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Pass analyzed dataframe to get_signal

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This commit is contained in:
Matthias
2020-06-18 08:01:09 +02:00
parent 48225e0d80
commit f1993fb2f4
4 changed files with 16 additions and 45 deletions
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2
tests/conftest.py
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@@ -163,7 +163,7 @@ def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False)) -> None:
:param value: which value IStrategy.get_signal() must return
:return: None
"""
freqtrade.strategy.get_signal = lambda e, s: value
freqtrade.strategy.get_signal = lambda e, s, x: value
freqtrade.exchange.refresh_latest_ohlcv = lambda p: None

43
tests/strategy/test_interface.py
View File

@@ -31,40 +31,15 @@ def test_returns_latest_signal(mocker, default_conf, ohlcv_history):
mocked_history['buy'] = 0
mocked_history.loc[1, 'sell'] = 1
mocker.patch.object(
_STRATEGY.dp, 'get_analyzed_dataframe',
return_value=(mocked_history, 0)
)
assert _STRATEGY.get_signal('ETH/BTC', '5m') == (False, True)
assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, True)
mocked_history.loc[1, 'sell'] = 0
mocked_history.loc[1, 'buy'] = 1
mocker.patch.object(
_STRATEGY.dp, 'get_analyzed_dataframe',
return_value=(mocked_history, 0)
)
assert _STRATEGY.get_signal('ETH/BTC', '5m') == (True, False)
assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (True, False)
mocked_history.loc[1, 'sell'] = 0
mocked_history.loc[1, 'buy'] = 0
mocker.patch.object(
_STRATEGY.dp, 'get_analyzed_dataframe',
return_value=(mocked_history, 0)
)
assert _STRATEGY.get_signal('ETH/BTC', '5m') == (False, False)
def test_trade_no_dataprovider(default_conf, mocker, caplog):
strategy = DefaultStrategy({})
# Delete DP for sure (suffers from test leakage, as this is updated in the base class)
if strategy.dp is not None:
strategy.dp = None
with pytest.raises(OperationalException, match="DataProvider not found."):
strategy.get_signal('ETH/BTC', '5m')
with pytest.raises(OperationalException, match="DataProvider not found."):
strategy.analyze_pair('ETH/BTC')
assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, False)
def test_analyze_pair_empty(default_conf, mocker, caplog, ohlcv_history):
@@ -81,18 +56,15 @@ def test_analyze_pair_empty(default_conf, mocker, caplog, ohlcv_history):
def test_get_signal_empty(default_conf, mocker, caplog):
mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(DataFrame(), 0))
assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'])
assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'], DataFrame())
assert log_has('Empty candle (OHLCV) data for pair foo', caplog)
caplog.clear()
mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(None, 0))
assert (False, False) == _STRATEGY.get_signal('bar', default_conf['timeframe'])
assert (False, False) == _STRATEGY.get_signal('bar', default_conf['timeframe'], None)
assert log_has('Empty candle (OHLCV) data for pair bar', caplog)
caplog.clear()
mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(DataFrame([]), 0))
assert (False, False) == _STRATEGY.get_signal('baz', default_conf['timeframe'])
assert (False, False) == _STRATEGY.get_signal('baz', default_conf['timeframe'], DataFrame([]))
assert log_has('Empty candle (OHLCV) data for pair baz', caplog)
@@ -126,10 +98,9 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
mocked_history.loc[1, 'buy'] = 1
caplog.set_level(logging.INFO)
mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(mocked_history, 0))
mocker.patch.object(_STRATEGY, 'assert_df')
assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'])
assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'], mocked_history)
assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog)