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Move Analyze to a class

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This commit is contained in:
Gerald Lonlas
2018-02-04 00:28:02 -08:00
parent e025dc0dba
commit a8b8ab20b7
2 changed files with 254 additions and 138 deletions
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145
freqtrade/tests/test_analyze.py
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@@ -1,16 +1,45 @@
# pragma pylint: disable=missing-docstring, C0103
"""
Unit test file for analyse.py
"""
import datetime
from unittest.mock import MagicMock
import arrow
import logging
import arrow
from pandas import DataFrame
import freqtrade.tests.conftest as tt # test tools
from freqtrade.analyze import (get_signal, parse_ticker_dataframe,
populate_buy_trend, populate_indicators,
populate_sell_trend)
from freqtrade.strategy.strategy import Strategy
from freqtrade.analyze import Analyze, SignalType
# Avoid to reinit the same object again and again
_ANALYZE = Analyze({'strategy': 'default_strategy'})
def test_signaltype_object() -> None:
"""
Test the SignalType object has the mandatory Constants
:return: None
"""
assert hasattr(SignalType, 'BUY')
assert hasattr(SignalType, 'SELL')
def test_analyze_object() -> None:
"""
Test the Analyze object has the mandatory methods
:return: None
"""
assert hasattr(Analyze, 'parse_ticker_dataframe')
assert hasattr(Analyze, 'populate_indicators')
assert hasattr(Analyze, 'populate_buy_trend')
assert hasattr(Analyze, 'populate_sell_trend')
assert hasattr(Analyze, 'analyze_ticker')
assert hasattr(Analyze, 'get_signal')
assert hasattr(Analyze, 'should_sell')
assert hasattr(Analyze, 'min_roi_reached')
def test_dataframe_correct_columns(result):
@@ -18,71 +47,75 @@ def test_dataframe_correct_columns(result):
['close', 'high', 'low', 'open', 'date', 'volume']
def test_dataframe_correct_length(result):
# no idea what this check truly does - should we just remove it?
assert len(result.index) == 14397
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))
dataframe = _ANALYZE.populate_buy_trend(_ANALYZE.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))
dataframe = _ANALYZE.populate_sell_trend(_ANALYZE.populate_indicators(result))
assert 'sell' in dataframe.columns
def test_returns_latest_buy_signal(mocker):
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock())
mocker.patch(
'freqtrade.analyze.analyze_ticker',
return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}])
)
assert get_signal('BTC-ETH', 5) == (True, False)
mocker.patch(
'freqtrade.analyze.analyze_ticker',
return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}])
mocker.patch.multiple(
'freqtrade.analyze.Analyze',
analyze_ticker=MagicMock(
return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}])
)
)
assert get_signal('BTC-ETH', 5) == (False, True)
assert _ANALYZE.get_signal('BTC-ETH', 5) == (True, False)
mocker.patch.multiple(
'freqtrade.analyze.Analyze',
analyze_ticker=MagicMock(
return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}])
)
)
assert _ANALYZE.get_signal('BTC-ETH', 5) == (False, True)
def test_returns_latest_sell_signal(mocker):
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock())
mocker.patch(
'freqtrade.analyze.analyze_ticker',
return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}])
mocker.patch.multiple(
'freqtrade.analyze.Analyze',
analyze_ticker=MagicMock(
return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}])
)
)
assert get_signal('BTC-ETH', 5) == (False, True)
mocker.patch(
'freqtrade.analyze.analyze_ticker',
return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}])
assert _ANALYZE.get_signal('BTC-ETH', 5) == (False, True)
mocker.patch.multiple(
'freqtrade.analyze.Analyze',
analyze_ticker=MagicMock(
return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}])
)
)
assert get_signal('BTC-ETH', 5) == (True, False)
assert _ANALYZE.get_signal('BTC-ETH', 5) == (True, False)
def test_get_signal_empty(default_conf, mocker, caplog):
caplog.set_level(logging.INFO)
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=None)
assert (False, False) == get_signal('foo', int(default_conf['ticker_interval']))
assert tt.log_has('Empty ticker history for pair foo',
caplog.record_tuples)
assert (False, False) == _ANALYZE.get_signal('foo', int(default_conf['ticker_interval']))
assert tt.log_has('Empty ticker history for pair foo', caplog.record_tuples)
def test_get_signal_exception_valueerror(default_conf, mocker, caplog):
caplog.set_level(logging.INFO)
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
mocker.patch('freqtrade.analyze.analyze_ticker',
side_effect=ValueError('xyz'))
assert (False, False) == get_signal('foo', int(default_conf['ticker_interval']))
mocker.patch.multiple(
'freqtrade.analyze.Analyze',
analyze_ticker=MagicMock(
side_effect=ValueError('xyz')
)
)
assert (False, False) == _ANALYZE.get_signal('foo', int(default_conf['ticker_interval']))
assert tt.log_has('Unable to analyze ticker for pair foo: xyz',
caplog.record_tuples)
@@ -90,8 +123,13 @@ def test_get_signal_exception_valueerror(default_conf, mocker, caplog):
def test_get_signal_empty_dataframe(default_conf, mocker, caplog):
caplog.set_level(logging.INFO)
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
mocker.patch('freqtrade.analyze.analyze_ticker', return_value=DataFrame([]))
assert (False, False) == get_signal('xyz', int(default_conf['ticker_interval']))
mocker.patch.multiple(
'freqtrade.analyze.Analyze',
analyze_ticker=MagicMock(
return_value=DataFrame([])
)
)
assert (False, False) == _ANALYZE.get_signal('xyz', int(default_conf['ticker_interval']))
assert tt.log_has('Empty dataframe for pair xyz',
caplog.record_tuples)
@@ -102,27 +140,36 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog):
# FIX: The get_signal function has hardcoded 10, which we must inturn hardcode
oldtime = arrow.utcnow() - datetime.timedelta(minutes=11)
ticks = DataFrame([{'buy': 1, 'date': oldtime}])
mocker.patch('freqtrade.analyze.analyze_ticker', return_value=DataFrame(ticks))
assert (False, False) == get_signal('xyz', int(default_conf['ticker_interval']))
mocker.patch.multiple(
'freqtrade.analyze.Analyze',
analyze_ticker=MagicMock(
return_value=DataFrame(ticks)
)
)
assert (False, False) == _ANALYZE.get_signal('xyz', int(default_conf['ticker_interval']))
assert tt.log_has('Too old dataframe for pair xyz',
caplog.record_tuples)
def test_get_signal_handles_exceptions(mocker):
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock())
mocker.patch('freqtrade.analyze.analyze_ticker',
side_effect=Exception('invalid ticker history '))
mocker.patch.multiple(
'freqtrade.analyze.Analyze',
analyze_ticker=MagicMock(
side_effect=Exception('invalid ticker history ')
)
)
assert get_signal('BTC-ETH', 5) == (False, False)
assert _ANALYZE.get_signal('BTC-ETH', 5) == (False, False)
def test_parse_ticker_dataframe(ticker_history, ticker_history_without_bv):
columns = ['close', 'high', 'low', 'open', 'date', 'volume']
# Test file with BV data
dataframe = parse_ticker_dataframe(ticker_history)
dataframe = Analyze.parse_ticker_dataframe(ticker_history)
assert dataframe.columns.tolist() == columns
# Test file without BV data
dataframe = parse_ticker_dataframe(ticker_history_without_bv)
dataframe = Analyze.parse_ticker_dataframe(ticker_history_without_bv)
assert dataframe.columns.tolist() == columns