Improve tests for backtest protections

docs/developer.md

@@ -121,8 +121,8 @@ The base-class provides an instance of the exchange (`self._exchange`) the pairl
         self._pairlist_pos = pairlist_pos
 ```
 
-!!! Note
-    You'll need to register your pairlist in `constants.py` under the variable `AVAILABLE_PAIRLISTS` - otherwise it will not be selectable.
+!!! Tip
+    Don't forget to register your pairlist in `constants.py` under the variable `AVAILABLE_PAIRLISTS` - otherwise it will not be selectable.
 
 Now, let's step through the methods which require actions:
 
@@ -184,6 +184,7 @@ No protection should use datetime directly, but use the provided `date_now` vari
 
 !!! Tip "Writing a new Protection"
     Best copy one of the existing Protections to have a good example.
+    Don't forget to register your protection in `constants.py` under the variable `AVAILABLE_PROTECTIONS` - otherwise it will not be selectable.
 
 #### Implementation of a new protection
 

docs/includes/protections.md

@@ -1,7 +1,7 @@
 ## Protections
 
 !!! Warning "Beta feature"
-    This feature is still in it's testing phase. Should you notice something you think is wrong please let us know via Discord, Slack or via Issue.
+    This feature is still in it's testing phase. Should you notice something you think is wrong please let us know via Discord, Slack or via Github Issue.
 
 Protections will protect your strategy from unexpected events and market conditions by temporarily stop trading for either one pair, or for all pairs.
 All protection end times are rounded up to the next candle to avoid sudden, unexpected intra-candle buys.
@@ -13,7 +13,7 @@ All protection end times are rounded up to the next candle to avoid sudden, unex
     Each Protection can be configured multiple times with different parameters, to allow different levels of protection (short-term / long-term).
 
 !!! Note "Backtesting"
-    Protections are supported by backtesting and hyperopt, but must be enabled by using the `--enable-protections` flag.
+    Protections are supported by backtesting and hyperopt, but must be explicitly enabled by using the `--enable-protections` flag.
 
 ### Available Protections
 

freqtrade/mixins/logging_mixin.py

@@ -1,5 +1,3 @@
-
-
 from typing import Callable
 from cachetools import TTLCache, cached
 

freqtrade/plugins/__init__.py

@@ -1,2 +0,0 @@
-# flake8: noqa: F401
-# from freqtrade.plugins.protectionmanager import ProtectionManager

freqtrade/plugins/protections/stoploss_guard.py

@@ -3,8 +3,6 @@ import logging
 from datetime import datetime, timedelta
 from typing import Any, Dict
 
-from sqlalchemy import and_, or_
-
 from freqtrade.persistence import Trade
 from freqtrade.plugins.protections import IProtection, ProtectionReturn
 from freqtrade.strategy.interface import SellType

tests/optimize/test_backtesting.py

@@ -79,7 +79,7 @@ def load_data_test(what, testdatadir):
                                                   fill_missing=True)}
 
 
-def simple_backtest(config, contour, num_results, mocker, testdatadir) -> None:
+def simple_backtest(config, contour, mocker, testdatadir) -> None:
     patch_exchange(mocker)
     config['timeframe'] = '1m'
     backtesting = Backtesting(config)
@@ -98,7 +98,7 @@ def simple_backtest(config, contour, num_results, mocker, testdatadir) -> None:
         enable_protections=config.get('enable_protections', False),
     )
     # results :: <class 'pandas.core.frame.DataFrame'>
-    assert len(results) == num_results
+    return results
 
 
 # FIX: fixturize this?
@@ -532,23 +532,9 @@ def test_processed(default_conf, mocker, testdatadir) -> None:
         assert col in cols
 
 
-def test_backtest_pricecontours(default_conf, fee, mocker, testdatadir) -> None:
-    mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
-    tests = [
-        ['sine', 35],
-        ['raise', 19],
-        ['lower', 0],
-        ['sine', 35],
-        ['raise', 19]
-        ]
-    # While buy-signals are unrealistic, running backtesting
-    # over and over again should not cause different results
-    for [contour, numres] in tests:
-        simple_backtest(default_conf, contour, numres, mocker, testdatadir)
-
-
 def test_backtest_pricecontours_protections(default_conf, fee, mocker, testdatadir) -> None:
-    # TODO: Evaluate usefullness of this, the patterns and buy-signls are unrealistic
+    # While this test IS a copy of test_backtest_pricecontours, it's needed to ensure
+    # results do not carry-over to the next run, which is not given by using parametrize.
     default_conf['protections'] = [
         {
             "method": "CooldownPeriod",
@@ -567,7 +553,31 @@ def test_backtest_pricecontours_protections(default_conf, fee, mocker, testdatad
     # While buy-signals are unrealistic, running backtesting
     # over and over again should not cause different results
     for [contour, numres] in tests:
-        simple_backtest(default_conf, contour, numres, mocker, testdatadir)
+        assert len(simple_backtest(default_conf, contour, mocker, testdatadir)) == numres
+
+
+@pytest.mark.parametrize('protections,contour,expected', [
+    (None, 'sine', 35),
+    (None, 'raise', 19),
+    (None, 'lower', 0),
+    (None, 'sine', 35),
+    (None, 'raise', 19),
+    ([{"method": "CooldownPeriod", "stop_duration": 3}], 'sine', 9),
+    ([{"method": "CooldownPeriod", "stop_duration": 3}], 'raise', 10),
+    ([{"method": "CooldownPeriod", "stop_duration": 3}], 'lower', 0),
+    ([{"method": "CooldownPeriod", "stop_duration": 3}], 'sine', 9),
+    ([{"method": "CooldownPeriod", "stop_duration": 3}], 'raise', 10),
+])
+def test_backtest_pricecontours(default_conf, fee, mocker, testdatadir,
+                                protections, contour, expected) -> None:
+    if protections:
+        default_conf['protections'] = protections
+        default_conf['enable_protections'] = True
+
+    mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
+    # While buy-signals are unrealistic, running backtesting
+    # over and over again should not cause different results
+    assert len(simple_backtest(default_conf, contour, mocker, testdatadir)) == expected
 
 
 def test_backtest_clash_buy_sell(mocker, default_conf, testdatadir):

tests/optimize/test_optimize_reports.py

@@ -76,7 +76,8 @@ def test_generate_backtest_stats(default_conf, testdatadir):
                                  "sell_reason": [SellType.ROI, SellType.STOP_LOSS,
                                                  SellType.ROI, SellType.FORCE_SELL]
                                  }),
-        'config': default_conf}
+        'config': default_conf,
+        'locks': []}
         }
     timerange = TimeRange.parse_timerange('1510688220-1510700340')
     min_date = Arrow.fromtimestamp(1510688220)

tests/plugins/test_protections.py

@@ -1,5 +1,5 @@
 import random
-from datetime import datetime, timedelta, timezone
+from datetime import datetime, timedelta
 
 import pytest