe: Optional[str] = None, stake_currency: Option
if candletype:
pair_interval = [pair for pair in pair_interval if pair[2] == candletype]
else:
pair_interval = [pair for pair in pair_interval if pair[2] == CandleType.SPOT_]
candle_type = CandleType.get_default(trading_mode)
pair_interval = [pair for pair in pair_interval if pair[2] == candle_type]
pair_interval = sorted(pair_interval, key=lambda x: x[0])

2
freqtrade/strategy/informative_decorator.py
View File

@ -59,7 +59,7 @@ def informative(timeframe: str, asset: str = '',
informative_pairs = getattr(fn, '_ft_informative', [])
# TODO-lev: Add candle_type to InformativeData
informative_pairs.append(InformativeData(_asset, _timeframe, _fmt, _ffill,
CandleType.SPOT_))
CandleType.SPOT))
setattr(fn, '_ft_informative', informative_pairs)
return fn
return decorator

4
freqtrade/strategy/interface.py
View File

@ -425,7 +425,7 @@ class IStrategy(ABC, HyperStrategyMixin):
# Compatibility code for 2 tuple informative pairs
informative_pairs = [
(p[0], p[1], CandleType.from_string(p[2]) if len(
p) > 2 else self.config['candle_type_def'])
p) > 2 else self.config.get('candle_type_def', CandleType.SPOT))
for p in informative_pairs]
for inf_data, _ in self._ft_informative:
if inf_data.asset:
@ -533,7 +533,7 @@ class IStrategy(ABC, HyperStrategyMixin):
if self.dp:
self.dp._set_cached_df(
pair, self.timeframe, dataframe,
candle_type=self.config['candle_type_def'])
candle_type=self.config.get('candle_type_def', CandleType.SPOT))
else:
logger.debug("Skipping TA Analysis for already analyzed candle")
dataframe[SignalType.ENTER_LONG.value] = 0

4
tests/commands/test_commands.py
View File

@ -1340,7 +1340,7 @@ def test_start_list_data(testdatadir, capsys):
captured = capsys.readouterr()
assert "Found 17 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/BTC | 1m, 5m, 8m, 30m | spot |\n" in captured.out
args = [
"list-data",
@ -1357,7 +1357,7 @@ def test_start_list_data(testdatadir, capsys):
assert "Found 2 pair / timeframe combinations." in captured.out
assert "\n| Pair | Timeframe | Type |\n" in captured.out
assert "UNITTEST/BTC" not in captured.out
assert "\n| XRP/ETH | 1m, 5m | |\n" in captured.out
assert "\n| XRP/ETH | 1m, 5m | spot |\n" in captured.out
args = [
"list-data",

12
tests/data/test_dataprovider.py
View File

@ -20,10 +20,10 @@ def test_dp_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, candle_type)] = ohlcv_history
exchange._klines[("UNITTEST/BTC", timeframe, candle_type)] = ohlcv_history
candletype = CandleType.from_string(candle_type)
exchange._klines[("XRP/BTC", timeframe, candletype)] = ohlcv_history
exchange._klines[("UNITTEST/BTC", timeframe, candletype)] = ohlcv_history
dp = DataProvider(default_conf, exchange)
assert dp.runmode == RunMode.DRY_RUN
assert ohlcv_history.equals(dp.ohlcv("UNITTEST/BTC", timeframe, candle_type=candletype))
@ -96,10 +96,10 @@ 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, candle_type)] = ohlcv_history
exchange._klines[("UNITTEST/BTC", timeframe, candle_type)] = ohlcv_history
candletype = CandleType.from_string(candle_type)
exchange._klines[("XRP/BTC", timeframe, candletype)] = ohlcv_history
exchange._klines[("UNITTEST/BTC", timeframe, candletype)] = ohlcv_history
dp = DataProvider(default_conf, exchange)
assert dp.runmode == RunMode.DRY_RUN
assert ohlcv_history.equals(dp.get_pair_dataframe(

52
tests/data/test_history.py
View File

@ -172,7 +172,7 @@ def test_json_pair_data_filename(pair, expected_result, candle_type):
Path('freqtrade/hello/world'),
pair,
'5m',
candle_type
CandleType.from_string(candle_type)
)
assert isinstance(fn, Path)
assert fn == Path(expected_result)
@ -180,7 +180,7 @@ def test_json_pair_data_filename(pair, expected_result, candle_type):
Path('freqtrade/hello/world'),
pair,
'5m',
candle_type=candle_type
candle_type=CandleType.from_string(candle_type)
)
assert isinstance(fn, Path)
assert fn == Path(expected_result + '.gz')
@ -257,7 +257,7 @@ def test_load_cached_data_for_updating(mocker, testdatadir) -> None:
@pytest.mark.parametrize('candle_type,subdir,file_tail', [
('mark', 'futures/', '-mark'),
('', '', ''),
('spot', '', ''),
])
def test_download_pair_history(
ohlcv_history_list,
@ -719,23 +719,23 @@ def test_datahandler_ohlcv_get_available_data(testdatadir):
paircombs = JsonDataHandler.ohlcv_get_available_data(testdatadir, 'spot')
# Convert to set to avoid failures due to sorting
assert set(paircombs) == {
('UNITTEST/BTC', '5m', CandleType.SPOT_),
('ETH/BTC', '5m', CandleType.SPOT_),
('XLM/BTC', '5m', CandleType.SPOT_),
('TRX/BTC', '5m', CandleType.SPOT_),
('LTC/BTC', '5m', CandleType.SPOT_),
('XMR/BTC', '5m', CandleType.SPOT_),
('ZEC/BTC', '5m', CandleType.SPOT_),
('UNITTEST/BTC', '1m', CandleType.SPOT_),
('ADA/BTC', '5m', CandleType.SPOT_),
('ETC/BTC', '5m', CandleType.SPOT_),
('NXT/BTC', '5m', CandleType.SPOT_),
('DASH/BTC', '5m', ''),
('XRP/ETH', '1m', ''),
('XRP/ETH', '5m', ''),
('UNITTEST/BTC', '30m', ''),
('UNITTEST/BTC', '8m', ''),
('NOPAIR/XXX', '4m', ''),
('UNITTEST/BTC', '5m', CandleType.SPOT),
('ETH/BTC', '5m', CandleType.SPOT),
('XLM/BTC', '5m', CandleType.SPOT),
('TRX/BTC', '5m', CandleType.SPOT),
('LTC/BTC', '5m', CandleType.SPOT),
('XMR/BTC', '5m', CandleType.SPOT),
('ZEC/BTC', '5m', CandleType.SPOT),
('UNITTEST/BTC', '1m', CandleType.SPOT),
('ADA/BTC', '5m', CandleType.SPOT),
('ETC/BTC', '5m', CandleType.SPOT),
('NXT/BTC', '5m', CandleType.SPOT),
('DASH/BTC', '5m', CandleType.SPOT),
('XRP/ETH', '1m', CandleType.SPOT),
('XRP/ETH', '5m', CandleType.SPOT),
('UNITTEST/BTC', '30m', CandleType.SPOT),
('UNITTEST/BTC', '8m', CandleType.SPOT),
('NOPAIR/XXX', '4m', CandleType.SPOT),
}
paircombs = JsonDataHandler.ohlcv_get_available_data(testdatadir, 'futures')
@ -747,9 +747,9 @@ def test_datahandler_ohlcv_get_available_data(testdatadir):
}
paircombs = JsonGzDataHandler.ohlcv_get_available_data(testdatadir, 'spot')
assert set(paircombs) == {('UNITTEST/BTC', '8m', '')}
assert set(paircombs) == {('UNITTEST/BTC', '8m', CandleType.SPOT)}
paircombs = HDF5DataHandler.ohlcv_get_available_data(testdatadir, 'spot')
assert set(paircombs) == {('UNITTEST/BTC', '5m', '')}
assert set(paircombs) == {('UNITTEST/BTC', '5m', CandleType.SPOT)}
def test_jsondatahandler_trades_get_pairs(testdatadir):
@ -774,17 +774,17 @@ def test_jsondatahandler_ohlcv_purge(mocker, testdatadir):
def test_jsondatahandler_ohlcv_load(testdatadir, caplog):
dh = JsonDataHandler(testdatadir)
df = dh.ohlcv_load('XRP/ETH', '5m', '')
df = dh.ohlcv_load('XRP/ETH', '5m', 'spot')
assert len(df) == 711
df_mark = dh.ohlcv_load('UNITTEST/USDT', '1h', candle_type="mark")
assert len(df_mark) == 99
df_no_mark = dh.ohlcv_load('UNITTEST/USDT', '1h', '')
df_no_mark = dh.ohlcv_load('UNITTEST/USDT', '1h', 'spot')
assert len(df_no_mark) == 0
# Failure case (empty array)
df1 = dh.ohlcv_load('NOPAIR/XXX', '4m', '')
df1 = dh.ohlcv_load('NOPAIR/XXX', '4m', 'spot')
assert len(df1) == 0
assert log_has("Could not load data for NOPAIR/XXX.", caplog)
assert df.columns.equals(df1.columns)
@ -903,7 +903,7 @@ def test_hdf5datahandler_trades_purge(mocker, testdatadir):
@pytest.mark.parametrize('pair,timeframe,candle_type,candle_append,startdt,enddt', [
# Data goes from 2018-01-10 - 2018-01-30
('UNITTEST/BTC', '5m', '', '', '2018-01-15', '2018-01-19'),
('UNITTEST/BTC', '5m', 'spot', '', '2018-01-15', '2018-01-19'),
# Mark data goes from to 2021-11-15 2021-11-19
('UNITTEST/USDT', '1h', 'mark', '-mark', '2021-11-16', '2021-11-18'),
])

2
tests/leverage/test_candletype.py
View File

@ -4,7 +4,7 @@ from freqtrade.enums import CandleType
@pytest.mark.parametrize('input,expected', [
('', CandleType.SPOT_),
('', CandleType.SPOT),
('spot', CandleType.SPOT),
(CandleType.SPOT, CandleType.SPOT),
(CandleType.FUTURES, CandleType.FUTURES),

54
tests/plugins/test_pairlist.py
View File

@ -462,11 +462,11 @@ 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', CandleType.SPOT_): ohlcv_history,
('TKN/BTC', '1d', CandleType.SPOT_): ohlcv_history,
('LTC/BTC', '1d', CandleType.SPOT_): ohlcv_history.append(ohlcv_history),
('XRP/BTC', '1d', CandleType.SPOT_): ohlcv_history,
('HOT/BTC', '1d', CandleType.SPOT_): ohlcv_history_high_vola,
('ETH/BTC', '1d', CandleType.SPOT): ohlcv_history,
('TKN/BTC', '1d', CandleType.SPOT): ohlcv_history,
('LTC/BTC', '1d', CandleType.SPOT): ohlcv_history.append(ohlcv_history),
('XRP/BTC', '1d', CandleType.SPOT): ohlcv_history,
('HOT/BTC', '1d', CandleType.SPOT): ohlcv_history_high_vola,
}
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
@ -580,11 +580,11 @@ def test_VolumePairList_range(mocker, whitelist_conf, shitcoinmarkets, tickers,
ohlcv_history_high_volume.loc[:, 'volume'] = 10
ohlcv_data = {
('ETH/BTC', '1d', CandleType.SPOT_): ohlcv_history,
('TKN/BTC', '1d', CandleType.SPOT_): ohlcv_history,
('LTC/BTC', '1d', CandleType.SPOT_): ohlcv_history_medium_volume,
('XRP/BTC', '1d', CandleType.SPOT_): ohlcv_history_high_vola,
('HOT/BTC', '1d', CandleType.SPOT_): ohlcv_history_high_volume,
('ETH/BTC', '1d', CandleType.SPOT): ohlcv_history,
('TKN/BTC', '1d', CandleType.SPOT): ohlcv_history,
('LTC/BTC', '1d', CandleType.SPOT): ohlcv_history_medium_volume,
('XRP/BTC', '1d', CandleType.SPOT): ohlcv_history_high_vola,
('HOT/BTC', '1d', CandleType.SPOT): ohlcv_history_high_volume,
}
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
@ -856,9 +856,9 @@ 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', CandleType.SPOT_): ohlcv_history,
('TKN/BTC', '1d', CandleType.SPOT_): ohlcv_history,
('LTC/BTC', '1d', CandleType.SPOT_): ohlcv_history,
('ETH/BTC', '1d', CandleType.SPOT): ohlcv_history,
('TKN/BTC', '1d', CandleType.SPOT): ohlcv_history,
('LTC/BTC', '1d', CandleType.SPOT): ohlcv_history,
}
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@ -880,10 +880,10 @@ 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', CandleType.SPOT_): ohlcv_history,
('TKN/BTC', '1d', CandleType.SPOT_): ohlcv_history,
('LTC/BTC', '1d', CandleType.SPOT_): ohlcv_history,
('XRP/BTC', '1d', CandleType.SPOT_): ohlcv_history.iloc[[0]],
('ETH/BTC', '1d', CandleType.SPOT): ohlcv_history,
('TKN/BTC', '1d', CandleType.SPOT): ohlcv_history,
('LTC/BTC', '1d', CandleType.SPOT): ohlcv_history,
('XRP/BTC', '1d', CandleType.SPOT): ohlcv_history.iloc[[0]],
}
mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', return_value=ohlcv_data)
freqtrade.pairlists.refresh_pairlist()
@ -901,10 +901,10 @@ 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', CandleType.SPOT_): ohlcv_history,
('TKN/BTC', '1d', CandleType.SPOT_): ohlcv_history,
('LTC/BTC', '1d', CandleType.SPOT_): ohlcv_history,
('XRP/BTC', '1d', CandleType.SPOT_): ohlcv_history,
('ETH/BTC', '1d', CandleType.SPOT): ohlcv_history,
('TKN/BTC', '1d', CandleType.SPOT): ohlcv_history,
('LTC/BTC', '1d', CandleType.SPOT): ohlcv_history,
('XRP/BTC', '1d', CandleType.SPOT): ohlcv_history,
}
mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', return_value=ohlcv_data)
freqtrade.pairlists.refresh_pairlist()
@ -965,12 +965,12 @@ def test_rangestabilityfilter_caching(mocker, markets, default_conf, tickers, oh
get_tickers=tickers
)
ohlcv_data = {
('ETH/BTC', '1d', CandleType.SPOT_): ohlcv_history,
('TKN/BTC', '1d', CandleType.SPOT_): ohlcv_history,
('LTC/BTC', '1d', CandleType.SPOT_): ohlcv_history,
('XRP/BTC', '1d', CandleType.SPOT_): ohlcv_history,
('HOT/BTC', '1d', CandleType.SPOT_): ohlcv_history,
('BLK/BTC', '1d', CandleType.SPOT_): ohlcv_history,
('ETH/BTC', '1d', CandleType.SPOT): ohlcv_history,
('TKN/BTC', '1d', CandleType.SPOT): ohlcv_history,
('LTC/BTC', '1d', CandleType.SPOT): ohlcv_history,
('XRP/BTC', '1d', CandleType.SPOT): ohlcv_history,
('HOT/BTC', '1d', CandleType.SPOT): ohlcv_history,
('BLK/BTC', '1d', CandleType.SPOT): ohlcv_history,
}
mocker.patch.multiple(
'freqtrade.exchange.Exchange',

2
tests/rpc/test_rpc_apiserver.py
View File

@ -1356,7 +1356,7 @@ def test_list_available_pairs(botclient):
ftbot.config['trading_mode'] = 'futures'
rc = client_get(
client, f"{BASE_URI}/available_pairs?timeframe=1h&candletype=futures")
client, f"{BASE_URI}/available_pairs?timeframe=1h")
assert_response(rc)
assert rc.json()['length'] == 1
assert rc.json()['pairs'] == ['XRP/USDT']

3
tests/strategy/test_interface.py
View File

@ -11,8 +11,7 @@ from pandas import DataFrame
from freqtrade.configuration import TimeRange
from freqtrade.data.dataprovider import DataProvider
from freqtrade.data.history import load_data
from freqtrade.enums import SellType
from freqtrade.enums.signaltype import SignalDirection
from freqtrade.enums import SellType, SignalDirection
from freqtrade.exceptions import OperationalException, StrategyError
from freqtrade.optimize.space import SKDecimal
from freqtrade.persistence import PairLocks, Trade

47
tests/strategy/test_strategy_helpers.py
View File

@ -152,18 +152,18 @@ def test_informative_decorator(mocker, default_conf):
test_data_30m = generate_test_data('30m', 40)
test_data_1h = generate_test_data('1h', 40)
data = {
('XRP/USDT', '5m', CandleType.SPOT_): test_data_5m,
('XRP/USDT', '30m', CandleType.SPOT_): test_data_30m,
('XRP/USDT', '1h', CandleType.SPOT_): test_data_1h,
('LTC/USDT', '5m', CandleType.SPOT_): test_data_5m,
('LTC/USDT', '30m', CandleType.SPOT_): test_data_30m,
('LTC/USDT', '1h', CandleType.SPOT_): test_data_1h,
('NEO/USDT', '30m', CandleType.SPOT_): test_data_30m,
('NEO/USDT', '5m', CandleType.SPOT_): test_data_5m,
('NEO/USDT', '1h', CandleType.SPOT_): test_data_1h,
('ETH/USDT', '1h', CandleType.SPOT_): test_data_1h,
('ETH/USDT', '30m', CandleType.SPOT_): test_data_30m,
('ETH/BTC', '1h', CandleType.SPOT_): test_data_1h,
('XRP/USDT', '5m', CandleType.SPOT): test_data_5m,
('XRP/USDT', '30m', CandleType.SPOT): test_data_30m,
('XRP/USDT', '1h', CandleType.SPOT): test_data_1h,
('LTC/USDT', '5m', CandleType.SPOT): test_data_5m,
('LTC/USDT', '30m', CandleType.SPOT): test_data_30m,
('LTC/USDT', '1h', CandleType.SPOT): test_data_1h,
('NEO/USDT', '30m', CandleType.SPOT): test_data_30m,
('NEO/USDT', '5m', CandleType.SPOT): test_data_5m,
('NEO/USDT', '1h', CandleType.SPOT): test_data_1h,
('ETH/USDT', '1h', CandleType.SPOT): test_data_1h,
('ETH/USDT', '30m', CandleType.SPOT): test_data_30m,
('ETH/BTC', '1h', CandleType.SPOT): test_data_1h,
}
from .strats.informative_decorator_strategy import InformativeDecoratorTest
default_conf['stake_currency'] = 'USDT'
@ -176,25 +176,26 @@ def test_informative_decorator(mocker, default_conf):
assert len(strategy._ft_informative) == 6 # Equal to number of decorators used
informative_pairs = [
('XRP/USDT', '1h', CandleType.SPOT_),
('LTC/USDT', '1h', CandleType.SPOT_),
('XRP/USDT', '30m', CandleType.SPOT_),
('LTC/USDT', '30m', CandleType.SPOT_),
('NEO/USDT', '1h', CandleType.SPOT_),
('NEO/USDT', '30m', CandleType.SPOT_),
('NEO/USDT', '5m', CandleType.SPOT_),
('ETH/BTC', '1h', CandleType.SPOT_),
('ETH/USDT', '30m', CandleType.SPOT_)]
('XRP/USDT', '1h', CandleType.SPOT),
('LTC/USDT', '1h', CandleType.SPOT),
('XRP/USDT', '30m', CandleType.SPOT),
('LTC/USDT', '30m', CandleType.SPOT),
('NEO/USDT', '1h', CandleType.SPOT),
('NEO/USDT', '30m', CandleType.SPOT),
('NEO/USDT', '5m', CandleType.SPOT),
('ETH/BTC', '1h', CandleType.SPOT),
('ETH/USDT', '30m', CandleType.SPOT)]
for inf_pair in informative_pairs:
assert inf_pair in strategy.gather_informative_pairs()
def test_historic_ohlcv(pair, timeframe, candle_type):
return data[(pair, timeframe or strategy.timeframe, candle_type)].copy()
return data[
(pair, timeframe or strategy.timeframe, CandleType.from_string(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, CandleType.SPOT_)] for p in ('XRP/USDT', 'LTC/USDT')})
{p: data[(p, strategy.timeframe, CandleType.SPOT)] for p in ('XRP/USDT', 'LTC/USDT')})
expected_columns = [
'rsi_1h', 'rsi_30m', # Stacked informative decorators
'neo_usdt_rsi_1h', # NEO 1h informative

9
tests/test_freqtradebot.py
View File

@ -681,7 +681,10 @@ 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', CandleType.SPOT),
("ETH/USDT", "1h", CandleType.SPOT)
])
mocker.patch.multiple(
'freqtrade.strategy.interface.IStrategy',
get_exit_signal=MagicMock(return_value=(False, False)),
@ -696,8 +699,8 @@ 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", CandleType.SPOT_) in refresh_mock.call_args[0][0]
assert ("ETH/USDT", "1h", CandleType.SPOT_) in refresh_mock.call_args[0][0]
assert ("BTC/ETH", "1m", CandleType.SPOT) in refresh_mock.call_args[0][0]
assert ("ETH/USDT", "1h", CandleType.SPOT) in refresh_mock.call_args[0][0]
assert ("ETH/USDT", default_conf_usdt["timeframe"],
CandleType.SPOT) in refresh_mock.call_args[0][0]