tests for analyze

freqtrade/analyze.py

@@ -301,6 +301,7 @@ def get_signal(pair: str, signal: SignalType) -> bool:
         return False
 
     if dataframe.empty:
+        logger.warning('Empty dataframe for pair %s', pair)
         return False
 
     latest = dataframe.iloc[-1]
@@ -308,8 +309,12 @@ def get_signal(pair: str, signal: SignalType) -> bool:
     # Check if dataframe is out of date
     signal_date = arrow.get(latest['date'])
     if signal_date < arrow.now() - timedelta(minutes=10):
+        logger.warning('Too old dataframe for pair %s', pair)
         return False
 
+    # FIX: 20180109, there could be some confusion because we will make a
+    #      boolean result (execute the action or not depending on the signal).
+    #      But the above checks can also return False, and we hide that.
     result = latest[signal.value] == 1
     logger.debug('%s_trigger: %s (pair=%s, signal=%s)', signal.value, latest['date'], pair, result)
     return result

freqtrade/tests/test_analyze.py

@@ -1,8 +1,10 @@
 # pragma pylint: disable=missing-docstring,W0621
 import json
+from functools import reduce
 from unittest.mock import MagicMock
 
 import arrow
+import datetime
 import pytest
 from pandas import DataFrame
 
@@ -10,6 +12,14 @@ from freqtrade.analyze import parse_ticker_dataframe, populate_buy_trend, popula
     get_signal, SignalType, populate_sell_trend
 
 
+def log_has(line, logs):
+    # caplog mocker returns log as a tuple: ('freqtrade.analyze', logging.WARNING, 'foobar')
+    # and we want to match line against foobar in the tuple
+    return reduce(lambda a, b: a or b,
+                  filter(lambda x: x[2] == line, logs),
+                  False)
+
+
 @pytest.fixture
 def result():
     with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file:
@@ -65,6 +75,43 @@ def test_returns_latest_sell_signal(mocker):
     assert not get_signal('BTC-ETH', SignalType.SELL)
 
 
+def test_get_signal_empty(mocker, caplog):
+    mocker.patch('freqtrade.analyze.get_ticker_history', return_value=None)
+    assert not get_signal('foo', SignalType.BUY)
+    assert log_has('Empty ticker history for pair foo',
+                   caplog.record_tuples)
+
+
+def test_get_signal_execption_valueerror(mocker, caplog):
+    mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
+    mocker.patch('freqtrade.analyze.analyze_ticker',
+                 side_effect=ValueError('xyz'))
+    assert not get_signal('foo', SignalType.BUY)
+    assert log_has('Unable to analyze ticker for pair foo: xyz',
+                   caplog.record_tuples)
+
+
+# This error should never occur becase analyze_ticker is run first,
+# and that function can only add columns, it cant delete all rows from the dataframe
+def test_get_signal_empty_dataframe(mocker, caplog):
+    mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
+    mocker.patch('freqtrade.analyze.analyze_ticker', return_value=DataFrame([]))
+    assert not get_signal('xyz', SignalType.BUY)
+    assert log_has('Empty dataframe for pair xyz',
+                   caplog.record_tuples)
+
+
+def test_get_signal_old_dataframe(mocker, caplog):
+    mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
+    # FIX: The get_signal function has hardcoded 10, which we must inturn hardcode
+    oldtime = arrow.utcnow() - datetime.timedelta(minutes=11)
+    ticks = DataFrame([{'buy': 1, 'date': oldtime}])
+    mocker.patch('freqtrade.analyze.analyze_ticker', return_value=DataFrame(ticks))
+    assert not get_signal('xyz', SignalType.BUY)
+    assert log_has('Too old dataframe for pair xyz',
+                   caplog.record_tuples)
+
+
 def test_get_signal_handles_exceptions(mocker):
     mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock())
     mocker.patch('freqtrade.analyze.analyze_ticker',