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Implement *candle definitions

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This commit is contained in:
Matthias
2020-12-07 10:45:35 +01:00
parent a93bb6853b
commit d4799e6aa3
5 changed files with 76 additions and 32 deletions
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32
tests/plugins/test_protections.py
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@@ -3,9 +3,10 @@ from datetime import datetime, timedelta
import pytest
from freqtrade.persistence import PairLocks, Trade
from freqtrade.strategy.interface import SellType
from freqtrade import constants
from freqtrade.persistence import PairLocks, Trade
from freqtrade.plugins.protectionmanager import ProtectionManager
from freqtrade.strategy.interface import SellType
from tests.conftest import get_patched_freqtradebot, log_has_re
@@ -49,6 +50,33 @@ def test_protectionmanager(mocker, default_conf):
assert handler.stop_per_pair('XRP/BTC', datetime.utcnow()) == (False, None, None)
@pytest.mark.parametrize('timeframe,expected,protconf', [
('1m', [20, 10],
[{"method": "StoplossGuard", "lookback_period_candles": 20, "stop_duration": 10}]),
('5m', [100, 15],
[{"method": "StoplossGuard", "lookback_period_candles": 20, "stop_duration": 15}]),
('1h', [1200, 40],
[{"method": "StoplossGuard", "lookback_period_candles": 20, "stop_duration": 40}]),
('1d', [1440, 5],
[{"method": "StoplossGuard", "lookback_period_candles": 1, "stop_duration": 5}]),
('1m', [20, 5],
[{"method": "StoplossGuard", "lookback_period": 20, "stop_duration_candles": 5}]),
('5m', [15, 25],
[{"method": "StoplossGuard", "lookback_period": 15, "stop_duration_candles": 5}]),
('1h', [50, 600],
[{"method": "StoplossGuard", "lookback_period": 50, "stop_duration_candles": 10}]),
('1h', [60, 540],
[{"method": "StoplossGuard", "lookback_period_candles": 1, "stop_duration_candles": 9}]),
])
def test_protections_init(mocker, default_conf, timeframe, expected, protconf):
default_conf['timeframe'] = timeframe
default_conf['protections'] = protconf
man = ProtectionManager(default_conf)
assert len(man._protection_handlers) == len(protconf)
assert man._protection_handlers[0]._lookback_period == expected[0]
assert man._protection_handlers[0]._stop_duration == expected[1]
@pytest.mark.usefixtures("init_persistence")
def test_stoploss_guard(mocker, default_conf, fee, caplog):
default_conf['protections'] = [{

5
tests/test_configuration.py
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@@ -879,11 +879,12 @@ def test_validate_whitelist(default_conf):
validate_config_consistency(conf)
@pytest.mark.parametrize('protconf,expected', [
([], None),
([{"method": "StoplossGuard", "lookback_period": 2000, "stop_duration_candles": 10}], None),
([{"method": "StoplossGuard", "lookback_period_candle": 20, "stop_duration": 10}], None),
([{"method": "StoplossGuard", "lookback_period_candle": 20, "lookback_period": 2000,
([{"method": "StoplossGuard", "lookback_period_candles": 20, "stop_duration": 10}], None),
([{"method": "StoplossGuard", "lookback_period_candles": 20, "lookback_period": 2000,
"stop_duration": 10}], r'Protections must specify either `lookback_period`.*'),
([{"method": "StoplossGuard", "lookback_period": 20, "stop_duration": 10,
"stop_duration_candles": 10}], r'Protections must specify either `stop_duration`.*'),