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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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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
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@@ -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)