Convert StrategyLoader to static loader
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@ -44,9 +44,9 @@ candles.head()
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```python
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# Load strategy using values set above
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from freqtrade.resolvers import StrategyResolver
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strategy = StrategyResolver({'strategy': strategy_name,
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'user_data_dir': user_data_dir,
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'strategy_path': strategy_location}).strategy
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strategy = StrategyResolver.load_strategy({'strategy': strategy_name,
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'user_data_dir': user_data_dir,
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'strategy_path': strategy_location})
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# Generate buy/sell signals using strategy
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df = strategy.analyze_ticker(candles, {'pair': pair})
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@ -55,7 +55,7 @@ class FreqtradeBot:
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self.heartbeat_interval = self.config.get('internals', {}).get('heartbeat_interval', 60)
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self.strategy: IStrategy = StrategyResolver(self.config).strategy
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self.strategy: IStrategy = StrategyResolver.load_strategy(self.config)
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# Check config consistency here since strategies can set certain options
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validate_config_consistency(config)
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@ -75,12 +75,12 @@ class Backtesting:
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for strat in list(self.config['strategy_list']):
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stratconf = deepcopy(self.config)
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stratconf['strategy'] = strat
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self.strategylist.append(StrategyResolver(stratconf).strategy)
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self.strategylist.append(StrategyResolver.load_strategy(stratconf))
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validate_config_consistency(stratconf)
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else:
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# No strategy list specified, only one strategy
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self.strategylist.append(StrategyResolver(self.config).strategy)
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self.strategylist.append(StrategyResolver.load_strategy(self.config))
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validate_config_consistency(self.config)
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if "ticker_interval" not in self.config:
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@ -34,7 +34,7 @@ class EdgeCli:
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remove_credentials(self.config)
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self.config['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
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self.exchange = Exchange(self.config)
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self.strategy = StrategyResolver(self.config).strategy
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self.strategy = StrategyResolver.load_strategy(self.config)
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validate_config_consistency(self.config)
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@ -340,7 +340,7 @@ def load_and_plot_trades(config: Dict[str, Any]):
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- Generate plot files
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:return: None
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"""
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strategy = StrategyResolver(config).strategy
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strategy = StrategyResolver.load_strategy(config)
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plot_elements = init_plotscript(config)
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trades = plot_elements['trades']
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@ -20,12 +20,11 @@ logger = logging.getLogger(__name__)
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class StrategyResolver(IResolver):
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"""
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This class contains all the logic to load custom strategy class
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This class contains the logic to load custom strategy class
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"""
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__slots__ = ['strategy']
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def __init__(self, config: Optional[Dict] = None) -> None:
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@staticmethod
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def load_strategy(config: Optional[Dict] = None) -> IStrategy:
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"""
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Load the custom class from config parameter
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:param config: configuration dictionary or None
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@ -37,9 +36,9 @@ class StrategyResolver(IResolver):
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"the strategy class to use.")
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strategy_name = config['strategy']
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self.strategy: IStrategy = self._load_strategy(strategy_name,
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config=config,
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extra_dir=config.get('strategy_path'))
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strategy: IStrategy = StrategyResolver._load_strategy(
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strategy_name, config=config,
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extra_dir=config.get('strategy_path'))
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# make sure ask_strategy dict is available
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if 'ask_strategy' not in config:
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@ -68,9 +67,11 @@ class StrategyResolver(IResolver):
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]
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for attribute, default, ask_strategy in attributes:
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if ask_strategy:
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self._override_attribute_helper(config['ask_strategy'], attribute, default)
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StrategyResolver._override_attribute_helper(strategy, config['ask_strategy'],
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attribute, default)
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else:
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self._override_attribute_helper(config, attribute, default)
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StrategyResolver._override_attribute_helper(strategy, config,
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attribute, default)
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# Loop this list again to have output combined
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for attribute, _, exp in attributes:
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@ -80,14 +81,16 @@ class StrategyResolver(IResolver):
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logger.info("Strategy using %s: %s", attribute, config[attribute])
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# Sort and apply type conversions
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self.strategy.minimal_roi = OrderedDict(sorted(
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{int(key): value for (key, value) in self.strategy.minimal_roi.items()}.items(),
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strategy.minimal_roi = OrderedDict(sorted(
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{int(key): value for (key, value) in strategy.minimal_roi.items()}.items(),
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key=lambda t: t[0]))
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self.strategy.stoploss = float(self.strategy.stoploss)
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strategy.stoploss = float(strategy.stoploss)
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self._strategy_sanity_validations()
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StrategyResolver._strategy_sanity_validations(strategy)
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return strategy
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def _override_attribute_helper(self, config, attribute: str, default):
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@staticmethod
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def _override_attribute_helper(strategy, config, attribute: str, default):
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"""
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Override attributes in the strategy.
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Prevalence:
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@ -96,30 +99,32 @@ class StrategyResolver(IResolver):
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- default (if not None)
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"""
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if attribute in config:
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setattr(self.strategy, attribute, config[attribute])
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setattr(strategy, attribute, config[attribute])
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logger.info("Override strategy '%s' with value in config file: %s.",
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attribute, config[attribute])
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elif hasattr(self.strategy, attribute):
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val = getattr(self.strategy, attribute)
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elif hasattr(strategy, attribute):
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val = getattr(strategy, attribute)
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# None's cannot exist in the config, so do not copy them
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if val is not None:
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config[attribute] = val
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# Explicitly check for None here as other "falsy" values are possible
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elif default is not None:
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setattr(self.strategy, attribute, default)
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setattr(strategy, attribute, default)
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config[attribute] = default
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def _strategy_sanity_validations(self):
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if not all(k in self.strategy.order_types for k in constants.REQUIRED_ORDERTYPES):
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raise ImportError(f"Impossible to load Strategy '{self.strategy.__class__.__name__}'. "
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@staticmethod
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def _strategy_sanity_validations(strategy):
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if not all(k in strategy.order_types for k in constants.REQUIRED_ORDERTYPES):
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raise ImportError(f"Impossible to load Strategy '{strategy.__class__.__name__}'. "
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f"Order-types mapping is incomplete.")
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if not all(k in self.strategy.order_time_in_force for k in constants.REQUIRED_ORDERTIF):
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raise ImportError(f"Impossible to load Strategy '{self.strategy.__class__.__name__}'. "
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if not all(k in strategy.order_time_in_force for k in constants.REQUIRED_ORDERTIF):
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raise ImportError(f"Impossible to load Strategy '{strategy.__class__.__name__}'. "
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f"Order-time-in-force mapping is incomplete.")
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def _load_strategy(
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self, strategy_name: str, config: dict, extra_dir: Optional[str] = None) -> IStrategy:
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@staticmethod
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def _load_strategy(strategy_name: str,
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config: dict, extra_dir: Optional[str] = None) -> IStrategy:
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"""
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Search and loads the specified strategy.
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:param strategy_name: name of the module to import
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@ -129,9 +134,9 @@ class StrategyResolver(IResolver):
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"""
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current_path = Path(__file__).parent.parent.joinpath('strategy').resolve()
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abs_paths = self.build_search_paths(config, current_path=current_path,
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user_subdir=constants.USERPATH_STRATEGY,
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extra_dir=extra_dir)
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abs_paths = IResolver.build_search_paths(config, current_path=current_path,
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user_subdir=constants.USERPATH_STRATEGY,
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extra_dir=extra_dir)
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if ":" in strategy_name:
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logger.info("loading base64 encoded strategy")
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@ -149,8 +154,8 @@ class StrategyResolver(IResolver):
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# register temp path with the bot
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abs_paths.insert(0, temp.resolve())
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strategy = self._load_object(paths=abs_paths, object_type=IStrategy,
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object_name=strategy_name, kwargs={'config': config})
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strategy = IResolver._load_object(paths=abs_paths, object_type=IStrategy,
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object_name=strategy_name, kwargs={'config': config})
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if strategy:
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strategy._populate_fun_len = len(getfullargspec(strategy.populate_indicators).args)
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strategy._buy_fun_len = len(getfullargspec(strategy.populate_buy_trend).args)
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@ -73,9 +73,9 @@
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"source": [
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"# Load strategy using values set above\n",
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"from freqtrade.resolvers import StrategyResolver\n",
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"strategy = StrategyResolver({'strategy': strategy_name,\n",
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" 'user_data_dir': user_data_dir,\n",
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" 'strategy_path': strategy_location}).strategy\n",
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"strategy = StrategyResolver.load_strategy({'strategy': strategy_name,\n",
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" 'user_data_dir': user_data_dir,\n",
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" 'strategy_path': strategy_location})\n",
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"\n",
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"# Generate buy/sell signals using strategy\n",
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"df = strategy.analyze_ticker(candles, {'pair': pair})\n",
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@ -39,8 +39,8 @@ def test_load_strategy(default_conf, result):
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default_conf.update({'strategy': 'SampleStrategy',
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'strategy_path': str(Path(__file__).parents[2] / 'freqtrade/templates')
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})
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resolver = StrategyResolver(default_conf)
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assert 'rsi' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
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strategy = StrategyResolver.load_strategy(default_conf)
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assert 'rsi' in strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
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def test_load_strategy_base64(result, caplog, default_conf):
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@ -48,8 +48,8 @@ def test_load_strategy_base64(result, caplog, default_conf):
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encoded_string = urlsafe_b64encode(file.read()).decode("utf-8")
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default_conf.update({'strategy': 'SampleStrategy:{}'.format(encoded_string)})
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resolver = StrategyResolver(default_conf)
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assert 'rsi' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
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strategy = StrategyResolver.load_strategy(default_conf)
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assert 'rsi' in strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
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# Make sure strategy was loaded from base64 (using temp directory)!!
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assert log_has_re(r"Using resolved strategy SampleStrategy from '"
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r".*(/|\\).*(/|\\)SampleStrategy\.py'\.\.\.", caplog)
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@ -57,13 +57,12 @@ def test_load_strategy_base64(result, caplog, default_conf):
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def test_load_strategy_invalid_directory(result, caplog, default_conf):
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default_conf['strategy'] = 'DefaultStrategy'
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resolver = StrategyResolver(default_conf)
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extra_dir = Path.cwd() / 'some/path'
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resolver._load_strategy('DefaultStrategy', config=default_conf, extra_dir=extra_dir)
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strategy = StrategyResolver._load_strategy('DefaultStrategy', config=default_conf, extra_dir=extra_dir)
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assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog)
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assert 'rsi' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
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assert 'rsi' in strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
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def test_load_not_found_strategy(default_conf):
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@ -71,7 +70,7 @@ def test_load_not_found_strategy(default_conf):
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with pytest.raises(OperationalException,
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match=r"Impossible to load Strategy 'NotFoundStrategy'. "
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r"This class does not exist or contains Python code errors."):
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StrategyResolver(default_conf)
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StrategyResolver.load_strategy(default_conf)
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def test_load_strategy_noname(default_conf):
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@ -79,30 +78,30 @@ def test_load_strategy_noname(default_conf):
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with pytest.raises(OperationalException,
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match="No strategy set. Please use `--strategy` to specify "
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"the strategy class to use."):
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StrategyResolver(default_conf)
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StrategyResolver.load_strategy(default_conf)
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def test_strategy(result, default_conf):
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default_conf.update({'strategy': 'DefaultStrategy'})
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resolver = StrategyResolver(default_conf)
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strategy = StrategyResolver.load_strategy(default_conf)
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metadata = {'pair': 'ETH/BTC'}
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assert resolver.strategy.minimal_roi[0] == 0.04
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assert strategy.minimal_roi[0] == 0.04
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assert default_conf["minimal_roi"]['0'] == 0.04
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assert resolver.strategy.stoploss == -0.10
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assert strategy.stoploss == -0.10
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assert default_conf['stoploss'] == -0.10
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assert resolver.strategy.ticker_interval == '5m'
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assert strategy.ticker_interval == '5m'
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assert default_conf['ticker_interval'] == '5m'
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df_indicators = resolver.strategy.advise_indicators(result, metadata=metadata)
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df_indicators = strategy.advise_indicators(result, metadata=metadata)
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assert 'adx' in df_indicators
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dataframe = resolver.strategy.advise_buy(df_indicators, metadata=metadata)
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dataframe = strategy.advise_buy(df_indicators, metadata=metadata)
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assert 'buy' in dataframe.columns
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dataframe = resolver.strategy.advise_sell(df_indicators, metadata=metadata)
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dataframe = strategy.advise_sell(df_indicators, metadata=metadata)
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assert 'sell' in dataframe.columns
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@ -114,9 +113,9 @@ def test_strategy_override_minimal_roi(caplog, default_conf):
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"0": 0.5
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}
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})
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resolver = StrategyResolver(default_conf)
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strategy = StrategyResolver.load_strategy(default_conf)
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assert resolver.strategy.minimal_roi[0] == 0.5
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assert strategy.minimal_roi[0] == 0.5
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assert log_has("Override strategy 'minimal_roi' with value in config file: {'0': 0.5}.", caplog)
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@ -126,9 +125,9 @@ def test_strategy_override_stoploss(caplog, default_conf):
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'strategy': 'DefaultStrategy',
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'stoploss': -0.5
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})
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resolver = StrategyResolver(default_conf)
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strategy = StrategyResolver.load_strategy(default_conf)
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assert resolver.strategy.stoploss == -0.5
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assert strategy.stoploss == -0.5
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assert log_has("Override strategy 'stoploss' with value in config file: -0.5.", caplog)
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@ -138,10 +137,10 @@ def test_strategy_override_trailing_stop(caplog, default_conf):
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'strategy': 'DefaultStrategy',
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'trailing_stop': True
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})
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resolver = StrategyResolver(default_conf)
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strategy = StrategyResolver.load_strategy(default_conf)
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assert resolver.strategy.trailing_stop
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assert isinstance(resolver.strategy.trailing_stop, bool)
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assert strategy.trailing_stop
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assert isinstance(strategy.trailing_stop, bool)
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assert log_has("Override strategy 'trailing_stop' with value in config file: True.", caplog)
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@ -153,13 +152,13 @@ def test_strategy_override_trailing_stop_positive(caplog, default_conf):
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'trailing_stop_positive_offset': -0.2
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})
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resolver = StrategyResolver(default_conf)
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strategy = StrategyResolver.load_strategy(default_conf)
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assert resolver.strategy.trailing_stop_positive == -0.1
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assert strategy.trailing_stop_positive == -0.1
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assert log_has("Override strategy 'trailing_stop_positive' with value in config file: -0.1.",
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caplog)
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assert resolver.strategy.trailing_stop_positive_offset == -0.2
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assert strategy.trailing_stop_positive_offset == -0.2
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assert log_has("Override strategy 'trailing_stop_positive' with value in config file: -0.1.",
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caplog)
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@ -172,10 +171,10 @@ def test_strategy_override_ticker_interval(caplog, default_conf):
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'ticker_interval': 60,
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'stake_currency': 'ETH'
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})
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resolver = StrategyResolver(default_conf)
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strategy = StrategyResolver.load_strategy(default_conf)
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assert resolver.strategy.ticker_interval == 60
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assert resolver.strategy.stake_currency == 'ETH'
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assert strategy.ticker_interval == 60
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assert strategy.stake_currency == 'ETH'
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assert log_has("Override strategy 'ticker_interval' with value in config file: 60.",
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caplog)
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@ -187,9 +186,9 @@ def test_strategy_override_process_only_new_candles(caplog, default_conf):
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'strategy': 'DefaultStrategy',
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'process_only_new_candles': True
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})
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resolver = StrategyResolver(default_conf)
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strategy = StrategyResolver.load_strategy(default_conf)
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assert resolver.strategy.process_only_new_candles
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assert strategy.process_only_new_candles
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assert log_has("Override strategy 'process_only_new_candles' with value in config file: True.",
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caplog)
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@ -207,11 +206,11 @@ def test_strategy_override_order_types(caplog, default_conf):
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'strategy': 'DefaultStrategy',
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'order_types': order_types
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})
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resolver = StrategyResolver(default_conf)
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strategy = StrategyResolver.load_strategy(default_conf)
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assert resolver.strategy.order_types
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assert strategy.order_types
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for method in ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']:
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assert resolver.strategy.order_types[method] == order_types[method]
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assert strategy.order_types[method] == order_types[method]
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assert log_has("Override strategy 'order_types' with value in config file:"
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" {'buy': 'market', 'sell': 'limit', 'stoploss': 'limit',"
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@ -225,7 +224,7 @@ def test_strategy_override_order_types(caplog, default_conf):
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with pytest.raises(ImportError,
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match=r"Impossible to load Strategy 'DefaultStrategy'. "
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r"Order-types mapping is incomplete."):
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StrategyResolver(default_conf)
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StrategyResolver.load_strategy(default_conf)
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def test_strategy_override_order_tif(caplog, default_conf):
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@ -240,11 +239,11 @@ def test_strategy_override_order_tif(caplog, default_conf):
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'strategy': 'DefaultStrategy',
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'order_time_in_force': order_time_in_force
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})
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resolver = StrategyResolver(default_conf)
|
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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
|
||||
|
Loading…
Reference in New Issue
Block a user