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Use new TestStrategy (V3) by default in tests

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This commit is contained in:
Matthias 2021-09-21 20:18:14 +02:00
parent 7a5c7e7020
commit c791b95405
21 changed files with 127 additions and 132 deletions
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2
build_helpers/publish_docker_arm64.sh
View File

@ -42,7 +42,7 @@ docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_I
docker tag freqtrade:$TAG_PLOT_ARM ${CACHE_IMAGE}:$TAG_PLOT_ARM
# Run backtest
docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG_ARM} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV2
docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG_ARM} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV3
if [ $? -ne 0 ]; then
echo "failed running backtest"

2
build_helpers/publish_docker_multi.sh
View File

@ -53,7 +53,7 @@ docker build --cache-from freqtrade:${TAG} --build-arg sourceimage=${CACHE_IMAGE
docker tag freqtrade:$TAG_PLOT ${CACHE_IMAGE}:$TAG_PLOT
# Run backtest
docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV2
docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV3
if [ $? -ne 0 ]; then
echo "failed running backtest"

10
tests/commands/test_commands.py
View File

@ -19,8 +19,8 @@ from freqtrade.commands.deploy_commands import (clean_ui_subdir, download_and_in
from freqtrade.configuration import setup_utils_configuration
from freqtrade.enums import RunMode
from freqtrade.exceptions import OperationalException
from tests.conftest import (create_mock_trades, get_args, log_has, log_has_re, patch_exchange,
patched_configuration_load_config_file)
from tests.conftest import (CURRENT_TEST_STRATEGY, create_mock_trades, get_args, log_has,
log_has_re, patch_exchange, patched_configuration_load_config_file)
from tests.conftest_trades import MOCK_TRADE_COUNT
@ -774,7 +774,7 @@ def test_start_list_strategies(mocker, caplog, capsys):
captured = capsys.readouterr()
assert "TestStrategyLegacyV1" in captured.out
assert "legacy_strategy_v1.py" not in captured.out
assert "StrategyTestV2" in captured.out
assert CURRENT_TEST_STRATEGY in captured.out
# Test regular output
args = [
@ -789,7 +789,7 @@ def test_start_list_strategies(mocker, caplog, capsys):
captured = capsys.readouterr()
assert "TestStrategyLegacyV1" in captured.out
assert "legacy_strategy_v1.py" in captured.out
assert "StrategyTestV2" in captured.out
assert CURRENT_TEST_STRATEGY in captured.out
# Test color output
args = [
@ -803,7 +803,7 @@ def test_start_list_strategies(mocker, caplog, capsys):
captured = capsys.readouterr()
assert "TestStrategyLegacyV1" in captured.out
assert "legacy_strategy_v1.py" in captured.out
assert "StrategyTestV2" in captured.out
assert CURRENT_TEST_STRATEGY in captured.out
assert "LOAD FAILED" in captured.out

4
tests/conftest.py
View File

@ -35,6 +35,8 @@ logging.getLogger('').setLevel(logging.INFO)
# Do not mask numpy errors as warnings that no one read, raise the exсeption
np.seterr(all='raise')
CURRENT_TEST_STRATEGY = 'StrategyTestV3'
def pytest_addoption(parser):
parser.addoption('--longrun', action='store_true', dest="longrun",
@ -406,7 +408,7 @@ def get_default_conf(testdatadir):
"user_data_dir": Path("user_data"),
"verbosity": 3,
"strategy_path": str(Path(__file__).parent / "strategy" / "strats"),
"strategy": "StrategyTestV2",
"strategy": CURRENT_TEST_STRATEGY,
"disableparamexport": True,
"internals": {},
"export": "none",

8
tests/conftest_trades.py
View File

@ -33,7 +33,7 @@ def mock_trade_1(fee):
open_rate=0.123,
exchange='binance',
open_order_id='dry_run_buy_12345',
strategy='StrategyTestV2',
strategy='StrategyTestV3',
timeframe=5,
)
o = Order.parse_from_ccxt_object(mock_order_1(), 'ETH/BTC', 'buy')
@ -87,7 +87,7 @@ def mock_trade_2(fee):
exchange='binance',
is_open=False,
open_order_id='dry_run_sell_12345',
strategy='StrategyTestV2',
strategy='StrategyTestV3',
timeframe=5,
sell_reason='sell_signal',
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
@ -146,7 +146,7 @@ def mock_trade_3(fee):
close_profit_abs=0.000155,
exchange='binance',
is_open=False,
strategy='StrategyTestV2',
strategy='StrategyTestV3',
timeframe=5,
sell_reason='roi',
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
@ -189,7 +189,7 @@ def mock_trade_4(fee):
open_rate=0.123,
exchange='binance',
open_order_id='prod_buy_12345',
strategy='StrategyTestV2',
strategy='StrategyTestV3',
timeframe=5,
)
o = Order.parse_from_ccxt_object(mock_order_4(), 'ETC/BTC', 'buy')

6
tests/data/test_btanalysis.py
View File

@ -16,7 +16,7 @@ from freqtrade.data.btanalysis import (BT_DATA_COLUMNS, BT_DATA_COLUMNS_MID, BT_
get_latest_hyperopt_file, load_backtest_data, load_trades,
load_trades_from_db)
from freqtrade.data.history import load_data, load_pair_history
from tests.conftest import create_mock_trades
from tests.conftest import CURRENT_TEST_STRATEGY, create_mock_trades
from tests.conftest_trades import MOCK_TRADE_COUNT
@ -128,7 +128,7 @@ def test_load_trades_from_db(default_conf, fee, mocker):
for col in BT_DATA_COLUMNS:
if col not in ['index', 'open_at_end']:
assert col in trades.columns
trades = load_trades_from_db(db_url=default_conf['db_url'], strategy='StrategyTestV2')
trades = load_trades_from_db(db_url=default_conf['db_url'], strategy=CURRENT_TEST_STRATEGY)
assert len(trades) == 4
trades = load_trades_from_db(db_url=default_conf['db_url'], strategy='NoneStrategy')
assert len(trades) == 0
@ -186,7 +186,7 @@ def test_load_trades(default_conf, mocker):
db_url=default_conf.get('db_url'),
exportfilename=default_conf.get('exportfilename'),
no_trades=False,
strategy="StrategyTestV2",
strategy=CURRENT_TEST_STRATEGY,
)
assert db_mock.call_count == 1

9
tests/data/test_history.py
View File

@ -26,7 +26,8 @@ from freqtrade.data.history.jsondatahandler import JsonDataHandler, JsonGzDataHa
from freqtrade.exchange import timeframe_to_minutes
from freqtrade.misc import file_dump_json
from freqtrade.resolvers import StrategyResolver
from tests.conftest import get_patched_exchange, log_has, log_has_re, patch_exchange
from tests.conftest import (CURRENT_TEST_STRATEGY, get_patched_exchange, log_has, log_has_re,
patch_exchange)
# Change this if modifying UNITTEST/BTC testdatafile
@ -380,7 +381,7 @@ def test_file_dump_json_tofile(testdatadir) -> None:
def test_get_timerange(default_conf, mocker, testdatadir) -> None:
patch_exchange(mocker)
default_conf.update({'strategy': 'StrategyTestV2'})
default_conf.update({'strategy': CURRENT_TEST_STRATEGY})
strategy = StrategyResolver.load_strategy(default_conf)
data = strategy.advise_all_indicators(
@ -398,7 +399,7 @@ def test_get_timerange(default_conf, mocker, testdatadir) -> None:
def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir) -> None:
patch_exchange(mocker)
default_conf.update({'strategy': 'StrategyTestV2'})
default_conf.update({'strategy': CURRENT_TEST_STRATEGY})
strategy = StrategyResolver.load_strategy(default_conf)
data = strategy.advise_all_indicators(
@ -422,7 +423,7 @@ def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir)
def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> None:
patch_exchange(mocker)
default_conf.update({'strategy': 'StrategyTestV2'})
default_conf.update({'strategy': CURRENT_TEST_STRATEGY})
strategy = StrategyResolver.load_strategy(default_conf)
timerange = TimeRange('index', 'index', 200, 250)

35
tests/optimize/test_backtesting.py
View File

@ -22,7 +22,7 @@ from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.optimize.backtesting import Backtesting
from freqtrade.persistence import LocalTrade
from freqtrade.resolvers import StrategyResolver
from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
from tests.conftest import (CURRENT_TEST_STRATEGY, get_args, log_has, log_has_re, patch_exchange,
patched_configuration_load_config_file)
@ -159,7 +159,7 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca
args = [
'backtesting',
'--config', 'config.json',
'--strategy', 'StrategyTestV2',
'--strategy', CURRENT_TEST_STRATEGY,
'--export', 'none'
]
@ -194,7 +194,7 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
args = [
'backtesting',
'--config', 'config.json',
'--strategy', 'StrategyTestV2',
'--strategy', CURRENT_TEST_STRATEGY,
'--datadir', '/foo/bar',
'--timeframe', '1m',
'--enable-position-stacking',
@ -244,7 +244,7 @@ def test_setup_optimize_configuration_stake_amount(mocker, default_conf, caplog)
args = [
'backtesting',
'--config', 'config.json',
'--strategy', 'StrategyTestV2',
'--strategy', CURRENT_TEST_STRATEGY,
'--stake-amount', '1',
'--starting-balance', '2'
]
@ -255,7 +255,7 @@ def test_setup_optimize_configuration_stake_amount(mocker, default_conf, caplog)
args = [
'backtesting',
'--config', 'config.json',
'--strategy', 'StrategyTestV2',
'--strategy', CURRENT_TEST_STRATEGY,
'--stake-amount', '1',
'--starting-balance', '0.5'
]
@ -273,7 +273,7 @@ def test_start(mocker, fee, default_conf, caplog) -> None:
args = [
'backtesting',
'--config', 'config.json',
'--strategy', 'StrategyTestV2',
'--strategy', CURRENT_TEST_STRATEGY,
]
pargs = get_args(args)
start_backtesting(pargs)
@ -306,7 +306,7 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None:
def test_backtesting_init_no_timeframe(mocker, default_conf, caplog) -> None:
patch_exchange(mocker)
del default_conf['timeframe']
default_conf['strategy_list'] = ['StrategyTestV2',
default_conf['strategy_list'] = [CURRENT_TEST_STRATEGY,
'SampleStrategy']
mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5))
@ -344,7 +344,6 @@ def test_data_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
assert len(processed['UNITTEST/BTC']) == 102
# Load strategy to compare the result between Backtesting function and strategy are the same
default_conf.update({'strategy': 'StrategyTestV2'})
strategy = StrategyResolver.load_strategy(default_conf)
processed2 = strategy.advise_all_indicators(data)
@ -486,7 +485,7 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti
Backtesting(default_conf)
# Multiple strategies
default_conf['strategy_list'] = ['StrategyTestV2', 'TestStrategyLegacyV1']
default_conf['strategy_list'] = [CURRENT_TEST_STRATEGY, 'TestStrategyLegacyV1']
with pytest.raises(OperationalException,
match='PrecisionFilter not allowed for backtesting multiple strategies.'):
Backtesting(default_conf)
@ -803,7 +802,7 @@ def test_backtest_pricecontours(default_conf, fee, mocker, testdatadir,
def test_backtest_clash_buy_sell(mocker, default_conf, testdatadir):
# Override the default buy trend function in our StrategyTestV2
# Override the default buy trend function in our StrategyTest
def fun(dataframe=None, pair=None):
buy_value = 1
sell_value = 1
@ -819,7 +818,7 @@ def test_backtest_clash_buy_sell(mocker, default_conf, testdatadir):
def test_backtest_only_sell(mocker, default_conf, testdatadir):
# Override the default buy trend function in our StrategyTestV2
# Override the default buy trend function in our StrategyTest
def fun(dataframe=None, pair=None):
buy_value = 0
sell_value = 1
@ -948,7 +947,7 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
args = [
'backtesting',
'--config', 'config.json',
'--strategy', 'StrategyTestV2',
'--strategy', CURRENT_TEST_STRATEGY,
'--datadir', str(testdatadir),
'--timeframe', '1m',
'--timerange', '1510694220-1510700340',
@ -1019,7 +1018,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
'--enable-position-stacking',
'--disable-max-market-positions',
'--strategy-list',
'StrategyTestV2',
CURRENT_TEST_STRATEGY,
'TestStrategyLegacyV1',
]
args = get_args(args)
@ -1042,7 +1041,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
'Backtesting with data from 2017-11-14 21:17:00 '
'up to 2017-11-14 22:58:00 (0 days).',
'Parameter --enable-position-stacking detected ...',
'Running backtesting for Strategy StrategyTestV2',
f'Running backtesting for Strategy {CURRENT_TEST_STRATEGY}',
'Running backtesting for Strategy TestStrategyLegacyV1',
]
@ -1123,7 +1122,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
'--enable-position-stacking',
'--disable-max-market-positions',
'--strategy-list',
'StrategyTestV2',
CURRENT_TEST_STRATEGY,
'TestStrategyLegacyV1',
]
args = get_args(args)
@ -1140,7 +1139,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
'Backtesting with data from 2017-11-14 21:17:00 '
'up to 2017-11-14 22:58:00 (0 days).',
'Parameter --enable-position-stacking detected ...',
'Running backtesting for Strategy StrategyTestV2',
f'Running backtesting for Strategy {CURRENT_TEST_STRATEGY}',
'Running backtesting for Strategy TestStrategyLegacyV1',
]
@ -1228,7 +1227,7 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
'--timeframe', '5m',
'--timeframe-detail', '1m',
'--strategy-list',
'StrategyTestV2'
CURRENT_TEST_STRATEGY
]
args = get_args(args)
start_backtesting(args)
@ -1242,7 +1241,7 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
'up to 2019-10-13 11:10:00 (2 days).',
'Backtesting with data from 2019-10-11 01:40:00 '
'up to 2019-10-13 11:10:00 (2 days).',
'Running backtesting for Strategy StrategyTestV2',
f'Running backtesting for Strategy {CURRENT_TEST_STRATEGY}',
]
for line in exists:

8
tests/optimize/test_edge_cli.py
View File

@ -6,7 +6,7 @@ from unittest.mock import MagicMock
from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_edge
from freqtrade.enums import RunMode
from freqtrade.optimize.edge_cli import EdgeCli
from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
from tests.conftest import (CURRENT_TEST_STRATEGY, get_args, log_has, log_has_re, patch_exchange,
patched_configuration_load_config_file)
@ -16,7 +16,7 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca
args = [
'edge',
'--config', 'config.json',
'--strategy', 'StrategyTestV2',
'--strategy', CURRENT_TEST_STRATEGY,
]
config = setup_optimize_configuration(get_args(args), RunMode.EDGE)
@ -46,7 +46,7 @@ def test_setup_edge_configuration_with_arguments(mocker, edge_conf, caplog) -> N
args = [
'edge',
'--config', 'config.json',
'--strategy', 'StrategyTestV2',
'--strategy', CURRENT_TEST_STRATEGY,
'--datadir', '/foo/bar',
'--timeframe', '1m',
'--timerange', ':100',
@ -80,7 +80,7 @@ def test_start(mocker, fee, edge_conf, caplog) -> None:
args = [
'edge',
'--config', 'config.json',
'--strategy', 'StrategyTestV2',
'--strategy', CURRENT_TEST_STRATEGY,
]
pargs = get_args(args)
start_edge(pargs)

4
tests/optimize/test_hyperopt.py
View File

@ -18,7 +18,7 @@ from freqtrade.optimize.hyperopt_tools import HyperoptTools
from freqtrade.optimize.optimize_reports import generate_strategy_stats
from freqtrade.optimize.space import SKDecimal
from freqtrade.strategy.hyper import IntParameter
from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
from tests.conftest import (CURRENT_TEST_STRATEGY, get_args, log_has, log_has_re, patch_exchange,
patched_configuration_load_config_file)
@ -125,7 +125,7 @@ def test_setup_hyperopt_configuration_stake_amount(mocker, default_conf) -> None
args = [
'hyperopt',
'--config', 'config.json',
'--strategy', 'StrategyTestV2',
'--strategy', CURRENT_TEST_STRATEGY,
'--stake-amount', '1',
'--starting-balance', '0.5'
]

22
tests/optimize/test_hyperopt_tools.py
View File

@ -10,7 +10,7 @@ import rapidjson
from freqtrade.constants import FTHYPT_FILEVERSION
from freqtrade.exceptions import OperationalException
from freqtrade.optimize.hyperopt_tools import HyperoptTools, hyperopt_serializer
from tests.conftest import log_has
from tests.conftest import CURRENT_TEST_STRATEGY, log_has
# Functions for recurrent object patching
@ -167,9 +167,9 @@ def test__pprint_dict():
def test_get_strategy_filename(default_conf):
x = HyperoptTools.get_strategy_filename(default_conf, 'StrategyTestV2')
x = HyperoptTools.get_strategy_filename(default_conf, CURRENT_TEST_STRATEGY)
assert isinstance(x, Path)
assert x == Path(__file__).parents[1] / 'strategy/strats/strategy_test_v2.py'
assert x == Path(__file__).parents[1] / 'strategy/strats/strategy_test_v3.py'
x = HyperoptTools.get_strategy_filename(default_conf, 'NonExistingStrategy')
assert x is None
@ -177,7 +177,7 @@ def test_get_strategy_filename(default_conf):
def test_export_params(tmpdir):
filename = Path(tmpdir) / "StrategyTestV2.json"
filename = Path(tmpdir) / f"{CURRENT_TEST_STRATEGY}.json"
assert not filename.is_file()
params = {
"params_details": {
@ -205,12 +205,12 @@ def test_export_params(tmpdir):
}
}
HyperoptTools.export_params(params, "StrategyTestV2", filename)
HyperoptTools.export_params(params, CURRENT_TEST_STRATEGY, filename)
assert filename.is_file()
content = rapidjson.load(filename.open('r'))
assert content['strategy_name'] == 'StrategyTestV2'
assert content['strategy_name'] == CURRENT_TEST_STRATEGY
assert 'params' in content
assert "buy" in content["params"]
assert "sell" in content["params"]
@ -223,7 +223,7 @@ def test_try_export_params(default_conf, tmpdir, caplog, mocker):
default_conf['disableparamexport'] = False
export_mock = mocker.patch("freqtrade.optimize.hyperopt_tools.HyperoptTools.export_params")
filename = Path(tmpdir) / "StrategyTestV2.json"
filename = Path(tmpdir) / f"{CURRENT_TEST_STRATEGY}.json"
assert not filename.is_file()
params = {
"params_details": {
@ -252,17 +252,17 @@ def test_try_export_params(default_conf, tmpdir, caplog, mocker):
FTHYPT_FILEVERSION: 2,
}
HyperoptTools.try_export_params(default_conf, "StrategyTestV222", params)
HyperoptTools.try_export_params(default_conf, "StrategyTestVXXX", params)
assert log_has("Strategy not found, not exporting parameter file.", caplog)
assert export_mock.call_count == 0
caplog.clear()
HyperoptTools.try_export_params(default_conf, "StrategyTestV2", params)
HyperoptTools.try_export_params(default_conf, CURRENT_TEST_STRATEGY, params)
assert export_mock.call_count == 1
assert export_mock.call_args_list[0][0][1] == 'StrategyTestV2'
assert export_mock.call_args_list[0][0][2].name == 'strategy_test_v2.json'
assert export_mock.call_args_list[0][0][1] == CURRENT_TEST_STRATEGY
assert export_mock.call_args_list[0][0][2].name == 'strategy_test_v3.json'
def test_params_print(capsys):

3
tests/optimize/test_optimize_reports.py
View File

@ -21,6 +21,7 @@ from freqtrade.optimize.optimize_reports import (generate_backtest_stats, genera
text_table_bt_results, text_table_sell_reason,
text_table_strategy)
from freqtrade.resolvers.strategy_resolver import StrategyResolver
from tests.conftest import CURRENT_TEST_STRATEGY
from tests.data.test_history import _backup_file, _clean_test_file
@ -52,7 +53,7 @@ def test_text_table_bt_results():
def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
default_conf.update({'strategy': 'StrategyTestV2'})
default_conf.update({'strategy': CURRENT_TEST_STRATEGY})
StrategyResolver.load_strategy(default_conf)
results = {'DefStrat': {

32
tests/rpc/test_rpc_apiserver.py
View File

@ -24,8 +24,8 @@ from freqtrade.rpc import RPC
from freqtrade.rpc.api_server import ApiServer
from freqtrade.rpc.api_server.api_auth import create_token, get_user_from_token
from freqtrade.rpc.api_server.uvicorn_threaded import UvicornServer
from tests.conftest import (create_mock_trades, get_mock_coro, get_patched_freqtradebot, log_has,
log_has_re, patch_get_signal)
from tests.conftest import (CURRENT_TEST_STRATEGY, create_mock_trades, get_mock_coro,
get_patched_freqtradebot, log_has, log_has_re, patch_get_signal)
BASE_URI = "/api/v1"
@ -885,7 +885,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
'open_trade_value': 15.1668225,
'sell_reason': None,
'sell_order_status': None,
'strategy': 'StrategyTestV2',
'strategy': CURRENT_TEST_STRATEGY,
'buy_tag': None,
'timeframe': 5,
'exchange': 'binance',
@ -990,7 +990,7 @@ def test_api_forcebuy(botclient, mocker, fee):
close_rate=0.265441,
id=22,
timeframe=5,
strategy="StrategyTestV2"
strategy=CURRENT_TEST_STRATEGY
))
mocker.patch("freqtrade.rpc.RPC._rpc_forcebuy", fbuy_mock)
@ -1040,7 +1040,7 @@ def test_api_forcebuy(botclient, mocker, fee):
'open_trade_value': 0.24605460,
'sell_reason': None,
'sell_order_status': None,
'strategy': 'StrategyTestV2',
'strategy': CURRENT_TEST_STRATEGY,
'buy_tag': None,
'timeframe': 5,
'exchange': 'binance',
@ -1107,7 +1107,7 @@ def test_api_pair_candles(botclient, ohlcv_history):
f"{BASE_URI}/pair_candles?limit={amount}&pair=XRP%2FBTC&timeframe={timeframe}")
assert_response(rc)
assert 'strategy' in rc.json()
assert rc.json()['strategy'] == 'StrategyTestV2'
assert rc.json()['strategy'] == CURRENT_TEST_STRATEGY
assert 'columns' in rc.json()
assert 'data_start_ts' in rc.json()
assert 'data_start' in rc.json()
@ -1145,19 +1145,19 @@ def test_api_pair_history(botclient, ohlcv_history):
# No pair
rc = client_get(client,
f"{BASE_URI}/pair_history?timeframe={timeframe}"
"&timerange=20180111-20180112&strategy=StrategyTestV2")
f"&timerange=20180111-20180112&strategy={CURRENT_TEST_STRATEGY}")
assert_response(rc, 422)
# No Timeframe
rc = client_get(client,
f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC"
"&timerange=20180111-20180112&strategy=StrategyTestV2")
f"&timerange=20180111-20180112&strategy={CURRENT_TEST_STRATEGY}")
assert_response(rc, 422)
# No timerange
rc = client_get(client,
f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC&timeframe={timeframe}"
"&strategy=StrategyTestV2")
f"&strategy={CURRENT_TEST_STRATEGY}")
assert_response(rc, 422)
# No strategy
@ -1169,14 +1169,14 @@ def test_api_pair_history(botclient, ohlcv_history):
# Working
rc = client_get(client,
f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC&timeframe={timeframe}"
"&timerange=20180111-20180112&strategy=StrategyTestV2")
f"&timerange=20180111-20180112&strategy={CURRENT_TEST_STRATEGY}")
assert_response(rc, 200)
assert rc.json()['length'] == 289
assert len(rc.json()['data']) == rc.json()['length']
assert 'columns' in rc.json()
assert 'data' in rc.json()
assert rc.json()['pair'] == 'UNITTEST/BTC'
assert rc.json()['strategy'] == 'StrategyTestV2'
assert rc.json()['strategy'] == CURRENT_TEST_STRATEGY
assert rc.json()['data_start'] == '2018-01-11 00:00:00+00:00'
assert rc.json()['data_start_ts'] == 1515628800000
assert rc.json()['data_stop'] == '2018-01-12 00:00:00+00:00'
@ -1185,7 +1185,7 @@ def test_api_pair_history(botclient, ohlcv_history):
# No data found
rc = client_get(client,
f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC&timeframe={timeframe}"
"&timerange=20200111-20200112&strategy=StrategyTestV2")
f"&timerange=20200111-20200112&strategy={CURRENT_TEST_STRATEGY}")
assert_response(rc, 502)
assert rc.json()['error'] == ("Error querying /api/v1/pair_history: "
"No data for UNITTEST/BTC, 5m in 20200111-20200112 found.")
@ -1234,12 +1234,12 @@ def test_api_strategies(botclient):
def test_api_strategy(botclient):
ftbot, client = botclient
rc = client_get(client, f"{BASE_URI}/strategy/StrategyTestV2")
rc = client_get(client, f"{BASE_URI}/strategy/{CURRENT_TEST_STRATEGY}")
assert_response(rc)
assert rc.json()['strategy'] == 'StrategyTestV2'
assert rc.json()['strategy'] == CURRENT_TEST_STRATEGY
data = (Path(__file__).parents[1] / "strategy/strats/strategy_test_v2.py").read_text()
data = (Path(__file__).parents[1] / "strategy/strats/strategy_test_v3.py").read_text()
assert rc.json()['code'] == data
rc = client_get(client, f"{BASE_URI}/strategy/NoStrat")
@ -1296,7 +1296,7 @@ def test_api_backtesting(botclient, mocker, fee, caplog):
# start backtesting
data = {
"strategy": "StrategyTestV2",
"strategy": CURRENT_TEST_STRATEGY,
"timeframe": "5m",
"timerange": "20180110-20180111",
"max_open_trades": 3,

8
tests/rpc/test_rpc_telegram.py
View File

@ -25,8 +25,8 @@ from freqtrade.loggers import setup_logging
from freqtrade.persistence import PairLocks, Trade
from freqtrade.rpc import RPC
from freqtrade.rpc.telegram import Telegram, authorized_only
from tests.conftest import (create_mock_trades, get_patched_freqtradebot, log_has, log_has_re,
patch_exchange, patch_get_signal, patch_whitelist)
from tests.conftest import (CURRENT_TEST_STRATEGY, create_mock_trades, get_patched_freqtradebot,
log_has, log_has_re, patch_exchange, patch_get_signal, patch_whitelist)
class DummyCls(Telegram):
@ -1238,7 +1238,7 @@ def test_show_config_handle(default_conf, update, mocker) -> None:
assert msg_mock.call_count == 1
assert '*Mode:* `{}`'.format('Dry-run') in msg_mock.call_args_list[0][0][0]
assert '*Exchange:* `binance`' in msg_mock.call_args_list[0][0][0]
assert '*Strategy:* `StrategyTestV2`' in msg_mock.call_args_list[0][0][0]
assert f'*Strategy:* `{CURRENT_TEST_STRATEGY}`' in msg_mock.call_args_list[0][0][0]
assert '*Stoploss:* `-0.1`' in msg_mock.call_args_list[0][0][0]
msg_mock.reset_mock()
@ -1247,7 +1247,7 @@ def test_show_config_handle(default_conf, update, mocker) -> None:
assert msg_mock.call_count == 1
assert '*Mode:* `{}`'.format('Dry-run') in msg_mock.call_args_list[0][0][0]
assert '*Exchange:* `binance`' in msg_mock.call_args_list[0][0][0]
assert '*Strategy:* `StrategyTestV2`' in msg_mock.call_args_list[0][0][0]
assert f'*Strategy:* `{CURRENT_TEST_STRATEGY}`' in msg_mock.call_args_list[0][0][0]
assert '*Initial Stoploss:* `-0.1`' in msg_mock.call_args_list[0][0][0]

3
tests/strategy/strats/informative_decorator_strategy.py
View File

@ -2,8 +2,7 @@
from pandas import DataFrame
from freqtrade.strategy import informative, merge_informative_pair
from freqtrade.strategy import IStrategy
from freqtrade.strategy import IStrategy, informative, merge_informative_pair
class InformativeDecoratorTest(IStrategy):

24
tests/strategy/strats/strategy_test_v3.py
View File

@ -68,15 +68,17 @@ class StrategyTestV3(IStrategy):
protection_enabled = BooleanParameter(default=True)
protection_cooldown_lookback = IntParameter([0, 50], default=30)
@property
def protections(self):
prot = []
if self.protection_enabled.value:
prot.append({
"method": "CooldownPeriod",
"stop_duration_candles": self.protection_cooldown_lookback.value
})
return prot
# TODO-lev: Can we make this work with protection tests?
# TODO-lev: (Would replace HyperoptableStrategy implicitly ... )
# @property
# def protections(self):
# prot = []
# if self.protection_enabled.value:
# prot.append({
# "method": "CooldownPeriod",
# "stop_duration_candles": self.protection_cooldown_lookback.value
# })
# return prot
def informative_pairs(self):
@ -134,7 +136,7 @@ class StrategyTestV3(IStrategy):
(dataframe['adx'] > 65) &
(dataframe['plus_di'] > self.buy_plusdi.value)
),
'enter_trade'] = 1
'enter_long'] = 1
# TODO-lev: Add short logic
return dataframe
@ -153,7 +155,7 @@ class StrategyTestV3(IStrategy):
(dataframe['adx'] > 70) &
(dataframe['minus_di'] > self.sell_minusdi.value)
),
'exit_trade'] = 1
'exit_long'] = 1
# TODO-lev: Add short logic
return dataframe

16
tests/strategy/test_default_strategy.py
View File

@ -4,20 +4,20 @@ from pandas import DataFrame
from freqtrade.persistence.models import Trade
from .strats.strategy_test_v2 import StrategyTestV2
from .strats.strategy_test_v3 import StrategyTestV3
def test_strategy_test_v2_structure():
assert hasattr(StrategyTestV2, 'minimal_roi')
assert hasattr(StrategyTestV2, 'stoploss')
assert hasattr(StrategyTestV2, 'timeframe')
assert hasattr(StrategyTestV2, 'populate_indicators')
assert hasattr(StrategyTestV2, 'populate_buy_trend')
assert hasattr(StrategyTestV2, 'populate_sell_trend')
assert hasattr(StrategyTestV3, 'minimal_roi')
assert hasattr(StrategyTestV3, 'stoploss')
assert hasattr(StrategyTestV3, 'timeframe')
assert hasattr(StrategyTestV3, 'populate_indicators')
assert hasattr(StrategyTestV3, 'populate_buy_trend')
assert hasattr(StrategyTestV3, 'populate_sell_trend')
def test_strategy_test_v2(result, fee):
strategy = StrategyTestV2({})
strategy = StrategyTestV3({})
metadata = {'pair': 'ETH/BTC'}
assert type(strategy.minimal_roi) is dict

11
tests/strategy/test_interface.py
View File

@ -177,7 +177,6 @@ def test_get_signal_no_sell_column(default_conf, mocker, caplog, ohlcv_history):
def test_ignore_expired_candle(default_conf):
default_conf.update({'strategy': 'StrategyTestV2'})
strategy = StrategyResolver.load_strategy(default_conf)
strategy.ignore_buying_expired_candle_after = 60
@ -262,7 +261,6 @@ def test_assert_df(ohlcv_history, caplog):
def test_advise_all_indicators(default_conf, testdatadir) -> None:
default_conf.update({'strategy': 'StrategyTestV2'})
strategy = StrategyResolver.load_strategy(default_conf)
timerange = TimeRange.parse_timerange('1510694220-1510700340')
@ -273,7 +271,6 @@ def test_advise_all_indicators(default_conf, testdatadir) -> None:
def test_advise_all_indicators_copy(mocker, default_conf, testdatadir) -> None:
default_conf.update({'strategy': 'StrategyTestV2'})
strategy = StrategyResolver.load_strategy(default_conf)
aimock = mocker.patch('freqtrade.strategy.interface.IStrategy.advise_indicators')
timerange = TimeRange.parse_timerange('1510694220-1510700340')
@ -291,7 +288,6 @@ def test_min_roi_reached(default_conf, fee) -> None:
min_roi_list = [{20: 0.05, 55: 0.01, 0: 0.1},
{0: 0.1, 20: 0.05, 55: 0.01}]
for roi in min_roi_list:
default_conf.update({'strategy': 'StrategyTestV2'})
strategy = StrategyResolver.load_strategy(default_conf)
strategy.minimal_roi = roi
trade = Trade(
@ -330,7 +326,6 @@ def test_min_roi_reached2(default_conf, fee) -> None:
},
]
for roi in min_roi_list:
default_conf.update({'strategy': 'StrategyTestV2'})
strategy = StrategyResolver.load_strategy(default_conf)
strategy.minimal_roi = roi
trade = Trade(
@ -365,7 +360,6 @@ def test_min_roi_reached3(default_conf, fee) -> None:
30: 0.05,
55: 0.30,
}
default_conf.update({'strategy': 'StrategyTestV2'})
strategy = StrategyResolver.load_strategy(default_conf)
strategy.minimal_roi = min_roi
trade = Trade(
@ -418,8 +412,6 @@ def test_min_roi_reached3(default_conf, fee) -> None:
def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, trailing, custom,
profit2, adjusted2, expected2, custom_stop) -> None:
default_conf.update({'strategy': 'StrategyTestV2'})
strategy = StrategyResolver.load_strategy(default_conf)
trade = Trade(
pair='ETH/BTC',
@ -466,8 +458,6 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
def test_custom_sell(default_conf, fee, caplog) -> None:
default_conf.update({'strategy': 'StrategyTestV2'})
strategy = StrategyResolver.load_strategy(default_conf)
trade = Trade(
pair='ETH/BTC',
@ -591,7 +581,6 @@ def test__analyze_ticker_internal_skip_analyze(ohlcv_history, mocker, caplog) ->
@pytest.mark.usefixtures("init_persistence")
def test_is_pair_locked(default_conf):
default_conf.update({'strategy': 'StrategyTestV2'})
PairLocks.timeframe = default_conf['timeframe']
PairLocks.use_db = True
strategy = StrategyResolver.load_strategy(default_conf)

40
tests/strategy/test_strategy_loading.py
View File

@ -10,7 +10,7 @@ from pandas import DataFrame
from freqtrade.exceptions import OperationalException
from freqtrade.resolvers import StrategyResolver
from freqtrade.strategy.interface import IStrategy
from tests.conftest import log_has, log_has_re
from tests.conftest import CURRENT_TEST_STRATEGY, log_has, log_has_re
def test_search_strategy():
@ -18,7 +18,7 @@ def test_search_strategy():
s, _ = StrategyResolver._search_object(
directory=default_location,
object_name='StrategyTestV2',
object_name=CURRENT_TEST_STRATEGY,
add_source=True,
)
assert issubclass(s, IStrategy)
@ -77,7 +77,7 @@ def test_load_strategy_invalid_directory(result, caplog, default_conf):
default_conf['strategy'] = 'StrategyTestV3'
extra_dir = Path.cwd() / 'some/path'
with pytest.raises(OperationalException):
StrategyResolver._load_strategy('StrategyTestV2', config=default_conf,
StrategyResolver._load_strategy(CURRENT_TEST_STRATEGY, config=default_conf,
extra_dir=extra_dir)
assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog)
@ -129,7 +129,7 @@ def test_strategy_v2(result, default_conf):
def test_strategy_override_minimal_roi(caplog, default_conf):
caplog.set_level(logging.INFO)
default_conf.update({
'strategy': 'StrategyTestV3',
'strategy': CURRENT_TEST_STRATEGY,
'minimal_roi': {
"20": 0.1,
"0": 0.5
@ -146,7 +146,7 @@ def test_strategy_override_minimal_roi(caplog, default_conf):
def test_strategy_override_stoploss(caplog, default_conf):
caplog.set_level(logging.INFO)
default_conf.update({
'strategy': 'StrategyTestV3',
'strategy': CURRENT_TEST_STRATEGY,
'stoploss': -0.5
})
strategy = StrategyResolver.load_strategy(default_conf)
@ -158,7 +158,7 @@ def test_strategy_override_stoploss(caplog, default_conf):
def test_strategy_override_trailing_stop(caplog, default_conf):
caplog.set_level(logging.INFO)
default_conf.update({
'strategy': 'StrategyTestV3',
'strategy': CURRENT_TEST_STRATEGY,
'trailing_stop': True
})
strategy = StrategyResolver.load_strategy(default_conf)
@ -171,7 +171,7 @@ def test_strategy_override_trailing_stop(caplog, default_conf):
def test_strategy_override_trailing_stop_positive(caplog, default_conf):
caplog.set_level(logging.INFO)
default_conf.update({
'strategy': 'StrategyTestV3',
'strategy': CURRENT_TEST_STRATEGY,
'trailing_stop_positive': -0.1,
'trailing_stop_positive_offset': -0.2
@ -191,7 +191,7 @@ def test_strategy_override_timeframe(caplog, default_conf):
caplog.set_level(logging.INFO)
default_conf.update({
'strategy': 'StrategyTestV3',
'strategy': CURRENT_TEST_STRATEGY,
'timeframe': 60,
'stake_currency': 'ETH'
})
@ -207,7 +207,7 @@ def test_strategy_override_process_only_new_candles(caplog, default_conf):
caplog.set_level(logging.INFO)
default_conf.update({
'strategy': 'StrategyTestV3',
'strategy': CURRENT_TEST_STRATEGY,
'process_only_new_candles': True
})
strategy = StrategyResolver.load_strategy(default_conf)
@ -227,7 +227,7 @@ def test_strategy_override_order_types(caplog, default_conf):
'stoploss_on_exchange': True,
}
default_conf.update({
'strategy': 'StrategyTestV3',
'strategy': CURRENT_TEST_STRATEGY,
'order_types': order_types
})
strategy = StrategyResolver.load_strategy(default_conf)
@ -241,12 +241,12 @@ def test_strategy_override_order_types(caplog, default_conf):
" 'stoploss_on_exchange': True}.", caplog)
default_conf.update({
'strategy': 'StrategyTestV3',
'strategy': CURRENT_TEST_STRATEGY,
'order_types': {'buy': 'market'}
})
# Raise error for invalid configuration
with pytest.raises(ImportError,
match=r"Impossible to load Strategy 'StrategyTestV3'. "
match=r"Impossible to load Strategy '" + CURRENT_TEST_STRATEGY + "'. "
r"Order-types mapping is incomplete."):
StrategyResolver.load_strategy(default_conf)
@ -260,7 +260,7 @@ def test_strategy_override_order_tif(caplog, default_conf):
}
default_conf.update({
'strategy': 'StrategyTestV3',
'strategy': CURRENT_TEST_STRATEGY,
'order_time_in_force': order_time_in_force
})
strategy = StrategyResolver.load_strategy(default_conf)
@ -273,20 +273,20 @@ def test_strategy_override_order_tif(caplog, default_conf):
" {'buy': 'fok', 'sell': 'gtc'}.", caplog)
default_conf.update({
'strategy': 'StrategyTestV3',
'strategy': CURRENT_TEST_STRATEGY,
'order_time_in_force': {'buy': 'fok'}
})
# Raise error for invalid configuration
with pytest.raises(ImportError,
match=r"Impossible to load Strategy 'StrategyTestV3'. "
r"Order-time-in-force mapping is incomplete."):
match=f"Impossible to load Strategy '{CURRENT_TEST_STRATEGY}'. "
"Order-time-in-force mapping is incomplete."):
StrategyResolver.load_strategy(default_conf)
def test_strategy_override_use_sell_signal(caplog, default_conf):
caplog.set_level(logging.INFO)
default_conf.update({
'strategy': 'StrategyTestV3',
'strategy': CURRENT_TEST_STRATEGY,
})
strategy = StrategyResolver.load_strategy(default_conf)
assert strategy.use_sell_signal
@ -296,7 +296,7 @@ def test_strategy_override_use_sell_signal(caplog, default_conf):
assert default_conf['use_sell_signal']
default_conf.update({
'strategy': 'StrategyTestV3',
'strategy': CURRENT_TEST_STRATEGY,
'use_sell_signal': False,
})
strategy = StrategyResolver.load_strategy(default_conf)
@ -309,7 +309,7 @@ def test_strategy_override_use_sell_signal(caplog, default_conf):
def test_strategy_override_use_sell_profit_only(caplog, default_conf):
caplog.set_level(logging.INFO)
default_conf.update({
'strategy': 'StrategyTestV3',
'strategy': CURRENT_TEST_STRATEGY,
})
strategy = StrategyResolver.load_strategy(default_conf)
assert not strategy.sell_profit_only
@ -319,7 +319,7 @@ def test_strategy_override_use_sell_profit_only(caplog, default_conf):
assert not default_conf['sell_profit_only']
default_conf.update({
'strategy': 'StrategyTestV3',
'strategy': CURRENT_TEST_STRATEGY,
'sell_profit_only': True,
})
strategy = StrategyResolver.load_strategy(default_conf)

3
tests/test_arguments.py
View File

@ -7,6 +7,7 @@ import pytest
from freqtrade.commands import Arguments
from freqtrade.commands.cli_options import check_int_nonzero, check_int_positive
from tests.conftest import CURRENT_TEST_STRATEGY
# Parse common command-line-arguments. Used for all tools
@ -123,7 +124,7 @@ def test_parse_args_backtesting_custom() -> None:
'-c', 'test_conf.json',
'--ticker-interval', '1m',
'--strategy-list',
'StrategyTestV2',
CURRENT_TEST_STRATEGY,
'SampleStrategy'
]
call_args = Arguments(args).get_parsed_arg()

9
tests/test_configuration.py
View File

@ -23,7 +23,8 @@ from freqtrade.constants import DEFAULT_DB_DRYRUN_URL, DEFAULT_DB_PROD_URL, ENV_
from freqtrade.enums import RunMode
from freqtrade.exceptions import OperationalException
from freqtrade.loggers import _set_loggers, setup_logging, setup_logging_pre
from tests.conftest import log_has, log_has_re, patched_configuration_load_config_file
from tests.conftest import (CURRENT_TEST_STRATEGY, log_has, log_has_re,
patched_configuration_load_config_file)
@pytest.fixture(scope="function")
@ -403,7 +404,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
arglist = [
'backtesting',
'--config', 'config.json',
'--strategy', 'StrategyTestV2',
'--strategy', CURRENT_TEST_STRATEGY,
]
args = Arguments(arglist).get_parsed_arg()
@ -440,7 +441,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
arglist = [
'backtesting',
'--config', 'config.json',
'--strategy', 'StrategyTestV2',
'--strategy', CURRENT_TEST_STRATEGY,
'--datadir', '/foo/bar',
'--userdir', "/tmp/freqtrade",
'--ticker-interval', '1m',
@ -497,7 +498,7 @@ def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> Non
'--ticker-interval', '1m',
'--export', 'trades',
'--strategy-list',
'StrategyTestV2',
CURRENT_TEST_STRATEGY,
'TestStrategy'
]