refactor StrategyResolver to work with class names

This commit is contained in:
gcarq
2018-03-24 20:44:04 +01:00
parent 6e5c14a95b
commit b4d2a3f495
12 changed files with 85 additions and 112 deletions

View File

@@ -174,7 +174,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
args = [
'--config', 'config.json',
'--strategy', 'default_strategy',
'--strategy', 'DefaultStrategy',
'backtesting'
]
@@ -215,7 +215,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
args = [
'--config', 'config.json',
'--strategy', 'default_strategy',
'--strategy', 'DefaultStrategy',
'--datadir', '/foo/bar',
'backtesting',
'--ticker-interval', '1',
@@ -277,7 +277,7 @@ def test_start(mocker, default_conf, caplog) -> None:
))
args = [
'--config', 'config.json',
'--strategy', 'default_strategy',
'--strategy', 'DefaultStrategy',
'backtesting'
]
args = get_args(args)
@@ -498,7 +498,7 @@ def test_backtest_ticks(default_conf):
def test_backtest_clash_buy_sell(default_conf):
# Override the default buy trend function in our default_strategy
# Override the default buy trend function in our DefaultStrategy
def fun(dataframe=None):
buy_value = 1
sell_value = 1
@@ -510,7 +510,7 @@ def test_backtest_clash_buy_sell(default_conf):
def test_backtest_only_sell(default_conf):
# Override the default buy trend function in our default_strategy
# Override the default buy trend function in our DefaultStrategy
def fun(dataframe=None):
buy_value = 0
sell_value = 1
@@ -578,12 +578,12 @@ def test_backtest_start_live(default_conf, mocker, caplog):
args.live = True
args.datadir = None
args.export = None
args.strategy = 'default_strategy'
args.strategy = 'DefaultStrategy'
args.timerange = '-100' # needed due to MagicMock malleability
args = [
'--config', 'config.json',
'--strategy', 'default_strategy',
'--strategy', 'DefaultStrategy',
'backtesting',
'--ticker-interval', '1',
'--live',

View File

@@ -57,12 +57,12 @@ def test_start(mocker, default_conf, caplog) -> None:
))
args = [
'--config', 'config.json',
'--strategy', 'default_strategy',
'--strategy', 'DefaultStrategy',
'hyperopt',
'--epochs', '5'
]
args = get_args(args)
StrategyResolver({'strategy': 'default_strategy'})
StrategyResolver({'strategy': 'DefaultStrategy'})
start(args)
import pprint
@@ -80,7 +80,7 @@ def test_loss_calculation_prefer_correct_trade_count() -> None:
Test Hyperopt.calculate_loss()
"""
hyperopt = _HYPEROPT
StrategyResolver({'strategy': 'default_strategy'})
StrategyResolver({'strategy': 'DefaultStrategy'})
correct = hyperopt.calculate_loss(1, hyperopt.target_trades, 20)
over = hyperopt.calculate_loss(1, hyperopt.target_trades + 100, 20)
@@ -171,7 +171,7 @@ def test_fmin_best_results(mocker, default_conf, caplog) -> None:
mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf)
mocker.patch('freqtrade.logger.Logger.set_format', MagicMock())
StrategyResolver({'strategy': 'default_strategy'})
StrategyResolver({'strategy': 'DefaultStrategy'})
hyperopt = Hyperopt(conf)
hyperopt.trials = create_trials(mocker)
hyperopt.tickerdata_to_dataframe = MagicMock()
@@ -215,7 +215,7 @@ def test_fmin_throw_value_error(mocker, default_conf, caplog) -> None:
conf.update({'spaces': 'all'})
mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf)
mocker.patch('freqtrade.logger.Logger.set_format', MagicMock())
StrategyResolver({'strategy': 'default_strategy'})
StrategyResolver({'strategy': 'DefaultStrategy'})
hyperopt = Hyperopt(conf)
hyperopt.trials = create_trials(mocker)
hyperopt.tickerdata_to_dataframe = MagicMock()
@@ -258,7 +258,7 @@ def test_resuming_previous_hyperopt_results_succeeds(mocker, default_conf) -> No
mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf)
mocker.patch('freqtrade.logger.Logger.set_format', MagicMock())
StrategyResolver({'strategy': 'default_strategy'})
StrategyResolver({'strategy': 'DefaultStrategy'})
hyperopt = Hyperopt(conf)
hyperopt.trials = trials
hyperopt.tickerdata_to_dataframe = MagicMock()

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@@ -4,7 +4,7 @@ import pytest
from pandas import DataFrame
from freqtrade.analyze import Analyze
from freqtrade.strategy.default_strategy import DefaultStrategy, class_name
from freqtrade.strategy.default_strategy import DefaultStrategy
@pytest.fixture
@@ -13,10 +13,6 @@ def result():
return Analyze.parse_ticker_dataframe(json.load(data_file))
def test_default_strategy_class_name():
assert class_name == DefaultStrategy.__name__
def test_default_strategy_structure():
assert hasattr(DefaultStrategy, 'minimal_roi')
assert hasattr(DefaultStrategy, 'stoploss')

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@@ -5,20 +5,10 @@ import logging
from freqtrade.strategy.resolver import StrategyResolver
def test_sanitize_module_name():
assert StrategyResolver._sanitize_module_name('default_strategy') == 'default_strategy'
assert StrategyResolver._sanitize_module_name('default_strategy.py') == 'default_strategy'
assert StrategyResolver._sanitize_module_name('../default_strategy.py') == 'default_strategy'
assert StrategyResolver._sanitize_module_name('../default_strategy') == 'default_strategy'
assert StrategyResolver._sanitize_module_name('.default_strategy') == '.default_strategy'
assert StrategyResolver._sanitize_module_name('foo-bar') == 'foo-bar'
assert StrategyResolver._sanitize_module_name('foo/bar') == 'bar'
def test_search_strategy():
assert StrategyResolver._search_strategy('default_strategy') == '.'
assert StrategyResolver._search_strategy('test_strategy') == 'user_data.strategies.'
assert StrategyResolver._search_strategy('super_duper') is None
assert StrategyResolver._search_strategy('DefaultStrategy') == '.'
assert StrategyResolver._search_strategy('TestStrategy') == 'user_data.strategies.'
assert StrategyResolver._search_strategy('NotFoundStrategy') is None
def test_strategy_structure():
@@ -32,7 +22,7 @@ def test_load_strategy(result):
strategy.logger = logging.getLogger(__name__)
assert not hasattr(StrategyResolver, 'custom_strategy')
strategy._load_strategy('test_strategy')
strategy._load_strategy('TestStrategy')
assert not hasattr(StrategyResolver, 'custom_strategy')
@@ -47,13 +37,13 @@ def test_load_not_found_strategy(caplog):
assert not hasattr(StrategyResolver, 'custom_strategy')
strategy._load_strategy('NotFoundStrategy')
error_msg = "Impossible to load Strategy 'user_data/strategies/{}.py'. This file does not " \
error_msg = "Impossible to load Strategy '{}'. This class does not " \
"exist or contains Python code errors".format('NotFoundStrategy')
assert ('test_strategy', logging.ERROR, error_msg) in caplog.record_tuples
def test_strategy(result):
strategy = StrategyResolver({'strategy': 'default_strategy'})
strategy = StrategyResolver({'strategy': 'DefaultStrategy'})
assert hasattr(strategy.custom_strategy, 'minimal_roi')
assert strategy.minimal_roi[0] == 0.04
@@ -76,7 +66,7 @@ def test_strategy(result):
def test_strategy_override_minimal_roi(caplog):
caplog.set_level(logging.INFO)
config = {
'strategy': 'default_strategy',
'strategy': 'DefaultStrategy',
'minimal_roi': {
"0": 0.5
}
@@ -94,7 +84,7 @@ def test_strategy_override_minimal_roi(caplog):
def test_strategy_override_stoploss(caplog):
caplog.set_level(logging.INFO)
config = {
'strategy': 'default_strategy',
'strategy': 'DefaultStrategy',
'stoploss': -0.5
}
strategy = StrategyResolver(config)
@@ -111,7 +101,7 @@ def test_strategy_override_ticker_interval(caplog):
caplog.set_level(logging.INFO)
config = {
'strategy': 'default_strategy',
'strategy': 'DefaultStrategy',
'ticker_interval': 60
}
strategy = StrategyResolver(config)
@@ -134,7 +124,7 @@ def test_strategy_fallback_default_strategy():
def test_strategy_singleton():
strategy1 = StrategyResolver({'strategy': 'default_strategy'})
strategy1 = StrategyResolver({'strategy': 'DefaultStrategy'})
assert hasattr(strategy1.custom_strategy, 'minimal_roi')
assert strategy1.minimal_roi[0] == 0.04

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@@ -16,7 +16,7 @@ from freqtrade.optimize.__init__ import load_tickerdata_file
from freqtrade.tests.conftest import log_has
# Avoid to reinit the same object again and again
_ANALYZE = Analyze({'strategy': 'default_strategy'})
_ANALYZE = Analyze({'strategy': 'DefaultStrategy'})
def test_signaltype_object() -> None:

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@@ -99,7 +99,7 @@ def test_load_config(default_conf, mocker) -> None:
validated_conf = configuration.load_config()
assert 'strategy' in validated_conf
assert validated_conf['strategy'] == 'default_strategy'
assert validated_conf['strategy'] == 'DefaultStrategy'
assert 'dynamic_whitelist' not in validated_conf
assert 'dry_run_db' not in validated_conf
@@ -114,7 +114,7 @@ def test_load_config_with_params(default_conf, mocker) -> None:
args = [
'--dynamic-whitelist', '10',
'--strategy', 'test_strategy',
'--strategy', 'TestStrategy',
'--dry-run-db'
]
args = Arguments(args, '').get_parsed_arg()
@@ -125,7 +125,7 @@ def test_load_config_with_params(default_conf, mocker) -> None:
assert 'dynamic_whitelist' in validated_conf
assert validated_conf['dynamic_whitelist'] == 10
assert 'strategy' in validated_conf
assert validated_conf['strategy'] == 'test_strategy'
assert validated_conf['strategy'] == 'TestStrategy'
assert 'dry_run_db' in validated_conf
assert validated_conf['dry_run_db'] is True
@@ -140,7 +140,7 @@ def test_show_info(default_conf, mocker, caplog) -> None:
args = [
'--dynamic-whitelist', '10',
'--strategy', 'test_strategy',
'--strategy', 'TestStrategy',
'--dry-run-db'
]
args = Arguments(args, '').get_parsed_arg()
@@ -184,7 +184,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
args = [
'--config', 'config.json',
'--strategy', 'default_strategy',
'--strategy', 'DefaultStrategy',
'backtesting'
]
@@ -228,7 +228,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
args = [
'--config', 'config.json',
'--strategy', 'default_strategy',
'--strategy', 'DefaultStrategy',
'--datadir', '/foo/bar',
'backtesting',
'--ticker-interval', '1',

View File

@@ -15,19 +15,19 @@ def load_dataframe_pair(pairs):
assert isinstance(pairs[0], str)
dataframe = ld[pairs[0]]
analyze = Analyze({'strategy': 'default_strategy'})
analyze = Analyze({'strategy': 'DefaultStrategy'})
dataframe = analyze.analyze_ticker(dataframe)
return dataframe
def test_dataframe_load():
StrategyResolver({'strategy': 'default_strategy'})
StrategyResolver({'strategy': 'DefaultStrategy'})
dataframe = load_dataframe_pair(_pairs)
assert isinstance(dataframe, pandas.core.frame.DataFrame)
def test_dataframe_columns_exists():
StrategyResolver({'strategy': 'default_strategy'})
StrategyResolver({'strategy': 'DefaultStrategy'})
dataframe = load_dataframe_pair(_pairs)
assert 'high' in dataframe.columns
assert 'low' in dataframe.columns