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Merge pull request #5050 from freqtrade/test_nowrite

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Test nowrite
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Matthias 2021-05-30 15:46:57 +01:00 committed by GitHub
commit d3e255935a
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4 changed files with 91 additions and 110 deletions
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14
tests/commands/test_commands.py
View File

@ -919,7 +919,8 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results,
saved_hyperopt_results_legacy):
saved_hyperopt_results_legacy, tmpdir):
csv_file = Path(tmpdir) / "test.csv"
for _ in (saved_hyperopt_results, saved_hyperopt_results_legacy):
mocker.patch(
'freqtrade.optimize.hyperopt_tools.HyperoptTools.load_previous_results',
@ -1139,17 +1140,18 @@ def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results,
"hyperopt-list",
"--no-details",
"--no-color",
"--export-csv", "test_file.csv",
"--export-csv",
str(csv_file),
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
log_has("CSV file created: test_file.csv", caplog)
f = Path("test_file.csv")
assert 'Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,"3,930.0 m",0.43662' in f.read_text()
assert f.is_file()
f.unlink()
assert ('Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,"3,930.0 m",0.43662'
in csv_file.read_text())
assert csv_file.is_file()
csv_file.unlink()
def test_hyperopt_show(mocker, capsys, saved_hyperopt_results):

48
tests/data/test_converter.py
View File

@ -1,5 +1,7 @@
# pragma pylint: disable=missing-docstring, C0103
import logging
from pathlib import Path
from shutil import copyfile
import pytest
@ -11,7 +13,7 @@ from freqtrade.data.converter import (convert_ohlcv_format, convert_trades_forma
from freqtrade.data.history import (get_timerange, load_data, load_pair_history,
validate_backtest_data)
from tests.conftest import log_has, log_has_re
from tests.data.test_history import _backup_file, _clean_test_file
from tests.data.test_history import _clean_test_file
def test_dataframe_correct_columns(result):
@ -251,17 +253,18 @@ def test_trades_dict_to_list(fetch_trades_result):
assert t[6] == fetch_trades_result[i]['cost']
def test_convert_trades_format(mocker, default_conf, testdatadir):
files = [{'old': testdatadir / "XRP_ETH-trades.json.gz",
'new': testdatadir / "XRP_ETH-trades.json"},
{'old': testdatadir / "XRP_OLD-trades.json.gz",
'new': testdatadir / "XRP_OLD-trades.json"},
def test_convert_trades_format(default_conf, testdatadir, tmpdir):
tmpdir1 = Path(tmpdir)
files = [{'old': tmpdir1 / "XRP_ETH-trades.json.gz",
'new': tmpdir1 / "XRP_ETH-trades.json"},
{'old': tmpdir1 / "XRP_OLD-trades.json.gz",
'new': tmpdir1 / "XRP_OLD-trades.json"},
]
for file in files:
_backup_file(file['old'], copy_file=True)
copyfile(testdatadir / file['old'].name, file['old'])
assert not file['new'].exists()
default_conf['datadir'] = testdatadir
default_conf['datadir'] = tmpdir1
convert_trades_format(default_conf, convert_from='jsongz',
convert_to='json', erase=False)
@ -284,14 +287,20 @@ def test_convert_trades_format(mocker, default_conf, testdatadir):
file['new'].unlink()
def test_convert_ohlcv_format(mocker, default_conf, testdatadir):
file1 = testdatadir / "XRP_ETH-5m.json"
file1_new = testdatadir / "XRP_ETH-5m.json.gz"
file2 = testdatadir / "XRP_ETH-1m.json"
file2_new = testdatadir / "XRP_ETH-1m.json.gz"
_backup_file(file1, copy_file=True)
_backup_file(file2, copy_file=True)
default_conf['datadir'] = testdatadir
def test_convert_ohlcv_format(default_conf, testdatadir, tmpdir):
tmpdir1 = Path(tmpdir)
file1_orig = testdatadir / "XRP_ETH-5m.json"
file1 = tmpdir1 / "XRP_ETH-5m.json"
file1_new = tmpdir1 / "XRP_ETH-5m.json.gz"
file2_orig = testdatadir / "XRP_ETH-1m.json"
file2 = tmpdir1 / "XRP_ETH-1m.json"
file2_new = tmpdir1 / "XRP_ETH-1m.json.gz"
copyfile(file1_orig, file1)
copyfile(file2_orig, file2)
default_conf['datadir'] = tmpdir1
default_conf['pairs'] = ['XRP_ETH']
default_conf['timeframes'] = ['1m', '5m']
@ -317,10 +326,3 @@ def test_convert_ohlcv_format(mocker, default_conf, testdatadir):
assert file2.exists()
assert not file1_new.exists()
assert not file2_new.exists()
_clean_test_file(file1)
_clean_test_file(file2)
if file1_new.exists():
file1_new.unlink()
if file2_new.exists():
file2_new.unlink()

131
tests/data/test_history.py
View File

@ -86,14 +86,12 @@ def test_load_data_7min_timeframe(mocker, caplog, default_conf, testdatadir) ->
def test_load_data_1min_timeframe(ohlcv_history, mocker, caplog, testdatadir) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ohlcv_history)
file = testdatadir / 'UNITTEST_BTC-1m.json'
_backup_file(file, copy_file=True)
load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC'])
assert file.is_file()
assert not log_has(
'Download history data for pair: "UNITTEST/BTC", interval: 1m '
'and store in None.', caplog
)
_clean_test_file(file)
def test_load_data_startup_candles(mocker, caplog, default_conf, testdatadir) -> None:
@ -112,17 +110,17 @@ def test_load_data_startup_candles(mocker, caplog, default_conf, testdatadir) ->
def test_load_data_with_new_pair_1min(ohlcv_history_list, mocker, caplog,
default_conf, testdatadir) -> None:
default_conf, tmpdir) -> None:
"""
Test load_pair_history() with 1 min timeframe
"""
tmpdir1 = Path(tmpdir)
mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ohlcv_history_list)
exchange = get_patched_exchange(mocker, default_conf)
file = testdatadir / 'MEME_BTC-1m.json'
file = tmpdir1 / 'MEME_BTC-1m.json'
_backup_file(file)
# do not download a new pair if refresh_pairs isn't set
load_pair_history(datadir=testdatadir, timeframe='1m', pair='MEME/BTC')
load_pair_history(datadir=tmpdir1, timeframe='1m', pair='MEME/BTC')
assert not file.is_file()
assert log_has(
'No history data for pair: "MEME/BTC", timeframe: 1m. '
@ -130,15 +128,14 @@ def test_load_data_with_new_pair_1min(ohlcv_history_list, mocker, caplog,
)
# download a new pair if refresh_pairs is set
refresh_data(datadir=testdatadir, timeframe='1m', pairs=['MEME/BTC'],
refresh_data(datadir=tmpdir1, timeframe='1m', pairs=['MEME/BTC'],
exchange=exchange)
load_pair_history(datadir=testdatadir, timeframe='1m', pair='MEME/BTC')
load_pair_history(datadir=tmpdir1, timeframe='1m', pair='MEME/BTC')
assert file.is_file()
assert log_has_re(
'Download history data for pair: "MEME/BTC", timeframe: 1m '
'and store in .*', caplog
)
_clean_test_file(file)
def test_testdata_path(testdatadir) -> None:
@ -231,26 +228,22 @@ def test_load_cached_data_for_updating(mocker, testdatadir) -> None:
assert start_ts is None
def test_download_pair_history(ohlcv_history_list, mocker, default_conf, testdatadir) -> None:
def test_download_pair_history(ohlcv_history_list, mocker, default_conf, tmpdir) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ohlcv_history_list)
exchange = get_patched_exchange(mocker, default_conf)
file1_1 = testdatadir / 'MEME_BTC-1m.json'
file1_5 = testdatadir / 'MEME_BTC-5m.json'
file2_1 = testdatadir / 'CFI_BTC-1m.json'
file2_5 = testdatadir / 'CFI_BTC-5m.json'
_backup_file(file1_1)
_backup_file(file1_5)
_backup_file(file2_1)
_backup_file(file2_5)
tmpdir1 = Path(tmpdir)
file1_1 = tmpdir1 / 'MEME_BTC-1m.json'
file1_5 = tmpdir1 / 'MEME_BTC-5m.json'
file2_1 = tmpdir1 / 'CFI_BTC-1m.json'
file2_5 = tmpdir1 / 'CFI_BTC-5m.json'
assert not file1_1.is_file()
assert not file2_1.is_file()
assert _download_pair_history(datadir=testdatadir, exchange=exchange,
assert _download_pair_history(datadir=tmpdir1, exchange=exchange,
pair='MEME/BTC',
timeframe='1m')
assert _download_pair_history(datadir=testdatadir, exchange=exchange,
assert _download_pair_history(datadir=tmpdir1, exchange=exchange,
pair='CFI/BTC',
timeframe='1m')
assert not exchange._pairs_last_refresh_time
@ -264,20 +257,16 @@ def test_download_pair_history(ohlcv_history_list, mocker, default_conf, testdat
assert not file1_5.is_file()
assert not file2_5.is_file()
assert _download_pair_history(datadir=testdatadir, exchange=exchange,
assert _download_pair_history(datadir=tmpdir1, exchange=exchange,
pair='MEME/BTC',
timeframe='5m')
assert _download_pair_history(datadir=testdatadir, exchange=exchange,
assert _download_pair_history(datadir=tmpdir1, exchange=exchange,
pair='CFI/BTC',
timeframe='5m')
assert not exchange._pairs_last_refresh_time
assert file1_5.is_file()
assert file2_5.is_file()
# clean files freshly downloaded
_clean_test_file(file1_5)
_clean_test_file(file2_5)
def test_download_pair_history2(mocker, default_conf, testdatadir) -> None:
tick = [
@ -294,24 +283,15 @@ def test_download_pair_history2(mocker, default_conf, testdatadir) -> None:
assert json_dump_mock.call_count == 2
def test_download_backtesting_data_exception(ohlcv_history, mocker, caplog,
default_conf, testdatadir) -> None:
def test_download_backtesting_data_exception(mocker, caplog, default_conf, tmpdir) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv',
side_effect=Exception('File Error'))
tmpdir1 = Path(tmpdir)
exchange = get_patched_exchange(mocker, default_conf)
file1_1 = testdatadir / 'MEME_BTC-1m.json'
file1_5 = testdatadir / 'MEME_BTC-5m.json'
_backup_file(file1_1)
_backup_file(file1_5)
assert not _download_pair_history(datadir=testdatadir, exchange=exchange,
assert not _download_pair_history(datadir=tmpdir1, exchange=exchange,
pair='MEME/BTC',
timeframe='1m')
# clean files freshly downloaded
_clean_test_file(file1_1)
_clean_test_file(file1_5)
assert log_has('Failed to download history data for pair: "MEME/BTC", timeframe: 1m.', caplog)
@ -528,15 +508,15 @@ def test_refresh_backtest_trades_data(mocker, default_conf, markets, caplog, tes
assert log_has("Skipping pair XRP/ETH...", caplog)
def test_download_trades_history(trades_history, mocker, default_conf, testdatadir, caplog) -> None:
def test_download_trades_history(trades_history, mocker, default_conf, testdatadir, caplog,
tmpdir) -> None:
tmpdir1 = Path(tmpdir)
ght_mock = MagicMock(side_effect=lambda pair, *args, **kwargs: (pair, trades_history))
mocker.patch('freqtrade.exchange.Exchange.get_historic_trades',
ght_mock)
exchange = get_patched_exchange(mocker, default_conf)
file1 = testdatadir / 'ETH_BTC-trades.json.gz'
data_handler = get_datahandler(testdatadir, data_format='jsongz')
_backup_file(file1)
file1 = tmpdir1 / 'ETH_BTC-trades.json.gz'
data_handler = get_datahandler(tmpdir1, data_format='jsongz')
assert not file1.is_file()
@ -557,8 +537,7 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad
assert int(ght_mock.call_args_list[0][1]['since'] // 1000) == since_time2 - 5
assert ght_mock.call_args_list[0][1]['from_id'] is not None
# clean files freshly downloaded
_clean_test_file(file1)
file1.unlink()
mocker.patch('freqtrade.exchange.Exchange.get_historic_trades',
MagicMock(side_effect=ValueError))
@ -567,9 +546,8 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad
pair='ETH/BTC')
assert log_has_re('Failed to download historic trades for pair: "ETH/BTC".*', caplog)
file2 = testdatadir / 'XRP_ETH-trades.json.gz'
_backup_file(file2, True)
file2 = tmpdir1 / 'XRP_ETH-trades.json.gz'
copyfile(testdatadir / file2.name, file2)
ght_mock.reset_mock()
mocker.patch('freqtrade.exchange.Exchange.get_historic_trades',
@ -589,38 +567,37 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad
_clean_test_file(file2)
def test_convert_trades_to_ohlcv(mocker, default_conf, testdatadir, caplog):
def test_convert_trades_to_ohlcv(testdatadir, tmpdir, caplog):
tmpdir1 = Path(tmpdir)
pair = 'XRP/ETH'
file1 = testdatadir / 'XRP_ETH-1m.json'
file5 = testdatadir / 'XRP_ETH-5m.json'
# Compare downloaded dataset with converted dataset
dfbak_1m = load_pair_history(datadir=testdatadir, timeframe="1m", pair=pair)
dfbak_5m = load_pair_history(datadir=testdatadir, timeframe="5m", pair=pair)
file1 = tmpdir1 / 'XRP_ETH-1m.json'
file5 = tmpdir1 / 'XRP_ETH-5m.json'
filetrades = tmpdir1 / 'XRP_ETH-trades.json.gz'
copyfile(testdatadir / file1.name, file1)
copyfile(testdatadir / file5.name, file5)
copyfile(testdatadir / filetrades.name, filetrades)
_backup_file(file1, copy_file=True)
_backup_file(file5)
# Compare downloaded dataset with converted dataset
dfbak_1m = load_pair_history(datadir=tmpdir1, timeframe="1m", pair=pair)
dfbak_5m = load_pair_history(datadir=tmpdir1, timeframe="5m", pair=pair)
tr = TimeRange.parse_timerange('20191011-20191012')
convert_trades_to_ohlcv([pair], timeframes=['1m', '5m'],
datadir=testdatadir, timerange=tr, erase=True)
datadir=tmpdir1, timerange=tr, erase=True)
assert log_has("Deleting existing data for pair XRP/ETH, interval 1m.", caplog)
# Load new data
df_1m = load_pair_history(datadir=testdatadir, timeframe="1m", pair=pair)
df_5m = load_pair_history(datadir=testdatadir, timeframe="5m", pair=pair)
df_1m = load_pair_history(datadir=tmpdir1, timeframe="1m", pair=pair)
df_5m = load_pair_history(datadir=tmpdir1, timeframe="5m", pair=pair)
assert df_1m.equals(dfbak_1m)
assert df_5m.equals(dfbak_5m)
_clean_test_file(file1)
_clean_test_file(file5)
assert not log_has('Could not convert NoDatapair to OHLCV.', caplog)
convert_trades_to_ohlcv(['NoDatapair'], timeframes=['1m', '5m'],
datadir=testdatadir, timerange=tr, erase=True)
datadir=tmpdir1, timerange=tr, erase=True)
assert log_has('Could not convert NoDatapair to OHLCV.', caplog)
@ -752,15 +729,17 @@ def test_hdf5datahandler_trades_load(testdatadir):
assert len([t for t in trades2 if t[0] > timerange.stopts * 1000]) == 0
def test_hdf5datahandler_trades_store(testdatadir):
def test_hdf5datahandler_trades_store(testdatadir, tmpdir):
tmpdir1 = Path(tmpdir)
dh = HDF5DataHandler(testdatadir)
trades = dh.trades_load('XRP/ETH')
dh.trades_store('XRP/NEW', trades)
file = testdatadir / 'XRP_NEW-trades.h5'
dh1 = HDF5DataHandler(tmpdir1)
dh1.trades_store('XRP/NEW', trades)
file = tmpdir1 / 'XRP_NEW-trades.h5'
assert file.is_file()
# Load trades back
trades_new = dh.trades_load('XRP/NEW')
trades_new = dh1.trades_load('XRP/NEW')
assert len(trades_new) == len(trades)
assert trades[0][0] == trades_new[0][0]
@ -778,8 +757,6 @@ def test_hdf5datahandler_trades_store(testdatadir):
assert trades[-1][5] == trades_new[-1][5]
assert trades[-1][6] == trades_new[-1][6]
_clean_test_file(file)
def test_hdf5datahandler_trades_purge(mocker, testdatadir):
mocker.patch.object(Path, "exists", MagicMock(return_value=False))
@ -793,16 +770,18 @@ def test_hdf5datahandler_trades_purge(mocker, testdatadir):
assert unlinkmock.call_count == 1
def test_hdf5datahandler_ohlcv_load_and_resave(testdatadir):
def test_hdf5datahandler_ohlcv_load_and_resave(testdatadir, tmpdir):
tmpdir1 = Path(tmpdir)
dh = HDF5DataHandler(testdatadir)
ohlcv = dh.ohlcv_load('UNITTEST/BTC', '5m')
assert isinstance(ohlcv, DataFrame)
assert len(ohlcv) > 0
file = testdatadir / 'UNITTEST_NEW-5m.h5'
file = tmpdir1 / 'UNITTEST_NEW-5m.h5'
assert not file.is_file()
dh.ohlcv_store('UNITTEST/NEW', '5m', ohlcv)
dh1 = HDF5DataHandler(tmpdir1)
dh1.ohlcv_store('UNITTEST/NEW', '5m', ohlcv)
assert file.is_file()
assert not ohlcv[ohlcv['date'] < '2018-01-15'].empty
@ -812,14 +791,12 @@ def test_hdf5datahandler_ohlcv_load_and_resave(testdatadir):
# Call private function to ensure timerange is filtered in hdf5
ohlcv = dh._ohlcv_load('UNITTEST/BTC', '5m', timerange)
ohlcv1 = dh._ohlcv_load('UNITTEST/NEW', '5m', timerange)
ohlcv1 = dh1._ohlcv_load('UNITTEST/NEW', '5m', timerange)
assert len(ohlcv) == len(ohlcv1)
assert ohlcv.equals(ohlcv1)
assert ohlcv[ohlcv['date'] < '2018-01-15'].empty
assert ohlcv[ohlcv['date'] > '2018-01-19'].empty
_clean_test_file(file)
# Try loading inexisting file
ohlcv = dh.ohlcv_load('UNITTEST/NONEXIST', '5m')
assert ohlcv.empty

8
tests/optimize/test_optimize_reports.py
View File

@ -51,7 +51,7 @@ def test_text_table_bt_results():
assert text_table_bt_results(pair_results, stake_currency='BTC') == result_str
def test_generate_backtest_stats(default_conf, testdatadir):
def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
default_conf.update({'strategy': 'DefaultStrategy'})
StrategyResolver.load_strategy(default_conf)
@ -148,8 +148,8 @@ def test_generate_backtest_stats(default_conf, testdatadir):
assert strat_stats['pairlist'] == ['UNITTEST/BTC']
# Test storing stats
filename = Path(testdatadir / 'btresult.json')
filename_last = Path(testdatadir / LAST_BT_RESULT_FN)
filename = Path(tmpdir / 'btresult.json')
filename_last = Path(tmpdir / LAST_BT_RESULT_FN)
_backup_file(filename_last, copy_file=True)
assert not filename.is_file()
@ -159,7 +159,7 @@ def test_generate_backtest_stats(default_conf, testdatadir):
last_fn = get_latest_backtest_filename(filename_last.parent)
assert re.match(r"btresult-.*\.json", last_fn)
filename1 = (testdatadir / last_fn)
filename1 = Path(tmpdir / last_fn)
assert filename1.is_file()
content = filename1.read_text()
assert 'max_drawdown' in content