Merge pull request #400 from gcarq/feature/custom_strategy

Allow custom strategy files

freqtrade/tests/optimize/test_hyperopt_config.py

@@ -1,6 +1,6 @@
 # pragma pylint: disable=missing-docstring,W0212
 
-from freqtrade.optimize.hyperopt_conf import hyperopt_optimize_conf
+from user_data.hyperopt_conf import hyperopt_optimize_conf
 
 
 def test_hyperopt_optimize_conf():

freqtrade/tests/strategy/test_default_strategy.py

@@ -0,0 +1,40 @@
+import json
+import pytest
+from pandas import DataFrame
+from freqtrade.strategy.default_strategy import DefaultStrategy, class_name
+from freqtrade.analyze import parse_ticker_dataframe
+
+
+@pytest.fixture
+def result():
+    with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file:
+        return parse_ticker_dataframe(json.load(data_file))
+
+
+def test_default_strategy_class_name():
+    assert class_name == DefaultStrategy.__name__
+
+
+def test_default_strategy_structure():
+    assert hasattr(DefaultStrategy, 'minimal_roi')
+    assert hasattr(DefaultStrategy, 'stoploss')
+    assert hasattr(DefaultStrategy, 'ticker_interval')
+    assert hasattr(DefaultStrategy, 'populate_indicators')
+    assert hasattr(DefaultStrategy, 'populate_buy_trend')
+    assert hasattr(DefaultStrategy, 'populate_sell_trend')
+    assert hasattr(DefaultStrategy, 'hyperopt_space')
+    assert hasattr(DefaultStrategy, 'buy_strategy_generator')
+
+
+def test_default_strategy(result):
+    strategy = DefaultStrategy()
+
+    assert type(strategy.minimal_roi) is dict
+    assert type(strategy.stoploss) is float
+    assert type(strategy.ticker_interval) is int
+    indicators = strategy.populate_indicators(result)
+    assert type(indicators) is DataFrame
+    assert type(strategy.populate_buy_trend(indicators)) is DataFrame
+    assert type(strategy.populate_sell_trend(indicators)) is DataFrame
+    assert type(strategy.hyperopt_space()) is dict
+    assert callable(strategy.buy_strategy_generator({}))

freqtrade/tests/strategy/test_strategy.py

@@ -0,0 +1,149 @@
+import json
+import logging
+import pytest
+from freqtrade.strategy.strategy import Strategy
+from freqtrade.analyze import parse_ticker_dataframe
+
+
+@pytest.fixture
+def result():
+    with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file:
+        return parse_ticker_dataframe(json.load(data_file))
+
+
+def test_sanitize_module_name():
+    assert Strategy._sanitize_module_name('default_strategy') == 'default_strategy'
+    assert Strategy._sanitize_module_name('default_strategy.py') == 'default_strategy'
+    assert Strategy._sanitize_module_name('../default_strategy.py') == 'default_strategy'
+    assert Strategy._sanitize_module_name('../default_strategy') == 'default_strategy'
+    assert Strategy._sanitize_module_name('.default_strategy') == '.default_strategy'
+    assert Strategy._sanitize_module_name('foo-bar') == 'foo-bar'
+    assert Strategy._sanitize_module_name('foo/bar') == 'bar'
+
+
+def test_search_strategy():
+    assert Strategy._search_strategy('default_strategy') == '.'
+    assert Strategy._search_strategy('super_duper') is None
+
+
+def test_strategy_structure():
+    assert hasattr(Strategy, 'init')
+    assert hasattr(Strategy, 'minimal_roi')
+    assert hasattr(Strategy, 'stoploss')
+    assert hasattr(Strategy, 'populate_indicators')
+    assert hasattr(Strategy, 'populate_buy_trend')
+    assert hasattr(Strategy, 'populate_sell_trend')
+    assert hasattr(Strategy, 'hyperopt_space')
+    assert hasattr(Strategy, 'buy_strategy_generator')
+
+
+def test_load_strategy(result):
+    strategy = Strategy()
+    strategy.logger = logging.getLogger(__name__)
+
+    assert not hasattr(Strategy, 'custom_strategy')
+    strategy._load_strategy('default_strategy')
+
+    assert not hasattr(Strategy, 'custom_strategy')
+
+    assert hasattr(strategy.custom_strategy, 'populate_indicators')
+    assert 'adx' in strategy.populate_indicators(result)
+
+
+def test_strategy(result):
+    strategy = Strategy()
+    strategy.init({'strategy': 'default_strategy'})
+
+    assert hasattr(strategy.custom_strategy, 'minimal_roi')
+    assert strategy.minimal_roi['0'] == 0.04
+
+    assert hasattr(strategy.custom_strategy, 'stoploss')
+    assert strategy.stoploss == -0.10
+
+    assert hasattr(strategy.custom_strategy, 'populate_indicators')
+    assert 'adx' in strategy.populate_indicators(result)
+
+    assert hasattr(strategy.custom_strategy, 'populate_buy_trend')
+    dataframe = strategy.populate_buy_trend(strategy.populate_indicators(result))
+    assert 'buy' in dataframe.columns
+
+    assert hasattr(strategy.custom_strategy, 'populate_sell_trend')
+    dataframe = strategy.populate_sell_trend(strategy.populate_indicators(result))
+    assert 'sell' in dataframe.columns
+
+    assert hasattr(strategy.custom_strategy, 'hyperopt_space')
+    assert 'adx' in strategy.hyperopt_space()
+
+    assert hasattr(strategy.custom_strategy, 'buy_strategy_generator')
+    assert callable(strategy.buy_strategy_generator({}))
+
+
+def test_strategy_override_minimal_roi(caplog):
+    config = {
+        'strategy': 'default_strategy',
+        'minimal_roi': {
+            "0": 0.5
+        }
+    }
+    strategy = Strategy()
+    strategy.init(config)
+
+    assert hasattr(strategy.custom_strategy, 'minimal_roi')
+    assert strategy.minimal_roi['0'] == 0.5
+    assert ('freqtrade.strategy.strategy',
+            logging.INFO,
+            'Override strategy \'minimal_roi\' with value in config file.'
+            ) in caplog.record_tuples
+
+
+def test_strategy_override_stoploss(caplog):
+    config = {
+        'strategy': 'default_strategy',
+        'stoploss': -0.5
+    }
+    strategy = Strategy()
+    strategy.init(config)
+
+    assert hasattr(strategy.custom_strategy, 'stoploss')
+    assert strategy.stoploss == -0.5
+    assert ('freqtrade.strategy.strategy',
+            logging.INFO,
+            'Override strategy \'stoploss\' with value in config file: -0.5.'
+            ) in caplog.record_tuples
+
+
+def test_strategy_override_ticker_interval(caplog):
+    config = {
+        'strategy': 'default_strategy',
+        'ticker_interval': 60
+    }
+    strategy = Strategy()
+    strategy.init(config)
+
+    assert hasattr(strategy.custom_strategy, 'ticker_interval')
+    assert strategy.ticker_interval == 60
+    assert ('freqtrade.strategy.strategy',
+            logging.INFO,
+            'Override strategy \'ticker_interval\' with value in config file: 60.'
+            ) in caplog.record_tuples
+
+
+def test_strategy_fallback_default_strategy():
+    strategy = Strategy()
+    strategy.logger = logging.getLogger(__name__)
+
+    assert not hasattr(Strategy, 'custom_strategy')
+    strategy._load_strategy('../../super_duper')
+    assert not hasattr(Strategy, 'custom_strategy')
+
+
+def test_strategy_singleton():
+    strategy1 = Strategy()
+    strategy1.init({'strategy': 'default_strategy'})
+
+    assert hasattr(strategy1.custom_strategy, 'minimal_roi')
+    assert strategy1.minimal_roi['0'] == 0.04
+
+    strategy2 = Strategy()
+    assert hasattr(strategy2.custom_strategy, 'minimal_roi')
+    assert strategy2.minimal_roi['0'] == 0.04

freqtrade/tests/test_analyze.py

@@ -9,6 +9,7 @@ from pandas import DataFrame
 from freqtrade.analyze import (get_signal, parse_ticker_dataframe,
                                populate_buy_trend, populate_indicators,
                                populate_sell_trend)
+from freqtrade.strategy.strategy import Strategy
 
 
 @pytest.fixture
@@ -27,11 +28,17 @@ def test_dataframe_correct_length(result):
 
 
 def test_populates_buy_trend(result):
+    # Load the default strategy for the unit test, because this logic is done in main.py
+    Strategy().init({'strategy': 'default_strategy'})
+
     dataframe = populate_buy_trend(populate_indicators(result))
     assert 'buy' in dataframe.columns
 
 
 def test_populates_sell_trend(result):
+    # Load the default strategy for the unit test, because this logic is done in main.py
+    Strategy().init({'strategy': 'default_strategy'})
+
     dataframe = populate_sell_trend(populate_indicators(result))
     assert 'sell' in dataframe.columns