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Merge pull request #2092 from freqtrade/split_analyze_ticker

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Split analyze_ticker
This commit is contained in:
Matthias
2019-08-04 19:37:52 +02:00
committed by GitHub
parent 0be7e2ef70 2af663dccb
commit eeecdd4e5a
5 changed files with 37 additions and 34 deletions
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5
freqtrade/plot/plotting.py
View File

@@ -318,6 +318,7 @@ def store_plot_file(fig, filename: str, auto_open: bool = False) -> None:
"""
Path("user_data/plots").mkdir(parents=True, exist_ok=True)
plot(fig, filename=str(Path('user_data/plots').joinpath(filename)),
_filename = Path('user_data/plots').joinpath(filename)
plot(fig, filename=str(_filename),
auto_open=auto_open)
logger.info(f"Stored plot as {_filename}")

24
freqtrade/strategy/interface.py
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@@ -158,6 +158,23 @@ class IStrategy(ABC):
"""
Parses the given ticker history and returns a populated DataFrame
add several TA indicators and buy signal to it
:param dataframe: Dataframe containing ticker data
:param metadata: Metadata dictionary with additional data (e.g. 'pair')
:return: DataFrame with ticker data and indicator data
"""
logger.debug("TA Analysis Launched")
dataframe = self.advise_indicators(dataframe, metadata)
dataframe = self.advise_buy(dataframe, metadata)
dataframe = self.advise_sell(dataframe, metadata)
return dataframe
def _analyze_ticker_internal(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Parses the given ticker history and returns a populated DataFrame
add several TA indicators and buy signal to it
WARNING: Used internally only, may skip analysis if `process_only_new_candles` is set.
:param dataframe: Dataframe containing ticker data
:param metadata: Metadata dictionary with additional data (e.g. 'pair')
:return: DataFrame with ticker data and indicator data
"""
@@ -168,10 +185,7 @@ class IStrategy(ABC):
if (not self.process_only_new_candles or
self._last_candle_seen_per_pair.get(pair, None) != dataframe.iloc[-1]['date']):
# Defs that only make change on new candle data.
logger.debug("TA Analysis Launched")
dataframe = self.advise_indicators(dataframe, metadata)
dataframe = self.advise_buy(dataframe, metadata)
dataframe = self.advise_sell(dataframe, metadata)
dataframe = self.analyze_ticker(dataframe, metadata)
self._last_candle_seen_per_pair[pair] = dataframe.iloc[-1]['date']
else:
logger.debug("Skipping TA Analysis for already analyzed candle")
@@ -198,7 +212,7 @@ class IStrategy(ABC):
return False, False
try:
dataframe = self.analyze_ticker(dataframe, {'pair': pair})
dataframe = self._analyze_ticker_internal(dataframe, {'pair': pair})
except ValueError as error:
logger.warning(
'Unable to analyze ticker for pair %s: %s',

20
freqtrade/tests/strategy/test_interface.py
View File

@@ -19,13 +19,13 @@ _STRATEGY = DefaultStrategy(config={})
def test_returns_latest_buy_signal(mocker, default_conf, ticker_history):
mocker.patch.object(
_STRATEGY, 'analyze_ticker',
_STRATEGY, '_analyze_ticker_internal',
return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}])
)
assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (True, False)
mocker.patch.object(
_STRATEGY, 'analyze_ticker',
_STRATEGY, '_analyze_ticker_internal',
return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}])
)
assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (False, True)
@@ -33,14 +33,14 @@ def test_returns_latest_buy_signal(mocker, default_conf, ticker_history):
def test_returns_latest_sell_signal(mocker, default_conf, ticker_history):
mocker.patch.object(
_STRATEGY, 'analyze_ticker',
_STRATEGY, '_analyze_ticker_internal',
return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}])
)
assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (False, True)
mocker.patch.object(
_STRATEGY, 'analyze_ticker',
_STRATEGY, '_analyze_ticker_internal',
return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}])
)
assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (True, False)
@@ -60,7 +60,7 @@ def test_get_signal_empty(default_conf, mocker, caplog):
def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ticker_history):
caplog.set_level(logging.INFO)
mocker.patch.object(
_STRATEGY, 'analyze_ticker',
_STRATEGY, '_analyze_ticker_internal',
side_effect=ValueError('xyz')
)
assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'],
@@ -71,7 +71,7 @@ def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ticker_hi
def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ticker_history):
caplog.set_level(logging.INFO)
mocker.patch.object(
_STRATEGY, 'analyze_ticker',
_STRATEGY, '_analyze_ticker_internal',
return_value=DataFrame([])
)
assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
@@ -86,7 +86,7 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ticker_history):
oldtime = arrow.utcnow().shift(minutes=-16)
ticks = DataFrame([{'buy': 1, 'date': oldtime}])
mocker.patch.object(
_STRATEGY, 'analyze_ticker',
_STRATEGY, '_analyze_ticker_internal',
return_value=DataFrame(ticks)
)
assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
@@ -252,7 +252,7 @@ def test_analyze_ticker_default(ticker_history, mocker, caplog) -> None:
caplog.record_tuples)
def test_analyze_ticker_skip_analyze(ticker_history, mocker, caplog) -> None:
def test__analyze_ticker_internal_skip_analyze(ticker_history, mocker, caplog) -> None:
caplog.set_level(logging.DEBUG)
ind_mock = MagicMock(side_effect=lambda x, meta: x)
buy_mock = MagicMock(side_effect=lambda x, meta: x)
@@ -267,7 +267,7 @@ def test_analyze_ticker_skip_analyze(ticker_history, mocker, caplog) -> None:
strategy = DefaultStrategy({})
strategy.process_only_new_candles = True
ret = strategy.analyze_ticker(ticker_history, {'pair': 'ETH/BTC'})
ret = strategy._analyze_ticker_internal(ticker_history, {'pair': 'ETH/BTC'})
assert 'high' in ret.columns
assert 'low' in ret.columns
assert 'close' in ret.columns
@@ -280,7 +280,7 @@ def test_analyze_ticker_skip_analyze(ticker_history, mocker, caplog) -> None:
caplog.record_tuples)
caplog.clear()
ret = strategy.analyze_ticker(ticker_history, {'pair': 'ETH/BTC'})
ret = strategy._analyze_ticker_internal(ticker_history, {'pair': 'ETH/BTC'})
# No analysis happens as process_only_new_candles is true
assert ind_mock.call_count == 1
assert buy_mock.call_count == 1

2
freqtrade/tests/test_plotting.py
View File

@@ -215,6 +215,8 @@ def test_generate_plot_file(mocker, caplog):
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")
assert log_has("Stored plot as user_data/plots/freqtrade-plot-UNITTEST_BTC-5m.html",
caplog.record_tuples)
def test_add_profit():