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Merge branch 'develop' into add-spice-rack

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This commit is contained in:
Robert Caulk
2022-09-17 17:56:08 +02:00
committed by GitHub
parent 12a9fda885 92a32ab31b
commit b1e92933f4
34 changed files with 983 additions and 182 deletions
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9
tests/exchange/test_binance.py
View File

@@ -23,7 +23,7 @@ from tests.exchange.test_exchange import ccxt_exceptionhandlers
def test_stoploss_order_binance(default_conf, mocker, limitratio, expected, side, trademode):
api_mock = MagicMock()
order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
order_type = 'stop_loss_limit' if trademode == TradingMode.SPOT else 'stop'
order_type = 'stop_loss_limit' if trademode == TradingMode.SPOT else 'limit'
api_mock.create_order = MagicMock(return_value={
'id': order_id,
@@ -45,12 +45,15 @@ def test_stoploss_order_binance(default_conf, mocker, limitratio, expected, side
amount=1,
stop_price=190,
side=side,
order_types={'stoploss_on_exchange_limit_ratio': 1.05},
order_types={'stoploss': 'limit', 'stoploss_on_exchange_limit_ratio': 1.05},
leverage=1.0
)
api_mock.create_order.reset_mock()
order_types = {} if limitratio is None else {'stoploss_on_exchange_limit_ratio': limitratio}
order_types = {'stoploss': 'limit'}
if limitratio is not None:
order_types.update({'stoploss_on_exchange_limit_ratio': limitratio})
order = exchange.stoploss(
pair='ETH/BTC',
amount=1,

2
tests/exchange/test_ccxt_compat.py
View File

@@ -297,7 +297,7 @@ class TestCCXTExchange():
def test_ccxt__async_get_candle_history(self, exchange):
exchange, exchangename = exchange
# For some weired reason, this test returns random lengths for bittrex.
if not exchange._ft_has['ohlcv_has_history'] or exchangename in ('bittrex', 'gateio'):
if not exchange._ft_has['ohlcv_has_history'] or exchangename in ('bittrex'):
return
pair = EXCHANGES[exchangename]['pair']
timeframe = EXCHANGES[exchangename]['timeframe']

2
tests/exchange/test_okx.py
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@@ -472,7 +472,7 @@ def test_load_leverage_tiers_okx(default_conf, mocker, markets, tmpdir, caplog,
api_mock.fetch_market_leverage_tiers.call_count == 0
# 2 day passes ...
time_machine.move_to(datetime.now() + timedelta(days=2))
time_machine.move_to(datetime.now() + timedelta(weeks=5))
exchange.load_leverage_tiers()
assert log_has(logmsg, caplog)

26
tests/freqai/test_freqai_interface.py
View File

@@ -9,6 +9,7 @@ import pytest
from freqtrade.configuration import TimeRange
from freqtrade.data.dataprovider import DataProvider
from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
from freqtrade.plugins.pairlistmanager import PairListManager
from tests.conftest import get_patched_exchange, log_has_re
from tests.freqai.conftest import get_patched_freqai_strategy
@@ -100,6 +101,7 @@ def test_extract_data_and_train_model_MultiTargets(mocker, freqai_conf, model):
@pytest.mark.parametrize('model', [
'LightGBMClassifier',
'CatboostClassifier',
'XGBoostClassifier',
])
def test_extract_data_and_train_model_Classifiers(mocker, freqai_conf, model):
if is_arm() and model == 'CatboostClassifier':
@@ -340,3 +342,27 @@ def test_spice_rack(mocker, default_conf, tmpdir):
assert 'freqai' in freqai_conf
assert strategy.freqai
@pytest.mark.parametrize('timeframes,corr_pairs', [
(['5m'], ['ADA/BTC', 'DASH/BTC']),
(['5m'], ['ADA/BTC', 'DASH/BTC', 'ETH/USDT']),
(['5m', '15m'], ['ADA/BTC', 'DASH/BTC', 'ETH/USDT']),
])
def test_freqai_informative_pairs(mocker, freqai_conf, timeframes, corr_pairs):
freqai_conf['freqai']['feature_parameters'].update({
'include_timeframes': timeframes,
'include_corr_pairlist': corr_pairs,
})
strategy = get_patched_freqai_strategy(mocker, freqai_conf)
exchange = get_patched_exchange(mocker, freqai_conf)
pairlists = PairListManager(exchange, freqai_conf)
strategy.dp = DataProvider(freqai_conf, exchange, pairlists)
pairlist = strategy.dp.current_whitelist()
pairs_a = strategy.informative_pairs()
assert len(pairs_a) == 0
pairs_b = strategy.gather_informative_pairs()
# we expect unique pairs * timeframes
assert len(pairs_b) == len(set(pairlist + corr_pairs)) * len(timeframes)

39
tests/optimize/test_hyperopt.py
View File

@@ -922,6 +922,45 @@ def test_in_strategy_auto_hyperopt_with_parallel(mocker, hyperopt_conf, tmpdir,
hyperopt.start()
def test_in_strategy_auto_hyperopt_per_epoch(mocker, hyperopt_conf, tmpdir, fee) -> None:
patch_exchange(mocker)
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
(Path(tmpdir) / 'hyperopt_results').mkdir(parents=True)
hyperopt_conf.update({
'strategy': 'HyperoptableStrategy',
'user_data_dir': Path(tmpdir),
'hyperopt_random_state': 42,
'spaces': ['all'],
'epochs': 3,
'analyze_per_epoch': True,
})
go = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.generate_optimizer',
return_value={
'loss': 0.05,
'results_explanation': 'foo result', 'params': {},
'results_metrics': generate_result_metrics(),
})
hyperopt = Hyperopt(hyperopt_conf)
hyperopt.backtesting.exchange.get_max_leverage = MagicMock(return_value=1.0)
assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
assert isinstance(hyperopt.backtesting.strategy.buy_rsi, IntParameter)
assert hyperopt.backtesting.strategy.bot_loop_started is True
assert hyperopt.backtesting.strategy.buy_rsi.in_space is True
assert hyperopt.backtesting.strategy.buy_rsi.value == 35
assert hyperopt.backtesting.strategy.sell_rsi.value == 74
assert hyperopt.backtesting.strategy.protection_cooldown_lookback.value == 30
buy_rsi_range = hyperopt.backtesting.strategy.buy_rsi.range
assert isinstance(buy_rsi_range, range)
# Range from 0 - 50 (inclusive)
assert len(list(buy_rsi_range)) == 51
hyperopt.start()
# backtesting should be called 3 times (once per epoch)
assert go.call_count == 3
def test_SKDecimal():
space = SKDecimal(1, 2, decimals=2)
assert 1.5 in space

13
tests/strategy/strats/freqai_test_multimodel_strat.py
View File

@@ -43,19 +43,6 @@ class freqai_test_multimodel_strat(IStrategy):
)
max_roi_time_long = IntParameter(0, 800, default=400, space="sell", optimize=False, load=True)
def informative_pairs(self):
whitelist_pairs = self.dp.current_whitelist()
corr_pairs = self.config["freqai"]["feature_parameters"]["include_corr_pairlist"]
informative_pairs = []
for tf in self.config["freqai"]["feature_parameters"]["include_timeframes"]:
for pair in whitelist_pairs:
informative_pairs.append((pair, tf))
for pair in corr_pairs:
if pair in whitelist_pairs:
continue # avoid duplication
informative_pairs.append((pair, tf))
return informative_pairs
def populate_any_indicators(
self, pair, df, tf, informative=None, set_generalized_indicators=False
):

13
tests/strategy/strats/freqai_test_strat.py
View File

@@ -43,19 +43,6 @@ class freqai_test_strat(IStrategy):
)
max_roi_time_long = IntParameter(0, 800, default=400, space="sell", optimize=False, load=True)
def informative_pairs(self):
whitelist_pairs = self.dp.current_whitelist()
corr_pairs = self.config["freqai"]["feature_parameters"]["include_corr_pairlist"]
informative_pairs = []
for tf in self.config["freqai"]["feature_parameters"]["include_timeframes"]:
for pair in whitelist_pairs:
informative_pairs.append((pair, tf))
for pair in corr_pairs:
if pair in whitelist_pairs:
continue # avoid duplication
informative_pairs.append((pair, tf))
return informative_pairs
def populate_any_indicators(
self, pair, df, tf, informative=None, set_generalized_indicators=False
):

11
tests/test_freqtradebot.py
View File

@@ -1427,6 +1427,7 @@ def test_handle_stoploss_on_exchange_trailing(
trade.is_open = True
trade.open_order_id = None
trade.stoploss_order_id = 100
trade.stoploss_last_update = arrow.utcnow().shift(minutes=-20).datetime
stoploss_order_hanging = MagicMock(return_value={
'id': 100,
@@ -1456,7 +1457,7 @@ def test_handle_stoploss_on_exchange_trailing(
)
cancel_order_mock = MagicMock()
stoploss_order_mock = MagicMock(return_value={'id': 13434334})
stoploss_order_mock = MagicMock(return_value={'id': 'so1'})
mocker.patch('freqtrade.exchange.Binance.cancel_stoploss_order', cancel_order_mock)
mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss_order_mock)
@@ -1569,6 +1570,7 @@ def test_handle_stoploss_on_exchange_trailing_error(
assert stoploss.call_count == 1
# Fail creating stoploss order
trade.stoploss_last_update = arrow.utcnow().shift(minutes=-601).datetime
caplog.clear()
cancel_mock = mocker.patch("freqtrade.exchange.Binance.cancel_stoploss_order", MagicMock())
mocker.patch("freqtrade.exchange.Binance.stoploss", side_effect=ExchangeError())
@@ -1657,6 +1659,7 @@ def test_handle_stoploss_on_exchange_custom_stop(
trade.is_open = True
trade.open_order_id = None
trade.stoploss_order_id = 100
trade.stoploss_last_update = arrow.utcnow().shift(minutes=-601).datetime
stoploss_order_hanging = MagicMock(return_value={
'id': 100,
@@ -1685,7 +1688,7 @@ def test_handle_stoploss_on_exchange_custom_stop(
)
cancel_order_mock = MagicMock()
stoploss_order_mock = MagicMock(return_value={'id': 13434334})
stoploss_order_mock = MagicMock(return_value={'id': 'so1'})
mocker.patch('freqtrade.exchange.Binance.cancel_stoploss_order', cancel_order_mock)
mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss_order_mock)
@@ -1727,8 +1730,7 @@ def test_handle_stoploss_on_exchange_custom_stop(
assert freqtrade.handle_trade(trade) is True
def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
limit_order) -> None:
def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, limit_order) -> None:
enter_order = limit_order['buy']
exit_order = limit_order['sell']
@@ -1784,6 +1786,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
trade.is_open = True
trade.open_order_id = None
trade.stoploss_order_id = 100
trade.stoploss_last_update = arrow.utcnow()
stoploss_order_hanging = MagicMock(return_value={
'id': 100,