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Merge branch 'develop' into feat/short

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This commit is contained in:
Matthias
2022-03-22 20:28:38 +01:00
parent 31253196ea e7418cdcdb
commit b1e3ead88b
32 changed files with 127 additions and 229 deletions
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10
tests/optimize/test_backtesting.py
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@@ -318,17 +318,15 @@ def test_backtesting_init_no_timeframe(mocker, default_conf, caplog) -> None:
patch_exchange(mocker)
del default_conf['timeframe']
default_conf['strategy_list'] = [CURRENT_TEST_STRATEGY,
'SampleStrategy']
# TODO: This refers to the sampleStrategy in user_data if it exists...
'HyperoptableStrategy']
mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5))
with pytest.raises(OperationalException):
with pytest.raises(OperationalException,
match=r"Timeframe needs to be set in either configuration"):
Backtesting(default_conf)
log_has("Ticker-interval needs to be set in either configuration "
"or as cli argument `--ticker-interval 5m`", caplog)
def test_data_with_fee(default_conf, mocker, testdatadir) -> None:
def test_data_with_fee(default_conf, mocker) -> None:
patch_exchange(mocker)
default_conf['fee'] = 0.1234

3
tests/optimize/test_edge_cli.py
View File

@@ -6,7 +6,7 @@ from unittest.mock import MagicMock
from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_edge
from freqtrade.enums import RunMode
from freqtrade.optimize.edge_cli import EdgeCli
from tests.conftest import (CURRENT_TEST_STRATEGY, get_args, log_has, log_has_re, patch_exchange,
from tests.conftest import (CURRENT_TEST_STRATEGY, get_args, log_has, patch_exchange,
patched_configuration_load_config_file)
@@ -30,7 +30,6 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca
assert 'datadir' in config
assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
assert 'timeframe' in config
assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog)
assert 'timerange' not in config
assert 'stoploss_range' not in config

1
tests/optimize/test_hyperopt.py
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@@ -63,7 +63,6 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca
assert 'datadir' in config
assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
assert 'timeframe' in config
assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog)
assert 'position_stacking' not in config
assert not log_has('Parameter --enable-position-stacking detected ...', caplog)

1
tests/rpc/test_rpc.py
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@@ -1219,6 +1219,7 @@ def test_rpc_forceentry(mocker, default_conf, ticker, fee, limit_buy_order_open)
pair = 'LTC/BTC'
trade = rpc._rpc_force_entry(pair, 0.0001, order_type='limit', stake_amount=0.05)
assert trade.stake_amount == 0.05
assert trade.buy_tag == 'forceentry'
# Test not buying
pair = 'XRP/BTC'

88
tests/strategy/strats/hyperoptable_strategy.py
View File

@@ -1,14 +1,13 @@
# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
import talib.abstract as ta
from pandas import DataFrame
from strategy_test_v2 import StrategyTestV2
import freqtrade.vendor.qtpylib.indicators as qtpylib
from freqtrade.strategy import (BooleanParameter, DecimalParameter, IntParameter, IStrategy,
RealParameter)
from freqtrade.strategy import BooleanParameter, DecimalParameter, IntParameter, RealParameter
class HyperoptableStrategy(IStrategy):
class HyperoptableStrategy(StrategyTestV2):
"""
Default Strategy provided by freqtrade bot.
Please do not modify this strategy, it's intended for internal use only.
@@ -16,38 +15,6 @@ class HyperoptableStrategy(IStrategy):
or strategy repository https://github.com/freqtrade/freqtrade-strategies
for samples and inspiration.
"""
INTERFACE_VERSION = 2
# Minimal ROI designed for the strategy
minimal_roi = {
"40": 0.0,
"30": 0.01,
"20": 0.02,
"0": 0.04
}
# Optimal stoploss designed for the strategy
stoploss = -0.10
# Optimal ticker interval for the strategy
timeframe = '5m'
# Optional order type mapping
order_types = {
'entry': 'limit',
'exit': 'limit',
'stoploss': 'limit',
'stoploss_on_exchange': False
}
# Number of candles the strategy requires before producing valid signals
startup_candle_count: int = 20
# Optional time in force for orders
order_time_in_force = {
'entry': 'gtc',
'exit': 'gtc',
}
buy_params = {
'buy_rsi': 35,
@@ -91,55 +58,6 @@ class HyperoptableStrategy(IStrategy):
"""
return []
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Adds several different TA indicators to the given DataFrame
Performance Note: For the best performance be frugal on the number of indicators
you are using. Let uncomment only the indicator you are using in your strategies
or your hyperopt configuration, otherwise you will waste your memory and CPU usage.
:param dataframe: Dataframe with data from the exchange
:param metadata: Additional information, like the currently traded pair
:return: a Dataframe with all mandatory indicators for the strategies
"""
# Momentum Indicator
# ------------------------------------
# ADX
dataframe['adx'] = ta.ADX(dataframe)
# MACD
macd = ta.MACD(dataframe)
dataframe['macd'] = macd['macd']
dataframe['macdsignal'] = macd['macdsignal']
dataframe['macdhist'] = macd['macdhist']
# Minus Directional Indicator / Movement
dataframe['minus_di'] = ta.MINUS_DI(dataframe)
# Plus Directional Indicator / Movement
dataframe['plus_di'] = ta.PLUS_DI(dataframe)
# RSI
dataframe['rsi'] = ta.RSI(dataframe)
# Stoch fast
stoch_fast = ta.STOCHF(dataframe)
dataframe['fastd'] = stoch_fast['fastd']
dataframe['fastk'] = stoch_fast['fastk']
# Bollinger bands
bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
dataframe['bb_lowerband'] = bollinger['lower']
dataframe['bb_middleband'] = bollinger['mid']
dataframe['bb_upperband'] = bollinger['upper']
# EMA - Exponential Moving Average
dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10)
return dataframe
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Based on TA indicators, populates the buy signal for the given dataframe

4
tests/strategy/strats/legacy_strategy_v1.py
View File

@@ -31,9 +31,7 @@ class TestStrategyLegacyV1(IStrategy):
# This attribute will be overridden if the config file contains "stoploss"
stoploss = -0.10
# Optimal timeframe for the strategy
# Keep the legacy value here to test compatibility
ticker_interval = '5m'
timeframe = '5m'
def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
"""

5
tests/strategy/test_strategy_loading.py
View File

@@ -113,7 +113,6 @@ def test_strategy_pre_v3(result, default_conf, strategy_name):
assert default_conf['stoploss'] == -0.10
assert strategy.timeframe == '5m'
assert strategy.ticker_interval == '5m'
assert default_conf['timeframe'] == '5m'
df_indicators = strategy.advise_indicators(result, metadata=metadata)
@@ -440,7 +439,6 @@ def test_call_deprecated_function(result, default_conf, caplog):
assert strategy._sell_fun_len == 2
assert strategy.INTERFACE_VERSION == 1
assert strategy.timeframe == '5m'
assert strategy.ticker_interval == '5m'
indicator_df = strategy.advise_indicators(result, metadata=metadata)
assert isinstance(indicator_df, DataFrame)
@@ -454,9 +452,6 @@ def test_call_deprecated_function(result, default_conf, caplog):
assert isinstance(exitdf, DataFrame)
assert 'exit_long' in exitdf
assert log_has("DEPRECATED: Please migrate to using 'timeframe' instead of 'ticker_interval'.",
caplog)
def test_strategy_interface_versioning(result, default_conf):
default_conf.update({'strategy': 'StrategyTestV2'})

6
tests/test_arguments.py
View File

@@ -112,17 +112,17 @@ def test_parse_args_strategy_path_invalid() -> None:
def test_parse_args_backtesting_invalid() -> None:
with pytest.raises(SystemExit, match=r'2'):
Arguments(['backtesting --ticker-interval']).get_parsed_arg()
Arguments(['backtesting --timeframe']).get_parsed_arg()
with pytest.raises(SystemExit, match=r'2'):
Arguments(['backtesting --ticker-interval', 'abc']).get_parsed_arg()
Arguments(['backtesting --timeframe', 'abc']).get_parsed_arg()
def test_parse_args_backtesting_custom() -> None:
args = [
'backtesting',
'-c', 'test_conf.json',
'--ticker-interval', '1m',
'--timeframe', '1m',
'--strategy-list',
CURRENT_TEST_STRATEGY,
'SampleStrategy'

16
tests/test_configuration.py
View File

@@ -444,7 +444,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
'--strategy', CURRENT_TEST_STRATEGY,
'--datadir', '/foo/bar',
'--userdir', "/tmp/freqtrade",
'--ticker-interval', '1m',
'--timeframe', '1m',
'--enable-position-stacking',
'--disable-max-market-positions',
'--timerange', ':100',
@@ -495,7 +495,7 @@ def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> Non
arglist = [
'backtesting',
'--config', 'config.json',
'--ticker-interval', '1m',
'--timeframe', '1m',
'--export', 'trades',
'--strategy-list',
CURRENT_TEST_STRATEGY,
@@ -1381,22 +1381,14 @@ def test_process_removed_setting(mocker, default_conf, caplog):
def test_process_deprecated_ticker_interval(default_conf, caplog):
message = "DEPRECATED: Please use 'timeframe' instead of 'ticker_interval."
config = deepcopy(default_conf)
process_temporary_deprecated_settings(config)
assert not log_has(message, caplog)
del config['timeframe']
config['ticker_interval'] = '15m'
process_temporary_deprecated_settings(config)
assert log_has(message, caplog)
assert config['ticker_interval'] == '15m'
config = deepcopy(default_conf)
# Have both timeframe and ticker interval in config
# Can also happen when using ticker_interval in configuration, and --timeframe as cli argument
config['timeframe'] = '5m'
config['ticker_interval'] = '4h'
with pytest.raises(OperationalException,
match=r"Both 'timeframe' and 'ticker_interval' detected."):
match=r"DEPRECATED: 'ticker_interval' detected. Please use.*"):
process_temporary_deprecated_settings(config)

30
tests/test_freqtradebot.py
View File

@@ -4107,8 +4107,9 @@ def test_get_real_amount_quote(default_conf_usdt, trades_for_order, buy_order_fe
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
caplog.clear()
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
# Amount is reduced by "fee"
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001)
assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) == amount - (amount * 0.001)
assert log_has(
'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, is_short=False,'
' leverage=1.0, open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).',
@@ -4134,8 +4135,9 @@ def test_get_real_amount_quote_dust(default_conf_usdt, trades_for_order, buy_ord
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
walletmock.reset_mock()
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
# Amount is kept as is
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) == amount
assert walletmock.call_count == 1
assert log_has_re(r'Fee amount for Trade.* was in base currency '
'- Eating Fee 0.008 into dust', caplog)
@@ -4156,8 +4158,9 @@ def test_get_real_amount_no_trade(default_conf_usdt, buy_order_fee, caplog, mock
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
# Amount is reduced by "fee"
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) == amount
assert log_has(
'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
'is_short=False, leverage=1.0, open_rate=0.24544100, open_since=closed) failed: '
@@ -4213,7 +4216,8 @@ def test_get_real_amount(
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', side_effect=ExchangeError)
caplog.clear()
assert freqtrade.get_real_amount(trade, buy_order) == amount - fee_reduction_amount
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
assert freqtrade.get_real_amount(trade, buy_order, order_obj) == amount - fee_reduction_amount
if expected_log:
assert log_has(expected_log, caplog)
@@ -4260,7 +4264,8 @@ def test_get_real_amount_multi(
# Amount is reduced by "fee"
expected_amount = amount - (amount * fee_reduction_amount)
assert freqtrade.get_real_amount(trade, buy_order_fee) == expected_amount
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) == expected_amount
assert log_has(
(
'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
@@ -4296,8 +4301,9 @@ def test_get_real_amount_invalid_order(default_conf_usdt, trades_for_order, buy_
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
# Amount does not change
assert freqtrade.get_real_amount(trade, limit_buy_order_usdt) == amount
assert freqtrade.get_real_amount(trade, limit_buy_order_usdt, order_obj) == amount
def test_get_real_amount_fees_order(default_conf_usdt, market_buy_order_usdt_doublefee,
@@ -4319,7 +4325,8 @@ def test_get_real_amount_fees_order(default_conf_usdt, market_buy_order_usdt_dou
# Amount does not change
assert trade.fee_open == 0.0025
assert freqtrade.get_real_amount(trade, market_buy_order_usdt_doublefee) == 30.0
order_obj = Order.parse_from_ccxt_object(market_buy_order_usdt_doublefee, 'LTC/ETH', 'buy')
assert freqtrade.get_real_amount(trade, market_buy_order_usdt_doublefee, order_obj) == 30.0
assert tfo_mock.call_count == 0
# Fetch fees from trades dict if available to get "proper" values
assert round(trade.fee_open, 4) == 0.001
@@ -4343,9 +4350,10 @@ def test_get_real_amount_wrong_amount(default_conf_usdt, trades_for_order, buy_o
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
# Amount does not change
with pytest.raises(DependencyException, match=r"Half bought\? Amounts don't match"):
freqtrade.get_real_amount(trade, limit_buy_order_usdt)
freqtrade.get_real_amount(trade, limit_buy_order_usdt, order_obj)
def test_get_real_amount_wrong_amount_rounding(default_conf_usdt, trades_for_order, buy_order_fee,
@@ -4367,9 +4375,10 @@ def test_get_real_amount_wrong_amount_rounding(default_conf_usdt, trades_for_ord
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
# Amount changes by fee amount.
assert isclose(
freqtrade.get_real_amount(trade, limit_buy_order_usdt),
freqtrade.get_real_amount(trade, limit_buy_order_usdt, order_obj),
amount - (amount * 0.001),
abs_tol=MATH_CLOSE_PREC,
)
@@ -4393,7 +4402,8 @@ def test_get_real_amount_open_trade_usdt(default_conf_usdt, fee, mocker):
'side': 'buy',
}
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
assert freqtrade.get_real_amount(trade, order) == amount
order_obj = Order.parse_from_ccxt_object(order, 'LTC/ETH', 'buy')
assert freqtrade.get_real_amount(trade, order, order_obj) == amount
@pytest.mark.parametrize('amount,fee_abs,wallet,amount_exp', [