Update tests to no longer use Strategy V1
This commit is contained in:
parent
562e36c3ec
commit
ec2582a4ae
@ -500,7 +500,7 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti
|
||||
Backtesting(default_conf)
|
||||
|
||||
# Multiple strategies
|
||||
default_conf['strategy_list'] = [CURRENT_TEST_STRATEGY, 'TestStrategyLegacyV1']
|
||||
default_conf['strategy_list'] = [CURRENT_TEST_STRATEGY, 'StrategyTestV2']
|
||||
with pytest.raises(OperationalException,
|
||||
match='PrecisionFilter not allowed for backtesting multiple strategies.'):
|
||||
Backtesting(default_conf)
|
||||
@ -1198,7 +1198,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
|
||||
'--disable-max-market-positions',
|
||||
'--strategy-list',
|
||||
CURRENT_TEST_STRATEGY,
|
||||
'TestStrategyLegacyV1',
|
||||
'StrategyTestV2',
|
||||
]
|
||||
args = get_args(args)
|
||||
start_backtesting(args)
|
||||
@ -1221,14 +1221,13 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
|
||||
'up to 2017-11-14 22:58:00 (0 days).',
|
||||
'Parameter --enable-position-stacking detected ...',
|
||||
f'Running backtesting for Strategy {CURRENT_TEST_STRATEGY}',
|
||||
'Running backtesting for Strategy TestStrategyLegacyV1',
|
||||
'Running backtesting for Strategy StrategyTestV2',
|
||||
]
|
||||
|
||||
for line in exists:
|
||||
assert log_has(line, caplog)
|
||||
|
||||
|
||||
@pytest.mark.filterwarnings("ignore:deprecated")
|
||||
def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdatadir, capsys):
|
||||
default_conf.update({
|
||||
"use_exit_signal": True,
|
||||
@ -1310,7 +1309,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
|
||||
'--breakdown', 'day',
|
||||
'--strategy-list',
|
||||
CURRENT_TEST_STRATEGY,
|
||||
'TestStrategyLegacyV1',
|
||||
'StrategyTestV2',
|
||||
]
|
||||
args = get_args(args)
|
||||
start_backtesting(args)
|
||||
@ -1327,7 +1326,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
|
||||
'up to 2017-11-14 22:58:00 (0 days).',
|
||||
'Parameter --enable-position-stacking detected ...',
|
||||
f'Running backtesting for Strategy {CURRENT_TEST_STRATEGY}',
|
||||
'Running backtesting for Strategy TestStrategyLegacyV1',
|
||||
'Running backtesting for Strategy StrategyTestV2',
|
||||
]
|
||||
|
||||
for line in exists:
|
||||
@ -1592,7 +1591,7 @@ def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testda
|
||||
min_backtest_date = now - timedelta(weeks=4)
|
||||
load_backtest_metadata = MagicMock(return_value={
|
||||
'StrategyTestV2': {'run_id': '1', 'backtest_start_time': now.timestamp()},
|
||||
'TestStrategyLegacyV1': {'run_id': run_id, 'backtest_start_time': start_time.timestamp()}
|
||||
'StrategyTestV3': {'run_id': run_id, 'backtest_start_time': start_time.timestamp()}
|
||||
})
|
||||
load_backtest_stats = MagicMock(side_effect=[
|
||||
{
|
||||
@ -1601,9 +1600,9 @@ def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testda
|
||||
'strategy_comparison': [{'key': 'StrategyTestV2'}]
|
||||
},
|
||||
{
|
||||
'metadata': {'TestStrategyLegacyV1': {'run_id': '2'}},
|
||||
'strategy': {'TestStrategyLegacyV1': {}},
|
||||
'strategy_comparison': [{'key': 'TestStrategyLegacyV1'}]
|
||||
'metadata': {'StrategyTestV3': {'run_id': '2'}},
|
||||
'strategy': {'StrategyTestV3': {}},
|
||||
'strategy_comparison': [{'key': 'StrategyTestV3'}]
|
||||
}
|
||||
])
|
||||
mocker.patch('pathlib.Path.glob', return_value=[
|
||||
@ -1627,7 +1626,7 @@ def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testda
|
||||
'--cache', cache,
|
||||
'--strategy-list',
|
||||
'StrategyTestV2',
|
||||
'TestStrategyLegacyV1',
|
||||
'StrategyTestV3',
|
||||
]
|
||||
args = get_args(args)
|
||||
start_backtesting(args)
|
||||
@ -1649,7 +1648,7 @@ def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testda
|
||||
assert backtestmock.call_count == 2
|
||||
exists = [
|
||||
'Running backtesting for Strategy StrategyTestV2',
|
||||
'Running backtesting for Strategy TestStrategyLegacyV1',
|
||||
'Running backtesting for Strategy StrategyTestV3',
|
||||
'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
|
||||
'Backtesting with data from 2017-11-14 21:17:00 up to 2017-11-14 22:58:00 (0 days).',
|
||||
]
|
||||
@ -1657,12 +1656,12 @@ def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testda
|
||||
assert backtestmock.call_count == 0
|
||||
exists = [
|
||||
'Reusing result of previous backtest for StrategyTestV2',
|
||||
'Reusing result of previous backtest for TestStrategyLegacyV1',
|
||||
'Reusing result of previous backtest for StrategyTestV3',
|
||||
]
|
||||
else:
|
||||
exists = [
|
||||
'Reusing result of previous backtest for StrategyTestV2',
|
||||
'Running backtesting for Strategy TestStrategyLegacyV1',
|
||||
'Running backtesting for Strategy StrategyTestV3',
|
||||
'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
|
||||
'Backtesting with data from 2017-11-14 21:17:00 up to 2017-11-14 22:58:00 (0 days).',
|
||||
]
|
||||
|
@ -1,85 +1,29 @@
|
||||
|
||||
# --- Do not remove these libs ---
|
||||
# Add your lib to import here
|
||||
import talib.abstract as ta
|
||||
from pandas import DataFrame
|
||||
|
||||
from freqtrade.strategy import IStrategy
|
||||
|
||||
|
||||
# --------------------------------
|
||||
|
||||
# This class is a sample. Feel free to customize it.
|
||||
# Dummy strategy - no longer loads but raises an exception.
|
||||
class TestStrategyLegacyV1(IStrategy):
|
||||
"""
|
||||
This is a test strategy using the legacy function headers, which will be
|
||||
removed in a future update.
|
||||
Please do not use this as a template, but refer to user_data/strategy/sample_strategy.py
|
||||
for a uptodate version of this template.
|
||||
"""
|
||||
|
||||
# Minimal ROI designed for the strategy.
|
||||
# This attribute will be overridden if the config file contains "minimal_roi"
|
||||
minimal_roi = {
|
||||
"40": 0.0,
|
||||
"30": 0.01,
|
||||
"20": 0.02,
|
||||
"0": 0.04
|
||||
}
|
||||
|
||||
# Optimal stoploss designed for the strategy
|
||||
# This attribute will be overridden if the config file contains "stoploss"
|
||||
stoploss = -0.10
|
||||
|
||||
timeframe = '5m'
|
||||
|
||||
def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
|
||||
"""
|
||||
Adds several different TA indicators to the given DataFrame
|
||||
|
||||
Performance Note: For the best performance be frugal on the number of indicators
|
||||
you are using. Let uncomment only the indicator you are using in your strategies
|
||||
or your hyperopt configuration, otherwise you will waste your memory and CPU usage.
|
||||
"""
|
||||
|
||||
# Momentum Indicator
|
||||
# ------------------------------------
|
||||
|
||||
# ADX
|
||||
dataframe['adx'] = ta.ADX(dataframe)
|
||||
|
||||
# TEMA - Triple Exponential Moving Average
|
||||
dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)
|
||||
|
||||
return dataframe
|
||||
|
||||
def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
|
||||
"""
|
||||
Based on TA indicators, populates the buy signal for the given dataframe
|
||||
:param dataframe: DataFrame
|
||||
:return: DataFrame with buy column
|
||||
"""
|
||||
dataframe.loc[
|
||||
(
|
||||
(dataframe['adx'] > 30) &
|
||||
(dataframe['tema'] > dataframe['tema'].shift(1)) &
|
||||
(dataframe['volume'] > 0)
|
||||
),
|
||||
'buy'] = 1
|
||||
|
||||
return dataframe
|
||||
|
||||
def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame:
|
||||
"""
|
||||
Based on TA indicators, populates the sell signal for the given dataframe
|
||||
:param dataframe: DataFrame
|
||||
:return: DataFrame with buy column
|
||||
"""
|
||||
dataframe.loc[
|
||||
(
|
||||
(dataframe['adx'] > 70) &
|
||||
(dataframe['tema'] < dataframe['tema'].shift(1)) &
|
||||
(dataframe['volume'] > 0)
|
||||
),
|
||||
'sell'] = 1
|
||||
|
||||
return dataframe
|
||||
|
@ -686,7 +686,7 @@ def test_is_pair_locked(default_conf):
|
||||
|
||||
|
||||
def test_is_informative_pairs_callback(default_conf):
|
||||
default_conf.update({'strategy': 'TestStrategyLegacyV1'})
|
||||
default_conf.update({'strategy': 'StrategyTestV2'})
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
# Should return empty
|
||||
# Uses fallback to base implementation
|
||||
|
@ -100,7 +100,7 @@ def test_load_strategy_noname(default_conf):
|
||||
|
||||
|
||||
@pytest.mark.filterwarnings("ignore:deprecated")
|
||||
@pytest.mark.parametrize('strategy_name', ['StrategyTestV2', 'TestStrategyLegacyV1'])
|
||||
@pytest.mark.parametrize('strategy_name', ['StrategyTestV2'])
|
||||
def test_strategy_pre_v3(result, default_conf, strategy_name):
|
||||
default_conf.update({'strategy': strategy_name})
|
||||
|
||||
@ -346,40 +346,6 @@ def test_strategy_override_use_exit_profit_only(caplog, default_conf):
|
||||
assert log_has("Override strategy 'exit_profit_only' with value in config file: True.", caplog)
|
||||
|
||||
|
||||
@pytest.mark.filterwarnings("ignore:deprecated")
|
||||
def test_deprecate_populate_indicators(result, default_conf):
|
||||
default_location = Path(__file__).parent / "strats"
|
||||
default_conf.update({'strategy': 'TestStrategyLegacyV1',
|
||||
'strategy_path': default_location})
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
with warnings.catch_warnings(record=True) as w:
|
||||
# Cause all warnings to always be triggered.
|
||||
warnings.simplefilter("always")
|
||||
indicators = strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
|
||||
assert len(w) == 1
|
||||
assert issubclass(w[-1].category, DeprecationWarning)
|
||||
assert "deprecated - check out the Sample strategy to see the current function headers!" \
|
||||
in str(w[-1].message)
|
||||
|
||||
with warnings.catch_warnings(record=True) as w:
|
||||
# Cause all warnings to always be triggered.
|
||||
warnings.simplefilter("always")
|
||||
strategy.advise_entry(indicators, {'pair': 'ETH/BTC'})
|
||||
assert len(w) == 1
|
||||
assert issubclass(w[-1].category, DeprecationWarning)
|
||||
assert "deprecated - check out the Sample strategy to see the current function headers!" \
|
||||
in str(w[-1].message)
|
||||
|
||||
with warnings.catch_warnings(record=True) as w:
|
||||
# Cause all warnings to always be triggered.
|
||||
warnings.simplefilter("always")
|
||||
strategy.advise_exit(indicators, {'pair': 'ETH_BTC'})
|
||||
assert len(w) == 1
|
||||
assert issubclass(w[-1].category, DeprecationWarning)
|
||||
assert "deprecated - check out the Sample strategy to see the current function headers!" \
|
||||
in str(w[-1].message)
|
||||
|
||||
|
||||
@pytest.mark.filterwarnings("ignore:deprecated")
|
||||
def test_missing_implements(default_conf, caplog):
|
||||
|
||||
@ -438,33 +404,14 @@ def test_missing_implements(default_conf, caplog):
|
||||
StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
|
||||
@pytest.mark.filterwarnings("ignore:deprecated")
|
||||
def test_call_deprecated_function(result, default_conf, caplog):
|
||||
def test_call_deprecated_function(default_conf):
|
||||
default_location = Path(__file__).parent / "strats"
|
||||
del default_conf['timeframe']
|
||||
default_conf.update({'strategy': 'TestStrategyLegacyV1',
|
||||
'strategy_path': default_location})
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
metadata = {'pair': 'ETH/BTC'}
|
||||
|
||||
# Make sure we are using a legacy function
|
||||
assert strategy._populate_fun_len == 2
|
||||
assert strategy._buy_fun_len == 2
|
||||
assert strategy._sell_fun_len == 2
|
||||
assert strategy.INTERFACE_VERSION == 1
|
||||
assert strategy.timeframe == '5m'
|
||||
|
||||
indicator_df = strategy.advise_indicators(result, metadata=metadata)
|
||||
assert isinstance(indicator_df, DataFrame)
|
||||
assert 'adx' in indicator_df.columns
|
||||
|
||||
enterdf = strategy.advise_entry(result, metadata=metadata)
|
||||
assert isinstance(enterdf, DataFrame)
|
||||
assert 'enter_long' in enterdf.columns
|
||||
|
||||
exitdf = strategy.advise_exit(result, metadata=metadata)
|
||||
assert isinstance(exitdf, DataFrame)
|
||||
assert 'exit_long' in exitdf
|
||||
with pytest.raises(OperationalException,
|
||||
match=r"Strategy Interface v1 is no longer supported.*"):
|
||||
StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
|
||||
def test_strategy_interface_versioning(result, default_conf):
|
||||
@ -472,10 +419,6 @@ def test_strategy_interface_versioning(result, default_conf):
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
metadata = {'pair': 'ETH/BTC'}
|
||||
|
||||
# Make sure we are using a legacy function
|
||||
assert strategy._populate_fun_len == 3
|
||||
assert strategy._buy_fun_len == 3
|
||||
assert strategy._sell_fun_len == 3
|
||||
assert strategy.INTERFACE_VERSION == 2
|
||||
|
||||
indicator_df = strategy.advise_indicators(result, metadata=metadata)
|
||||
|
Loading…
Reference in New Issue
Block a user