Merge pull request #619 from gcarq/feature/catch-exchange-errors
granular exception handling and retrying mechanism for ccxt
This commit is contained in:
Michael Egger
GitHub
commit
c72d4665a1
2
.gitignore
vendored
2
.gitignore
vendored
@ -1,7 +1,7 @@
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# Freqtrade rules
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freqtrade/tests/testdata/*.json
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hyperopt_conf.py
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config.json
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config*.json
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*.sqlite
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.hyperopt
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logfile.txt
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@ -16,9 +16,9 @@ class OperationalException(BaseException):
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"""
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class NetworkException(BaseException):
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class TemporaryError(BaseException):
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"""
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Network related error.
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Temporary network or exchange related error.
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This could happen when an exchange is congested, unavailable, or the user
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has networking problems. Usually resolves itself after a time.
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"""
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@ -8,7 +8,7 @@ from datetime import datetime
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import ccxt
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import arrow
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from freqtrade import OperationalException, DependencyException, NetworkException
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from freqtrade import OperationalException, DependencyException, TemporaryError
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logger = logging.getLogger(__name__)
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@ -16,7 +16,7 @@ logger = logging.getLogger(__name__)
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# Current selected exchange
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_API: ccxt.Exchange = None
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_CONF: dict = {}
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_CONF: Dict = {}
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API_RETRY_COUNT = 4
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# Holds all open sell orders for dry_run
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@ -34,15 +34,16 @@ def retrier(f):
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count = kwargs.pop('count', API_RETRY_COUNT)
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try:
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return f(*args, **kwargs)
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except (NetworkException, DependencyException) as ex:
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logger.warning('%s returned exception: "%s"', f, ex)
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except (TemporaryError, DependencyException) as ex:
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logger.warning('%s() returned exception: "%s"', f.__name__, ex)
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if count > 0:
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count -= 1
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kwargs.update({'count': count})
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logger.warning('retrying %s still for %s times', f, count)
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logger.warning('retrying %s() still for %s times', f.__name__, count)
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return wrapper(*args, **kwargs)
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else:
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raise OperationalException('Giving up retrying: %s', f)
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logger.warning('Giving up retrying: %s()', f.__name__)
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raise ex
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return wrapper
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@ -153,10 +154,10 @@ def buy(pair: str, rate: float, amount: float) -> Dict:
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'Tried to buy amount {} at rate {} (total {}).'
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'Message: {}'.format(pair, amount, rate, rate*amount, e)
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)
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except ccxt.NetworkError as e:
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raise NetworkException(
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'Could not place buy order due to networking error. Message: {}'.format(e)
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)
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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raise TemporaryError(
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'Could not place buy order due to {}. Message: {}'.format(
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e.__class__.__name__, e))
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except ccxt.BaseError as e:
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raise OperationalException(e)
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@ -191,23 +192,30 @@ def sell(pair: str, rate: float, amount: float) -> Dict:
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'Tried to sell amount {} at rate {} (total {}).'
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'Message: {}'.format(pair, amount, rate, rate*amount, e)
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)
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except ccxt.NetworkError as e:
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raise NetworkException(
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'Could not place sell order due to networking error. Message: {}'.format(e)
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)
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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raise TemporaryError(
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'Could not place sell order due to {}. Message: {}'.format(
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e.__class__.__name__, e))
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except ccxt.BaseError as e:
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raise OperationalException(e)
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@retrier
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def get_balance(currency: str) -> float:
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if _CONF['dry_run']:
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return 999.9
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# ccxt exception is already handled by get_balances
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balances = get_balances()
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return balances[currency]['free']
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balance = balances.get(currency)
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if balance is None:
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raise TemporaryError(
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'Could not get {} balance due to malformed exchange response: {}'.format(
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currency, balances))
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return balance['free']
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@retrier
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def get_balances() -> dict:
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if _CONF['dry_run']:
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return {}
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@ -221,10 +229,10 @@ def get_balances() -> dict:
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balances.pop("used", None)
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return balances
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except ccxt.NetworkError as e:
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raise NetworkException(
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'Could not get balance due to networking error. Message: {}'.format(e)
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)
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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raise TemporaryError(
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'Could not get balance due to {}. Message: {}'.format(
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e.__class__.__name__, e))
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except ccxt.BaseError as e:
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raise OperationalException(e)
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@ -233,17 +241,17 @@ def get_balances() -> dict:
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def get_tickers() -> Dict:
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try:
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return _API.fetch_tickers()
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except ccxt.NetworkError as e:
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raise NetworkException(
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'Could not load tickers due to networking error. Message: {}'.format(e)
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)
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except ccxt.BaseError as e:
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raise OperationalException(e)
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except ccxt.NotSupported as e:
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raise OperationalException(
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'Exchange {} does not support fetching tickers in batch.'
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'Message: {}'.format(_API.name, e)
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)
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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raise TemporaryError(
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'Could not load tickers due to {}. Message: {}'.format(
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e.__class__.__name__, e))
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except ccxt.BaseError as e:
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raise OperationalException(e)
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# TODO: remove refresh argument, keeping it to keep track of where it was intended to be used
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@ -251,10 +259,10 @@ def get_tickers() -> Dict:
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def get_ticker(pair: str, refresh: Optional[bool] = True) -> dict:
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try:
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return _API.fetch_ticker(pair)
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except ccxt.NetworkError as e:
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raise NetworkException(
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'Could not load tickers due to networking error. Message: {}'.format(e)
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)
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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raise TemporaryError(
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'Could not load ticker history due to {}. Message: {}'.format(
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e.__class__.__name__, e))
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except ccxt.BaseError as e:
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raise OperationalException(e)
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@ -263,37 +271,39 @@ def get_ticker(pair: str, refresh: Optional[bool] = True) -> dict:
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def get_ticker_history(pair: str, tick_interval: str) -> List[Dict]:
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try:
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return _API.fetch_ohlcv(pair, timeframe=tick_interval)
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except ccxt.NetworkError as e:
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raise NetworkException(
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'Could not load ticker history due to networking error. Message: {}'.format(e)
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)
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except ccxt.BaseError as e:
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raise OperationalException('Could not fetch ticker data. Msg: {}'.format(e))
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except ccxt.NotSupported as e:
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raise OperationalException(
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'Exchange {} does not support fetching historical candlestick data.'
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'Message: {}'.format(_API.name, e)
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)
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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raise TemporaryError(
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'Could not load ticker history due to {}. Message: {}'.format(
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e.__class__.__name__, e))
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except ccxt.BaseError as e:
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raise OperationalException('Could not fetch ticker data. Msg: {}'.format(e))
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@retrier
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def cancel_order(order_id: str, pair: str) -> None:
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if _CONF['dry_run']:
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return
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try:
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return _API.cancel_order(order_id, pair)
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except ccxt.NetworkError as e:
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raise NetworkException(
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'Could not get order due to networking error. Message: {}'.format(e)
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)
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except ccxt.InvalidOrder as e:
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raise DependencyException(
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'Could not cancel order. Message: {}'.format(e)
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)
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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raise TemporaryError(
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'Could not cancel order due to {}. Message: {}'.format(
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e.__class__.__name__, e))
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except ccxt.BaseError as e:
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raise OperationalException(e)
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@retrier
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def get_order(order_id: str, pair: str) -> Dict:
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if _CONF['dry_run']:
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order = _DRY_RUN_OPEN_ORDERS[order_id]
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@ -303,18 +313,19 @@ def get_order(order_id: str, pair: str) -> Dict:
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return order
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try:
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return _API.fetch_order(order_id, pair)
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except ccxt.NetworkError as e:
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raise NetworkException(
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'Could not get order due to networking error. Message: {}'.format(e)
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)
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except ccxt.InvalidOrder as e:
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raise DependencyException(
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'Could not get order. Message: {}'.format(e)
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)
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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raise TemporaryError(
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'Could not get order due to {}. Message: {}'.format(
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e.__class__.__name__, e))
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except ccxt.BaseError as e:
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raise OperationalException(e)
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@retrier
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def get_trades_for_order(order_id: str, pair: str, since: datetime) -> List:
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if _CONF['dry_run']:
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return []
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@ -327,7 +338,7 @@ def get_trades_for_order(order_id: str, pair: str, since: datetime) -> List:
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return matched_trades
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except ccxt.NetworkError as e:
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raise NetworkException(
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raise TemporaryError(
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'Could not get trades due to networking error. Message: {}'.format(e)
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)
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except ccxt.BaseError as e:
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@ -345,13 +356,14 @@ def get_pair_detail_url(pair: str) -> str:
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return ""
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@retrier
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def get_markets() -> List[dict]:
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try:
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return _API.fetch_markets()
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except ccxt.NetworkError as e:
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raise NetworkException(
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'Could not load markets due to networking error. Message: {}'.format(e)
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)
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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raise TemporaryError(
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'Could not load markets due to {}. Message: {}'.format(
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e.__class__.__name__, e))
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except ccxt.BaseError as e:
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raise OperationalException(e)
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@ -364,14 +376,22 @@ def get_id() -> str:
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return _API.id
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@retrier
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def get_fee(symbol='ETH/BTC', type='', side='', amount=1,
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price=1, taker_or_maker='maker') -> float:
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# validate that markets are loaded before trying to get fee
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if _API.markets is None or len(_API.markets) == 0:
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_API.load_markets()
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try:
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# validate that markets are loaded before trying to get fee
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if _API.markets is None or len(_API.markets) == 0:
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_API.load_markets()
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return _API.calculate_fee(symbol=symbol, type=type, side=side, amount=amount,
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price=price, takerOrMaker=taker_or_maker)['rate']
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return _API.calculate_fee(symbol=symbol, type=type, side=side, amount=amount,
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price=price, takerOrMaker=taker_or_maker)['rate']
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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raise TemporaryError(
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'Could not get fee info due to {}. Message: {}'.format(
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e.__class__.__name__, e))
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except ccxt.BaseError as e:
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raise OperationalException(e)
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def get_amount_lots(pair: str, amount: float) -> float:
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@ -3,7 +3,6 @@ Freqtrade is the main module of this bot. It contains the class Freqtrade()
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"""
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import copy
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import json
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import logging
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import time
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import traceback
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@ -15,7 +14,8 @@ import requests
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from cachetools import cached, TTLCache
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from freqtrade import (
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DependencyException, OperationalException, exchange, persistence, __version__
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DependencyException, OperationalException, TemporaryError,
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exchange, persistence, __version__,
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)
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from freqtrade.analyze import Analyze
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from freqtrade.constants import Constants
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@ -173,7 +173,7 @@ class FreqtradeBot(object):
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self.check_handle_timedout(self.config['unfilledtimeout'])
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Trade.session.flush()
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except (requests.exceptions.RequestException, json.JSONDecodeError) as error:
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except TemporaryError as error:
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logger.warning('%s, retrying in 30 seconds...', error)
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time.sleep(Constants.RETRY_TIMEOUT)
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except OperationalException:
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@ -360,27 +360,30 @@ class FreqtradeBot(object):
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Tries to execute a sell trade
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:return: True if executed
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"""
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# Get order details for actual price per unit
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if trade.open_order_id:
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# Update trade with order values
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logger.info('Found open order for %s', trade)
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order = exchange.get_order(trade.open_order_id, trade.pair)
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# Try update amount (binance-fix)
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try:
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new_amount = self.get_real_amount(trade, order)
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if order['amount'] != new_amount:
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order['amount'] = new_amount
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# Fee was applied, so set to 0
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trade.fee_open = 0
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try:
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# Get order details for actual price per unit
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if trade.open_order_id:
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# Update trade with order values
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logger.info('Found open order for %s', trade)
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order = exchange.get_order(trade.open_order_id, trade.pair)
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# Try update amount (binance-fix)
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try:
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new_amount = self.get_real_amount(trade, order)
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if order['amount'] != new_amount:
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order['amount'] = new_amount
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# Fee was applied, so set to 0
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trade.fee_open = 0
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except OperationalException as exception:
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logger.warning("could not update trade amount: %s", exception)
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except OperationalException as exception:
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logger.warning("could not update trade amount: %s", exception)
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trade.update(order)
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trade.update(order)
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if trade.is_open and trade.open_order_id is None:
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# Check if we can sell our current pair
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return self.handle_trade(trade)
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if trade.is_open and trade.open_order_id is None:
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# Check if we can sell our current pair
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return self.handle_trade(trade)
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except DependencyException as exception:
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logger.warning('Unable to sell trade: %s', exception)
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return False
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def get_real_amount(self, trade: Trade, order: Dict) -> float:
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@ -482,7 +485,7 @@ class FreqtradeBot(object):
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"""Buy timeout - cancel order
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:return: True if order was fully cancelled
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"""
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exchange.cancel_order(trade.open_order_id)
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exchange.cancel_order(trade.open_order_id, trade.pair)
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if order['remaining'] == order['amount']:
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# if trade is not partially completed, just delete the trade
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Trade.session.delete(trade)
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@ -512,7 +515,7 @@ class FreqtradeBot(object):
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"""
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if order['remaining'] == order['amount']:
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# if trade is not partially completed, just cancel the trade
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exchange.cancel_order(trade.open_order_id)
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exchange.cancel_order(trade.open_order_id, trade.pair)
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trade.close_rate = None
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trade.close_profit = None
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trade.close_date = None
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@ -4,15 +4,15 @@ import logging
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from copy import deepcopy
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from random import randint
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from unittest.mock import MagicMock, PropertyMock
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import ccxt
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import ccxt
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import pytest
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from freqtrade import OperationalException, DependencyException, NetworkException
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import freqtrade.exchange as exchange
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from freqtrade import OperationalException, DependencyException, TemporaryError
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from freqtrade.exchange import (init, validate_pairs, buy, sell, get_balance, get_balances,
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get_ticker, get_ticker_history, cancel_order, get_name, get_fee,
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get_id, get_pair_detail_url, get_amount_lots)
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import freqtrade.exchange as exchange
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from freqtrade.tests.conftest import log_has
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API_INIT = False
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@ -149,7 +149,7 @@ def test_buy_prod(default_conf, mocker):
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mocker.patch('freqtrade.exchange._API', api_mock)
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buy(pair='ETH/BTC', rate=200, amount=1)
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with pytest.raises(NetworkException):
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with pytest.raises(TemporaryError):
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api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.NetworkError)
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mocker.patch('freqtrade.exchange._API', api_mock)
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buy(pair='ETH/BTC', rate=200, amount=1)
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@ -199,7 +199,7 @@ def test_sell_prod(default_conf, mocker):
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mocker.patch('freqtrade.exchange._API', api_mock)
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sell(pair='ETH/BTC', rate=200, amount=1)
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with pytest.raises(NetworkException):
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with pytest.raises(TemporaryError):
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api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.NetworkError)
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mocker.patch('freqtrade.exchange._API', api_mock)
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sell(pair='ETH/BTC', rate=200, amount=1)
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@ -263,15 +263,17 @@ def test_get_balances_prod(default_conf, mocker):
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assert get_balances()['1ST']['total'] == 10.0
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assert get_balances()['1ST']['used'] == 0.0
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with pytest.raises(NetworkException):
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with pytest.raises(TemporaryError):
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api_mock.fetch_balance = MagicMock(side_effect=ccxt.NetworkError)
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mocker.patch('freqtrade.exchange._API', api_mock)
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get_balances()
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assert api_mock.fetch_balance.call_count == exchange.API_RETRY_COUNT + 1
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with pytest.raises(OperationalException):
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api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError)
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mocker.patch('freqtrade.exchange._API', api_mock)
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get_balances()
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assert api_mock.fetch_balance.call_count == 1
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# This test is somewhat redundant with
|
||||
@ -311,7 +313,7 @@ def test_get_ticker(default_conf, mocker):
|
||||
assert ticker['bid'] == 0.5
|
||||
assert ticker['ask'] == 1
|
||||
|
||||
with pytest.raises(OperationalException): # test retrier
|
||||
with pytest.raises(TemporaryError): # test retrier
|
||||
api_mock.fetch_ticker = MagicMock(side_effect=ccxt.NetworkError)
|
||||
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||
get_ticker(pair='ETH/BTC', refresh=True)
|
||||
@ -369,7 +371,7 @@ def test_get_ticker_history(default_conf, mocker):
|
||||
assert ticks[0][4] == 9
|
||||
assert ticks[0][5] == 10
|
||||
|
||||
with pytest.raises(OperationalException): # test retrier
|
||||
with pytest.raises(TemporaryError): # test retrier
|
||||
api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NetworkError)
|
||||
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||
# new symbol to get around cache
|
||||
@ -398,20 +400,23 @@ def test_cancel_order(default_conf, mocker):
|
||||
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||
assert cancel_order(order_id='_', pair='TKN/BTC') == 123
|
||||
|
||||
with pytest.raises(NetworkException):
|
||||
with pytest.raises(TemporaryError):
|
||||
api_mock.cancel_order = MagicMock(side_effect=ccxt.NetworkError)
|
||||
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||
cancel_order(order_id='_', pair='TKN/BTC')
|
||||
assert api_mock.cancel_order.call_count == exchange.API_RETRY_COUNT + 1
|
||||
|
||||
with pytest.raises(DependencyException):
|
||||
api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder)
|
||||
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||
cancel_order(order_id='_', pair='TKN/BTC')
|
||||
assert api_mock.cancel_order.call_count == exchange.API_RETRY_COUNT + 1
|
||||
|
||||
with pytest.raises(OperationalException):
|
||||
api_mock.cancel_order = MagicMock(side_effect=ccxt.BaseError)
|
||||
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||
cancel_order(order_id='_', pair='TKN/BTC')
|
||||
assert api_mock.cancel_order.call_count == 1
|
||||
|
||||
|
||||
def test_get_order(default_conf, mocker):
|
||||
@ -430,20 +435,23 @@ def test_get_order(default_conf, mocker):
|
||||
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||
assert exchange.get_order('X', 'TKN/BTC') == 456
|
||||
|
||||
with pytest.raises(NetworkException):
|
||||
with pytest.raises(TemporaryError):
|
||||
api_mock.fetch_order = MagicMock(side_effect=ccxt.NetworkError)
|
||||
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||
exchange.get_order(order_id='_', pair='TKN/BTC')
|
||||
assert api_mock.fetch_order.call_count == exchange.API_RETRY_COUNT + 1
|
||||
|
||||
with pytest.raises(DependencyException):
|
||||
api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder)
|
||||
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||
exchange.get_order(order_id='_', pair='TKN/BTC')
|
||||
assert api_mock.fetch_order.call_count == exchange.API_RETRY_COUNT + 1
|
||||
|
||||
with pytest.raises(OperationalException):
|
||||
api_mock.fetch_order = MagicMock(side_effect=ccxt.BaseError)
|
||||
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||
exchange.get_order(order_id='_', pair='TKN/BTC')
|
||||
assert api_mock.fetch_order.call_count == 1
|
||||
|
||||
|
||||
def test_get_name(default_conf, mocker):
|
||||
|
||||
@ -6,7 +6,6 @@ import random
|
||||
from copy import deepcopy
|
||||
from typing import List
|
||||
from unittest.mock import MagicMock
|
||||
import pytest
|
||||
|
||||
import numpy as np
|
||||
import pandas as pd
|
||||
@ -18,19 +17,6 @@ from freqtrade.arguments import Arguments
|
||||
from freqtrade.optimize.backtesting import Backtesting, start, setup_configuration
|
||||
from freqtrade.tests.conftest import log_has
|
||||
|
||||
# Avoid to reinit the same object again and again
|
||||
_BACKTESTING = None
|
||||
_BACKTESTING_INITIALIZED = False
|
||||
|
||||
|
||||
@pytest.fixture(scope='function')
|
||||
def init_backtesting(default_conf, mocker):
|
||||
global _BACKTESTING_INITIALIZED, _BACKTESTING
|
||||
if not _BACKTESTING_INITIALIZED:
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
_BACKTESTING = Backtesting(default_conf)
|
||||
_BACKTESTING_INITIALIZED = True
|
||||
|
||||
|
||||
def get_args(args) -> List[str]:
|
||||
return Arguments(args, '').get_parsed_arg()
|
||||
@ -96,8 +82,9 @@ def load_data_test(what):
|
||||
return data
|
||||
|
||||
|
||||
def simple_backtest(config, contour, num_results) -> None:
|
||||
backtesting = _BACKTESTING
|
||||
def simple_backtest(config, contour, num_results, mocker) -> None:
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
backtesting = Backtesting(config)
|
||||
|
||||
data = load_data_test(contour)
|
||||
processed = backtesting.tickerdata_to_dataframe(data)
|
||||
@ -128,12 +115,14 @@ def _load_pair_as_ticks(pair, tickfreq):
|
||||
|
||||
|
||||
# FIX: fixturize this?
|
||||
def _make_backtest_conf(conf=None, pair='UNITTEST/BTC', record=None):
|
||||
def _make_backtest_conf(mocker, conf=None, pair='UNITTEST/BTC', record=None):
|
||||
data = optimize.load_data(None, ticker_interval='8m', pairs=[pair])
|
||||
data = trim_dictlist(data, -200)
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
backtesting = Backtesting(conf)
|
||||
return {
|
||||
'stake_amount': conf['stake_amount'],
|
||||
'processed': _BACKTESTING.tickerdata_to_dataframe(data),
|
||||
'processed': backtesting.tickerdata_to_dataframe(data),
|
||||
'max_open_trades': 10,
|
||||
'realistic': True,
|
||||
'record': record
|
||||
@ -169,21 +158,6 @@ def _trend_alternate(dataframe=None):
|
||||
return dataframe
|
||||
|
||||
|
||||
def _run_backtest_1(fun, backtest_conf):
|
||||
# strategy is a global (hidden as a singleton), so we
|
||||
# emulate strategy being pure, by override/restore here
|
||||
# if we dont do this, the override in strategy will carry over
|
||||
# to other tests
|
||||
old_buy = _BACKTESTING.populate_buy_trend
|
||||
old_sell = _BACKTESTING.populate_sell_trend
|
||||
_BACKTESTING.populate_buy_trend = fun # Override
|
||||
_BACKTESTING.populate_sell_trend = fun # Override
|
||||
results = _BACKTESTING.backtest(backtest_conf)
|
||||
_BACKTESTING.populate_buy_trend = old_buy # restore override
|
||||
_BACKTESTING.populate_sell_trend = old_sell # restore override
|
||||
return results
|
||||
|
||||
|
||||
# Unit tests
|
||||
def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> None:
|
||||
"""
|
||||
@ -287,12 +261,13 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
|
||||
)
|
||||
|
||||
|
||||
def test_start(mocker, init_backtesting, fee, default_conf, caplog) -> None:
|
||||
def test_start(mocker, fee, default_conf, caplog) -> None:
|
||||
"""
|
||||
Test start() function
|
||||
"""
|
||||
start_mock = MagicMock()
|
||||
mocker.patch('freqtrade.exchange.get_fee', fee)
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
mocker.patch('freqtrade.optimize.backtesting.Backtesting.start', start_mock)
|
||||
mocker.patch('freqtrade.configuration.open', mocker.mock_open(
|
||||
read_data=json.dumps(default_conf)
|
||||
@ -342,16 +317,16 @@ def test_backtesting_init(mocker, default_conf) -> None:
|
||||
assert callable(backtesting.populate_sell_trend)
|
||||
|
||||
|
||||
def test_tickerdata_to_dataframe(init_backtesting, default_conf) -> None:
|
||||
def test_tickerdata_to_dataframe(default_conf, mocker) -> None:
|
||||
"""
|
||||
Test Backtesting.tickerdata_to_dataframe() method
|
||||
"""
|
||||
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
timerange = ((None, 'line'), None, -100)
|
||||
tick = optimize.load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange)
|
||||
tickerlist = {'UNITTEST/BTC': tick}
|
||||
|
||||
backtesting = _BACKTESTING
|
||||
backtesting = Backtesting(default_conf)
|
||||
data = backtesting.tickerdata_to_dataframe(tickerlist)
|
||||
assert len(data['UNITTEST/BTC']) == 100
|
||||
|
||||
@ -361,11 +336,12 @@ def test_tickerdata_to_dataframe(init_backtesting, default_conf) -> None:
|
||||
assert data['UNITTEST/BTC'].equals(data2['UNITTEST/BTC'])
|
||||
|
||||
|
||||
def test_get_timeframe(init_backtesting) -> None:
|
||||
def test_get_timeframe(default_conf, mocker) -> None:
|
||||
"""
|
||||
Test Backtesting.get_timeframe() method
|
||||
"""
|
||||
backtesting = _BACKTESTING
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
backtesting = Backtesting(default_conf)
|
||||
|
||||
data = backtesting.tickerdata_to_dataframe(
|
||||
optimize.load_data(
|
||||
@ -379,11 +355,12 @@ def test_get_timeframe(init_backtesting) -> None:
|
||||
assert max_date.isoformat() == '2017-11-14T22:59:00+00:00'
|
||||
|
||||
|
||||
def test_generate_text_table(init_backtesting):
|
||||
def test_generate_text_table(default_conf, mocker):
|
||||
"""
|
||||
Test Backtesting.generate_text_table() method
|
||||
"""
|
||||
backtesting = _BACKTESTING
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
backtesting = Backtesting(default_conf)
|
||||
|
||||
results = pd.DataFrame(
|
||||
{
|
||||
@ -451,13 +428,13 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None:
|
||||
assert log_has(line, caplog.record_tuples)
|
||||
|
||||
|
||||
def test_backtest(init_backtesting, default_conf, fee, mocker) -> None:
|
||||
def test_backtest(default_conf, fee, mocker) -> None:
|
||||
"""
|
||||
Test Backtesting.backtest() method
|
||||
"""
|
||||
mocker.patch('freqtrade.exchange.get_fee', fee)
|
||||
|
||||
backtesting = _BACKTESTING
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
backtesting = Backtesting(default_conf)
|
||||
|
||||
data = optimize.load_data(None, ticker_interval='5m', pairs=['UNITTEST/BTC'])
|
||||
data = trim_dictlist(data, -200)
|
||||
@ -472,13 +449,13 @@ def test_backtest(init_backtesting, default_conf, fee, mocker) -> None:
|
||||
assert not results.empty
|
||||
|
||||
|
||||
def test_backtest_1min_ticker_interval(init_backtesting, default_conf, fee, mocker) -> None:
|
||||
def test_backtest_1min_ticker_interval(default_conf, fee, mocker) -> None:
|
||||
"""
|
||||
Test Backtesting.backtest() method with 1 min ticker
|
||||
"""
|
||||
mocker.patch('freqtrade.exchange.get_fee', fee)
|
||||
|
||||
backtesting = _BACKTESTING
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
backtesting = Backtesting(default_conf)
|
||||
|
||||
# Run a backtesting for an exiting 5min ticker_interval
|
||||
data = optimize.load_data(None, ticker_interval='1m', pairs=['UNITTEST/BTC'])
|
||||
@ -494,11 +471,12 @@ def test_backtest_1min_ticker_interval(init_backtesting, default_conf, fee, mock
|
||||
assert not results.empty
|
||||
|
||||
|
||||
def test_processed(init_backtesting) -> None:
|
||||
def test_processed(default_conf, mocker) -> None:
|
||||
"""
|
||||
Test Backtesting.backtest() method with offline data
|
||||
"""
|
||||
backtesting = _BACKTESTING
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
backtesting = Backtesting(default_conf)
|
||||
|
||||
dict_of_tickerrows = load_data_test('raise')
|
||||
dataframes = backtesting.tickerdata_to_dataframe(dict_of_tickerrows)
|
||||
@ -510,69 +488,90 @@ def test_processed(init_backtesting) -> None:
|
||||
assert col in cols
|
||||
|
||||
|
||||
def test_backtest_pricecontours(init_backtesting, default_conf, fee, mocker) -> None:
|
||||
def test_backtest_pricecontours(default_conf, fee, mocker) -> None:
|
||||
mocker.patch('freqtrade.optimize.backtesting.exchange.get_fee', fee)
|
||||
tests = [['raise', 17], ['lower', 0], ['sine', 17]]
|
||||
for [contour, numres] in tests:
|
||||
simple_backtest(default_conf, contour, numres)
|
||||
simple_backtest(default_conf, contour, numres, mocker)
|
||||
|
||||
|
||||
# Test backtest using offline data (testdata directory)
|
||||
def test_backtest_ticks(init_backtesting, default_conf, fee, mocker):
|
||||
def test_backtest_ticks(default_conf, fee, mocker):
|
||||
mocker.patch('freqtrade.exchange.get_fee', fee)
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
ticks = [1, 5]
|
||||
fun = _BACKTESTING.populate_buy_trend
|
||||
fun = Backtesting(default_conf).populate_buy_trend
|
||||
for _ in ticks:
|
||||
backtest_conf = _make_backtest_conf(conf=default_conf)
|
||||
results = _run_backtest_1(fun, backtest_conf)
|
||||
backtest_conf = _make_backtest_conf(mocker, conf=default_conf)
|
||||
backtesting = Backtesting(default_conf)
|
||||
backtesting.populate_buy_trend = fun # Override
|
||||
backtesting.populate_sell_trend = fun # Override
|
||||
results = backtesting.backtest(backtest_conf)
|
||||
assert not results.empty
|
||||
|
||||
|
||||
def test_backtest_clash_buy_sell(init_backtesting, default_conf):
|
||||
def test_backtest_clash_buy_sell(mocker, default_conf):
|
||||
# Override the default buy trend function in our default_strategy
|
||||
def fun(dataframe=None):
|
||||
buy_value = 1
|
||||
sell_value = 1
|
||||
return _trend(dataframe, buy_value, sell_value)
|
||||
|
||||
backtest_conf = _make_backtest_conf(conf=default_conf)
|
||||
results = _run_backtest_1(fun, backtest_conf)
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
backtest_conf = _make_backtest_conf(mocker, conf=default_conf)
|
||||
backtesting = Backtesting(default_conf)
|
||||
backtesting.populate_buy_trend = fun # Override
|
||||
backtesting.populate_sell_trend = fun # Override
|
||||
results = backtesting.backtest(backtest_conf)
|
||||
assert results.empty
|
||||
|
||||
|
||||
def test_backtest_only_sell(init_backtesting, default_conf):
|
||||
def test_backtest_only_sell(mocker, default_conf):
|
||||
# Override the default buy trend function in our default_strategy
|
||||
def fun(dataframe=None):
|
||||
buy_value = 0
|
||||
sell_value = 1
|
||||
return _trend(dataframe, buy_value, sell_value)
|
||||
|
||||
backtest_conf = _make_backtest_conf(conf=default_conf)
|
||||
results = _run_backtest_1(fun, backtest_conf)
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
backtest_conf = _make_backtest_conf(mocker, conf=default_conf)
|
||||
backtesting = Backtesting(default_conf)
|
||||
backtesting.populate_buy_trend = fun # Override
|
||||
backtesting.populate_sell_trend = fun # Override
|
||||
results = backtesting.backtest(backtest_conf)
|
||||
assert results.empty
|
||||
|
||||
|
||||
def test_backtest_alternate_buy_sell(init_backtesting, default_conf, fee, mocker):
|
||||
def test_backtest_alternate_buy_sell(default_conf, fee, mocker):
|
||||
mocker.patch('freqtrade.optimize.backtesting.exchange.get_fee', fee)
|
||||
backtest_conf = _make_backtest_conf(conf=default_conf, pair='UNITTEST/BTC')
|
||||
results = _run_backtest_1(_trend_alternate, backtest_conf)
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
backtest_conf = _make_backtest_conf(mocker, conf=default_conf, pair='UNITTEST/BTC')
|
||||
backtesting = Backtesting(default_conf)
|
||||
backtesting.populate_buy_trend = _trend_alternate # Override
|
||||
backtesting.populate_sell_trend = _trend_alternate # Override
|
||||
results = backtesting.backtest(backtest_conf)
|
||||
assert len(results) == 3
|
||||
|
||||
|
||||
def test_backtest_record(init_backtesting, default_conf, fee, mocker):
|
||||
def test_backtest_record(default_conf, fee, mocker):
|
||||
names = []
|
||||
records = []
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
mocker.patch('freqtrade.optimize.backtesting.exchange.get_fee', fee)
|
||||
mocker.patch(
|
||||
'freqtrade.optimize.backtesting.file_dump_json',
|
||||
new=lambda n, r: (names.append(n), records.append(r))
|
||||
)
|
||||
backtest_conf = _make_backtest_conf(
|
||||
mocker,
|
||||
conf=default_conf,
|
||||
pair='UNITTEST/BTC',
|
||||
record="trades"
|
||||
)
|
||||
results = _run_backtest_1(_trend_alternate, backtest_conf)
|
||||
backtesting = Backtesting(default_conf)
|
||||
backtesting.populate_buy_trend = _trend_alternate # Override
|
||||
backtesting.populate_sell_trend = _trend_alternate # Override
|
||||
results = backtesting.backtest(backtest_conf)
|
||||
assert len(results) == 3
|
||||
# Assert file_dump_json was only called once
|
||||
assert names == ['backtest-result.json']
|
||||
@ -595,7 +594,7 @@ def test_backtest_record(init_backtesting, default_conf, fee, mocker):
|
||||
assert dur > 0
|
||||
|
||||
|
||||
def test_backtest_start_live(init_backtesting, default_conf, mocker, caplog):
|
||||
def test_backtest_start_live(default_conf, mocker, caplog):
|
||||
conf = deepcopy(default_conf)
|
||||
conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
|
||||
mocker.patch('freqtrade.exchange.get_ticker_history',
|
||||
|
||||
@ -16,7 +16,7 @@ import pytest
|
||||
import requests
|
||||
from sqlalchemy import create_engine
|
||||
|
||||
from freqtrade import DependencyException, OperationalException
|
||||
from freqtrade import DependencyException, OperationalException, TemporaryError
|
||||
from freqtrade.freqtradebot import FreqtradeBot
|
||||
from freqtrade.persistence import Trade
|
||||
from freqtrade.state import State
|
||||
@ -451,7 +451,7 @@ def test_process_exchange_failures(default_conf, ticker, markets, mocker) -> Non
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker,
|
||||
get_markets=markets,
|
||||
buy=MagicMock(side_effect=requests.exceptions.RequestException)
|
||||
buy=MagicMock(side_effect=TemporaryError)
|
||||
)
|
||||
sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
|
||||
|
||||
|
||||
Loading…
Reference in New Issue
Block a user