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Merge branch 'develop' into align_userdata

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This commit is contained in:
Matthias
2019-08-21 19:35:27 +02:00
parent acf1e734ec d2958fc0f5
commit aaeeb9c0c6
30 changed files with 643 additions and 394 deletions
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46
freqtrade/tests/data/test_history.py
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@@ -74,7 +74,7 @@ def test_load_data_7min_ticker(mocker, caplog, default_conf) -> None:
assert ld is None
assert log_has(
'No history data for pair: "UNITTEST/BTC", interval: 7m. '
'Use --refresh-pairs-cached option or download_backtest_data.py '
'Use --refresh-pairs-cached option or `freqtrade download-data` '
'script to download the data', caplog
)
@@ -109,7 +109,7 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog, defau
assert os.path.isfile(file) is False
assert log_has(
'No history data for pair: "MEME/BTC", interval: 1m. '
'Use --refresh-pairs-cached option or download_backtest_data.py '
'Use --refresh-pairs-cached option or `freqtrade download-data` '
'script to download the data', caplog
)
@@ -178,16 +178,13 @@ def test_load_cached_data_for_updating(mocker) -> None:
# timeframe starts earlier than the cached data
# should fully update data
timerange = TimeRange('date', None, test_data[0][0] / 1000 - 1, 0)
data, start_ts = load_cached_data_for_updating(test_filename,
'1m',
timerange)
data, start_ts = load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange)
assert data == []
assert start_ts == test_data[0][0] - 1000
# same with 'line' timeframe
num_lines = (test_data[-1][0] - test_data[1][0]) / 1000 / 60 + 120
data, start_ts = load_cached_data_for_updating(test_filename,
'1m',
data, start_ts = load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m',
TimeRange(None, 'line', 0, -num_lines))
assert data == []
assert start_ts < test_data[0][0] - 1
@@ -195,36 +192,29 @@ def test_load_cached_data_for_updating(mocker) -> None:
# timeframe starts in the center of the cached data
# should return the chached data w/o the last item
timerange = TimeRange('date', None, test_data[0][0] / 1000 + 1, 0)
data, start_ts = load_cached_data_for_updating(test_filename,
'1m',
timerange)
data, start_ts = load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange)
assert data == test_data[:-1]
assert test_data[-2][0] < start_ts < test_data[-1][0]
# same with 'line' timeframe
num_lines = (test_data[-1][0] - test_data[1][0]) / 1000 / 60 + 30
timerange = TimeRange(None, 'line', 0, -num_lines)
data, start_ts = load_cached_data_for_updating(test_filename,
'1m',
timerange)
data, start_ts = load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange)
assert data == test_data[:-1]
assert test_data[-2][0] < start_ts < test_data[-1][0]
# timeframe starts after the chached data
# should return the chached data w/o the last item
timerange = TimeRange('date', None, test_data[-1][0] / 1000 + 1, 0)
data, start_ts = load_cached_data_for_updating(test_filename,
'1m',
timerange)
data, start_ts = load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange)
assert data == test_data[:-1]
assert test_data[-2][0] < start_ts < test_data[-1][0]
# same with 'line' timeframe
# Try loading last 30 lines.
# Not supported by load_cached_data_for_updating, we always need to get the full data.
num_lines = 30
timerange = TimeRange(None, 'line', 0, -num_lines)
data, start_ts = load_cached_data_for_updating(test_filename,
'1m',
timerange)
data, start_ts = load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange)
assert data == test_data[:-1]
assert test_data[-2][0] < start_ts < test_data[-1][0]
@@ -232,35 +222,27 @@ def test_load_cached_data_for_updating(mocker) -> None:
# should return the chached data w/o the last item
num_lines = 30
timerange = TimeRange(None, 'line', 0, -num_lines)
data, start_ts = load_cached_data_for_updating(test_filename,
'1m',
timerange)
data, start_ts = load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange)
assert data == test_data[:-1]
assert test_data[-2][0] < start_ts < test_data[-1][0]
# no datafile exist
# should return timestamp start time
timerange = TimeRange('date', None, now_ts - 10000, 0)
data, start_ts = load_cached_data_for_updating(test_filename.with_name('unexist'),
'1m',
timerange)
data, start_ts = load_cached_data_for_updating(datadir, 'NONEXIST/BTC', '1m', timerange)
assert data == []
assert start_ts == (now_ts - 10000) * 1000
# same with 'line' timeframe
num_lines = 30
timerange = TimeRange(None, 'line', 0, -num_lines)
data, start_ts = load_cached_data_for_updating(test_filename.with_name('unexist'),
'1m',
timerange)
data, start_ts = load_cached_data_for_updating(datadir, 'NONEXIST/BTC', '1m', timerange)
assert data == []
assert start_ts == (now_ts - num_lines * 60) * 1000
# no datafile exist, no timeframe is set
# should return an empty array and None
data, start_ts = load_cached_data_for_updating(test_filename.with_name('unexist'),
'1m',
None)
data, start_ts = load_cached_data_for_updating(datadir, 'NONEXIST/BTC', '1m', None)
assert data == []
assert start_ts is None

19
freqtrade/tests/exchange/test_exchange.py
View File

@@ -656,7 +656,13 @@ def test_buy_prod(default_conf, mocker, exchange_name):
with pytest.raises(DependencyException):
api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.buy(pair='ETH/BTC', ordertype=order_type,
exchange.buy(pair='ETH/BTC', ordertype='limit',
amount=1, rate=200, time_in_force=time_in_force)
with pytest.raises(DependencyException):
api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.buy(pair='ETH/BTC', ordertype='market',
amount=1, rate=200, time_in_force=time_in_force)
with pytest.raises(TemporaryError):
@@ -779,7 +785,13 @@ def test_sell_prod(default_conf, mocker, exchange_name):
with pytest.raises(DependencyException):
api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
exchange.sell(pair='ETH/BTC', ordertype='limit', amount=1, rate=200)
# Market orders don't require price, so the behaviour is slightly different
with pytest.raises(DependencyException):
api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.sell(pair='ETH/BTC', ordertype='market', amount=1, rate=200)
with pytest.raises(TemporaryError):
api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No Connection"))
@@ -1328,6 +1340,9 @@ def test_get_order(default_conf, mocker, exchange_name):
print(exchange.get_order('X', 'TKN/BTC'))
assert exchange.get_order('X', 'TKN/BTC').myid == 123
with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'):
exchange.get_order('Y', 'TKN/BTC')
default_conf['dry_run'] = False
api_mock = MagicMock()
api_mock.fetch_order = MagicMock(return_value=456)

5
freqtrade/tests/optimize/test_backtesting.py
View File

@@ -2,6 +2,7 @@
import math
import random
from pathlib import Path
from unittest.mock import MagicMock
import numpy as np
@@ -785,10 +786,10 @@ def test_backtest_record(default_conf, fee, mocker):
# reset test to test with strategy name
names = []
records = []
backtesting._store_backtest_result("backtest-result.json", results, "DefStrat")
backtesting._store_backtest_result(Path("backtest-result.json"), results, "DefStrat")
assert len(results) == 4
# Assert file_dump_json was only called once
assert names == ['backtest-result-DefStrat.json']
assert names == [Path('backtest-result-DefStrat.json')]
records = records[0]
# Ensure records are of correct type
assert len(records) == 4

20
freqtrade/tests/test_arguments.py
View File

@@ -4,7 +4,7 @@ import argparse
import pytest
from freqtrade.configuration import Arguments
from freqtrade.configuration.arguments import ARGS_DOWNLOADER, ARGS_PLOT_DATAFRAME
from freqtrade.configuration.arguments import ARGS_PLOT_DATAFRAME
from freqtrade.configuration.cli_options import check_int_positive
@@ -50,10 +50,10 @@ def test_parse_args_verbose() -> None:
def test_common_scripts_options() -> None:
arguments = Arguments(['-p', 'ETH/BTC'], '')
arguments._build_args(ARGS_DOWNLOADER)
args = arguments._parse_args()
assert args.pairs == 'ETH/BTC'
args = Arguments(['download-data', '-p', 'ETH/BTC', 'XRP/BTC'], '').get_parsed_arg()
assert args.pairs == ['ETH/BTC', 'XRP/BTC']
assert hasattr(args, "func")
def test_parse_args_version() -> None:
@@ -135,14 +135,14 @@ def test_parse_args_hyperopt_custom() -> None:
def test_download_data_options() -> None:
args = [
'--pairs-file', 'file_with_pairs',
'--datadir', 'datadir/directory',
'download-data',
'--pairs-file', 'file_with_pairs',
'--days', '30',
'--exchange', 'binance'
]
arguments = Arguments(args, '')
arguments._build_args(ARGS_DOWNLOADER)
args = arguments._parse_args()
args = Arguments(args, '').get_parsed_arg()
assert args.pairs_file == 'file_with_pairs'
assert args.datadir == 'datadir/directory'
assert args.days == 30
@@ -162,7 +162,7 @@ def test_plot_dataframe_options() -> None:
assert pargs.indicators1 == "sma10,sma100"
assert pargs.indicators2 == "macd,fastd,fastk"
assert pargs.plot_limit == 30
assert pargs.pairs == "UNITTEST/BTC"
assert pargs.pairs == ["UNITTEST/BTC"]
def test_check_int_positive() -> None:

141
freqtrade/tests/test_configuration.py
View File

@@ -2,7 +2,6 @@
import json
import logging
import warnings
from argparse import Namespace
from copy import deepcopy
from pathlib import Path
from unittest.mock import MagicMock
@@ -11,10 +10,11 @@ import pytest
from jsonschema import Draft4Validator, ValidationError, validate
from freqtrade import OperationalException, constants
from freqtrade.configuration import Arguments, Configuration
from freqtrade.configuration import Arguments, Configuration, validate_config_consistency
from freqtrade.configuration.check_exchange import check_exchange
from freqtrade.configuration.directory_operations import create_datadir, create_userdata_dir
from freqtrade.configuration.json_schema import validate_config_schema
from freqtrade.configuration.config_validation import validate_config_schema
from freqtrade.configuration.directory_operations import (create_datadir,
create_userdata_dir)
from freqtrade.configuration.load_config import load_config_file
from freqtrade.constants import DEFAULT_DB_DRYRUN_URL, DEFAULT_DB_PROD_URL
from freqtrade.loggers import _set_loggers
@@ -663,21 +663,34 @@ def test_validate_tsl(default_conf):
with pytest.raises(OperationalException,
match=r'The config trailing_only_offset_is_reached needs '
'trailing_stop_positive_offset to be more than 0 in your config.'):
configuration = Configuration(Namespace())
configuration._validate_config_consistency(default_conf)
validate_config_consistency(default_conf)
default_conf['trailing_stop_positive_offset'] = 0.01
default_conf['trailing_stop_positive'] = 0.015
with pytest.raises(OperationalException,
match=r'The config trailing_stop_positive_offset needs '
'to be greater than trailing_stop_positive_offset in your config.'):
configuration = Configuration(Namespace())
configuration._validate_config_consistency(default_conf)
validate_config_consistency(default_conf)
default_conf['trailing_stop_positive'] = 0.01
default_conf['trailing_stop_positive_offset'] = 0.015
Configuration(Namespace())
configuration._validate_config_consistency(default_conf)
validate_config_consistency(default_conf)
def test_validate_edge(edge_conf):
edge_conf.update({"pairlist": {
"method": "VolumePairList",
}})
with pytest.raises(OperationalException,
match="Edge and VolumePairList are incompatible, "
"Edge will override whatever pairs VolumePairlist selects."):
validate_config_consistency(edge_conf)
edge_conf.update({"pairlist": {
"method": "StaticPairList",
}})
validate_config_consistency(edge_conf)
def test_load_config_test_comments() -> None:
@@ -742,3 +755,111 @@ def test_load_config_default_subkeys(all_conf, keys) -> None:
validate_config_schema(all_conf)
assert subkey in all_conf[key]
assert all_conf[key][subkey] == keys[2]
def test_pairlist_resolving():
arglist = [
'download-data',
'--pairs', 'ETH/BTC', 'XRP/BTC',
'--exchange', 'binance'
]
args = Arguments(arglist, '').get_parsed_arg()
configuration = Configuration(args)
config = configuration.get_config()
assert config['pairs'] == ['ETH/BTC', 'XRP/BTC']
assert config['exchange']['name'] == 'binance'
def test_pairlist_resolving_with_config(mocker, default_conf):
patched_configuration_load_config_file(mocker, default_conf)
arglist = [
'--config', 'config.json',
'download-data',
]
args = Arguments(arglist, '').get_parsed_arg()
configuration = Configuration(args)
config = configuration.get_config()
assert config['pairs'] == default_conf['exchange']['pair_whitelist']
assert config['exchange']['name'] == default_conf['exchange']['name']
# Override pairs
arglist = [
'--config', 'config.json',
'download-data',
'--pairs', 'ETH/BTC', 'XRP/BTC',
]
args = Arguments(arglist, '').get_parsed_arg()
configuration = Configuration(args)
config = configuration.get_config()
assert config['pairs'] == ['ETH/BTC', 'XRP/BTC']
assert config['exchange']['name'] == default_conf['exchange']['name']
def test_pairlist_resolving_with_config_pl(mocker, default_conf):
patched_configuration_load_config_file(mocker, default_conf)
load_mock = mocker.patch("freqtrade.configuration.configuration.json_load",
MagicMock(return_value=['XRP/BTC', 'ETH/BTC']))
mocker.patch.object(Path, "exists", MagicMock(return_value=True))
mocker.patch.object(Path, "open", MagicMock(return_value=MagicMock()))
arglist = [
'--config', 'config.json',
'download-data',
'--pairs-file', 'pairs.json',
]
args = Arguments(arglist, '').get_parsed_arg()
configuration = Configuration(args)
config = configuration.get_config()
assert load_mock.call_count == 1
assert config['pairs'] == ['ETH/BTC', 'XRP/BTC']
assert config['exchange']['name'] == default_conf['exchange']['name']
def test_pairlist_resolving_with_config_pl_not_exists(mocker, default_conf):
patched_configuration_load_config_file(mocker, default_conf)
mocker.patch("freqtrade.configuration.configuration.json_load",
MagicMock(return_value=['XRP/BTC', 'ETH/BTC']))
mocker.patch.object(Path, "exists", MagicMock(return_value=False))
arglist = [
'--config', 'config.json',
'download-data',
'--pairs-file', 'pairs.json',
]
args = Arguments(arglist, '').get_parsed_arg()
with pytest.raises(OperationalException, match=r"No pairs file found with path.*"):
configuration = Configuration(args)
configuration.get_config()
def test_pairlist_resolving_fallback(mocker):
mocker.patch.object(Path, "exists", MagicMock(return_value=True))
mocker.patch.object(Path, "open", MagicMock(return_value=MagicMock()))
mocker.patch("freqtrade.configuration.configuration.json_load",
MagicMock(return_value=['XRP/BTC', 'ETH/BTC']))
arglist = [
'download-data',
'--exchange', 'binance'
]
args = Arguments(arglist, '').get_parsed_arg()
configuration = Configuration(args)
config = configuration.get_config()
assert config['pairs'] == ['ETH/BTC', 'XRP/BTC']
assert config['exchange']['name'] == 'binance'

4
freqtrade/tests/test_main.py
View File

@@ -1,7 +1,7 @@
# pragma pylint: disable=missing-docstring
from copy import deepcopy
from unittest.mock import MagicMock
from unittest.mock import MagicMock, PropertyMock
import pytest
@@ -21,6 +21,7 @@ def test_parse_args_backtesting(mocker) -> None:
further argument parsing is done in test_arguments.py
"""
backtesting_mock = mocker.patch('freqtrade.optimize.start_backtesting', MagicMock())
backtesting_mock.__name__ = PropertyMock("start_backtesting")
# it's sys.exit(0) at the end of backtesting
with pytest.raises(SystemExit):
main(['backtesting'])
@@ -36,6 +37,7 @@ def test_parse_args_backtesting(mocker) -> None:
def test_main_start_hyperopt(mocker) -> None:
hyperopt_mock = mocker.patch('freqtrade.optimize.start_hyperopt', MagicMock())
hyperopt_mock.__name__ = PropertyMock("start_hyperopt")
# it's sys.exit(0) at the end of hyperopt
with pytest.raises(SystemExit):
main(['hyperopt'])

5
freqtrade/tests/test_misc.py
View File

@@ -1,6 +1,7 @@
# pragma pylint: disable=missing-docstring,C0103
import datetime
from pathlib import Path
from unittest.mock import MagicMock
from freqtrade.data.converter import parse_ticker_dataframe
@@ -34,12 +35,12 @@ def test_datesarray_to_datetimearray(ticker_history_list):
def test_file_dump_json(mocker) -> None:
file_open = mocker.patch('freqtrade.misc.open', MagicMock())
json_dump = mocker.patch('rapidjson.dump', MagicMock())
file_dump_json('somefile', [1, 2, 3])
file_dump_json(Path('somefile'), [1, 2, 3])
assert file_open.call_count == 1
assert json_dump.call_count == 1
file_open = mocker.patch('freqtrade.misc.gzip.open', MagicMock())
json_dump = mocker.patch('rapidjson.dump', MagicMock())
file_dump_json('somefile', [1, 2, 3], True)
file_dump_json(Path('somefile'), [1, 2, 3], True)
assert file_open.call_count == 1
assert json_dump.call_count == 1

2
freqtrade/tests/test_plotting.py
View File

@@ -51,7 +51,7 @@ def test_init_plotscript(default_conf, mocker):
assert "pairs" in ret
assert "strategy" in ret
default_conf['pairs'] = "POWR/BTC,XLM/BTC"
default_conf['pairs'] = ["POWR/BTC", "XLM/BTC"]
ret = init_plotscript(default_conf)
assert "tickers" in ret
assert "POWR/BTC" in ret["tickers"]

91
freqtrade/tests/test_utils.py
View File

@@ -1,12 +1,13 @@
import re
from unittest.mock import MagicMock
from pathlib import Path
from unittest.mock import MagicMock, PropertyMock
import pytest
from freqtrade.state import RunMode
from freqtrade.tests.conftest import get_args, log_has
from freqtrade.tests.conftest import get_args, log_has, patch_exchange
from freqtrade.utils import (setup_utils_configuration, start_create_userdir,
start_list_exchanges)
start_download_data, start_list_exchanges)
def test_setup_utils_configuration():
@@ -67,3 +68,87 @@ def test_create_datadir(caplog, mocker):
assert cud.call_count == 1
assert len(caplog.record_tuples) == 0
def test_download_data(mocker, markets, caplog):
dl_mock = mocker.patch('freqtrade.utils.download_pair_history', MagicMock())
patch_exchange(mocker)
mocker.patch(
'freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)
)
mocker.patch.object(Path, "exists", MagicMock(return_value=True))
mocker.patch.object(Path, "unlink", MagicMock())
args = [
"download-data",
"--exchange", "binance",
"--pairs", "ETH/BTC", "XRP/BTC",
"--erase",
]
start_download_data(get_args(args))
assert dl_mock.call_count == 4
assert dl_mock.call_args[1]['timerange'].starttype is None
assert dl_mock.call_args[1]['timerange'].stoptype is None
assert log_has("Deleting existing data for pair ETH/BTC, interval 1m.", caplog)
assert log_has("Downloading pair ETH/BTC, interval 1m.", caplog)
def test_download_data_days(mocker, markets, caplog):
dl_mock = mocker.patch('freqtrade.utils.download_pair_history', MagicMock())
patch_exchange(mocker)
mocker.patch(
'freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)
)
mocker.patch.object(Path, "exists", MagicMock(return_value=True))
mocker.patch.object(Path, "unlink", MagicMock())
args = [
"download-data",
"--exchange", "binance",
"--pairs", "ETH/BTC", "XRP/BTC",
"--days", "20",
]
start_download_data(get_args(args))
assert dl_mock.call_count == 4
assert dl_mock.call_args[1]['timerange'].starttype == 'date'
assert log_has("Downloading pair ETH/BTC, interval 1m.", caplog)
def test_download_data_no_markets(mocker, caplog):
dl_mock = mocker.patch('freqtrade.utils.download_pair_history', MagicMock())
patch_exchange(mocker)
mocker.patch(
'freqtrade.exchange.Exchange.markets', PropertyMock(return_value={})
)
args = [
"download-data",
"--exchange", "binance",
"--pairs", "ETH/BTC", "XRP/BTC",
]
start_download_data(get_args(args))
assert dl_mock.call_count == 0
assert log_has("Skipping pair ETH/BTC...", caplog)
assert log_has("Pairs [ETH/BTC,XRP/BTC] not available on exchange binance.", caplog)
def test_download_data_keyboardInterrupt(mocker, caplog, markets):
dl_mock = mocker.patch('freqtrade.utils.download_pair_history',
MagicMock(side_effect=KeyboardInterrupt))
patch_exchange(mocker)
mocker.patch(
'freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)
)
args = [
"download-data",
"--exchange", "binance",
"--pairs", "ETH/BTC", "XRP/BTC",
]
with pytest.raises(SystemExit):
start_download_data(get_args(args))
assert dl_mock.call_count == 1