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Merge branch 'develop' into feat/new_args_system

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This commit is contained in:
Matthias
2019-10-20 19:32:34 +02:00
parent df43b1f533 a52366c45d
commit f3cfe147b5
100 changed files with 2632 additions and 1112 deletions
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5
tests/config_test_comments.json
View File

@@ -103,11 +103,6 @@
"max_trade_duration_minute": 1440,
"remove_pumps": false
},
"experimental": {
"use_sell_signal": false,
"sell_profit_only": false,
"ignore_roi_if_buy_signal": false
},
"telegram": {
// We can now comment out some settings
// "enabled": true,

138
tests/conftest.py
View File

@@ -9,8 +9,8 @@ from pathlib import Path
from unittest.mock import MagicMock, PropertyMock
import arrow
import pytest
import numpy as np
import pytest
from telegram import Chat, Message, Update
from freqtrade import constants, persistence
@@ -19,10 +19,10 @@ from freqtrade.data.converter import parse_ticker_dataframe
from freqtrade.edge import Edge, PairInfo
from freqtrade.exchange import Exchange
from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.persistence import Trade
from freqtrade.resolvers import ExchangeResolver
from freqtrade.worker import Worker
logging.getLogger('').setLevel(logging.INFO)
@@ -609,6 +609,14 @@ def limit_buy_order_old_partial():
}
@pytest.fixture
def limit_buy_order_old_partial_canceled(limit_buy_order_old_partial):
res = deepcopy(limit_buy_order_old_partial)
res['status'] = 'canceled'
res['fee'] = {'cost': 0.0001, 'currency': 'ETH'}
return res
@pytest.fixture
def limit_sell_order():
return {
@@ -897,12 +905,6 @@ def result(testdatadir):
return parse_ticker_dataframe(json.load(data_file), '1m', pair="UNITTEST/BTC",
fill_missing=True)
# FIX:
# Create an fixture/function
# that inserts a trade of some type and open-status
# return the open-order-id
# See tests in rpc/main that could use this
@pytest.fixture(scope="function")
def trades_for_order():
@@ -929,6 +931,110 @@ def trades_for_order():
'fee': {'cost': 0.008, 'currency': 'LTC'}}]
@pytest.fixture(scope="function")
def trades_history():
return [{'info': {'a': 126181329,
'p': '0.01962700',
'q': '0.04000000',
'f': 138604155,
'l': 138604155,
'T': 1565798399463,
'm': False,
'M': True},
'timestamp': 1565798399463,
'datetime': '2019-08-14T15:59:59.463Z',
'symbol': 'ETH/BTC',
'id': '126181329',
'order': None,
'type': None,
'takerOrMaker': None,
'side': 'buy',
'price': 0.019627,
'amount': 0.04,
'cost': 0.00078508,
'fee': None},
{'info': {'a': 126181330,
'p': '0.01962700',
'q': '0.24400000',
'f': 138604156,
'l': 138604156,
'T': 1565798399629,
'm': False,
'M': True},
'timestamp': 1565798399629,
'datetime': '2019-08-14T15:59:59.629Z',
'symbol': 'ETH/BTC',
'id': '126181330',
'order': None,
'type': None,
'takerOrMaker': None,
'side': 'buy',
'price': 0.019627,
'amount': 0.244,
'cost': 0.004788987999999999,
'fee': None},
{'info': {'a': 126181331,
'p': '0.01962600',
'q': '0.01100000',
'f': 138604157,
'l': 138604157,
'T': 1565798399752,
'm': True,
'M': True},
'timestamp': 1565798399752,
'datetime': '2019-08-14T15:59:59.752Z',
'symbol': 'ETH/BTC',
'id': '126181331',
'order': None,
'type': None,
'takerOrMaker': None,
'side': 'sell',
'price': 0.019626,
'amount': 0.011,
'cost': 0.00021588599999999999,
'fee': None},
{'info': {'a': 126181332,
'p': '0.01962600',
'q': '0.01100000',
'f': 138604158,
'l': 138604158,
'T': 1565798399862,
'm': True,
'M': True},
'timestamp': 1565798399862,
'datetime': '2019-08-14T15:59:59.862Z',
'symbol': 'ETH/BTC',
'id': '126181332',
'order': None,
'type': None,
'takerOrMaker': None,
'side': 'sell',
'price': 0.019626,
'amount': 0.011,
'cost': 0.00021588599999999999,
'fee': None},
{'info': {'a': 126181333,
'p': '0.01952600',
'q': '0.01200000',
'f': 138604158,
'l': 138604158,
'T': 1565798399872,
'm': True,
'M': True},
'timestamp': 1565798399872,
'datetime': '2019-08-14T15:59:59.872Z',
'symbol': 'ETH/BTC',
'id': '126181333',
'order': None,
'type': None,
'takerOrMaker': None,
'side': 'sell',
'price': 0.019626,
'amount': 0.011,
'cost': 0.00021588599999999999,
'fee': None}]
@pytest.fixture(scope="function")
def trades_for_order2():
return [{'info': {'id': 34567,
@@ -1076,3 +1182,19 @@ def import_fails() -> None:
# restore previous importfunction
builtins.__import__ = realimport
@pytest.fixture(scope="function")
def open_trade():
return Trade(
pair='ETH/BTC',
open_rate=0.00001099,
exchange='bittrex',
open_order_id='123456789',
amount=90.99181073,
fee_open=0.0,
fee_close=0.0,
stake_amount=1,
open_date=arrow.utcnow().shift(minutes=-601).datetime,
is_open=True
)

8
tests/data/test_btanalysis.py
View File

@@ -53,12 +53,12 @@ def test_load_trades_db(default_conf, fee, mocker):
def test_extract_trades_of_period(testdatadir):
pair = "UNITTEST/BTC"
timerange = TimeRange(None, 'line', 0, -1000)
# 2018-11-14 06:07:00
timerange = TimeRange('date', None, 1510639620, 0)
data = load_pair_history(pair=pair, ticker_interval='1m',
datadir=testdatadir, timerange=timerange)
# timerange = 2017-11-14 06:07 - 2017-11-14 22:58:00
trades = DataFrame(
{'pair': [pair, pair, pair, pair],
'profit_percent': [0.0, 0.1, -0.2, -0.5],
@@ -108,7 +108,7 @@ def test_load_trades(default_conf, mocker):
def test_combine_tickers_with_mean(testdatadir):
pairs = ["ETH/BTC", "XLM/BTC"]
pairs = ["ETH/BTC", "ADA/BTC"]
tickers = load_data(datadir=testdatadir,
pairs=pairs,
ticker_interval='5m'
@@ -116,7 +116,7 @@ def test_combine_tickers_with_mean(testdatadir):
df = combine_tickers_with_mean(tickers)
assert isinstance(df, DataFrame)
assert "ETH/BTC" in df.columns
assert "XLM/BTC" in df.columns
assert "ADA/BTC" in df.columns
assert "mean" in df.columns

32
tests/data/test_dataprovider.py
View File

@@ -120,3 +120,35 @@ def test_refresh(mocker, default_conf, ticker_history):
assert len(refresh_mock.call_args[0]) == 1
assert len(refresh_mock.call_args[0][0]) == len(pairs) + len(pairs_non_trad)
assert refresh_mock.call_args[0][0] == pairs + pairs_non_trad
def test_orderbook(mocker, default_conf, order_book_l2):
api_mock = MagicMock()
api_mock.fetch_l2_order_book = order_book_l2
exchange = get_patched_exchange(mocker, default_conf, api_mock=api_mock)
dp = DataProvider(default_conf, exchange)
res = dp.orderbook('ETH/BTC', 5)
assert order_book_l2.call_count == 1
assert order_book_l2.call_args_list[0][0][0] == 'ETH/BTC'
assert order_book_l2.call_args_list[0][0][1] == 5
assert type(res) is dict
assert 'bids' in res
assert 'asks' in res
def test_market(mocker, default_conf, markets):
api_mock = MagicMock()
api_mock.markets = markets
exchange = get_patched_exchange(mocker, default_conf, api_mock=api_mock)
dp = DataProvider(default_conf, exchange)
res = dp.market('ETH/BTC')
assert type(res) is dict
assert 'symbol' in res
assert res['symbol'] == 'ETH/BTC'
res = dp.market('UNITTEST/BTC')
assert res is None

250
tests/data/test_history.py
View File

@@ -1,7 +1,6 @@
# pragma pylint: disable=missing-docstring, protected-access, C0103
import json
import os
import uuid
from pathlib import Path
from shutil import copyfile
@@ -14,49 +13,54 @@ from pandas import DataFrame
from freqtrade import OperationalException
from freqtrade.configuration import TimeRange
from freqtrade.data import history
from freqtrade.data.history import (download_pair_history,
load_cached_data_for_updating,
load_tickerdata_file,
from freqtrade.data.history import (_load_cached_data_for_updating,
convert_trades_to_ohlcv,
download_pair_history,
download_trades_history,
load_tickerdata_file, pair_data_filename,
pair_trades_filename,
refresh_backtest_ohlcv_data,
refresh_backtest_trades_data,
trim_tickerlist)
from freqtrade.exchange import timeframe_to_minutes
from freqtrade.misc import file_dump_json
from freqtrade.strategy.default_strategy import DefaultStrategy
from tests.conftest import get_patched_exchange, log_has, log_has_re, patch_exchange
from tests.conftest import (get_patched_exchange, log_has, log_has_re,
patch_exchange)
# Change this if modifying UNITTEST/BTC testdatafile
_BTC_UNITTEST_LENGTH = 13681
def _backup_file(file: str, copy_file: bool = False) -> None:
def _backup_file(file: Path, copy_file: bool = False) -> None:
"""
Backup existing file to avoid deleting the user file
:param file: complete path to the file
:param touch_file: create an empty file in replacement
:return: None
"""
file_swp = file + '.swp'
if os.path.isfile(file):
os.rename(file, file_swp)
file_swp = str(file) + '.swp'
if file.is_file():
file.rename(file_swp)
if copy_file:
copyfile(file_swp, file)
def _clean_test_file(file: str) -> None:
def _clean_test_file(file: Path) -> None:
"""
Backup existing file to avoid deleting the user file
:param file: complete path to the file
:return: None
"""
file_swp = file + '.swp'
file_swp = Path(str(file) + '.swp')
# 1. Delete file from the test
if os.path.isfile(file):
os.remove(file)
if file.is_file():
file.unlink()
# 2. Rollback to the initial file
if os.path.isfile(file_swp):
os.rename(file_swp, file)
if file_swp.is_file():
file_swp.rename(file)
def test_load_data_30min_ticker(mocker, caplog, default_conf, testdatadir) -> None:
@@ -80,10 +84,10 @@ def test_load_data_7min_ticker(mocker, caplog, default_conf, testdatadir) -> Non
def test_load_data_1min_ticker(ticker_history, mocker, caplog, testdatadir) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ticker_history)
file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-1m.json')
file = testdatadir / 'UNITTEST_BTC-1m.json'
_backup_file(file, copy_file=True)
history.load_data(datadir=testdatadir, ticker_interval='1m', pairs=['UNITTEST/BTC'])
assert os.path.isfile(file) is True
assert file.is_file()
assert not log_has(
'Download history data for pair: "UNITTEST/BTC", interval: 1m '
'and store in None.', caplog
@@ -98,14 +102,14 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog,
"""
mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ticker_history_list)
exchange = get_patched_exchange(mocker, default_conf)
file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
file = testdatadir / 'MEME_BTC-1m.json'
_backup_file(file)
# do not download a new pair if refresh_pairs isn't set
history.load_pair_history(datadir=testdatadir,
ticker_interval='1m',
pair='MEME/BTC')
assert os.path.isfile(file) is False
assert not file.is_file()
assert log_has(
'No history data for pair: "MEME/BTC", interval: 1m. '
'Use `freqtrade download-data` to download the data', caplog
@@ -117,7 +121,7 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog,
refresh_pairs=True,
exchange=exchange,
pair='MEME/BTC')
assert os.path.isfile(file) is True
assert file.is_file()
assert log_has_re(
'Download history data for pair: "MEME/BTC", interval: 1m '
'and store in .*', caplog
@@ -135,6 +139,18 @@ def test_testdata_path(testdatadir) -> None:
assert str(Path('tests') / 'testdata') in str(testdatadir)
def test_pair_data_filename():
fn = pair_data_filename(Path('freqtrade/hello/world'), 'ETH/BTC', '5m')
assert isinstance(fn, Path)
assert fn == Path('freqtrade/hello/world/ETH_BTC-5m.json')
def test_pair_trades_filename():
fn = pair_trades_filename(Path('freqtrade/hello/world'), 'ETH/BTC')
assert isinstance(fn, Path)
assert fn == Path('freqtrade/hello/world/ETH_BTC-trades.json.gz')
def test_load_cached_data_for_updating(mocker) -> None:
datadir = Path(__file__).parent.parent.joinpath('testdata')
@@ -151,43 +167,43 @@ def test_load_cached_data_for_updating(mocker) -> None:
# timeframe starts earlier than the cached data
# should fully update data
timerange = TimeRange('date', None, test_data[0][0] / 1000 - 1, 0)
data, start_ts = load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange)
data, start_ts = _load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange)
assert data == []
assert start_ts == test_data[0][0] - 1000
# same with 'line' timeframe
num_lines = (test_data[-1][0] - test_data[1][0]) / 1000 / 60 + 120
data, start_ts = load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m',
TimeRange(None, 'line', 0, -num_lines))
data, start_ts = _load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m',
TimeRange(None, 'line', 0, -num_lines))
assert data == []
assert start_ts < test_data[0][0] - 1
# timeframe starts in the center of the cached data
# should return the chached data w/o the last item
timerange = TimeRange('date', None, test_data[0][0] / 1000 + 1, 0)
data, start_ts = load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange)
data, start_ts = _load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange)
assert data == test_data[:-1]
assert test_data[-2][0] < start_ts < test_data[-1][0]
# same with 'line' timeframe
num_lines = (test_data[-1][0] - test_data[1][0]) / 1000 / 60 + 30
timerange = TimeRange(None, 'line', 0, -num_lines)
data, start_ts = load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange)
data, start_ts = _load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange)
assert data == test_data[:-1]
assert test_data[-2][0] < start_ts < test_data[-1][0]
# timeframe starts after the chached data
# should return the chached data w/o the last item
timerange = TimeRange('date', None, test_data[-1][0] / 1000 + 1, 0)
data, start_ts = load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange)
data, start_ts = _load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange)
assert data == test_data[:-1]
assert test_data[-2][0] < start_ts < test_data[-1][0]
# Try loading last 30 lines.
# Not supported by load_cached_data_for_updating, we always need to get the full data.
# Not supported by _load_cached_data_for_updating, we always need to get the full data.
num_lines = 30
timerange = TimeRange(None, 'line', 0, -num_lines)
data, start_ts = load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange)
data, start_ts = _load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange)
assert data == test_data[:-1]
assert test_data[-2][0] < start_ts < test_data[-1][0]
@@ -195,27 +211,27 @@ def test_load_cached_data_for_updating(mocker) -> None:
# should return the chached data w/o the last item
num_lines = 30
timerange = TimeRange(None, 'line', 0, -num_lines)
data, start_ts = load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange)
data, start_ts = _load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange)
assert data == test_data[:-1]
assert test_data[-2][0] < start_ts < test_data[-1][0]
# no datafile exist
# should return timestamp start time
timerange = TimeRange('date', None, now_ts - 10000, 0)
data, start_ts = load_cached_data_for_updating(datadir, 'NONEXIST/BTC', '1m', timerange)
data, start_ts = _load_cached_data_for_updating(datadir, 'NONEXIST/BTC', '1m', timerange)
assert data == []
assert start_ts == (now_ts - 10000) * 1000
# same with 'line' timeframe
num_lines = 30
timerange = TimeRange(None, 'line', 0, -num_lines)
data, start_ts = load_cached_data_for_updating(datadir, 'NONEXIST/BTC', '1m', timerange)
data, start_ts = _load_cached_data_for_updating(datadir, 'NONEXIST/BTC', '1m', timerange)
assert data == []
assert start_ts == (now_ts - num_lines * 60) * 1000
# no datafile exist, no timeframe is set
# should return an empty array and None
data, start_ts = load_cached_data_for_updating(datadir, 'NONEXIST/BTC', '1m', None)
data, start_ts = _load_cached_data_for_updating(datadir, 'NONEXIST/BTC', '1m', None)
assert data == []
assert start_ts is None
@@ -223,18 +239,18 @@ def test_load_cached_data_for_updating(mocker) -> None:
def test_download_pair_history(ticker_history_list, mocker, default_conf, testdatadir) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ticker_history_list)
exchange = get_patched_exchange(mocker, default_conf)
file1_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
file1_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-5m.json')
file2_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'CFI_BTC-1m.json')
file2_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'CFI_BTC-5m.json')
file1_1 = testdatadir / 'MEME_BTC-1m.json'
file1_5 = testdatadir / 'MEME_BTC-5m.json'
file2_1 = testdatadir / 'CFI_BTC-1m.json'
file2_5 = testdatadir / 'CFI_BTC-5m.json'
_backup_file(file1_1)
_backup_file(file1_5)
_backup_file(file2_1)
_backup_file(file2_5)
assert os.path.isfile(file1_1) is False
assert os.path.isfile(file2_1) is False
assert not file1_1.is_file()
assert not file2_1.is_file()
assert download_pair_history(datadir=testdatadir, exchange=exchange,
pair='MEME/BTC',
@@ -243,15 +259,15 @@ def test_download_pair_history(ticker_history_list, mocker, default_conf, testda
pair='CFI/BTC',
ticker_interval='1m')
assert not exchange._pairs_last_refresh_time
assert os.path.isfile(file1_1) is True
assert os.path.isfile(file2_1) is True
assert file1_1.is_file()
assert file2_1.is_file()
# clean files freshly downloaded
_clean_test_file(file1_1)
_clean_test_file(file2_1)
assert os.path.isfile(file1_5) is False
assert os.path.isfile(file2_5) is False
assert not file1_5.is_file()
assert not file2_5.is_file()
assert download_pair_history(datadir=testdatadir, exchange=exchange,
pair='MEME/BTC',
@@ -260,8 +276,8 @@ def test_download_pair_history(ticker_history_list, mocker, default_conf, testda
pair='CFI/BTC',
ticker_interval='5m')
assert not exchange._pairs_last_refresh_time
assert os.path.isfile(file1_5) is True
assert os.path.isfile(file2_5) is True
assert file1_5.is_file()
assert file2_5.is_file()
# clean files freshly downloaded
_clean_test_file(file1_5)
@@ -288,8 +304,8 @@ def test_download_backtesting_data_exception(ticker_history, mocker, caplog,
exchange = get_patched_exchange(mocker, default_conf)
file1_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
file1_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-5m.json')
file1_1 = testdatadir / 'MEME_BTC-1m.json'
file1_5 = testdatadir / 'MEME_BTC-5m.json'
_backup_file(file1_1)
_backup_file(file1_5)
@@ -359,43 +375,12 @@ def test_init(default_conf, mocker) -> None:
)
def test_trim_tickerlist() -> None:
file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-1m.json')
def test_trim_tickerlist(testdatadir) -> None:
file = testdatadir / 'UNITTEST_BTC-1m.json'
with open(file) as data_file:
ticker_list = json.load(data_file)
ticker_list_len = len(ticker_list)
# Test the pattern ^(-\d+)$
# This pattern uses the latest N elements
timerange = TimeRange(None, 'line', 0, -5)
ticker = trim_tickerlist(ticker_list, timerange)
ticker_len = len(ticker)
assert ticker_len == 5
assert ticker_list[0] is not ticker[0] # The first element should be different
assert ticker_list[-1] is ticker[-1] # The last element must be the same
# Test the pattern ^(\d+)-$
# This pattern keep X element from the end
timerange = TimeRange('line', None, 5, 0)
ticker = trim_tickerlist(ticker_list, timerange)
ticker_len = len(ticker)
assert ticker_len == 5
assert ticker_list[0] is ticker[0] # The first element must be the same
assert ticker_list[-1] is not ticker[-1] # The last element should be different
# Test the pattern ^(\d+)-(\d+)$
# This pattern extract a window
timerange = TimeRange('index', 'index', 5, 10)
ticker = trim_tickerlist(ticker_list, timerange)
ticker_len = len(ticker)
assert ticker_len == 5
assert ticker_list[0] is not ticker[0] # The first element should be different
assert ticker_list[5] is ticker[0] # The list starts at the index 5
assert ticker_list[9] is ticker[-1] # The list ends at the index 9 (5 elements)
# Test the pattern ^(\d{8})-(\d{8})$
# This pattern extract a window between the dates
timerange = TimeRange('date', 'date', ticker_list[5][0] / 1000, ticker_list[10][0] / 1000 - 1)
@@ -435,13 +420,6 @@ def test_trim_tickerlist() -> None:
assert ticker_list_len == ticker_len
# Test invalid timerange (start after stop)
timerange = TimeRange('index', 'index', 10, 5)
with pytest.raises(ValueError, match=r'The timerange .* is incorrect'):
trim_tickerlist(ticker_list, timerange)
assert ticker_list_len == ticker_len
# passing empty list
timerange = TimeRange(None, None, None, 5)
ticker = trim_tickerlist([], timerange)
@@ -449,22 +427,21 @@ def test_trim_tickerlist() -> None:
assert not ticker
def test_file_dump_json_tofile() -> None:
file = os.path.join(os.path.dirname(__file__), '..', 'testdata',
'test_{id}.json'.format(id=str(uuid.uuid4())))
def test_file_dump_json_tofile(testdatadir) -> None:
file = testdatadir / 'test_{id}.json'.format(id=str(uuid.uuid4()))
data = {'bar': 'foo'}
# check the file we will create does not exist
assert os.path.isfile(file) is False
assert not file.is_file()
# Create the Json file
file_dump_json(file, data)
# Check the file was create
assert os.path.isfile(file) is True
assert file.is_file()
# Open the Json file created and test the data is in it
with open(file) as data_file:
with file.open() as data_file:
json_from_file = json.load(data_file)
assert 'bar' in json_from_file
@@ -571,3 +548,92 @@ def test_download_data_no_markets(mocker, default_conf, caplog, testdatadir):
assert "ETH/BTC" in unav_pairs
assert "XRP/BTC" in unav_pairs
assert log_has("Skipping pair ETH/BTC...", caplog)
def test_refresh_backtest_trades_data(mocker, default_conf, markets, caplog, testdatadir):
dl_mock = mocker.patch('freqtrade.data.history.download_trades_history', MagicMock())
mocker.patch(
'freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)
)
mocker.patch.object(Path, "exists", MagicMock(return_value=True))
mocker.patch.object(Path, "unlink", MagicMock())
ex = get_patched_exchange(mocker, default_conf)
timerange = TimeRange.parse_timerange("20190101-20190102")
unavailable_pairs = refresh_backtest_trades_data(exchange=ex,
pairs=["ETH/BTC", "XRP/BTC", "XRP/ETH"],
datadir=testdatadir,
timerange=timerange, erase=True
)
assert dl_mock.call_count == 2
assert dl_mock.call_args[1]['timerange'].starttype == 'date'
assert log_has("Downloading trades for pair ETH/BTC.", caplog)
assert unavailable_pairs == ["XRP/ETH"]
assert log_has("Skipping pair XRP/ETH...", caplog)
def test_download_trades_history(trades_history, mocker, default_conf, testdatadir, caplog) -> None:
ght_mock = MagicMock(side_effect=lambda pair, *args, **kwargs: (pair, trades_history))
mocker.patch('freqtrade.exchange.Exchange.get_historic_trades',
ght_mock)
exchange = get_patched_exchange(mocker, default_conf)
file1 = testdatadir / 'ETH_BTC-trades.json.gz'
_backup_file(file1)
assert not file1.is_file()
assert download_trades_history(datadir=testdatadir, exchange=exchange,
pair='ETH/BTC')
assert log_has("New Amount of trades: 5", caplog)
assert file1.is_file()
# clean files freshly downloaded
_clean_test_file(file1)
mocker.patch('freqtrade.exchange.Exchange.get_historic_trades',
MagicMock(side_effect=ValueError))
assert not download_trades_history(datadir=testdatadir, exchange=exchange,
pair='ETH/BTC')
assert log_has_re('Failed to download historic trades for pair: "ETH/BTC".*', caplog)
def test_convert_trades_to_ohlcv(mocker, default_conf, testdatadir, caplog):
pair = 'XRP/ETH'
file1 = testdatadir / 'XRP_ETH-1m.json'
file5 = testdatadir / 'XRP_ETH-5m.json'
# Compare downloaded dataset with converted dataset
dfbak_1m = history.load_pair_history(datadir=testdatadir,
ticker_interval="1m",
pair=pair)
dfbak_5m = history.load_pair_history(datadir=testdatadir,
ticker_interval="5m",
pair=pair)
_backup_file(file1, copy_file=True)
_backup_file(file5)
tr = TimeRange.parse_timerange('20191011-20191012')
convert_trades_to_ohlcv([pair], timeframes=['1m', '5m'],
datadir=testdatadir, timerange=tr, erase=True)
assert log_has("Deleting existing data for pair XRP/ETH, interval 1m.", caplog)
# Load new data
df_1m = history.load_pair_history(datadir=testdatadir,
ticker_interval="1m",
pair=pair)
df_5m = history.load_pair_history(datadir=testdatadir,
ticker_interval="5m",
pair=pair)
assert df_1m.equals(dfbak_1m)
assert df_5m.equals(dfbak_5m)
_clean_test_file(file1)
_clean_test_file(file5)

10
tests/edge/test_edge.py
View File

@@ -79,7 +79,7 @@ tc0 = BTContainer(data=[
# D O H L C V B S
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 1]], # enter trade (signal on last candle)
stop_loss=-0.99, roi=float('inf'), profit_perc=0.00,
stop_loss=-0.99, roi={"0": float('inf')}, profit_perc=0.00,
trades=[]
)
@@ -94,7 +94,7 @@ tc1 = BTContainer(data=[
[5, 5000, 5025, 4975, 4987, 6172, 0, 1], # no action
[6, 5000, 5025, 4975, 4987, 6172, 0, 0], # should sell
],
stop_loss=-0.99, roi=float('inf'), profit_perc=0.00,
stop_loss=-0.99, roi={"0": float('inf')}, profit_perc=0.00,
trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=2),
BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=4, close_tick=6)]
)
@@ -106,7 +106,7 @@ tc2 = BTContainer(data=[
[1, 5000, 5025, 4600, 4987, 6172, 0, 0], # enter trade, stoploss hit
[2, 5000, 5025, 4975, 4987, 6172, 0, 0],
],
stop_loss=-0.01, roi=float('inf'), profit_perc=-0.01,
stop_loss=-0.01, roi={"0": float('inf')}, profit_perc=-0.01,
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)]
)
@@ -117,7 +117,7 @@ tc3 = BTContainer(data=[
[1, 5000, 5025, 4800, 4987, 6172, 0, 0], # enter trade, stoploss hit
[2, 5000, 5025, 4975, 4987, 6172, 0, 0],
],
stop_loss=-0.03, roi=float('inf'), profit_perc=-0.03,
stop_loss=-0.03, roi={"0": float('inf')}, profit_perc=-0.03,
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)]
)
@@ -128,7 +128,7 @@ tc4 = BTContainer(data=[
[1, 5000, 5025, 4800, 4987, 6172, 0, 1], # enter trade, stoploss hit, sell signal
[2, 5000, 5025, 4975, 4987, 6172, 0, 0],
],
stop_loss=-0.03, roi=float('inf'), profit_perc=-0.03,
stop_loss=-0.03, roi={"0": float('inf')}, profit_perc=-0.03,
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)]
)

212
tests/exchange/test_exchange.py
View File

@@ -142,6 +142,12 @@ def test_exchange_resolver(default_conf, mocker, caplog):
assert not log_has_re(r"No .* specific subclass found. Using the generic class instead.",
caplog)
# Test mapping
exchange = ExchangeResolver('binanceus', default_conf).exchange
assert isinstance(exchange, Exchange)
assert isinstance(exchange, Binance)
assert not isinstance(exchange, Kraken)
def test_validate_order_time_in_force(default_conf, mocker, caplog):
caplog.set_level(logging.INFO)
@@ -409,7 +415,8 @@ def test_validate_timeframes_failed(default_conf, mocker):
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
with pytest.raises(OperationalException, match=r'Invalid ticker 3m, this Exchange supports.*'):
with pytest.raises(OperationalException,
match=r"Invalid ticker interval '3m'. This exchange supports.*"):
Exchange(default_conf)
@@ -1135,6 +1142,13 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
await exchange._async_get_candle_history(pair, "5m",
(arrow.utcnow().timestamp - 2000) * 1000)
with pytest.raises(OperationalException, match=r'Exchange.* does not support fetching '
r'historical candlestick data\..*'):
api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NotSupported("Not supported"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
await exchange._async_get_candle_history(pair, "5m",
(arrow.utcnow().timestamp - 2000) * 1000)
@pytest.mark.asyncio
async def test__async_get_candle_history_empty(default_conf, mocker, caplog):
@@ -1306,6 +1320,196 @@ async def test___async_get_candle_history_sort(default_conf, mocker, exchange_na
assert ticks[9][5] == 2.31452783
@pytest.mark.asyncio
@pytest.mark.parametrize("exchange_name", EXCHANGES)
async def test__async_fetch_trades(default_conf, mocker, caplog, exchange_name,
trades_history):
caplog.set_level(logging.DEBUG)
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
# Monkey-patch async function
exchange._api_async.fetch_trades = get_mock_coro(trades_history)
pair = 'ETH/BTC'
res = await exchange._async_fetch_trades(pair, since=None, params=None)
assert type(res) is list
assert isinstance(res[0], dict)
assert isinstance(res[1], dict)
assert exchange._api_async.fetch_trades.call_count == 1
assert exchange._api_async.fetch_trades.call_args[0][0] == pair
assert exchange._api_async.fetch_trades.call_args[1]['limit'] == 1000
assert log_has_re(f"Fetching trades for pair {pair}, since .*", caplog)
caplog.clear()
exchange._api_async.fetch_trades.reset_mock()
res = await exchange._async_fetch_trades(pair, since=None, params={'from': '123'})
assert exchange._api_async.fetch_trades.call_count == 1
assert exchange._api_async.fetch_trades.call_args[0][0] == pair
assert exchange._api_async.fetch_trades.call_args[1]['limit'] == 1000
assert exchange._api_async.fetch_trades.call_args[1]['params'] == {'from': '123'}
assert log_has_re(f"Fetching trades for pair {pair}, params: .*", caplog)
exchange = Exchange(default_conf)
await async_ccxt_exception(mocker, default_conf, MagicMock(),
"_async_fetch_trades", "fetch_trades",
pair='ABCD/BTC', since=None)
api_mock = MagicMock()
with pytest.raises(OperationalException, match=r'Could not fetch trade data*'):
api_mock.fetch_trades = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
await exchange._async_fetch_trades(pair, since=(arrow.utcnow().timestamp - 2000) * 1000)
with pytest.raises(OperationalException, match=r'Exchange.* does not support fetching '
r'historical trade data\..*'):
api_mock.fetch_trades = MagicMock(side_effect=ccxt.NotSupported("Not supported"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
await exchange._async_fetch_trades(pair, since=(arrow.utcnow().timestamp - 2000) * 1000)
@pytest.mark.asyncio
@pytest.mark.parametrize("exchange_name", EXCHANGES)
async def test__async_get_trade_history_id(default_conf, mocker, caplog, exchange_name,
trades_history):
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
pagination_arg = exchange._trades_pagination_arg
async def mock_get_trade_hist(pair, *args, **kwargs):
if 'since' in kwargs:
# Return first 3
return trades_history[:-2]
elif kwargs.get('params', {}).get(pagination_arg) == trades_history[-3]['id']:
# Return 2
return trades_history[-3:-1]
else:
# Return last 2
return trades_history[-2:]
# Monkey-patch async function
exchange._async_fetch_trades = MagicMock(side_effect=mock_get_trade_hist)
pair = 'ETH/BTC'
ret = await exchange._async_get_trade_history_id(pair, since=trades_history[0]["timestamp"],
until=trades_history[-1]["timestamp"]-1)
assert type(ret) is tuple
assert ret[0] == pair
assert type(ret[1]) is list
assert len(ret[1]) == len(trades_history)
assert exchange._async_fetch_trades.call_count == 3
fetch_trades_cal = exchange._async_fetch_trades.call_args_list
# first call (using since, not fromId)
assert fetch_trades_cal[0][0][0] == pair
assert fetch_trades_cal[0][1]['since'] == trades_history[0]["timestamp"]
# 2nd call
assert fetch_trades_cal[1][0][0] == pair
assert 'params' in fetch_trades_cal[1][1]
assert exchange._ft_has['trades_pagination_arg'] in fetch_trades_cal[1][1]['params']
@pytest.mark.asyncio
@pytest.mark.parametrize("exchange_name", EXCHANGES)
async def test__async_get_trade_history_time(default_conf, mocker, caplog, exchange_name,
trades_history):
caplog.set_level(logging.DEBUG)
async def mock_get_trade_hist(pair, *args, **kwargs):
if kwargs['since'] == trades_history[0]["timestamp"]:
return trades_history[:-1]
else:
return trades_history[-1:]
caplog.set_level(logging.DEBUG)
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
# Monkey-patch async function
exchange._async_fetch_trades = MagicMock(side_effect=mock_get_trade_hist)
pair = 'ETH/BTC'
ret = await exchange._async_get_trade_history_time(pair, since=trades_history[0]["timestamp"],
until=trades_history[-1]["timestamp"]-1)
assert type(ret) is tuple
assert ret[0] == pair
assert type(ret[1]) is list
assert len(ret[1]) == len(trades_history)
assert exchange._async_fetch_trades.call_count == 2
fetch_trades_cal = exchange._async_fetch_trades.call_args_list
# first call (using since, not fromId)
assert fetch_trades_cal[0][0][0] == pair
assert fetch_trades_cal[0][1]['since'] == trades_history[0]["timestamp"]
# 2nd call
assert fetch_trades_cal[1][0][0] == pair
assert fetch_trades_cal[0][1]['since'] == trades_history[0]["timestamp"]
assert log_has_re(r"Stopping because until was reached.*", caplog)
@pytest.mark.asyncio
@pytest.mark.parametrize("exchange_name", EXCHANGES)
async def test__async_get_trade_history_time_empty(default_conf, mocker, caplog, exchange_name,
trades_history):
caplog.set_level(logging.DEBUG)
async def mock_get_trade_hist(pair, *args, **kwargs):
if kwargs['since'] == trades_history[0]["timestamp"]:
return trades_history[:-1]
else:
return []
caplog.set_level(logging.DEBUG)
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
# Monkey-patch async function
exchange._async_fetch_trades = MagicMock(side_effect=mock_get_trade_hist)
pair = 'ETH/BTC'
ret = await exchange._async_get_trade_history_time(pair, since=trades_history[0]["timestamp"],
until=trades_history[-1]["timestamp"]-1)
assert type(ret) is tuple
assert ret[0] == pair
assert type(ret[1]) is list
assert len(ret[1]) == len(trades_history) - 1
assert exchange._async_fetch_trades.call_count == 2
fetch_trades_cal = exchange._async_fetch_trades.call_args_list
# first call (using since, not fromId)
assert fetch_trades_cal[0][0][0] == pair
assert fetch_trades_cal[0][1]['since'] == trades_history[0]["timestamp"]
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_get_historic_trades(default_conf, mocker, caplog, exchange_name, trades_history):
mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True)
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
pair = 'ETH/BTC'
exchange._async_get_trade_history_id = get_mock_coro((pair, trades_history))
exchange._async_get_trade_history_time = get_mock_coro((pair, trades_history))
ret = exchange.get_historic_trades(pair, since=trades_history[0]["timestamp"],
until=trades_history[-1]["timestamp"])
# Depending on the exchange, one or the other method should be called
assert sum([exchange._async_get_trade_history_id.call_count,
exchange._async_get_trade_history_time.call_count]) == 1
assert len(ret) == 2
assert ret[0] == pair
assert len(ret[1]) == len(trades_history)
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_get_historic_trades_notsupported(default_conf, mocker, caplog, exchange_name,
trades_history):
mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=False)
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
pair = 'ETH/BTC'
with pytest.raises(OperationalException,
match="This exchange does not suport downloading Trades."):
exchange.get_historic_trades(pair, since=trades_history[0]["timestamp"],
until=trades_history[-1]["timestamp"])
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_cancel_order_dry_run(default_conf, mocker, exchange_name):
default_conf['dry_run'] = True
@@ -1452,13 +1656,17 @@ def test_merge_ft_has_dict(default_conf, mocker):
assert ex._ft_has == Exchange._ft_has_default
ex = Kraken(default_conf)
assert ex._ft_has == Exchange._ft_has_default
assert ex._ft_has != Exchange._ft_has_default
assert ex._ft_has['trades_pagination'] == 'id'
assert ex._ft_has['trades_pagination_arg'] == 'since'
# Binance defines different values
ex = Binance(default_conf)
assert ex._ft_has != Exchange._ft_has_default
assert ex._ft_has['stoploss_on_exchange']
assert ex._ft_has['order_time_in_force'] == ['gtc', 'fok', 'ioc']
assert ex._ft_has['trades_pagination'] == 'id'
assert ex._ft_has['trades_pagination_arg'] == 'fromId'
conf = copy.deepcopy(default_conf)
conf['exchange']['_ft_has_params'] = {"DeadBeef": 20,

4
tests/optimize/__init__.py
View File

@@ -1,4 +1,4 @@
from typing import NamedTuple, List
from typing import Dict, List, NamedTuple
import arrow
from pandas import DataFrame
@@ -25,7 +25,7 @@ class BTContainer(NamedTuple):
"""
data: List[float]
stop_loss: float
roi: float
roi: Dict[str, float]
trades: List[BTrade]
profit_perc: float
trailing_stop: bool = False

52
tests/optimize/test_backtest_detail.py
View File

@@ -22,7 +22,7 @@ tc0 = BTContainer(data=[
[3, 5010, 5000, 4980, 5010, 6172, 0, 1],
[4, 5010, 4987, 4977, 4995, 6172, 0, 0],
[5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
stop_loss=-0.01, roi=1, profit_perc=0.002, use_sell_signal=True,
stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_sell_signal=True,
trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
)
@@ -36,7 +36,7 @@ tc1 = BTContainer(data=[
[3, 4975, 5000, 4980, 4977, 6172, 0, 0],
[4, 4977, 4987, 4977, 4995, 6172, 0, 0],
[5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
stop_loss=-0.01, roi=1, profit_perc=-0.01,
stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01,
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
)
@@ -51,7 +51,7 @@ tc2 = BTContainer(data=[
[3, 4975, 5000, 4800, 4962, 6172, 0, 0], # exit with stoploss hit
[4, 4962, 4987, 4937, 4950, 6172, 0, 0],
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.03, roi=1, profit_perc=-0.03,
stop_loss=-0.03, roi={"0": 1}, profit_perc=-0.03,
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=3)]
)
@@ -71,7 +71,7 @@ tc3 = BTContainer(data=[
[4, 4975, 5000, 4950, 4962, 6172, 0, 0], # enter trade 2 (signal on last candle)
[5, 4962, 4987, 4000, 4000, 6172, 0, 0], # exit with stoploss hit
[6, 4950, 4975, 4975, 4950, 6172, 0, 0]],
stop_loss=-0.02, roi=1, profit_perc=-0.04,
stop_loss=-0.02, roi={"0": 1}, profit_perc=-0.04,
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2),
BTrade(sell_reason=SellType.STOP_LOSS, open_tick=4, close_tick=5)]
)
@@ -88,7 +88,7 @@ tc4 = BTContainer(data=[
[3, 4975, 5000, 4950, 4962, 6172, 0, 0],
[4, 4962, 4987, 4937, 4950, 6172, 0, 0],
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.02, roi=0.06, profit_perc=-0.02,
stop_loss=-0.02, roi={"0": 0.06}, profit_perc=-0.02,
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
)
@@ -102,7 +102,7 @@ tc5 = BTContainer(data=[
[3, 4975, 6000, 4975, 6000, 6172, 0, 0], # ROI
[4, 4962, 4987, 4972, 4950, 6172, 0, 0],
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.01, roi=0.03, profit_perc=0.03,
stop_loss=-0.01, roi={"0": 0.03}, profit_perc=0.03,
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
)
@@ -116,7 +116,7 @@ tc6 = BTContainer(data=[
[3, 4975, 5000, 4950, 4962, 6172, 0, 0],
[4, 4962, 4987, 4972, 4950, 6172, 0, 0],
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.02, roi=0.05, profit_perc=-0.02,
stop_loss=-0.02, roi={"0": 0.05}, profit_perc=-0.02,
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
)
@@ -130,7 +130,7 @@ tc7 = BTContainer(data=[
[3, 4975, 5000, 4950, 4962, 6172, 0, 0],
[4, 4962, 4987, 4972, 4950, 6172, 0, 0],
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.02, roi=0.03, profit_perc=0.03,
stop_loss=-0.02, roi={"0": 0.03}, profit_perc=0.03,
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=2)]
)
@@ -144,7 +144,7 @@ tc8 = BTContainer(data=[
[2, 5000, 5250, 4750, 4850, 6172, 0, 0],
[3, 4850, 5050, 4650, 4750, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.10, roi=0.10, profit_perc=-0.055, trailing_stop=True,
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.055, trailing_stop=True,
trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
)
@@ -158,7 +158,7 @@ tc9 = BTContainer(data=[
[2, 5000, 5050, 4950, 5000, 6172, 0, 0],
[3, 5000, 5200, 4550, 4850, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.10, roi=0.10, profit_perc=-0.064, trailing_stop=True,
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.064, trailing_stop=True,
trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
)
@@ -172,7 +172,7 @@ tc10 = BTContainer(data=[
[2, 5100, 5251, 5100, 5100, 6172, 0, 0],
[3, 4850, 5050, 4650, 4750, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.10, roi=0.10, profit_perc=-0.1, trailing_stop=True,
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.1, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.10,
trailing_stop_positive=0.03,
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=4)]
@@ -188,7 +188,7 @@ tc11 = BTContainer(data=[
[2, 5100, 5251, 5100, 5100, 6172, 0, 0],
[3, 4850, 5050, 4650, 4750, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.10, roi=0.10, profit_perc=0.019, trailing_stop=True,
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.019, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
trailing_stop_positive=0.03,
trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
@@ -204,7 +204,7 @@ tc12 = BTContainer(data=[
[2, 5100, 5251, 4650, 5100, 6172, 0, 0],
[3, 4850, 5050, 4650, 4750, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.10, roi=0.10, profit_perc=0.019, trailing_stop=True,
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.019, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
trailing_stop_positive=0.03,
trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)]
@@ -219,7 +219,7 @@ tc13 = BTContainer(data=[
[2, 5100, 5251, 4850, 5100, 6172, 0, 0],
[3, 4850, 5050, 4850, 4750, 6172, 0, 0],
[4, 4750, 4950, 4850, 4750, 6172, 0, 0]],
stop_loss=-0.10, roi=0.01, profit_perc=0.01,
stop_loss=-0.10, roi={"0": 0.01}, profit_perc=0.01,
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=1)]
)
@@ -232,7 +232,7 @@ tc14 = BTContainer(data=[
[2, 5100, 5251, 4850, 5100, 6172, 0, 0],
[3, 4850, 5050, 4850, 4750, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.05, roi=0.10, profit_perc=-0.05,
stop_loss=-0.05, roi={"0": 0.10}, profit_perc=-0.05,
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)]
)
@@ -246,11 +246,26 @@ tc15 = BTContainer(data=[
[2, 5100, 5251, 4650, 5100, 6172, 0, 0],
[3, 4850, 5050, 4850, 4750, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.05, roi=0.01, profit_perc=-0.04,
stop_loss=-0.05, roi={"0": 0.01}, profit_perc=-0.04,
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=1),
BTrade(sell_reason=SellType.STOP_LOSS, open_tick=2, close_tick=2)]
)
# Test 16: Buy, hold for 65 mins, then forcesell using roi=-1
# Causes negative profit even though sell-reason is ROI.
# stop-loss: 10%, ROI: 10% (should not apply), -100% after 65 minutes (limits trade duration)
tc16 = BTContainer(data=[
# D O H L C V B S
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0],
[2, 4987, 5300, 4950, 5050, 6172, 0, 0],
[3, 4975, 5000, 4940, 4962, 6172, 0, 0], # ForceSell on ROI (roi=-1)
[4, 4962, 4987, 4972, 4950, 6172, 0, 0],
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10, "65": -1}, profit_perc=-0.012,
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
)
TESTS = [
tc0,
tc1,
@@ -268,6 +283,7 @@ TESTS = [
tc13,
tc14,
tc15,
tc16,
]
@@ -277,7 +293,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
run functional tests
"""
default_conf["stoploss"] = data.stop_loss
default_conf["minimal_roi"] = {"0": data.roi}
default_conf["minimal_roi"] = data.roi
default_conf["ticker_interval"] = tests_ticker_interval
default_conf["trailing_stop"] = data.trailing_stop
default_conf["trailing_only_offset_is_reached"] = data.trailing_only_offset_is_reached
@@ -285,7 +301,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
if data.trailing_stop_positive:
default_conf["trailing_stop_positive"] = data.trailing_stop_positive
default_conf["trailing_stop_positive_offset"] = data.trailing_stop_positive_offset
default_conf["experimental"] = {"use_sell_signal": data.use_sell_signal}
default_conf["ask_strategy"] = {"use_sell_signal": data.use_sell_signal}
mocker.patch("freqtrade.exchange.Exchange.get_fee", MagicMock(return_value=0.0))
patch_exchange(mocker)

77
tests/optimize/test_backtesting.py
View File

@@ -26,6 +26,21 @@ from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
patched_configuration_load_config_file)
ORDER_TYPES = [
{
'buy': 'limit',
'sell': 'limit',
'stoploss': 'limit',
'stoploss_on_exchange': False
},
{
'buy': 'limit',
'sell': 'limit',
'stoploss': 'limit',
'stoploss_on_exchange': True
}]
def trim_dictlist(dict_list, num):
new = {}
for pair, pair_data in dict_list.items():
@@ -34,7 +49,7 @@ def trim_dictlist(dict_list, num):
def load_data_test(what, testdatadir):
timerange = TimeRange(None, 'line', 0, -101)
timerange = TimeRange.parse_timerange('1510694220-1510700340')
pair = history.load_tickerdata_file(testdatadir, ticker_interval='1m',
pair='UNITTEST/BTC', timerange=timerange)
datalen = len(pair)
@@ -211,7 +226,8 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
'--disable-max-market-positions',
'--timerange', ':100',
'--export', '/bar/foo',
'--export-filename', 'foo_bar.json'
'--export-filename', 'foo_bar.json',
'--fee', '0',
]
config = setup_configuration(get_args(args), RunMode.BACKTEST)
@@ -243,6 +259,9 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
assert 'exportfilename' in config
assert log_has('Storing backtest results to {} ...'.format(config['exportfilename']), caplog)
assert 'fee' in config
assert log_has('Parameter --fee detected, setting fee to: {} ...'.format(config['fee']), caplog)
def test_setup_configuration_unlimited_stake_amount(mocker, default_conf, caplog) -> None:
default_conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
@@ -277,21 +296,6 @@ def test_start(mocker, fee, default_conf, caplog) -> None:
assert start_mock.call_count == 1
ORDER_TYPES = [
{
'buy': 'limit',
'sell': 'limit',
'stoploss': 'limit',
'stoploss_on_exchange': False
},
{
'buy': 'limit',
'sell': 'limit',
'stoploss': 'limit',
'stoploss_on_exchange': True
}]
@pytest.mark.parametrize("order_types", ORDER_TYPES)
def test_backtesting_init(mocker, default_conf, order_types) -> None:
"""
@@ -314,10 +318,6 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None:
def test_backtesting_init_no_ticker_interval(mocker, default_conf, caplog) -> None:
"""
Check that stoploss_on_exchange is set to False while backtesting
since backtesting assumes a perfect stoploss anyway.
"""
patch_exchange(mocker)
del default_conf['ticker_interval']
default_conf['strategy_list'] = ['DefaultStrategy',
@@ -330,9 +330,20 @@ def test_backtesting_init_no_ticker_interval(mocker, default_conf, caplog) -> No
"or as cli argument `--ticker-interval 5m`", caplog)
def test_tickerdata_with_fee(default_conf, mocker, testdatadir) -> None:
patch_exchange(mocker)
default_conf['fee'] = 0.1234
fee_mock = mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5))
backtesting = Backtesting(default_conf)
assert backtesting.fee == 0.1234
assert fee_mock.call_count == 0
def test_tickerdata_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
patch_exchange(mocker)
timerange = TimeRange(None, 'line', 0, -100)
# timerange = TimeRange(None, 'line', 0, -100)
timerange = TimeRange.parse_timerange('1510694220-1510700340')
tick = history.load_tickerdata_file(testdatadir, 'UNITTEST/BTC', '1m', timerange=timerange)
tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', pair="UNITTEST/BTC",
fill_missing=True)}
@@ -464,7 +475,7 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
default_conf['ticker_interval'] = '1m'
default_conf['datadir'] = testdatadir
default_conf['export'] = None
default_conf['timerange'] = '-100'
default_conf['timerange'] = '-1510694220'
backtesting = Backtesting(default_conf)
backtesting.start()
@@ -507,11 +518,12 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) ->
def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
default_conf['ask_strategy']['use_sell_signal'] = False
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
patch_exchange(mocker)
backtesting = Backtesting(default_conf)
pair = 'UNITTEST/BTC'
timerange = TimeRange(None, 'line', 0, -201)
timerange = TimeRange('date', None, 1517227800, 0)
data = history.load_data(datadir=testdatadir, ticker_interval='5m', pairs=['UNITTEST/BTC'],
timerange=timerange)
data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
@@ -561,12 +573,13 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
def test_backtest_1min_ticker_interval(default_conf, fee, mocker, testdatadir) -> None:
default_conf['ask_strategy']['use_sell_signal'] = False
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
patch_exchange(mocker)
backtesting = Backtesting(default_conf)
# Run a backtesting for an exiting 1min ticker_interval
timerange = TimeRange(None, 'line', 0, -200)
timerange = TimeRange.parse_timerange('1510688220-1510700340')
data = history.load_data(datadir=testdatadir, ticker_interval='1m', pairs=['UNITTEST/BTC'],
timerange=timerange)
processed = backtesting.strategy.tickerdata_to_dataframe(data)
@@ -603,8 +616,6 @@ def test_backtest_pricecontours(default_conf, fee, mocker, testdatadir) -> None:
# TODO: Evaluate usefullness of this, the patterns and buy-signls are unrealistic
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
tests = [['raise', 19], ['lower', 0], ['sine', 35]]
# We need to enable sell-signal - otherwise it sells on ROI!!
default_conf['experimental'] = {"use_sell_signal": True}
for [contour, numres] in tests:
simple_backtest(default_conf, contour, numres, mocker, testdatadir)
@@ -645,8 +656,6 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
mocker.patch('freqtrade.optimize.backtesting.file_dump_json', MagicMock())
backtest_conf = _make_backtest_conf(mocker, conf=default_conf,
pair='UNITTEST/BTC', datadir=testdatadir)
# We need to enable sell-signal - otherwise it sells on ROI!!
default_conf['experimental'] = {"use_sell_signal": True}
default_conf['ticker_interval'] = '1m'
backtesting = Backtesting(default_conf)
backtesting.strategy.advise_buy = _trend_alternate # Override
@@ -687,8 +696,6 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
# Remove data for one pair from the beginning of the data
data[pair] = data[pair][tres:].reset_index()
# We need to enable sell-signal - otherwise it sells on ROI!!
default_conf['experimental'] = {"use_sell_signal": True}
default_conf['ticker_interval'] = '5m'
backtesting = Backtesting(default_conf)
@@ -817,7 +824,7 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
'--strategy', 'DefaultStrategy',
'--datadir', str(testdatadir),
'--ticker-interval', '1m',
'--timerange', '-100',
'--timerange', '1510694220-1510700340',
'--enable-position-stacking',
'--disable-max-market-positions'
]
@@ -827,7 +834,7 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
exists = [
'Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
'Parameter --timerange detected: -100 ...',
'Parameter --timerange detected: 1510694220-1510700340 ...',
f'Using data directory: {testdatadir} ...',
'Using stake_currency: BTC ...',
'Using stake_amount: 0.001 ...',
@@ -863,7 +870,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
'--config', 'config.json',
'--datadir', str(testdatadir),
'--ticker-interval', '1m',
'--timerange', '-100',
'--timerange', '1510694220-1510700340',
'--enable-position-stacking',
'--disable-max-market-positions',
'--strategy-list',
@@ -881,7 +888,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
exists = [
'Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
'Parameter --timerange detected: -100 ...',
'Parameter --timerange detected: 1510694220-1510700340 ...',
f'Using data directory: {testdatadir} ...',
'Using stake_currency: BTC ...',
'Using stake_amount: 0.001 ...',

10
tests/optimize/test_edge_cli.py
View File

@@ -98,6 +98,16 @@ def test_edge_init(mocker, edge_conf) -> None:
assert callable(edge_cli.edge.calculate)
def test_edge_init_fee(mocker, edge_conf) -> None:
patch_exchange(mocker)
edge_conf['fee'] = 0.1234
edge_conf['stake_amount'] = 20
fee_mock = mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5))
edge_cli = EdgeCli(edge_conf)
assert edge_cli.edge.fee == 0.1234
assert fee_mock.call_count == 0
def test_generate_edge_table(edge_conf, mocker):
patch_exchange(mocker)
edge_cli = EdgeCli(edge_conf)

10
tests/optimize/test_hyperopt.py
View File

@@ -12,7 +12,7 @@ from freqtrade import OperationalException
from freqtrade.data.converter import parse_ticker_dataframe
from freqtrade.data.history import load_tickerdata_file
from freqtrade.optimize import setup_configuration, start_hyperopt
from freqtrade.optimize.default_hyperopt import DefaultHyperOpts
from freqtrade.optimize.default_hyperopt import DefaultHyperOpt
from freqtrade.optimize.default_hyperopt_loss import DefaultHyperOptLoss
from freqtrade.optimize.hyperopt import Hyperopt
from freqtrade.resolvers.hyperopt_resolver import (HyperOptLossResolver,
@@ -153,12 +153,12 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo
def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
patched_configuration_load_config_file(mocker, default_conf)
hyperopts = DefaultHyperOpts
delattr(hyperopts, 'populate_buy_trend')
delattr(hyperopts, 'populate_sell_trend')
hyperopt = DefaultHyperOpt
delattr(hyperopt, 'populate_buy_trend')
delattr(hyperopt, 'populate_sell_trend')
mocker.patch(
'freqtrade.resolvers.hyperopt_resolver.HyperOptResolver._load_hyperopt',
MagicMock(return_value=hyperopts(default_conf))
MagicMock(return_value=hyperopt(default_conf))
)
default_conf.update({'hyperopt': 'DefaultHyperOpts'})
x = HyperOptResolver(default_conf).hyperopt

158
tests/strategy/legacy_strategy.py
View File

@@ -6,8 +6,6 @@ from pandas import DataFrame
# Add your lib to import here
import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib
import numpy # noqa
# This class is a sample. Feel free to customize it.
@@ -17,7 +15,6 @@ class TestStrategyLegacy(IStrategy):
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.
@@ -51,156 +48,9 @@ class TestStrategyLegacy(IStrategy):
# ADX
dataframe['adx'] = ta.ADX(dataframe)
"""
# Awesome oscillator
dataframe['ao'] = qtpylib.awesome_oscillator(dataframe)
# Commodity Channel Index: values Oversold:<-100, Overbought:>100
dataframe['cci'] = ta.CCI(dataframe)
# MACD
macd = ta.MACD(dataframe)
dataframe['macd'] = macd['macd']
dataframe['macdsignal'] = macd['macdsignal']
dataframe['macdhist'] = macd['macdhist']
# MFI
dataframe['mfi'] = ta.MFI(dataframe)
# Minus Directional Indicator / Movement
dataframe['minus_dm'] = ta.MINUS_DM(dataframe)
dataframe['minus_di'] = ta.MINUS_DI(dataframe)
# Plus Directional Indicator / Movement
dataframe['plus_dm'] = ta.PLUS_DM(dataframe)
dataframe['plus_di'] = ta.PLUS_DI(dataframe)
dataframe['minus_di'] = ta.MINUS_DI(dataframe)
# ROC
dataframe['roc'] = ta.ROC(dataframe)
# RSI
dataframe['rsi'] = ta.RSI(dataframe)
# Inverse Fisher transform on RSI, values [-1.0, 1.0] (https://goo.gl/2JGGoy)
rsi = 0.1 * (dataframe['rsi'] - 50)
dataframe['fisher_rsi'] = (numpy.exp(2 * rsi) - 1) / (numpy.exp(2 * rsi) + 1)
# Inverse Fisher transform on RSI normalized, value [0.0, 100.0] (https://goo.gl/2JGGoy)
dataframe['fisher_rsi_norma'] = 50 * (dataframe['fisher_rsi'] + 1)
# Stoch
stoch = ta.STOCH(dataframe)
dataframe['slowd'] = stoch['slowd']
dataframe['slowk'] = stoch['slowk']
# Stoch fast
stoch_fast = ta.STOCHF(dataframe)
dataframe['fastd'] = stoch_fast['fastd']
dataframe['fastk'] = stoch_fast['fastk']
# Stoch RSI
stoch_rsi = ta.STOCHRSI(dataframe)
dataframe['fastd_rsi'] = stoch_rsi['fastd']
dataframe['fastk_rsi'] = stoch_rsi['fastk']
"""
# Overlap Studies
# ------------------------------------
# Bollinger bands
bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
dataframe['bb_lowerband'] = bollinger['lower']
dataframe['bb_middleband'] = bollinger['mid']
dataframe['bb_upperband'] = bollinger['upper']
"""
# EMA - Exponential Moving Average
dataframe['ema3'] = ta.EMA(dataframe, timeperiod=3)
dataframe['ema5'] = ta.EMA(dataframe, timeperiod=5)
dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10)
dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50)
dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100)
# SAR Parabol
dataframe['sar'] = ta.SAR(dataframe)
# SMA - Simple Moving Average
dataframe['sma'] = ta.SMA(dataframe, timeperiod=40)
"""
# TEMA - Triple Exponential Moving Average
dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)
# Cycle Indicator
# ------------------------------------
# Hilbert Transform Indicator - SineWave
hilbert = ta.HT_SINE(dataframe)
dataframe['htsine'] = hilbert['sine']
dataframe['htleadsine'] = hilbert['leadsine']
# Pattern Recognition - Bullish candlestick patterns
# ------------------------------------
"""
# Hammer: values [0, 100]
dataframe['CDLHAMMER'] = ta.CDLHAMMER(dataframe)
# Inverted Hammer: values [0, 100]
dataframe['CDLINVERTEDHAMMER'] = ta.CDLINVERTEDHAMMER(dataframe)
# Dragonfly Doji: values [0, 100]
dataframe['CDLDRAGONFLYDOJI'] = ta.CDLDRAGONFLYDOJI(dataframe)
# Piercing Line: values [0, 100]
dataframe['CDLPIERCING'] = ta.CDLPIERCING(dataframe) # values [0, 100]
# Morningstar: values [0, 100]
dataframe['CDLMORNINGSTAR'] = ta.CDLMORNINGSTAR(dataframe) # values [0, 100]
# Three White Soldiers: values [0, 100]
dataframe['CDL3WHITESOLDIERS'] = ta.CDL3WHITESOLDIERS(dataframe) # values [0, 100]
"""
# Pattern Recognition - Bearish candlestick patterns
# ------------------------------------
"""
# Hanging Man: values [0, 100]
dataframe['CDLHANGINGMAN'] = ta.CDLHANGINGMAN(dataframe)
# Shooting Star: values [0, 100]
dataframe['CDLSHOOTINGSTAR'] = ta.CDLSHOOTINGSTAR(dataframe)
# Gravestone Doji: values [0, 100]
dataframe['CDLGRAVESTONEDOJI'] = ta.CDLGRAVESTONEDOJI(dataframe)
# Dark Cloud Cover: values [0, 100]
dataframe['CDLDARKCLOUDCOVER'] = ta.CDLDARKCLOUDCOVER(dataframe)
# Evening Doji Star: values [0, 100]
dataframe['CDLEVENINGDOJISTAR'] = ta.CDLEVENINGDOJISTAR(dataframe)
# Evening Star: values [0, 100]
dataframe['CDLEVENINGSTAR'] = ta.CDLEVENINGSTAR(dataframe)
"""
# Pattern Recognition - Bullish/Bearish candlestick patterns
# ------------------------------------
"""
# Three Line Strike: values [0, -100, 100]
dataframe['CDL3LINESTRIKE'] = ta.CDL3LINESTRIKE(dataframe)
# Spinning Top: values [0, -100, 100]
dataframe['CDLSPINNINGTOP'] = ta.CDLSPINNINGTOP(dataframe) # values [0, -100, 100]
# Engulfing: values [0, -100, 100]
dataframe['CDLENGULFING'] = ta.CDLENGULFING(dataframe) # values [0, -100, 100]
# Harami: values [0, -100, 100]
dataframe['CDLHARAMI'] = ta.CDLHARAMI(dataframe) # values [0, -100, 100]
# Three Outside Up/Down: values [0, -100, 100]
dataframe['CDL3OUTSIDE'] = ta.CDL3OUTSIDE(dataframe) # values [0, -100, 100]
# Three Inside Up/Down: values [0, -100, 100]
dataframe['CDL3INSIDE'] = ta.CDL3INSIDE(dataframe) # values [0, -100, 100]
"""
# Chart type
# ------------------------------------
"""
# Heikinashi stategy
heikinashi = qtpylib.heikinashi(dataframe)
dataframe['ha_open'] = heikinashi['open']
dataframe['ha_close'] = heikinashi['close']
dataframe['ha_high'] = heikinashi['high']
dataframe['ha_low'] = heikinashi['low']
"""
return dataframe
def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
@@ -212,8 +62,8 @@ class TestStrategyLegacy(IStrategy):
dataframe.loc[
(
(dataframe['adx'] > 30) &
(dataframe['tema'] <= dataframe['bb_middleband']) &
(dataframe['tema'] > dataframe['tema'].shift(1))
(dataframe['tema'] > dataframe['tema'].shift(1)) &
(dataframe['volume'] > 0)
),
'buy'] = 1
@@ -228,8 +78,8 @@ class TestStrategyLegacy(IStrategy):
dataframe.loc[
(
(dataframe['adx'] > 70) &
(dataframe['tema'] > dataframe['bb_middleband']) &
(dataframe['tema'] < dataframe['tema'].shift(1))
(dataframe['tema'] < dataframe['tema'].shift(1)) &
(dataframe['volume'] > 0)
),
'sell'] = 1
return dataframe

2
tests/strategy/test_interface.py
View File

@@ -106,7 +106,7 @@ def test_get_signal_handles_exceptions(mocker, default_conf):
def test_tickerdata_to_dataframe(default_conf, testdatadir) -> None:
strategy = DefaultStrategy(default_conf)
timerange = TimeRange(None, 'line', 0, -100)
timerange = TimeRange.parse_timerange('1510694220-1510700340')
tick = load_tickerdata_file(testdatadir, 'UNITTEST/BTC', '1m', timerange=timerange)
tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', pair="UNITTEST/BTC",
fill_missing=True)}

27
tests/strategy/test_strategy.py
View File

@@ -1,6 +1,5 @@
# pragma pylint: disable=missing-docstring, protected-access, C0103
import logging
import tempfile
import warnings
from base64 import urlsafe_b64encode
from os import path
@@ -39,7 +38,7 @@ def test_search_strategy():
def test_load_strategy(default_conf, result):
default_conf.update({'strategy': 'SampleStrategy'})
resolver = StrategyResolver(default_conf)
assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
assert 'rsi' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
def test_load_strategy_base64(result, caplog, default_conf):
@@ -48,10 +47,10 @@ def test_load_strategy_base64(result, caplog, default_conf):
default_conf.update({'strategy': 'SampleStrategy:{}'.format(encoded_string)})
resolver = StrategyResolver(default_conf)
assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
assert 'rsi' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
# Make sure strategy was loaded from base64 (using temp directory)!!
assert log_has_re(r"Using resolved strategy SampleStrategy from '"
+ tempfile.gettempdir() + r"/.*/SampleStrategy\.py'\.\.\.", caplog)
r".*(/|\\).*(/|\\)SampleStrategy\.py'\.\.\.", caplog)
def test_load_strategy_invalid_directory(result, caplog, default_conf):
@@ -265,23 +264,23 @@ def test_strategy_override_use_sell_signal(caplog, default_conf):
'strategy': 'DefaultStrategy',
})
resolver = StrategyResolver(default_conf)
assert not resolver.strategy.use_sell_signal
assert resolver.strategy.use_sell_signal
assert isinstance(resolver.strategy.use_sell_signal, bool)
# must be inserted to configuration
assert 'use_sell_signal' in default_conf['experimental']
assert not default_conf['experimental']['use_sell_signal']
assert 'use_sell_signal' in default_conf['ask_strategy']
assert default_conf['ask_strategy']['use_sell_signal']
default_conf.update({
'strategy': 'DefaultStrategy',
'experimental': {
'use_sell_signal': True,
'ask_strategy': {
'use_sell_signal': False,
},
})
resolver = StrategyResolver(default_conf)
assert resolver.strategy.use_sell_signal
assert not resolver.strategy.use_sell_signal
assert isinstance(resolver.strategy.use_sell_signal, bool)
assert log_has("Override strategy 'use_sell_signal' with value in config file: True.", caplog)
assert log_has("Override strategy 'use_sell_signal' with value in config file: False.", caplog)
def test_strategy_override_use_sell_profit_only(caplog, default_conf):
@@ -293,12 +292,12 @@ def test_strategy_override_use_sell_profit_only(caplog, default_conf):
assert not resolver.strategy.sell_profit_only
assert isinstance(resolver.strategy.sell_profit_only, bool)
# must be inserted to configuration
assert 'sell_profit_only' in default_conf['experimental']
assert not default_conf['experimental']['sell_profit_only']
assert 'sell_profit_only' in default_conf['ask_strategy']
assert not default_conf['ask_strategy']['sell_profit_only']
default_conf.update({
'strategy': 'DefaultStrategy',
'experimental': {
'ask_strategy': {
'sell_profit_only': True,
},
})

40
tests/test_arguments.py
View File

@@ -1,5 +1,7 @@
# pragma pylint: disable=missing-docstring, C0103
import argparse
from pathlib import Path
from unittest.mock import MagicMock
import pytest
@@ -177,6 +179,44 @@ def test_plot_profit_options() -> None:
assert pargs["db_url"] == "sqlite:///whatever.sqlite"
def test_config_notallowed(mocker) -> None:
mocker.patch.object(Path, "is_file", MagicMock(return_value=False))
args = [
'create-userdir',
]
pargs = Arguments(args).get_parsed_arg()
assert pargs["config"] is None
# When file exists:
mocker.patch.object(Path, "is_file", MagicMock(return_value=True))
args = [
'create-userdir',
]
pargs = Arguments(args).get_parsed_arg()
# config is not added even if it exists, since create-userdir is in the notallowed list
assert pargs["config"] is None
def test_config_notrequired(mocker) -> None:
mocker.patch.object(Path, "is_file", MagicMock(return_value=False))
args = [
'download-data',
]
pargs = Arguments(args).get_parsed_arg()
assert pargs["config"] is None
# When file exists:
mocker.patch.object(Path, "is_file", MagicMock(return_value=True))
args = [
'download-data',
]
pargs = Arguments(args).get_parsed_arg()
# config is added if it exists
assert pargs["config"] == ['config.json']
def test_check_int_positive() -> None:
assert check_int_positive("3") == 3
assert check_int_positive("1") == 1

146
tests/test_configuration.py
View File

@@ -14,6 +14,9 @@ from freqtrade.configuration import (Arguments, Configuration,
validate_config_consistency)
from freqtrade.configuration.check_exchange import check_exchange
from freqtrade.configuration.config_validation import validate_config_schema
from freqtrade.configuration.deprecated_settings import (check_conflicting_settings,
process_deprecated_setting,
process_temporary_deprecated_settings)
from freqtrade.configuration.directory_operations import (create_datadir,
create_userdata_dir)
from freqtrade.configuration.load_config import load_config_file
@@ -418,14 +421,14 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
assert 'pair_whitelist' in config['exchange']
assert 'datadir' in config
assert log_has('Using data directory: {} ...'.format("/foo/bar"), caplog)
assert log_has('Using user-data directory: {} ...'.format("/tmp/freqtrade"), caplog)
assert log_has('Using user-data directory: {} ...'.format(Path("/tmp/freqtrade")), caplog)
assert 'user_data_dir' in config
assert 'ticker_interval' in config
assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
caplog)
assert 'position_stacking'in config
assert 'position_stacking' in config
assert log_has('Parameter --enable-position-stacking detected ...', caplog)
assert 'use_max_market_positions' in config
@@ -528,7 +531,8 @@ def test_check_exchange(default_conf, caplog) -> None:
# Test an available exchange, supported by ccxt
default_conf.get('exchange').update({'name': 'huobipro'})
assert check_exchange(default_conf)
assert log_has_re(r"Exchange .* is supported by ccxt and .* not officially supported "
assert log_has_re(r"Exchange .* is known to the the ccxt library, available for the bot, "
r"but not officially supported "
r"by the Freqtrade development team\. .*", caplog)
caplog.clear()
@@ -542,16 +546,16 @@ def test_check_exchange(default_conf, caplog) -> None:
# Test a 'bad' exchange with check_for_bad=False
default_conf.get('exchange').update({'name': 'bitmex'})
assert check_exchange(default_conf, False)
assert log_has_re(r"Exchange .* is supported by ccxt and .* not officially supported "
assert log_has_re(r"Exchange .* is known to the the ccxt library, available for the bot, "
r"but not officially supported "
r"by the Freqtrade development team\. .*", caplog)
caplog.clear()
# Test an invalid exchange
default_conf.get('exchange').update({'name': 'unknown_exchange'})
with pytest.raises(
OperationalException,
match=r'.*Exchange "unknown_exchange" is not supported by ccxt '
match=r'Exchange "unknown_exchange" is not known to the ccxt library '
r'and therefore not available for the bot.*'
):
check_exchange(default_conf)
@@ -670,9 +674,9 @@ def test_create_userdata_dir(mocker, default_conf, caplog) -> None:
x = create_userdata_dir('/tmp/bar', create_dir=True)
assert md.call_count == 7
assert md.call_args[1]['parents'] is False
assert log_has('Created user-data directory: /tmp/bar', caplog)
assert log_has(f'Created user-data directory: {Path("/tmp/bar")}', caplog)
assert isinstance(x, Path)
assert str(x) == "/tmp/bar"
assert str(x) == str(Path("/tmp/bar"))
def test_create_userdata_dir_exists(mocker, default_conf, caplog) -> None:
@@ -687,7 +691,8 @@ def test_create_userdata_dir_exists_exception(mocker, default_conf, caplog) -> N
mocker.patch.object(Path, "is_dir", MagicMock(return_value=False))
md = mocker.patch.object(Path, 'mkdir', MagicMock())
with pytest.raises(OperationalException, match=r'Directory `/tmp/bar` does not exist.*'):
with pytest.raises(OperationalException,
match=r'Directory `.{1,2}tmp.{1,2}bar` does not exist.*'):
create_userdata_dir('/tmp/bar', create_dir=False)
assert md.call_count == 0
@@ -918,3 +923,126 @@ def test_pairlist_resolving_fallback(mocker):
assert config['pairs'] == ['ETH/BTC', 'XRP/BTC']
assert config['exchange']['name'] == 'binance'
assert config['datadir'] == str(Path.cwd() / "user_data/data/binance")
@pytest.mark.parametrize("setting", [
("ask_strategy", "use_sell_signal", True,
"experimental", "use_sell_signal", False),
("ask_strategy", "sell_profit_only", False,
"experimental", "sell_profit_only", True),
("ask_strategy", "ignore_roi_if_buy_signal", False,
"experimental", "ignore_roi_if_buy_signal", True),
])
def test_process_temporary_deprecated_settings(mocker, default_conf, setting, caplog):
patched_configuration_load_config_file(mocker, default_conf)
# Create sections for new and deprecated settings
# (they may not exist in the config)
default_conf[setting[0]] = {}
default_conf[setting[3]] = {}
# Assign new setting
default_conf[setting[0]][setting[1]] = setting[2]
# Assign deprecated setting
default_conf[setting[3]][setting[4]] = setting[5]
# New and deprecated settings are conflicting ones
with pytest.raises(OperationalException, match=r'DEPRECATED'):
process_temporary_deprecated_settings(default_conf)
caplog.clear()
# Delete new setting
del default_conf[setting[0]][setting[1]]
process_temporary_deprecated_settings(default_conf)
assert log_has_re('DEPRECATED', caplog)
# The value of the new setting shall have been set to the
# value of the deprecated one
assert default_conf[setting[0]][setting[1]] == setting[5]
def test_check_conflicting_settings(mocker, default_conf, caplog):
patched_configuration_load_config_file(mocker, default_conf)
# Create sections for new and deprecated settings
# (they may not exist in the config)
default_conf['sectionA'] = {}
default_conf['sectionB'] = {}
# Assign new setting
default_conf['sectionA']['new_setting'] = 'valA'
# Assign deprecated setting
default_conf['sectionB']['deprecated_setting'] = 'valB'
# New and deprecated settings are conflicting ones
with pytest.raises(OperationalException, match=r'DEPRECATED'):
check_conflicting_settings(default_conf,
'sectionA', 'new_setting',
'sectionB', 'deprecated_setting')
caplog.clear()
# Delete new setting (deprecated exists)
del default_conf['sectionA']['new_setting']
check_conflicting_settings(default_conf,
'sectionA', 'new_setting',
'sectionB', 'deprecated_setting')
assert not log_has_re('DEPRECATED', caplog)
assert 'new_setting' not in default_conf['sectionA']
caplog.clear()
# Assign new setting
default_conf['sectionA']['new_setting'] = 'valA'
# Delete deprecated setting
del default_conf['sectionB']['deprecated_setting']
check_conflicting_settings(default_conf,
'sectionA', 'new_setting',
'sectionB', 'deprecated_setting')
assert not log_has_re('DEPRECATED', caplog)
assert default_conf['sectionA']['new_setting'] == 'valA'
def test_process_deprecated_setting(mocker, default_conf, caplog):
patched_configuration_load_config_file(mocker, default_conf)
# Create sections for new and deprecated settings
# (they may not exist in the config)
default_conf['sectionA'] = {}
default_conf['sectionB'] = {}
# Assign new setting
default_conf['sectionA']['new_setting'] = 'valA'
# Assign deprecated setting
default_conf['sectionB']['deprecated_setting'] = 'valB'
# Both new and deprecated settings exists
process_deprecated_setting(default_conf,
'sectionA', 'new_setting',
'sectionB', 'deprecated_setting')
assert log_has_re('DEPRECATED', caplog)
# The value of the new setting shall have been set to the
# value of the deprecated one
assert default_conf['sectionA']['new_setting'] == 'valB'
caplog.clear()
# Delete new setting (deprecated exists)
del default_conf['sectionA']['new_setting']
process_deprecated_setting(default_conf,
'sectionA', 'new_setting',
'sectionB', 'deprecated_setting')
assert log_has_re('DEPRECATED', caplog)
# The value of the new setting shall have been set to the
# value of the deprecated one
assert default_conf['sectionA']['new_setting'] == 'valB'
caplog.clear()
# Assign new setting
default_conf['sectionA']['new_setting'] = 'valA'
# Delete deprecated setting
del default_conf['sectionB']['deprecated_setting']
process_deprecated_setting(default_conf,
'sectionA', 'new_setting',
'sectionB', 'deprecated_setting')
assert not log_has_re('DEPRECATED', caplog)
assert default_conf['sectionA']['new_setting'] == 'valA'

442
tests/test_freqtradebot.py
View File

@@ -655,7 +655,8 @@ def test_create_trades_no_pairs_let(default_conf, ticker, limit_buy_order, fee,
assert freqtrade.create_trades()
assert not freqtrade.create_trades()
assert log_has("No currency pair in whitelist, but checking to sell open trades.", caplog)
assert log_has("No currency pair in active pair whitelist, "
"but checking to sell open trades.", caplog)
def test_create_trades_no_pairs_in_whitelist(default_conf, ticker, limit_buy_order, fee,
@@ -674,7 +675,7 @@ def test_create_trades_no_pairs_in_whitelist(default_conf, ticker, limit_buy_ord
patch_get_signal(freqtrade)
assert not freqtrade.create_trades()
assert log_has("Whitelist is empty.", caplog)
assert log_has("Active pair whitelist is empty.", caplog)
def test_create_trades_no_signal(default_conf, fee, mocker) -> None:
@@ -1057,8 +1058,9 @@ def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None
trade.open_order_id = None
trade.stoploss_order_id = None
trade.is_open = True
trades = [trade]
freqtrade.process_maybe_execute_sell(trade)
freqtrade.process_maybe_execute_sells(trades)
assert trade.stoploss_order_id == '13434334'
assert stoploss_limit.call_count == 1
assert trade.is_open is True
@@ -1447,7 +1449,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
# setting stoploss
freqtrade.strategy.stoploss = -0.02
# setting stoploss_on_exchange_interval to 0 second
# setting stoploss_on_exchange_interval to 0 seconds
freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 0
patch_get_signal(freqtrade)
@@ -1518,26 +1520,26 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
stop_price=0.00002344 * 0.99)
def test_process_maybe_execute_buy(mocker, default_conf, caplog) -> None:
def test_process_maybe_execute_buys(mocker, default_conf, caplog) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trades', MagicMock(return_value=False))
freqtrade.process_maybe_execute_buy()
freqtrade.process_maybe_execute_buys()
assert log_has('Found no buy signals for whitelisted currencies. Trying again...', caplog)
def test_process_maybe_execute_buy_exception(mocker, default_conf, caplog) -> None:
def test_process_maybe_execute_buys_exception(mocker, default_conf, caplog) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch(
'freqtrade.freqtradebot.FreqtradeBot.create_trades',
MagicMock(side_effect=DependencyException)
)
freqtrade.process_maybe_execute_buy()
freqtrade.process_maybe_execute_buys()
assert log_has('Unable to create trade: ', caplog)
def test_process_maybe_execute_sell(mocker, default_conf, limit_buy_order, caplog) -> None:
def test_process_maybe_execute_sells(mocker, default_conf, limit_buy_order, caplog) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
@@ -1549,7 +1551,8 @@ def test_process_maybe_execute_sell(mocker, default_conf, limit_buy_order, caplo
trade = MagicMock()
trade.open_order_id = '123'
trade.open_fee = 0.001
assert not freqtrade.process_maybe_execute_sell(trade)
trades = [trade]
assert not freqtrade.process_maybe_execute_sells(trades)
# Test amount not modified by fee-logic
assert not log_has(
'Applying fee to amount for Trade {} from 90.99181073 to 90.81'.format(trade), caplog
@@ -1557,24 +1560,25 @@ def test_process_maybe_execute_sell(mocker, default_conf, limit_buy_order, caplo
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81)
# test amount modified by fee-logic
assert not freqtrade.process_maybe_execute_sell(trade)
assert not freqtrade.process_maybe_execute_sells(trades)
def test_process_maybe_execute_sell_exception(mocker, default_conf,
limit_buy_order, caplog) -> None:
def test_process_maybe_execute_sells_exception(mocker, default_conf,
limit_buy_order, caplog) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order)
trade = MagicMock()
trade.open_order_id = '123'
trade.open_fee = 0.001
trades = [trade]
# Test raise of DependencyException exception
mocker.patch(
'freqtrade.freqtradebot.FreqtradeBot.update_trade_state',
side_effect=DependencyException()
)
freqtrade.process_maybe_execute_sell(trade)
freqtrade.process_maybe_execute_sells(trades)
assert log_has('Unable to sell trade: ', caplog)
@@ -1674,7 +1678,7 @@ def test_update_trade_state_exception(mocker, default_conf,
# Test raise of OperationalException exception
mocker.patch(
'freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
side_effect=OperationalException()
side_effect=DependencyException()
)
freqtrade.update_trade_state(trade)
assert log_has('Could not update trade amount: ', caplog)
@@ -1768,8 +1772,6 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order,
def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order,
fee, markets, mocker) -> None:
default_conf.update({'experimental': {'use_sell_signal': True}})
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
@@ -1824,7 +1826,6 @@ def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order,
def test_handle_trade_roi(default_conf, ticker, limit_buy_order,
fee, mocker, markets, caplog) -> None:
caplog.set_level(logging.DEBUG)
default_conf.update({'experimental': {'use_sell_signal': True}})
patch_RPCManager(mocker)
patch_exchange(mocker)
@@ -1856,10 +1857,10 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order,
caplog)
def test_handle_trade_experimental(
def test_handle_trade_use_sell_signal(
default_conf, ticker, limit_buy_order, fee, mocker, markets, caplog) -> None:
# use_sell_signal is True buy default
caplog.set_level(logging.DEBUG)
default_conf.update({'experimental': {'use_sell_signal': True}})
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
@@ -1911,11 +1912,12 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order,
trade.update(limit_sell_order)
assert trade.is_open is False
with pytest.raises(ValueError, match=r'.*closed trade.*'):
with pytest.raises(DependencyException, match=r'.*closed trade.*'):
freqtrade.handle_trade(trade)
def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, fee, mocker) -> None:
def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, open_trade,
fee, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock()
patch_exchange(mocker)
@@ -1928,31 +1930,18 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, fe
)
freqtrade = FreqtradeBot(default_conf)
trade_buy = Trade(
pair='ETH/BTC',
open_rate=0.00001099,
exchange='bittrex',
open_order_id='123456789',
amount=90.99181073,
fee_open=0.0,
fee_close=0.0,
stake_amount=1,
open_date=arrow.utcnow().shift(minutes=-601).datetime,
is_open=True
)
Trade.session.add(trade_buy)
Trade.session.add(open_trade)
# check it does cancel buy orders over the time limit
freqtrade.check_handle_timedout()
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 1
trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all()
trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
nb_trades = len(trades)
assert nb_trades == 0
def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old,
def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, open_trade,
fee, mocker, caplog) -> None:
""" Handle Buy order cancelled on exchange"""
rpc_mock = patch_RPCManager(mocker)
@@ -1968,32 +1957,19 @@ def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old,
)
freqtrade = FreqtradeBot(default_conf)
trade_buy = Trade(
pair='ETH/BTC',
open_rate=0.00001099,
exchange='bittrex',
open_order_id='123456789',
amount=90.99181073,
fee_open=0.0,
fee_close=0.0,
stake_amount=1,
open_date=arrow.utcnow().shift(minutes=-601).datetime,
is_open=True
)
Trade.session.add(trade_buy)
Trade.session.add(open_trade)
# check it does cancel buy orders over the time limit
freqtrade.check_handle_timedout()
assert cancel_order_mock.call_count == 0
assert rpc_mock.call_count == 1
trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all()
trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
nb_trades = len(trades)
assert nb_trades == 0
assert log_has_re("Buy order canceled on Exchange for Trade.*", caplog)
def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_order_old,
def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_order_old, open_trade,
fee, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock()
@@ -2008,31 +1984,19 @@ def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_ord
)
freqtrade = FreqtradeBot(default_conf)
trade_buy = Trade(
pair='ETH/BTC',
open_rate=0.00001099,
exchange='bittrex',
open_order_id='123456789',
amount=90.99181073,
fee_open=0.0,
fee_close=0.0,
stake_amount=1,
open_date=arrow.utcnow().shift(minutes=-601).datetime,
is_open=True
)
Trade.session.add(trade_buy)
Trade.session.add(open_trade)
# check it does cancel buy orders over the time limit
freqtrade.check_handle_timedout()
assert cancel_order_mock.call_count == 0
assert rpc_mock.call_count == 0
trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all()
trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
nb_trades = len(trades)
assert nb_trades == 1
def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, mocker) -> None:
def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, mocker,
open_trade) -> None:
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock()
patch_exchange(mocker)
@@ -2044,30 +2008,20 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old,
)
freqtrade = FreqtradeBot(default_conf)
trade_sell = Trade(
pair='ETH/BTC',
open_rate=0.00001099,
exchange='bittrex',
open_order_id='123456789',
amount=90.99181073,
fee_open=0.0,
fee_close=0.0,
stake_amount=1,
open_date=arrow.utcnow().shift(hours=-5).datetime,
close_date=arrow.utcnow().shift(minutes=-601).datetime,
is_open=False
)
open_trade.open_date = arrow.utcnow().shift(hours=-5).datetime
open_trade.close_date = arrow.utcnow().shift(minutes=-601).datetime
open_trade.is_open = False
Trade.session.add(trade_sell)
Trade.session.add(open_trade)
# check it does cancel sell orders over the time limit
freqtrade.check_handle_timedout()
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 1
assert trade_sell.is_open is True
assert open_trade.is_open is True
def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old,
def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old, open_trade,
mocker, caplog) -> None:
""" Handle sell order cancelled on exchange"""
rpc_mock = patch_RPCManager(mocker)
@@ -2082,34 +2036,24 @@ def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old,
)
freqtrade = FreqtradeBot(default_conf)
trade_sell = Trade(
pair='ETH/BTC',
open_rate=0.00001099,
exchange='bittrex',
open_order_id='123456789',
amount=90.99181073,
fee_open=0.0,
fee_close=0.0,
stake_amount=1,
open_date=arrow.utcnow().shift(hours=-5).datetime,
close_date=arrow.utcnow().shift(minutes=-601).datetime,
is_open=False
)
open_trade.open_date = arrow.utcnow().shift(hours=-5).datetime
open_trade.close_date = arrow.utcnow().shift(minutes=-601).datetime
open_trade.is_open = False
Trade.session.add(trade_sell)
Trade.session.add(open_trade)
# check it does cancel sell orders over the time limit
freqtrade.check_handle_timedout()
assert cancel_order_mock.call_count == 0
assert rpc_mock.call_count == 1
assert trade_sell.is_open is True
assert open_trade.is_open is True
assert log_has_re("Sell order canceled on exchange for Trade.*", caplog)
def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old_partial,
mocker) -> None:
open_trade, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock()
cancel_order_mock = MagicMock(return_value=limit_buy_order_old_partial)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@@ -2119,33 +2063,97 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old
)
freqtrade = FreqtradeBot(default_conf)
trade_buy = Trade(
pair='ETH/BTC',
open_rate=0.00001099,
exchange='bittrex',
open_order_id='123456789',
amount=90.99181073,
fee_open=0.0,
fee_close=0.0,
stake_amount=1,
open_date=arrow.utcnow().shift(minutes=-601).datetime,
is_open=True
)
Trade.session.add(trade_buy)
Trade.session.add(open_trade)
# check it does cancel buy orders over the time limit
# note this is for a partially-complete buy order
freqtrade.check_handle_timedout()
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 1
trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all()
trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
assert len(trades) == 1
assert trades[0].amount == 23.0
assert trades[0].stake_amount == trade_buy.open_rate * trades[0].amount
assert trades[0].stake_amount == open_trade.open_rate * trades[0].amount
def test_check_handle_timedout_exception(default_conf, ticker, mocker, caplog) -> None:
def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, caplog, fee,
limit_buy_order_old_partial, trades_for_order,
limit_buy_order_old_partial_canceled, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock(return_value=limit_buy_order_old_partial_canceled)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
get_order=MagicMock(return_value=limit_buy_order_old_partial),
cancel_order=cancel_order_mock,
get_trades_for_order=MagicMock(return_value=trades_for_order),
)
freqtrade = FreqtradeBot(default_conf)
assert open_trade.amount == limit_buy_order_old_partial['amount']
open_trade.fee_open = fee()
open_trade.fee_close = fee()
Trade.session.add(open_trade)
# cancelling a half-filled order should update the amount to the bought amount
# and apply fees if necessary.
freqtrade.check_handle_timedout()
assert log_has_re(r"Applying fee on amount for Trade.* Order", caplog)
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 1
trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
assert len(trades) == 1
# Verify that tradehas been updated
assert trades[0].amount == (limit_buy_order_old_partial['amount'] -
limit_buy_order_old_partial['remaining']) - 0.0001
assert trades[0].open_order_id is None
assert trades[0].fee_open == 0
def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade, caplog, fee,
limit_buy_order_old_partial, trades_for_order,
limit_buy_order_old_partial_canceled, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock(return_value=limit_buy_order_old_partial_canceled)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
get_order=MagicMock(return_value=limit_buy_order_old_partial),
cancel_order=cancel_order_mock,
get_trades_for_order=MagicMock(return_value=trades_for_order),
)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
MagicMock(side_effect=DependencyException))
freqtrade = FreqtradeBot(default_conf)
assert open_trade.amount == limit_buy_order_old_partial['amount']
open_trade.fee_open = fee()
open_trade.fee_close = fee()
Trade.session.add(open_trade)
# cancelling a half-filled order should update the amount to the bought amount
# and apply fees if necessary.
freqtrade.check_handle_timedout()
assert log_has_re(r"Could not update trade amount: .*", caplog)
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 1
trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
assert len(trades) == 1
# Verify that tradehas been updated
assert trades[0].amount == (limit_buy_order_old_partial['amount'] -
limit_buy_order_old_partial['remaining'])
assert trades[0].open_order_id is None
assert trades[0].fee_open == fee()
def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocker, caplog) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
cancel_order_mock = MagicMock()
@@ -2163,34 +2171,20 @@ def test_check_handle_timedout_exception(default_conf, ticker, mocker, caplog) -
)
freqtrade = FreqtradeBot(default_conf)
open_date = arrow.utcnow().shift(minutes=-601)
trade_buy = Trade(
pair='ETH/BTC',
open_rate=0.00001099,
exchange='bittrex',
open_order_id='123456789',
amount=90.99181073,
fee_open=0.0,
fee_close=0.0,
stake_amount=1,
open_date=open_date.datetime,
is_open=True
)
Trade.session.add(trade_buy)
Trade.session.add(open_trade)
freqtrade.check_handle_timedout()
assert log_has_re(r"Cannot query order for Trade\(id=1, pair=ETH/BTC, amount=90.99181073, "
r"open_rate=0.00001099, open_since="
f"{open_date.strftime('%Y-%m-%d %H:%M:%S')}"
f"{open_trade.open_date.strftime('%Y-%m-%d %H:%M:%S')}"
r"\) due to Traceback \(most recent call last\):\n*",
caplog)
def test_handle_timedout_limit_buy(mocker, default_conf) -> None:
def test_handle_timedout_limit_buy(mocker, default_conf, limit_buy_order) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
cancel_order_mock = MagicMock()
cancel_order_mock = MagicMock(return_value=limit_buy_order)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
cancel_order=cancel_order_mock
@@ -2200,13 +2194,14 @@ def test_handle_timedout_limit_buy(mocker, default_conf) -> None:
Trade.session = MagicMock()
trade = MagicMock()
order = {'remaining': 1,
'amount': 1}
assert freqtrade.handle_timedout_limit_buy(trade, order)
limit_buy_order['remaining'] = limit_buy_order['amount']
assert freqtrade.handle_timedout_limit_buy(trade, limit_buy_order)
assert cancel_order_mock.call_count == 1
cancel_order_mock.reset_mock()
limit_buy_order['amount'] = 2
assert not freqtrade.handle_timedout_limit_buy(trade, limit_buy_order)
assert cancel_order_mock.call_count == 1
order['amount'] = 2
assert not freqtrade.handle_timedout_limit_buy(trade, order)
assert cancel_order_mock.call_count == 2
def test_handle_timedout_limit_sell(mocker, default_conf) -> None:
@@ -2418,13 +2413,6 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf,
default_conf['exchange']['name'] = 'binance'
rpc_mock = patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
get_fee=fee,
markets=PropertyMock(return_value=markets)
)
stoploss_limit = MagicMock(return_value={
'id': 123,
'info': {
@@ -2433,11 +2421,16 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf,
})
cancel_order = MagicMock(return_value=True)
mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.stoploss_limit', stoploss_limit)
mocker.patch('freqtrade.exchange.Exchange.cancel_order', cancel_order)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
get_fee=fee,
markets=PropertyMock(return_value=markets),
symbol_amount_prec=lambda s, x, y: y,
symbol_price_prec=lambda s, x, y: y,
stoploss_limit=stoploss_limit,
cancel_order=cancel_order,
)
freqtrade = FreqtradeBot(default_conf)
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
@@ -2448,8 +2441,9 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf,
trade = Trade.query.first()
assert trade
trades = [trade]
freqtrade.process_maybe_execute_sell(trade)
freqtrade.process_maybe_execute_sells(trades)
# Increase the price and sell it
mocker.patch.multiple(
@@ -2477,7 +2471,9 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf,
'freqtrade.exchange.Exchange',
get_ticker=ticker,
get_fee=fee,
markets=PropertyMock(return_value=markets)
markets=PropertyMock(return_value=markets),
symbol_amount_prec=lambda s, x, y: y,
symbol_price_prec=lambda s, x, y: y,
)
stoploss_limit = MagicMock(return_value={
@@ -2487,8 +2483,6 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf,
}
})
mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Binance.stoploss_limit', stoploss_limit)
freqtrade = FreqtradeBot(default_conf)
@@ -2498,7 +2492,8 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf,
# Create some test data
freqtrade.create_trades()
trade = Trade.query.first()
freqtrade.process_maybe_execute_sell(trade)
trades = [trade]
freqtrade.process_maybe_execute_sells(trades)
assert trade
assert trade.stoploss_order_id == '123'
assert trade.open_order_id is None
@@ -2526,13 +2521,122 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf,
})
mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_limit_executed)
freqtrade.process_maybe_execute_sell(trade)
freqtrade.process_maybe_execute_sells(trades)
assert trade.stoploss_order_id is None
assert trade.is_open is False
assert trade.sell_reason == SellType.STOPLOSS_ON_EXCHANGE.value
assert rpc_mock.call_count == 2
def test_may_execute_sell_stoploss_on_exchange_multi(default_conf,
ticker, fee,
limit_buy_order,
markets, mocker) -> None:
"""
Tests workflow of selling stoploss_on_exchange.
Sells
* first trade as stoploss
* 2nd trade is kept
* 3rd trade is sold via sell-signal
"""
default_conf['max_open_trades'] = 3
default_conf['exchange']['name'] = 'binance'
patch_RPCManager(mocker)
patch_exchange(mocker)
stoploss_limit = {
'id': 123,
'info': {}
}
stoploss_order_open = {
"id": "123",
"timestamp": 1542707426845,
"datetime": "2018-11-20T09:50:26.845Z",
"lastTradeTimestamp": None,
"symbol": "BTC/USDT",
"type": "stop_loss_limit",
"side": "sell",
"price": 1.08801,
"amount": 90.99181074,
"cost": 0.0,
"average": 0.0,
"filled": 0.0,
"remaining": 0.0,
"status": "open",
"fee": None,
"trades": None
}
stoploss_order_closed = stoploss_order_open.copy()
stoploss_order_closed['status'] = 'closed'
# Sell first trade based on stoploss, keep 2nd and 3rd trade open
stoploss_order_mock = MagicMock(
side_effect=[stoploss_order_closed, stoploss_order_open, stoploss_order_open])
# Sell 3rd trade (not called for the first trade)
should_sell_mock = MagicMock(side_effect=[
SellCheckTuple(sell_flag=False, sell_type=SellType.NONE),
SellCheckTuple(sell_flag=True, sell_type=SellType.SELL_SIGNAL)]
)
cancel_order_mock = MagicMock()
mocker.patch('freqtrade.exchange.Binance.stoploss_limit', stoploss_limit)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
get_fee=fee,
markets=PropertyMock(return_value=markets),
symbol_amount_prec=lambda s, x, y: y,
symbol_price_prec=lambda s, x, y: y,
get_order=stoploss_order_mock,
cancel_order=cancel_order_mock,
)
wallets_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.freqtradebot.FreqtradeBot',
create_stoploss_order=MagicMock(return_value=True),
update_trade_state=MagicMock(),
_notify_sell=MagicMock(),
)
mocker.patch("freqtrade.strategy.interface.IStrategy.should_sell", should_sell_mock)
mocker.patch("freqtrade.wallets.Wallets.update", wallets_mock)
freqtrade = FreqtradeBot(default_conf)
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
# Switch ordertype to market to close trade immediately
freqtrade.strategy.order_types['sell'] = 'market'
patch_get_signal(freqtrade)
# Create some test data
freqtrade.create_trades()
wallets_mock.reset_mock()
Trade.session = MagicMock()
trades = Trade.query.all()
# Make sure stoploss-order is open and trade is bought (since we mock update_trade_state)
for trade in trades:
trade.stoploss_order_id = 3
trade.open_order_id = None
freqtrade.process_maybe_execute_sells(trades)
assert should_sell_mock.call_count == 2
# Only order for 3rd trade needs to be cancelled
assert cancel_order_mock.call_count == 1
# Wallets should only be called once per sell cycle
assert wallets_mock.call_count == 1
trade = trades[0]
assert trade.sell_reason == SellType.STOPLOSS_ON_EXCHANGE.value
assert not trade.is_open
trade = trades[1]
assert not trade.sell_reason
assert trade.is_open
trade = trades[2]
assert trade.sell_reason == SellType.SELL_SIGNAL.value
assert not trade.is_open
def test_execute_sell_market_order(default_conf, ticker, fee,
ticker_sell_up, markets, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
@@ -2600,7 +2704,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order,
get_fee=fee,
markets=PropertyMock(return_value=markets)
)
default_conf['experimental'] = {
default_conf['ask_strategy'] = {
'use_sell_signal': True,
'sell_profit_only': True,
}
@@ -2632,7 +2736,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order,
get_fee=fee,
markets=PropertyMock(return_value=markets)
)
default_conf['experimental'] = {
default_conf['ask_strategy'] = {
'use_sell_signal': True,
'sell_profit_only': False,
}
@@ -2662,7 +2766,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, market
get_fee=fee,
markets=PropertyMock(return_value=markets)
)
default_conf['experimental'] = {
default_conf['ask_strategy'] = {
'use_sell_signal': True,
'sell_profit_only': True,
}
@@ -2692,7 +2796,7 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, marke
get_fee=fee,
markets=PropertyMock(return_value=markets)
)
default_conf['experimental'] = {
default_conf['ask_strategy'] = {
'use_sell_signal': True,
'sell_profit_only': False,
}
@@ -2761,7 +2865,7 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, markets, m
get_fee=fee,
markets=PropertyMock(return_value=markets)
)
default_conf['experimental'] = {
default_conf['ask_strategy'] = {
'ignore_roi_if_buy_signal': True
}
freqtrade = FreqtradeBot(default_conf)
@@ -3029,7 +3133,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order,
get_fee=fee,
markets=PropertyMock(return_value=markets)
)
default_conf['experimental'] = {
default_conf['ask_strategy'] = {
'ignore_roi_if_buy_signal': False
}
freqtrade = FreqtradeBot(default_conf)
@@ -3251,7 +3355,7 @@ def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_
patch_get_signal(freqtrade)
# Amount does not change
with pytest.raises(OperationalException, match=r"Half bought\? Amounts don't match"):
with pytest.raises(DependencyException, match=r"Half bought\? Amounts don't match"):
freqtrade.get_real_amount(trade, limit_buy_order)

15
tests/test_indicator_helpers.py
View File

@@ -1,15 +0,0 @@
# pragma pylint: disable=missing-docstring
import pandas as pd
from freqtrade.indicator_helpers import went_down, went_up
def test_went_up():
series = pd.Series([1, 2, 3, 1])
assert went_up(series).equals(pd.Series([False, True, True, False]))
def test_went_down():
series = pd.Series([1, 2, 3, 1])
assert went_down(series).equals(pd.Series([False, False, False, True]))

22
tests/test_plotting.py
View File

@@ -53,11 +53,11 @@ def test_init_plotscript(default_conf, mocker, testdatadir):
assert "trades" in ret
assert "pairs" in ret
default_conf['pairs'] = ["POWR/BTC", "XLM/BTC"]
default_conf['pairs'] = ["POWR/BTC", "ADA/BTC"]
ret = init_plotscript(default_conf)
assert "tickers" in ret
assert "POWR/BTC" in ret["tickers"]
assert "XLM/BTC" in ret["tickers"]
assert "ADA/BTC" in ret["tickers"]
def test_add_indicators(default_conf, testdatadir, caplog):
@@ -197,8 +197,7 @@ def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir)
# All buy-signals should be plotted
assert int(data.sell.sum()) == len(sell.x)
assert find_trace_in_fig_data(figure.data, "BB lower")
assert find_trace_in_fig_data(figure.data, "BB upper")
assert find_trace_in_fig_data(figure.data, "Bollinger Band")
assert row_mock.call_count == 2
assert trades_mock.call_count == 1
@@ -215,11 +214,12 @@ def test_generate_plot_file(mocker, caplog):
store_plot_file(fig, filename="freqtrade-plot-UNITTEST_BTC-5m.html",
directory=Path("user_data/plots"))
expected_fn = str(Path("user_data/plots/freqtrade-plot-UNITTEST_BTC-5m.html"))
assert plot_mock.call_count == 1
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",
== expected_fn)
assert log_has(f"Stored plot as {expected_fn}",
caplog)
@@ -239,7 +239,7 @@ def test_add_profit(testdatadir):
fig1 = add_profit(fig, row=2, data=cum_profits, column='cum_profits', name='Profits')
figure = fig1.layout.figure
profits = find_trace_in_fig_data(figure.data, "Profits")
assert isinstance(profits, go.Scattergl)
assert isinstance(profits, go.Scatter)
assert profits.yaxis == "y2"
@@ -247,7 +247,7 @@ def test_generate_profit_graph(testdatadir):
filename = testdatadir / "backtest-result_test.json"
trades = load_backtest_data(filename)
timerange = TimeRange.parse_timerange("20180110-20180112")
pairs = ["POWR/BTC", "XLM/BTC"]
pairs = ["POWR/BTC", "ADA/BTC"]
tickers = history.load_data(datadir=testdatadir,
pairs=pairs,
@@ -268,14 +268,14 @@ def test_generate_profit_graph(testdatadir):
assert len(figure.data) == 4
avgclose = find_trace_in_fig_data(figure.data, "Avg close price")
assert isinstance(avgclose, go.Scattergl)
assert isinstance(avgclose, go.Scatter)
profit = find_trace_in_fig_data(figure.data, "Profit")
assert isinstance(profit, go.Scattergl)
assert isinstance(profit, go.Scatter)
for pair in pairs:
profit_pair = find_trace_in_fig_data(figure.data, f"Profit {pair}")
assert isinstance(profit_pair, go.Scattergl)
assert isinstance(profit_pair, go.Scatter)
def test_start_plot_dataframe(mocker):

12
tests/test_timerange.py
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@@ -5,9 +5,6 @@ from freqtrade.configuration import TimeRange
def test_parse_timerange_incorrect() -> None:
assert TimeRange(None, 'line', 0, -200) == TimeRange.parse_timerange('-200')
assert TimeRange('line', None, 200, 0) == TimeRange.parse_timerange('200-')
assert TimeRange('index', 'index', 200, 500) == TimeRange.parse_timerange('200-500')
assert TimeRange('date', None, 1274486400, 0) == TimeRange.parse_timerange('20100522-')
assert TimeRange(None, 'date', 0, 1274486400) == TimeRange.parse_timerange('-20100522')
@@ -20,9 +17,14 @@ def test_parse_timerange_incorrect() -> None:
timerange = TimeRange.parse_timerange('1231006505-1233360000')
assert TimeRange('date', 'date', 1231006505, 1233360000) == timerange
# TODO: Find solution for the following case (passing timestamp in ms)
timerange = TimeRange.parse_timerange('1231006505000-1233360000000')
assert TimeRange('date', 'date', 1231006505, 1233360000) != timerange
assert TimeRange('date', 'date', 1231006505, 1233360000) == timerange
timerange = TimeRange.parse_timerange('1231006505000-')
assert TimeRange('date', None, 1231006505, 0) == timerange
timerange = TimeRange.parse_timerange('-1231006505000')
assert TimeRange(None, 'date', 0, 1231006505) == timerange
with pytest.raises(Exception, match=r'Incorrect syntax.*'):
TimeRange.parse_timerange('-')

144
tests/test_utils.py
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@@ -7,7 +7,8 @@ import pytest
from freqtrade import OperationalException
from freqtrade.state import RunMode
from freqtrade.utils import (setup_utils_configuration, start_create_userdir,
start_download_data, start_list_exchanges)
start_download_data, start_list_exchanges,
start_list_timeframes)
from tests.conftest import get_args, log_has, patch_exchange
@@ -31,7 +32,7 @@ def test_list_exchanges(capsys):
start_list_exchanges(get_args(args))
captured = capsys.readouterr()
assert re.match(r"Exchanges supported by ccxt and available.*", captured.out)
assert re.match(r"Exchanges available for Freqtrade.*", captured.out)
assert re.match(r".*binance,.*", captured.out)
assert re.match(r".*bittrex,.*", captured.out)
@@ -43,10 +44,125 @@ def test_list_exchanges(capsys):
start_list_exchanges(get_args(args))
captured = capsys.readouterr()
assert not re.match(r"Exchanges supported by ccxt and available.*", captured.out)
assert re.search(r"^binance$", captured.out, re.MULTILINE)
assert re.search(r"^bittrex$", captured.out, re.MULTILINE)
# Test with --all
args = [
"list-exchanges",
"--all",
]
start_list_exchanges(get_args(args))
captured = capsys.readouterr()
assert re.match(r"All exchanges supported by the ccxt library.*", captured.out)
assert re.match(r".*binance,.*", captured.out)
assert re.match(r".*bittrex,.*", captured.out)
assert re.match(r".*bitmex,.*", captured.out)
# Test with --one-column --all
args = [
"list-exchanges",
"--one-column",
"--all",
]
start_list_exchanges(get_args(args))
captured = capsys.readouterr()
assert re.search(r"^binance$", captured.out, re.MULTILINE)
assert re.search(r"^bittrex$", captured.out, re.MULTILINE)
assert re.search(r"^bitmex$", captured.out, re.MULTILINE)
def test_list_timeframes(mocker, capsys):
api_mock = MagicMock()
api_mock.timeframes = {'1m': 'oneMin',
'5m': 'fiveMin',
'30m': 'thirtyMin',
'1h': 'hour',
'1d': 'day',
}
patch_exchange(mocker, api_mock=api_mock)
args = [
"list-timeframes",
]
pargs = get_args(args)
pargs['config'] = None
with pytest.raises(OperationalException,
match=r"This command requires a configured exchange.*"):
start_list_timeframes(pargs)
# Test with --config config.json.example
args = [
'--config', 'config.json.example',
"list-timeframes",
]
start_list_timeframes(get_args(args))
captured = capsys.readouterr()
assert re.match("Timeframes available for the exchange `bittrex`: "
"1m, 5m, 30m, 1h, 1d",
captured.out)
# Test with --exchange bittrex
args = [
"list-timeframes",
"--exchange", "bittrex",
]
start_list_timeframes(get_args(args))
captured = capsys.readouterr()
assert re.match("Timeframes available for the exchange `bittrex`: "
"1m, 5m, 30m, 1h, 1d",
captured.out)
api_mock.timeframes = {'1m': '1m',
'5m': '5m',
'15m': '15m',
'30m': '30m',
'1h': '1h',
'6h': '6h',
'12h': '12h',
'1d': '1d',
'3d': '3d',
}
patch_exchange(mocker, api_mock=api_mock)
# Test with --exchange binance
args = [
"list-timeframes",
"--exchange", "binance",
]
start_list_timeframes(get_args(args))
captured = capsys.readouterr()
assert re.match("Timeframes available for the exchange `binance`: "
"1m, 5m, 15m, 30m, 1h, 6h, 12h, 1d, 3d",
captured.out)
# Test with --one-column
args = [
'--config', 'config.json.example',
"list-timeframes",
"--one-column",
]
start_list_timeframes(get_args(args))
captured = capsys.readouterr()
assert re.search(r"^1m$", captured.out, re.MULTILINE)
assert re.search(r"^5m$", captured.out, re.MULTILINE)
assert re.search(r"^1h$", captured.out, re.MULTILINE)
assert re.search(r"^1d$", captured.out, re.MULTILINE)
# Test with --exchange binance --one-column
args = [
"list-timeframes",
"--exchange", "binance",
"--one-column",
]
start_list_timeframes(get_args(args))
captured = capsys.readouterr()
assert re.search(r"^1m$", captured.out, re.MULTILINE)
assert re.search(r"^5m$", captured.out, re.MULTILINE)
assert re.search(r"^1h$", captured.out, re.MULTILINE)
assert re.search(r"^1d$", captured.out, re.MULTILINE)
def test_create_datadir_failed(caplog):
@@ -144,3 +260,25 @@ def test_download_data_no_pairs(mocker, caplog):
with pytest.raises(OperationalException,
match=r"Downloading data requires a list of pairs\..*"):
start_download_data(pargs)
def test_download_data_trades(mocker, caplog):
dl_mock = mocker.patch('freqtrade.utils.refresh_backtest_trades_data',
MagicMock(return_value=[]))
convert_mock = mocker.patch('freqtrade.utils.convert_trades_to_ohlcv',
MagicMock(return_value=[]))
patch_exchange(mocker)
mocker.patch(
'freqtrade.exchange.Exchange.markets', PropertyMock(return_value={})
)
args = [
"download-data",
"--exchange", "kraken",
"--pairs", "ETH/BTC", "XRP/BTC",
"--days", "20",
"--dl-trades"
]
start_download_data(get_args(args))
assert dl_mock.call_args[1]['timerange'].starttype == "date"
assert dl_mock.call_count == 1
assert convert_mock.call_count == 1

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