from freqtrade/develop
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Nullart
208
freqtrade/tests/test_analyze.py
Normal file → Executable file
208
freqtrade/tests/test_analyze.py
Normal file → Executable file
@@ -1,74 +1,198 @@
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# pragma pylint: disable=missing-docstring,W0621
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import json
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# pragma pylint: disable=missing-docstring, C0103
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"""
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Unit test file for analyse.py
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"""
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import logging
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from unittest.mock import MagicMock
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import arrow
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import pytest
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from pandas import DataFrame
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from freqtrade.analyze import (SignalType, get_signal, parse_ticker_dataframe,
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populate_buy_trend, populate_indicators,
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populate_sell_trend)
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from freqtrade.analyze import Analyze, SignalType
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from freqtrade.arguments import TimeRange
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from freqtrade.optimize.__init__ import load_tickerdata_file
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from freqtrade.tests.conftest import get_patched_exchange, log_has
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# Avoid to reinit the same object again and again
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_ANALYZE = Analyze({'strategy': 'DefaultStrategy'})
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@pytest.fixture
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def result():
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with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file:
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return parse_ticker_dataframe(json.load(data_file))
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def test_signaltype_object() -> None:
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"""
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Test the SignalType object has the mandatory Constants
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:return: None
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"""
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assert hasattr(SignalType, 'BUY')
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assert hasattr(SignalType, 'SELL')
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def test_analyze_object() -> None:
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"""
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Test the Analyze object has the mandatory methods
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:return: None
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"""
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assert hasattr(Analyze, 'parse_ticker_dataframe')
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assert hasattr(Analyze, 'populate_indicators')
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assert hasattr(Analyze, 'populate_buy_trend')
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assert hasattr(Analyze, 'populate_sell_trend')
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assert hasattr(Analyze, 'analyze_ticker')
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assert hasattr(Analyze, 'get_signal')
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assert hasattr(Analyze, 'should_sell')
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assert hasattr(Analyze, 'min_roi_reached')
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assert hasattr(Analyze, 'stop_loss_reached')
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def test_dataframe_correct_length(result):
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dataframe = Analyze.parse_ticker_dataframe(result)
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assert len(result.index) - 1 == len(dataframe.index) # last partial candle removed
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def test_dataframe_correct_columns(result):
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assert result.columns.tolist() == \
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['close', 'high', 'low', 'open', 'date', 'volume']
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def test_dataframe_correct_length(result):
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assert len(result.index) == 14395
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['date', 'open', 'high', 'low', 'close', 'volume']
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def test_populates_buy_trend(result):
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dataframe = populate_buy_trend(populate_indicators(result))
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# Load the default strategy for the unit test, because this logic is done in main.py
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dataframe = _ANALYZE.populate_buy_trend(_ANALYZE.populate_indicators(result))
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assert 'buy' in dataframe.columns
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def test_populates_sell_trend(result):
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dataframe = populate_sell_trend(populate_indicators(result))
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# Load the default strategy for the unit test, because this logic is done in main.py
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dataframe = _ANALYZE.populate_sell_trend(_ANALYZE.populate_indicators(result))
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assert 'sell' in dataframe.columns
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def test_returns_latest_buy_signal(mocker):
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mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock())
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mocker.patch(
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'freqtrade.analyze.analyze_ticker',
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return_value=DataFrame([{'buy': 1, 'date': arrow.utcnow()}])
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def test_returns_latest_buy_signal(mocker, default_conf):
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mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=MagicMock())
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exchange = get_patched_exchange(mocker, default_conf)
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mocker.patch.multiple(
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'freqtrade.analyze.Analyze',
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analyze_ticker=MagicMock(
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return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}])
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)
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)
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assert get_signal('BTC-ETH', SignalType.BUY)
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assert _ANALYZE.get_signal(exchange, 'ETH/BTC', '5m') == (True, False)
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mocker.patch(
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'freqtrade.analyze.analyze_ticker',
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return_value=DataFrame([{'buy': 0, 'date': arrow.utcnow()}])
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mocker.patch.multiple(
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'freqtrade.analyze.Analyze',
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analyze_ticker=MagicMock(
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return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}])
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)
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)
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assert not get_signal('BTC-ETH', SignalType.BUY)
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assert _ANALYZE.get_signal(exchange, 'ETH/BTC', '5m') == (False, True)
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def test_returns_latest_sell_signal(mocker):
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mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock())
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mocker.patch(
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'freqtrade.analyze.analyze_ticker',
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return_value=DataFrame([{'sell': 1, 'date': arrow.utcnow()}])
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def test_returns_latest_sell_signal(mocker, default_conf):
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mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=MagicMock())
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exchange = get_patched_exchange(mocker, default_conf)
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mocker.patch.multiple(
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'freqtrade.analyze.Analyze',
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analyze_ticker=MagicMock(
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return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}])
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)
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)
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assert get_signal('BTC-ETH', SignalType.SELL)
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mocker.patch(
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'freqtrade.analyze.analyze_ticker',
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return_value=DataFrame([{'sell': 0, 'date': arrow.utcnow()}])
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assert _ANALYZE.get_signal(exchange, 'ETH/BTC', '5m') == (False, True)
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mocker.patch.multiple(
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'freqtrade.analyze.Analyze',
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analyze_ticker=MagicMock(
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return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}])
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)
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)
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assert not get_signal('BTC-ETH', SignalType.SELL)
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assert _ANALYZE.get_signal(exchange, 'ETH/BTC', '5m') == (True, False)
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def test_get_signal_handles_exceptions(mocker):
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mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock())
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mocker.patch('freqtrade.analyze.analyze_ticker',
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side_effect=Exception('invalid ticker history '))
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def test_get_signal_empty(default_conf, mocker, caplog):
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caplog.set_level(logging.INFO)
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mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=None)
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exchange = get_patched_exchange(mocker, default_conf)
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assert (False, False) == _ANALYZE.get_signal(exchange, 'foo', default_conf['ticker_interval'])
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assert log_has('Empty ticker history for pair foo', caplog.record_tuples)
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assert not get_signal('BTC-ETH', SignalType.BUY)
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def test_get_signal_exception_valueerror(default_conf, mocker, caplog):
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caplog.set_level(logging.INFO)
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mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=1)
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exchange = get_patched_exchange(mocker, default_conf)
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mocker.patch.multiple(
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'freqtrade.analyze.Analyze',
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analyze_ticker=MagicMock(
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side_effect=ValueError('xyz')
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)
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)
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assert (False, False) == _ANALYZE.get_signal(exchange, 'foo', default_conf['ticker_interval'])
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assert log_has('Unable to analyze ticker for pair foo: xyz', caplog.record_tuples)
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def test_get_signal_empty_dataframe(default_conf, mocker, caplog):
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caplog.set_level(logging.INFO)
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mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=1)
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exchange = get_patched_exchange(mocker, default_conf)
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mocker.patch.multiple(
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'freqtrade.analyze.Analyze',
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analyze_ticker=MagicMock(
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return_value=DataFrame([])
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)
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)
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assert (False, False) == _ANALYZE.get_signal(exchange, 'xyz', default_conf['ticker_interval'])
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assert log_has('Empty dataframe for pair xyz', caplog.record_tuples)
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def test_get_signal_old_dataframe(default_conf, mocker, caplog):
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caplog.set_level(logging.INFO)
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mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=1)
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exchange = get_patched_exchange(mocker, default_conf)
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# default_conf defines a 5m interval. we check interval * 2 + 5m
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# this is necessary as the last candle is removed (partial candles) by default
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oldtime = arrow.utcnow().shift(minutes=-16)
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ticks = DataFrame([{'buy': 1, 'date': oldtime}])
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mocker.patch.multiple(
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'freqtrade.analyze.Analyze',
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analyze_ticker=MagicMock(
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return_value=DataFrame(ticks)
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)
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)
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assert (False, False) == _ANALYZE.get_signal(exchange, 'xyz', default_conf['ticker_interval'])
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assert log_has(
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'Outdated history for pair xyz. Last tick is 16 minutes old',
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caplog.record_tuples
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)
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def test_get_signal_handles_exceptions(mocker, default_conf):
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mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=MagicMock())
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exchange = get_patched_exchange(mocker, default_conf)
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mocker.patch.multiple(
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'freqtrade.analyze.Analyze',
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analyze_ticker=MagicMock(
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side_effect=Exception('invalid ticker history ')
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)
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)
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assert _ANALYZE.get_signal(exchange, 'ETH/BTC', '5m') == (False, False)
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def test_parse_ticker_dataframe(ticker_history):
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columns = ['date', 'open', 'high', 'low', 'close', 'volume']
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# Test file with BV data
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dataframe = Analyze.parse_ticker_dataframe(ticker_history)
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assert dataframe.columns.tolist() == columns
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def test_tickerdata_to_dataframe(default_conf) -> None:
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"""
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Test Analyze.tickerdata_to_dataframe() method
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"""
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analyze = Analyze(default_conf)
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timerange = TimeRange(None, 'line', 0, -100)
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tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange)
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tickerlist = {'UNITTEST/BTC': tick}
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data = analyze.tickerdata_to_dataframe(tickerlist)
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assert len(data['UNITTEST/BTC']) == 99 # partial candle was removed
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