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Merge pull request #1937 from xmatthias/feat/plot_module

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move parts of scripts/plot_dataframe.py to main bot code
This commit is contained in:
Matthias
2019-06-22 13:06:30 +02:00
committed by GitHub
parent 101ad71be1 db17b20e26
commit d8286d7a98
12 changed files with 677 additions and 344 deletions
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5
freqtrade/tests/conftest.py
View File

@@ -151,6 +151,11 @@ def patch_coinmarketcap(mocker) -> None:
)
@pytest.fixture(scope='function')
def init_persistence(default_conf):
persistence.init(default_conf['db_url'], default_conf['dry_run'])
@pytest.fixture(scope="function")
def default_conf():
""" Returns validated configuration suitable for most tests """

71
freqtrade/tests/data/test_btanalysis.py
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@@ -1,8 +1,15 @@
import pytest
from pandas import DataFrame
from unittest.mock import MagicMock
from freqtrade.data.btanalysis import BT_DATA_COLUMNS, load_backtest_data
from freqtrade.data.history import make_testdata_path
from arrow import Arrow
import pytest
from pandas import DataFrame, to_datetime
from freqtrade.arguments import TimeRange
from freqtrade.data.btanalysis import (BT_DATA_COLUMNS,
extract_trades_of_period,
load_backtest_data, load_trades)
from freqtrade.data.history import load_pair_history, make_testdata_path
from freqtrade.tests.test_persistence import create_mock_trades
def test_load_backtest_data():
@@ -19,3 +26,59 @@ def test_load_backtest_data():
with pytest.raises(ValueError, match=r"File .* does not exist\."):
load_backtest_data(str("filename") + "nofile")
def test_load_trades_file(default_conf, fee, mocker):
# Real testing of load_backtest_data is done in test_load_backtest_data
lbt = mocker.patch("freqtrade.data.btanalysis.load_backtest_data", MagicMock())
filename = make_testdata_path(None) / "backtest-result_test.json"
load_trades(db_url=None, exportfilename=filename)
assert lbt.call_count == 1
@pytest.mark.usefixtures("init_persistence")
def test_load_trades_db(default_conf, fee, mocker):
create_mock_trades(fee)
# remove init so it does not init again
init_mock = mocker.patch('freqtrade.persistence.init', MagicMock())
trades = load_trades(db_url=default_conf['db_url'], exportfilename=None)
assert init_mock.call_count == 1
assert len(trades) == 3
assert isinstance(trades, DataFrame)
assert "pair" in trades.columns
assert "open_time" in trades.columns
def test_extract_trades_of_period():
pair = "UNITTEST/BTC"
timerange = TimeRange(None, 'line', 0, -1000)
data = load_pair_history(pair=pair, ticker_interval='1m',
datadir=None, timerange=timerange)
# timerange = 2017-11-14 06:07 - 2017-11-14 22:58:00
trades = DataFrame(
{'pair': [pair, pair, pair, pair],
'profit_percent': [0.0, 0.1, -0.2, -0.5],
'profit_abs': [0.0, 1, -2, -5],
'open_time': to_datetime([Arrow(2017, 11, 13, 15, 40, 0).datetime,
Arrow(2017, 11, 14, 9, 41, 0).datetime,
Arrow(2017, 11, 14, 14, 20, 0).datetime,
Arrow(2017, 11, 15, 3, 40, 0).datetime,
], utc=True
),
'close_time': to_datetime([Arrow(2017, 11, 13, 16, 40, 0).datetime,
Arrow(2017, 11, 14, 10, 41, 0).datetime,
Arrow(2017, 11, 14, 15, 25, 0).datetime,
Arrow(2017, 11, 15, 3, 55, 0).datetime,
], utc=True)
})
trades1 = extract_trades_of_period(data, trades)
# First and last trade are dropped as they are out of range
assert len(trades1) == 2
assert trades1.iloc[0].open_time == Arrow(2017, 11, 14, 9, 41, 0).datetime
assert trades1.iloc[0].close_time == Arrow(2017, 11, 14, 10, 41, 0).datetime
assert trades1.iloc[-1].open_time == Arrow(2017, 11, 14, 14, 20, 0).datetime
assert trades1.iloc[-1].close_time == Arrow(2017, 11, 14, 15, 25, 0).datetime

17
freqtrade/tests/test_arguments.py
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@@ -187,6 +187,23 @@ def test_download_data_options() -> None:
assert args.exchange == 'binance'
def test_plot_dataframe_options() -> None:
args = [
'--indicators1', 'sma10,sma100',
'--indicators2', 'macd,fastd,fastk',
'--plot-limit', '30',
'-p', 'UNITTEST/BTC',
]
arguments = Arguments(args, '')
arguments.common_scripts_options()
arguments.plot_dataframe_options()
pargs = arguments.parse_args(True)
assert pargs.indicators1 == "sma10,sma100"
assert pargs.indicators2 == "macd,fastd,fastk"
assert pargs.plot_limit == 30
assert pargs.pairs == "UNITTEST/BTC"
def test_check_int_positive() -> None:
assert Arguments.check_int_positive("3") == 3

85
freqtrade/tests/test_persistence.py
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@@ -11,9 +11,48 @@ from freqtrade.persistence import Trade, clean_dry_run_db, init
from freqtrade.tests.conftest import log_has
@pytest.fixture(scope='function')
def init_persistence(default_conf):
init(default_conf['db_url'], default_conf['dry_run'])
def create_mock_trades(fee):
"""
Create some fake trades ...
"""
# Simulate dry_run entries
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
amount=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
exchange='bittrex',
open_order_id='dry_run_buy_12345'
)
Trade.session.add(trade)
trade = Trade(
pair='ETC/BTC',
stake_amount=0.001,
amount=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
exchange='bittrex',
is_open=False,
open_order_id='dry_run_sell_12345'
)
Trade.session.add(trade)
# Simulate prod entry
trade = Trade(
pair='ETC/BTC',
stake_amount=0.001,
amount=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
exchange='bittrex',
open_order_id='prod_buy_12345'
)
Trade.session.add(trade)
def test_init_create_session(default_conf):
@@ -671,45 +710,7 @@ def test_adjust_min_max_rates(fee):
@pytest.mark.usefixtures("init_persistence")
def test_get_open(default_conf, fee):
# Simulate dry_run entries
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
amount=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
exchange='bittrex',
open_order_id='dry_run_buy_12345'
)
Trade.session.add(trade)
trade = Trade(
pair='ETC/BTC',
stake_amount=0.001,
amount=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
exchange='bittrex',
is_open=False,
open_order_id='dry_run_sell_12345'
)
Trade.session.add(trade)
# Simulate prod entry
trade = Trade(
pair='ETC/BTC',
stake_amount=0.001,
amount=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
exchange='bittrex',
open_order_id='prod_buy_12345'
)
Trade.session.add(trade)
create_mock_trades(fee)
assert len(Trade.get_open_trades()) == 2

188
freqtrade/tests/test_plotting.py Normal file
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@@ -0,0 +1,188 @@
from unittest.mock import MagicMock
from plotly import tools
import plotly.graph_objs as go
from copy import deepcopy
from freqtrade.arguments import TimeRange
from freqtrade.data import history
from freqtrade.data.btanalysis import load_backtest_data
from freqtrade.plot.plotting import (generate_graph, generate_plot_file,
generate_row, plot_trades)
from freqtrade.strategy.default_strategy import DefaultStrategy
from freqtrade.tests.conftest import log_has, log_has_re
def fig_generating_mock(fig, *args, **kwargs):
""" Return Fig - used to mock generate_row and plot_trades"""
return fig
def find_trace_in_fig_data(data, search_string: str):
matches = filter(lambda x: x.name == search_string, data)
return next(matches)
def generage_empty_figure():
return tools.make_subplots(
rows=3,
cols=1,
shared_xaxes=True,
row_width=[1, 1, 4],
vertical_spacing=0.0001,
)
def test_generate_row(default_conf, caplog):
pair = "UNITTEST/BTC"
timerange = TimeRange(None, 'line', 0, -1000)
data = history.load_pair_history(pair=pair, ticker_interval='1m',
datadir=None, timerange=timerange)
indicators1 = ["ema10"]
indicators2 = ["macd"]
# Generate buy/sell signals and indicators
strat = DefaultStrategy(default_conf)
data = strat.analyze_ticker(data, {'pair': pair})
fig = generage_empty_figure()
# Row 1
fig1 = generate_row(fig=deepcopy(fig), row=1, indicators=indicators1, data=data)
figure = fig1.layout.figure
ema10 = find_trace_in_fig_data(figure.data, "ema10")
assert isinstance(ema10, go.Scatter)
assert ema10.yaxis == "y"
fig2 = generate_row(fig=deepcopy(fig), row=3, indicators=indicators2, data=data)
figure = fig2.layout.figure
macd = find_trace_in_fig_data(figure.data, "macd")
assert isinstance(macd, go.Scatter)
assert macd.yaxis == "y3"
# No indicator found
fig3 = generate_row(fig=deepcopy(fig), row=3, indicators=['no_indicator'], data=data)
assert fig == fig3
assert log_has_re(r'Indicator "no_indicator" ignored\..*', caplog.record_tuples)
def test_plot_trades():
fig1 = generage_empty_figure()
# nothing happens when no trades are available
fig = plot_trades(fig1, None)
assert fig == fig1
pair = "ADA/BTC"
filename = history.make_testdata_path(None) / "backtest-result_test.json"
trades = load_backtest_data(filename)
trades = trades.loc[trades['pair'] == pair]
fig = plot_trades(fig, trades)
figure = fig1.layout.figure
# Check buys - color, should be in first graph, ...
trade_buy = find_trace_in_fig_data(figure.data, "trade_buy")
assert isinstance(trade_buy, go.Scatter)
assert trade_buy.yaxis == 'y'
assert len(trades) == len(trade_buy.x)
assert trade_buy.marker.color == 'green'
trade_sell = find_trace_in_fig_data(figure.data, "trade_sell")
assert isinstance(trade_sell, go.Scatter)
assert trade_sell.yaxis == 'y'
assert len(trades) == len(trade_sell.x)
assert trade_sell.marker.color == 'red'
def test_generate_graph_no_signals_no_trades(default_conf, mocker, caplog):
row_mock = mocker.patch('freqtrade.plot.plotting.generate_row',
MagicMock(side_effect=fig_generating_mock))
trades_mock = mocker.patch('freqtrade.plot.plotting.plot_trades',
MagicMock(side_effect=fig_generating_mock))
pair = "UNITTEST/BTC"
timerange = TimeRange(None, 'line', 0, -1000)
data = history.load_pair_history(pair=pair, ticker_interval='1m',
datadir=None, timerange=timerange)
data['buy'] = 0
data['sell'] = 0
indicators1 = []
indicators2 = []
fig = generate_graph(pair=pair, data=data, trades=None,
indicators1=indicators1, indicators2=indicators2)
assert isinstance(fig, go.Figure)
assert fig.layout.title.text == pair
figure = fig.layout.figure
assert len(figure.data) == 2
# Candlesticks are plotted first
candles = find_trace_in_fig_data(figure.data, "Price")
assert isinstance(candles, go.Candlestick)
volume = find_trace_in_fig_data(figure.data, "Volume")
assert isinstance(volume, go.Bar)
assert row_mock.call_count == 2
assert trades_mock.call_count == 1
assert log_has("No buy-signals found.", caplog.record_tuples)
assert log_has("No sell-signals found.", caplog.record_tuples)
def test_generate_graph_no_trades(default_conf, mocker):
row_mock = mocker.patch('freqtrade.plot.plotting.generate_row',
MagicMock(side_effect=fig_generating_mock))
trades_mock = mocker.patch('freqtrade.plot.plotting.plot_trades',
MagicMock(side_effect=fig_generating_mock))
pair = 'UNITTEST/BTC'
timerange = TimeRange(None, 'line', 0, -1000)
data = history.load_pair_history(pair=pair, ticker_interval='1m',
datadir=None, timerange=timerange)
# Generate buy/sell signals and indicators
strat = DefaultStrategy(default_conf)
data = strat.analyze_ticker(data, {'pair': pair})
indicators1 = []
indicators2 = []
fig = generate_graph(pair=pair, data=data, trades=None,
indicators1=indicators1, indicators2=indicators2)
assert isinstance(fig, go.Figure)
assert fig.layout.title.text == pair
figure = fig.layout.figure
assert len(figure.data) == 6
# Candlesticks are plotted first
candles = find_trace_in_fig_data(figure.data, "Price")
assert isinstance(candles, go.Candlestick)
volume = find_trace_in_fig_data(figure.data, "Volume")
assert isinstance(volume, go.Bar)
buy = find_trace_in_fig_data(figure.data, "buy")
assert isinstance(buy, go.Scatter)
# All buy-signals should be plotted
assert int(data.buy.sum()) == len(buy.x)
sell = find_trace_in_fig_data(figure.data, "sell")
assert isinstance(sell, go.Scatter)
# All buy-signals should be plotted
assert int(data.sell.sum()) == len(sell.x)
assert find_trace_in_fig_data(figure.data, "BB lower")
assert find_trace_in_fig_data(figure.data, "BB upper")
assert row_mock.call_count == 2
assert trades_mock.call_count == 1
def test_generate_plot_file(mocker, caplog):
fig = generage_empty_figure()
plot_mock = mocker.patch("freqtrade.plot.plotting.plot", MagicMock())
generate_plot_file(fig, "UNITTEST/BTC", "5m")
assert plot_mock.call_count == 1
assert plot_mock.call_args[0][0] == fig
assert (plot_mock.call_args_list[0][1]['filename']
== "user_data/plots/freqtrade-plot-UNITTEST_BTC-5m.html")