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Convert StrategyLoader to static loader

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This commit is contained in:
Matthias
2019-12-23 10:23:48 +01:00
parent 6d5aca4f32
commit c6d2233978
8 changed files with 116 additions and 112 deletions
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141
tests/strategy/test_strategy.py
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@@ -39,8 +39,8 @@ def test_load_strategy(default_conf, result):
default_conf.update({'strategy': 'SampleStrategy',
'strategy_path': str(Path(__file__).parents[2] / 'freqtrade/templates')
})
resolver = StrategyResolver(default_conf)
assert 'rsi' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
strategy = StrategyResolver.load_strategy(default_conf)
assert 'rsi' in strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
def test_load_strategy_base64(result, caplog, default_conf):
@@ -48,8 +48,8 @@ def test_load_strategy_base64(result, caplog, default_conf):
encoded_string = urlsafe_b64encode(file.read()).decode("utf-8")
default_conf.update({'strategy': 'SampleStrategy:{}'.format(encoded_string)})
resolver = StrategyResolver(default_conf)
assert 'rsi' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
strategy = StrategyResolver.load_strategy(default_conf)
assert 'rsi' in strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
# Make sure strategy was loaded from base64 (using temp directory)!!
assert log_has_re(r"Using resolved strategy SampleStrategy from '"
r".*(/|\\).*(/|\\)SampleStrategy\.py'\.\.\.", caplog)
@@ -57,13 +57,12 @@ def test_load_strategy_base64(result, caplog, default_conf):
def test_load_strategy_invalid_directory(result, caplog, default_conf):
default_conf['strategy'] = 'DefaultStrategy'
resolver = StrategyResolver(default_conf)
extra_dir = Path.cwd() / 'some/path'
resolver._load_strategy('DefaultStrategy', config=default_conf, extra_dir=extra_dir)
strategy = StrategyResolver._load_strategy('DefaultStrategy', config=default_conf, extra_dir=extra_dir)
assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog)
assert 'rsi' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
assert 'rsi' in strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
def test_load_not_found_strategy(default_conf):
@@ -71,7 +70,7 @@ def test_load_not_found_strategy(default_conf):
with pytest.raises(OperationalException,
match=r"Impossible to load Strategy 'NotFoundStrategy'. "
r"This class does not exist or contains Python code errors."):
StrategyResolver(default_conf)
StrategyResolver.load_strategy(default_conf)
def test_load_strategy_noname(default_conf):
@@ -79,30 +78,30 @@ def test_load_strategy_noname(default_conf):
with pytest.raises(OperationalException,
match="No strategy set. Please use `--strategy` to specify "
"the strategy class to use."):
StrategyResolver(default_conf)
StrategyResolver.load_strategy(default_conf)
def test_strategy(result, default_conf):
default_conf.update({'strategy': 'DefaultStrategy'})
resolver = StrategyResolver(default_conf)
strategy = StrategyResolver.load_strategy(default_conf)
metadata = {'pair': 'ETH/BTC'}
assert resolver.strategy.minimal_roi[0] == 0.04
assert strategy.minimal_roi[0] == 0.04
assert default_conf["minimal_roi"]['0'] == 0.04
assert resolver.strategy.stoploss == -0.10
assert strategy.stoploss == -0.10
assert default_conf['stoploss'] == -0.10
assert resolver.strategy.ticker_interval == '5m'
assert strategy.ticker_interval == '5m'
assert default_conf['ticker_interval'] == '5m'
df_indicators = resolver.strategy.advise_indicators(result, metadata=metadata)
df_indicators = strategy.advise_indicators(result, metadata=metadata)
assert 'adx' in df_indicators
dataframe = resolver.strategy.advise_buy(df_indicators, metadata=metadata)
dataframe = strategy.advise_buy(df_indicators, metadata=metadata)
assert 'buy' in dataframe.columns
dataframe = resolver.strategy.advise_sell(df_indicators, metadata=metadata)
dataframe = strategy.advise_sell(df_indicators, metadata=metadata)
assert 'sell' in dataframe.columns
@@ -114,9 +113,9 @@ def test_strategy_override_minimal_roi(caplog, default_conf):
"0": 0.5
}
})
resolver = StrategyResolver(default_conf)
strategy = StrategyResolver.load_strategy(default_conf)
assert resolver.strategy.minimal_roi[0] == 0.5
assert strategy.minimal_roi[0] == 0.5
assert log_has("Override strategy 'minimal_roi' with value in config file: {'0': 0.5}.", caplog)
@@ -126,9 +125,9 @@ def test_strategy_override_stoploss(caplog, default_conf):
'strategy': 'DefaultStrategy',
'stoploss': -0.5
})
resolver = StrategyResolver(default_conf)
strategy = StrategyResolver.load_strategy(default_conf)
assert resolver.strategy.stoploss == -0.5
assert strategy.stoploss == -0.5
assert log_has("Override strategy 'stoploss' with value in config file: -0.5.", caplog)
@@ -138,10 +137,10 @@ def test_strategy_override_trailing_stop(caplog, default_conf):
'strategy': 'DefaultStrategy',
'trailing_stop': True
})
resolver = StrategyResolver(default_conf)
strategy = StrategyResolver.load_strategy(default_conf)
assert resolver.strategy.trailing_stop
assert isinstance(resolver.strategy.trailing_stop, bool)
assert strategy.trailing_stop
assert isinstance(strategy.trailing_stop, bool)
assert log_has("Override strategy 'trailing_stop' with value in config file: True.", caplog)
@@ -153,13 +152,13 @@ def test_strategy_override_trailing_stop_positive(caplog, default_conf):
'trailing_stop_positive_offset': -0.2
})
resolver = StrategyResolver(default_conf)
strategy = StrategyResolver.load_strategy(default_conf)
assert resolver.strategy.trailing_stop_positive == -0.1
assert strategy.trailing_stop_positive == -0.1
assert log_has("Override strategy 'trailing_stop_positive' with value in config file: -0.1.",
caplog)
assert resolver.strategy.trailing_stop_positive_offset == -0.2
assert strategy.trailing_stop_positive_offset == -0.2
assert log_has("Override strategy 'trailing_stop_positive' with value in config file: -0.1.",
caplog)
@@ -172,10 +171,10 @@ def test_strategy_override_ticker_interval(caplog, default_conf):
'ticker_interval': 60,
'stake_currency': 'ETH'
})
resolver = StrategyResolver(default_conf)
strategy = StrategyResolver.load_strategy(default_conf)
assert resolver.strategy.ticker_interval == 60
assert resolver.strategy.stake_currency == 'ETH'
assert strategy.ticker_interval == 60
assert strategy.stake_currency == 'ETH'
assert log_has("Override strategy 'ticker_interval' with value in config file: 60.",
caplog)
@@ -187,9 +186,9 @@ def test_strategy_override_process_only_new_candles(caplog, default_conf):
'strategy': 'DefaultStrategy',
'process_only_new_candles': True
})
resolver = StrategyResolver(default_conf)
strategy = StrategyResolver.load_strategy(default_conf)
assert resolver.strategy.process_only_new_candles
assert strategy.process_only_new_candles
assert log_has("Override strategy 'process_only_new_candles' with value in config file: True.",
caplog)
@@ -207,11 +206,11 @@ def test_strategy_override_order_types(caplog, default_conf):
'strategy': 'DefaultStrategy',
'order_types': order_types
})
resolver = StrategyResolver(default_conf)
strategy = StrategyResolver.load_strategy(default_conf)
assert resolver.strategy.order_types
assert strategy.order_types
for method in ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']:
assert resolver.strategy.order_types[method] == order_types[method]
assert strategy.order_types[method] == order_types[method]
assert log_has("Override strategy 'order_types' with value in config file:"
" {'buy': 'market', 'sell': 'limit', 'stoploss': 'limit',"
@@ -225,7 +224,7 @@ def test_strategy_override_order_types(caplog, default_conf):
with pytest.raises(ImportError,
match=r"Impossible to load Strategy 'DefaultStrategy'. "
r"Order-types mapping is incomplete."):
StrategyResolver(default_conf)
StrategyResolver.load_strategy(default_conf)
def test_strategy_override_order_tif(caplog, default_conf):
@@ -240,11 +239,11 @@ def test_strategy_override_order_tif(caplog, default_conf):
'strategy': 'DefaultStrategy',
'order_time_in_force': order_time_in_force
})
resolver = StrategyResolver(default_conf)
strategy = StrategyResolver.load_strategy(default_conf)
assert resolver.strategy.order_time_in_force
assert strategy.order_time_in_force
for method in ['buy', 'sell']:
assert resolver.strategy.order_time_in_force[method] == order_time_in_force[method]
assert strategy.order_time_in_force[method] == order_time_in_force[method]
assert log_has("Override strategy 'order_time_in_force' with value in config file:"
" {'buy': 'fok', 'sell': 'gtc'}.", caplog)
@@ -257,7 +256,7 @@ def test_strategy_override_order_tif(caplog, default_conf):
with pytest.raises(ImportError,
match=r"Impossible to load Strategy 'DefaultStrategy'. "
r"Order-time-in-force mapping is incomplete."):
StrategyResolver(default_conf)
StrategyResolver.load_strategy(default_conf)
def test_strategy_override_use_sell_signal(caplog, default_conf):
@@ -265,9 +264,9 @@ def test_strategy_override_use_sell_signal(caplog, default_conf):
default_conf.update({
'strategy': 'DefaultStrategy',
})
resolver = StrategyResolver(default_conf)
assert resolver.strategy.use_sell_signal
assert isinstance(resolver.strategy.use_sell_signal, bool)
strategy = StrategyResolver.load_strategy(default_conf)
assert strategy.use_sell_signal
assert isinstance(strategy.use_sell_signal, bool)
# must be inserted to configuration
assert 'use_sell_signal' in default_conf['ask_strategy']
assert default_conf['ask_strategy']['use_sell_signal']
@@ -278,10 +277,10 @@ def test_strategy_override_use_sell_signal(caplog, default_conf):
'use_sell_signal': False,
},
})
resolver = StrategyResolver(default_conf)
strategy = StrategyResolver.load_strategy(default_conf)
assert not resolver.strategy.use_sell_signal
assert isinstance(resolver.strategy.use_sell_signal, bool)
assert not strategy.use_sell_signal
assert isinstance(strategy.use_sell_signal, bool)
assert log_has("Override strategy 'use_sell_signal' with value in config file: False.", caplog)
@@ -290,9 +289,9 @@ def test_strategy_override_use_sell_profit_only(caplog, default_conf):
default_conf.update({
'strategy': 'DefaultStrategy',
})
resolver = StrategyResolver(default_conf)
assert not resolver.strategy.sell_profit_only
assert isinstance(resolver.strategy.sell_profit_only, bool)
strategy = StrategyResolver.load_strategy(default_conf)
assert not strategy.sell_profit_only
assert isinstance(strategy.sell_profit_only, bool)
# must be inserted to configuration
assert 'sell_profit_only' in default_conf['ask_strategy']
assert not default_conf['ask_strategy']['sell_profit_only']
@@ -303,10 +302,10 @@ def test_strategy_override_use_sell_profit_only(caplog, default_conf):
'sell_profit_only': True,
},
})
resolver = StrategyResolver(default_conf)
strategy = StrategyResolver.load_strategy(default_conf)
assert resolver.strategy.sell_profit_only
assert isinstance(resolver.strategy.sell_profit_only, bool)
assert strategy.sell_profit_only
assert isinstance(strategy.sell_profit_only, bool)
assert log_has("Override strategy 'sell_profit_only' with value in config file: True.", caplog)
@@ -315,11 +314,11 @@ def test_deprecate_populate_indicators(result, default_conf):
default_location = path.join(path.dirname(path.realpath(__file__)))
default_conf.update({'strategy': 'TestStrategyLegacy',
'strategy_path': default_location})
resolver = StrategyResolver(default_conf)
strategy = StrategyResolver.load_strategy(default_conf)
with warnings.catch_warnings(record=True) as w:
# Cause all warnings to always be triggered.
warnings.simplefilter("always")
indicators = resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
indicators = strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
assert len(w) == 1
assert issubclass(w[-1].category, DeprecationWarning)
assert "deprecated - check out the Sample strategy to see the current function headers!" \
@@ -328,7 +327,7 @@ def test_deprecate_populate_indicators(result, default_conf):
with warnings.catch_warnings(record=True) as w:
# Cause all warnings to always be triggered.
warnings.simplefilter("always")
resolver.strategy.advise_buy(indicators, {'pair': 'ETH/BTC'})
strategy.advise_buy(indicators, {'pair': 'ETH/BTC'})
assert len(w) == 1
assert issubclass(w[-1].category, DeprecationWarning)
assert "deprecated - check out the Sample strategy to see the current function headers!" \
@@ -337,7 +336,7 @@ def test_deprecate_populate_indicators(result, default_conf):
with warnings.catch_warnings(record=True) as w:
# Cause all warnings to always be triggered.
warnings.simplefilter("always")
resolver.strategy.advise_sell(indicators, {'pair': 'ETH_BTC'})
strategy.advise_sell(indicators, {'pair': 'ETH_BTC'})
assert len(w) == 1
assert issubclass(w[-1].category, DeprecationWarning)
assert "deprecated - check out the Sample strategy to see the current function headers!" \
@@ -349,47 +348,47 @@ def test_call_deprecated_function(result, monkeypatch, default_conf):
default_location = path.join(path.dirname(path.realpath(__file__)))
default_conf.update({'strategy': 'TestStrategyLegacy',
'strategy_path': default_location})
resolver = StrategyResolver(default_conf)
strategy = StrategyResolver.load_strategy(default_conf)
metadata = {'pair': 'ETH/BTC'}
# Make sure we are using a legacy function
assert resolver.strategy._populate_fun_len == 2
assert resolver.strategy._buy_fun_len == 2
assert resolver.strategy._sell_fun_len == 2
assert resolver.strategy.INTERFACE_VERSION == 1
assert strategy._populate_fun_len == 2
assert strategy._buy_fun_len == 2
assert strategy._sell_fun_len == 2
assert strategy.INTERFACE_VERSION == 1
indicator_df = resolver.strategy.advise_indicators(result, metadata=metadata)
indicator_df = strategy.advise_indicators(result, metadata=metadata)
assert isinstance(indicator_df, DataFrame)
assert 'adx' in indicator_df.columns
buydf = resolver.strategy.advise_buy(result, metadata=metadata)
buydf = strategy.advise_buy(result, metadata=metadata)
assert isinstance(buydf, DataFrame)
assert 'buy' in buydf.columns
selldf = resolver.strategy.advise_sell(result, metadata=metadata)
selldf = strategy.advise_sell(result, metadata=metadata)
assert isinstance(selldf, DataFrame)
assert 'sell' in selldf
def test_strategy_interface_versioning(result, monkeypatch, default_conf):
default_conf.update({'strategy': 'DefaultStrategy'})
resolver = StrategyResolver(default_conf)
strategy = StrategyResolver.load_strategy(default_conf)
metadata = {'pair': 'ETH/BTC'}
# Make sure we are using a legacy function
assert resolver.strategy._populate_fun_len == 3
assert resolver.strategy._buy_fun_len == 3
assert resolver.strategy._sell_fun_len == 3
assert resolver.strategy.INTERFACE_VERSION == 2
assert strategy._populate_fun_len == 3
assert strategy._buy_fun_len == 3
assert strategy._sell_fun_len == 3
assert strategy.INTERFACE_VERSION == 2
indicator_df = resolver.strategy.advise_indicators(result, metadata=metadata)
indicator_df = strategy.advise_indicators(result, metadata=metadata)
assert isinstance(indicator_df, DataFrame)
assert 'adx' in indicator_df.columns
buydf = resolver.strategy.advise_buy(result, metadata=metadata)
buydf = strategy.advise_buy(result, metadata=metadata)
assert isinstance(buydf, DataFrame)
assert 'buy' in buydf.columns
selldf = resolver.strategy.advise_sell(result, metadata=metadata)
selldf = strategy.advise_sell(result, metadata=metadata)
assert isinstance(selldf, DataFrame)
assert 'sell' in selldf