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Merge branch 'develop' into time_in_force

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This commit is contained in:
Matthias
2018-12-17 06:37:46 +01:00
committed by GitHub
parent c784b829e5 c21bf7d6bb
commit b3bb98777b
26 changed files with 174 additions and 139 deletions
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10
freqtrade/tests/conftest.py
View File

@@ -82,7 +82,6 @@ def get_patched_freqtradebot(mocker, config) -> FreqtradeBot:
:param config: Config to pass to the bot
:return: None
"""
# mocker.patch('freqtrade.fiat_convert.Market', {'price_usd': 12345.0})
patch_coinmarketcap(mocker, {'price_usd': 12345.0})
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
@@ -107,7 +106,7 @@ def patch_coinmarketcap(mocker, value: Optional[Dict[str, float]] = None) -> Non
'website_slug': 'ethereum'}
]})
mocker.patch.multiple(
'freqtrade.fiat_convert.Market',
'freqtrade.rpc.fiat_convert.Market',
ticker=tickermock,
listings=listmock,
@@ -482,7 +481,7 @@ def order_book_l2():
@pytest.fixture
def ticker_history():
def ticker_history_list():
return [
[
1511686200000, # unix timestamp ms
@@ -511,6 +510,11 @@ def ticker_history():
]
@pytest.fixture
def ticker_history(ticker_history_list):
return parse_ticker_dataframe(ticker_history_list)
@pytest.fixture
def tickers():
return MagicMock(return_value={

29
freqtrade/tests/exchange/test_exchange.py
View File

@@ -9,6 +9,7 @@ from unittest.mock import Mock, MagicMock, PropertyMock
import arrow
import ccxt
import pytest
from pandas import DataFrame
from freqtrade import DependencyException, OperationalException, TemporaryError
from freqtrade.exchange import API_RETRY_COUNT, Exchange
@@ -780,12 +781,20 @@ def test_get_history(default_conf, mocker, caplog):
def test_refresh_tickers(mocker, default_conf, caplog) -> None:
tick = [
[
1511686200000, # unix timestamp ms
(arrow.utcnow().timestamp - 1) * 1000, # unix timestamp ms
1, # open
2, # high
3, # low
4, # close
5, # volume (in quote currency)
],
[
arrow.utcnow().timestamp * 1000, # unix timestamp ms
3, # open
1, # high
4, # low
6, # close
5, # volume (in quote currency)
]
]
@@ -795,13 +804,21 @@ def test_refresh_tickers(mocker, default_conf, caplog) -> None:
pairs = ['IOTA/ETH', 'XRP/ETH']
# empty dicts
assert not exchange.klines
assert not exchange._klines
exchange.refresh_tickers(['IOTA/ETH', 'XRP/ETH'], '5m')
assert log_has(f'Refreshing klines for {len(pairs)} pairs', caplog.record_tuples)
assert exchange.klines
assert exchange._klines
assert exchange._api_async.fetch_ohlcv.call_count == 2
for pair in pairs:
assert exchange.klines[pair]
assert isinstance(exchange.klines(pair), DataFrame)
assert len(exchange.klines(pair)) > 0
# test caching
exchange.refresh_tickers(['IOTA/ETH', 'XRP/ETH'], '5m')
assert exchange._api_async.fetch_ohlcv.call_count == 2
assert log_has(f"Using cached klines data for {pairs[0]} ...", caplog.record_tuples)
@pytest.mark.asyncio
@@ -831,10 +848,6 @@ async def test__async_get_candle_history(default_conf, mocker, caplog):
assert res[1] == tick
assert exchange._api_async.fetch_ohlcv.call_count == 1
assert not log_has(f"Using cached klines data for {pair} ...", caplog.record_tuples)
# test caching
res = await exchange._async_get_candle_history(pair, "5m")
assert exchange._api_async.fetch_ohlcv.call_count == 1
assert log_has(f"Using cached klines data for {pair} ...", caplog.record_tuples)
# exchange = Exchange(default_conf)
await async_ccxt_exception(mocker, default_conf, MagicMock(),

6
freqtrade/tests/exchange/test_exchange_helpers.py
View File

@@ -1,6 +1,8 @@
# pragma pylint: disable=missing-docstring, C0103
import logging
from freqtrade.exchange.exchange_helpers import parse_ticker_dataframe
from freqtrade.tests.conftest import log_has
def test_dataframe_correct_length(result):
@@ -13,9 +15,11 @@ def test_dataframe_correct_columns(result):
['date', 'open', 'high', 'low', 'close', 'volume']
def test_parse_ticker_dataframe(ticker_history):
def test_parse_ticker_dataframe(ticker_history, caplog):
columns = ['date', 'open', 'high', 'low', 'close', 'volume']
caplog.set_level(logging.DEBUG)
# Test file with BV data
dataframe = parse_ticker_dataframe(ticker_history)
assert dataframe.columns.tolist() == columns
assert log_has('Parsing tickerlist to dataframe', caplog.record_tuples)

4
freqtrade/tests/optimize/test_backtesting.py
View File

@@ -840,7 +840,7 @@ def test_backtest_start_live(default_conf, mocker, caplog):
'Using stake_currency: BTC ...',
'Using stake_amount: 0.001 ...',
'Downloading data for all pairs in whitelist ...',
'Measuring data from 2017-11-14T19:31:00+00:00 up to 2017-11-14T22:58:00+00:00 (0 days)..',
'Measuring data from 2017-11-14T19:31:00+00:00 up to 2017-11-14T22:57:00+00:00 (0 days)..',
'Parameter --enable-position-stacking detected ...'
]
@@ -899,7 +899,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog):
'Using stake_currency: BTC ...',
'Using stake_amount: 0.001 ...',
'Downloading data for all pairs in whitelist ...',
'Measuring data from 2017-11-14T19:31:00+00:00 up to 2017-11-14T22:58:00+00:00 (0 days)..',
'Measuring data from 2017-11-14T19:31:00+00:00 up to 2017-11-14T22:57:00+00:00 (0 days)..',
'Parameter --enable-position-stacking detected ...',
'Running backtesting for Strategy DefaultStrategy',
'Running backtesting for Strategy TestStrategy',

17
freqtrade/tests/optimize/test_optimize.py
View File

@@ -85,11 +85,11 @@ def test_load_data_1min_ticker(ticker_history, mocker, caplog) -> None:
_clean_test_file(file)
def test_load_data_with_new_pair_1min(ticker_history, mocker, caplog, default_conf) -> None:
def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog, default_conf) -> None:
"""
Test load_data() with 1 min ticker
"""
mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history)
mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history_list)
exchange = get_patched_exchange(mocker, default_conf)
file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
@@ -119,8 +119,8 @@ def test_testdata_path() -> None:
assert os.path.join('freqtrade', 'tests', 'testdata') in make_testdata_path(None)
def test_download_pairs(ticker_history, mocker, default_conf) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history)
def test_download_pairs(ticker_history_list, mocker, default_conf) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history_list)
exchange = get_patched_exchange(mocker, default_conf)
file1_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
file1_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-5m.json')
@@ -280,16 +280,18 @@ def test_download_pairs_exception(ticker_history, mocker, caplog, default_conf)
assert log_has('Failed to download the pair: "MEME/BTC", Interval: 1m', caplog.record_tuples)
def test_download_backtesting_testdata(ticker_history, mocker, default_conf) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history)
def test_download_backtesting_testdata(ticker_history_list, mocker, default_conf) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history_list)
exchange = get_patched_exchange(mocker, default_conf)
# Tst that pairs-cached is not touched.
assert not exchange._pairs_last_refresh_time
# Download a 1 min ticker file
file1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'XEL_BTC-1m.json')
_backup_file(file1)
download_backtesting_testdata(None, exchange, pair="XEL/BTC", tick_interval='1m')
assert os.path.isfile(file1) is True
_clean_test_file(file1)
assert not exchange._pairs_last_refresh_time
# Download a 5 min ticker file
file2 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'STORJ_BTC-5m.json')
@@ -298,6 +300,7 @@ def test_download_backtesting_testdata(ticker_history, mocker, default_conf) ->
download_backtesting_testdata(None, exchange, pair="STORJ/BTC", tick_interval='5m')
assert os.path.isfile(file2) is True
_clean_test_file(file2)
assert not exchange._pairs_last_refresh_time
def test_download_backtesting_testdata2(mocker, default_conf) -> None:

19
freqtrade/tests/test_fiat_convert.py → freqtrade/tests/rpc/test_fiat_convert.py
View File

@@ -7,7 +7,7 @@ from unittest.mock import MagicMock
import pytest
from requests.exceptions import RequestException
from freqtrade.fiat_convert import CryptoFiat, CryptoToFiatConverter
from freqtrade.rpc.fiat_convert import CryptoFiat, CryptoToFiatConverter
from freqtrade.tests.conftest import log_has, patch_coinmarketcap
@@ -81,16 +81,18 @@ def test_fiat_convert_find_price(mocker):
assert fiat_convert.get_price(crypto_symbol='XRP', fiat_symbol='USD') == 0.0
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=12345.0)
mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price',
return_value=12345.0)
assert fiat_convert.get_price(crypto_symbol='BTC', fiat_symbol='USD') == 12345.0
assert fiat_convert.get_price(crypto_symbol='btc', fiat_symbol='usd') == 12345.0
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=13000.2)
mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price',
return_value=13000.2)
assert fiat_convert.get_price(crypto_symbol='BTC', fiat_symbol='EUR') == 13000.2
def test_fiat_convert_unsupported_crypto(mocker, caplog):
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._cryptomap', return_value=[])
mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._cryptomap', return_value=[])
patch_coinmarketcap(mocker)
fiat_convert = CryptoToFiatConverter()
assert fiat_convert._find_price(crypto_symbol='CRYPTO_123', fiat_symbol='EUR') == 0.0
@@ -100,7 +102,8 @@ def test_fiat_convert_unsupported_crypto(mocker, caplog):
def test_fiat_convert_get_price(mocker):
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=28000.0)
mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price',
return_value=28000.0)
fiat_convert = CryptoToFiatConverter()
@@ -157,7 +160,7 @@ def test_fiat_init_network_exception(mocker):
# Because CryptoToFiatConverter is a Singleton we reset the listings
listmock = MagicMock(side_effect=RequestException)
mocker.patch.multiple(
'freqtrade.fiat_convert.Market',
'freqtrade.rpc.fiat_convert.Market',
listings=listmock,
)
# with pytest.raises(RequestEsxception):
@@ -187,7 +190,7 @@ def test_fiat_invalid_response(mocker, caplog):
# Because CryptoToFiatConverter is a Singleton we reset the listings
listmock = MagicMock(return_value="{'novalidjson':DEADBEEFf}")
mocker.patch.multiple(
'freqtrade.fiat_convert.Market',
'freqtrade.rpc.fiat_convert.Market',
listings=listmock,
)
# with pytest.raises(RequestEsxception):
@@ -203,7 +206,7 @@ def test_fiat_invalid_response(mocker, caplog):
def test_convert_amount(mocker):
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter.get_price', return_value=12345.0)
mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter.get_price', return_value=12345.0)
fiat_convert = CryptoToFiatConverter()
result = fiat_convert.convert_amount(

11
freqtrade/tests/rpc/test_rpc.py
View File

@@ -8,10 +8,10 @@ import pytest
from numpy import isnan
from freqtrade import TemporaryError, DependencyException
from freqtrade.fiat_convert import CryptoToFiatConverter
from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.persistence import Trade
from freqtrade.rpc import RPC, RPCException
from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
from freqtrade.state import State
from freqtrade.tests.test_freqtradebot import patch_get_signal
from freqtrade.tests.conftest import patch_coinmarketcap, patch_exchange
@@ -171,7 +171,7 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
limit_buy_order, limit_sell_order, markets, mocker) -> None:
mocker.patch.multiple(
'freqtrade.fiat_convert.Market',
'freqtrade.rpc.fiat_convert.Market',
ticker=MagicMock(return_value={'price_usd': 15000.0}),
)
patch_coinmarketcap(mocker)
@@ -260,10 +260,11 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee, markets,
ticker_sell_up, limit_buy_order, limit_sell_order):
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.fiat_convert.Market',
'freqtrade.rpc.fiat_convert.Market',
ticker=MagicMock(return_value={'price_usd': 15000.0}),
)
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price',
return_value=15000.0)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@@ -328,7 +329,7 @@ def test_rpc_balance_handle(default_conf, mocker):
# ETH will be skipped due to mocked Error below
mocker.patch.multiple(
'freqtrade.fiat_convert.Market',
'freqtrade.rpc.fiat_convert.Market',
ticker=MagicMock(return_value={'price_usd': 15000.0}),
)
patch_coinmarketcap(mocker)

9
freqtrade/tests/rpc/test_rpc_telegram.py
View File

@@ -737,7 +737,8 @@ def test_forcesell_handle(default_conf, update, ticker, fee,
def test_forcesell_down_handle(default_conf, update, ticker, fee,
ticker_sell_down, markets, mocker) -> None:
patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price',
return_value=15000.0)
rpc_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock())
mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
mocker.patch.multiple(
@@ -791,7 +792,8 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee,
def test_forcesell_all_handle(default_conf, update, ticker, fee, markets, mocker) -> None:
patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
patch_exchange(mocker)
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price',
return_value=15000.0)
rpc_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock())
mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.get_pair_detail_url', MagicMock())
@@ -836,7 +838,8 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, markets, mocker
def test_forcesell_handle_invalid(default_conf, update, mocker) -> None:
patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price',
return_value=15000.0)
msg_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram',

34
freqtrade/tests/strategy/test_interface.py
View File

@@ -16,62 +16,69 @@ from freqtrade.strategy.default_strategy import DefaultStrategy
_STRATEGY = DefaultStrategy(config={})
def test_returns_latest_buy_signal(mocker, default_conf):
def test_returns_latest_buy_signal(mocker, default_conf, ticker_history):
mocker.patch.object(
_STRATEGY, 'analyze_ticker',
return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}])
)
assert _STRATEGY.get_signal('ETH/BTC', '5m', MagicMock()) == (True, False)
assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (True, False)
mocker.patch.object(
_STRATEGY, 'analyze_ticker',
return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}])
)
assert _STRATEGY.get_signal('ETH/BTC', '5m', MagicMock()) == (False, True)
assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (False, True)
def test_returns_latest_sell_signal(mocker, default_conf):
def test_returns_latest_sell_signal(mocker, default_conf, ticker_history):
mocker.patch.object(
_STRATEGY, 'analyze_ticker',
return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}])
)
assert _STRATEGY.get_signal('ETH/BTC', '5m', MagicMock()) == (False, True)
assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (False, True)
mocker.patch.object(
_STRATEGY, 'analyze_ticker',
return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}])
)
assert _STRATEGY.get_signal('ETH/BTC', '5m', MagicMock()) == (True, False)
assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (True, False)
def test_get_signal_empty(default_conf, mocker, caplog):
assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'],
None)
DataFrame())
assert log_has('Empty ticker history for pair foo', caplog.record_tuples)
caplog.clear()
assert (False, False) == _STRATEGY.get_signal('bar', default_conf['ticker_interval'],
[])
assert log_has('Empty ticker history for pair bar', caplog.record_tuples)
def test_get_signal_exception_valueerror(default_conf, mocker, caplog):
def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ticker_history):
caplog.set_level(logging.INFO)
mocker.patch.object(
_STRATEGY, 'analyze_ticker',
side_effect=ValueError('xyz')
)
assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'], 1)
assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'],
ticker_history)
assert log_has('Unable to analyze ticker for pair foo: xyz', caplog.record_tuples)
def test_get_signal_empty_dataframe(default_conf, mocker, caplog):
def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ticker_history):
caplog.set_level(logging.INFO)
mocker.patch.object(
_STRATEGY, 'analyze_ticker',
return_value=DataFrame([])
)
assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'], 1)
assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
ticker_history)
assert log_has('Empty dataframe for pair xyz', caplog.record_tuples)
def test_get_signal_old_dataframe(default_conf, mocker, caplog):
def test_get_signal_old_dataframe(default_conf, mocker, caplog, ticker_history):
caplog.set_level(logging.INFO)
# default_conf defines a 5m interval. we check interval * 2 + 5m
# this is necessary as the last candle is removed (partial candles) by default
@@ -81,7 +88,8 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog):
_STRATEGY, 'analyze_ticker',
return_value=DataFrame(ticks)
)
assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'], 1)
assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
ticker_history)
assert log_has(
'Outdated history for pair xyz. Last tick is 16 minutes old',
caplog.record_tuples

4
freqtrade/tests/test_misc.py
View File

@@ -16,8 +16,8 @@ def test_shorten_date() -> None:
assert shorten_date(str_data) == str_shorten_data
def test_datesarray_to_datetimearray(ticker_history):
dataframes = parse_ticker_dataframe(ticker_history)
def test_datesarray_to_datetimearray(ticker_history_list):
dataframes = parse_ticker_dataframe(ticker_history_list)
dates = datesarray_to_datetimearray(dataframes['date'])
assert isinstance(dates[0], datetime.datetime)