Merge branch 'fix-docs' of https://github.com/stash86/freqtrade into fix-docs

tests/data/test_btanalysis.py

@@ -51,6 +51,12 @@ def test_get_latest_hyperopt_file(testdatadir):
     res = get_latest_hyperopt_file(str(testdatadir.parent))
     assert res == testdatadir.parent / "hyperopt_results.pickle"
 
+    # Test with absolute path
+    with pytest.raises(
+        OperationalException,
+            match="--hyperopt-filename expects only the filename, not an absolute path."):
+        get_latest_hyperopt_file(str(testdatadir.parent), str(testdatadir.parent))
+
 
 def test_load_backtest_metadata(mocker, testdatadir):
     res = load_backtest_metadata(testdatadir / 'nonexistant.file.json')

tests/optimize/test_backtesting.py

@@ -11,6 +11,7 @@ import pandas as pd
 import pytest
 from arrow import Arrow
 
+from freqtrade import constants
 from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_backtesting
 from freqtrade.configuration import TimeRange
 from freqtrade.data import history
@@ -1242,8 +1243,11 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
 
 
 @pytest.mark.filterwarnings("ignore:deprecated")
-def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testdatadir):
-
+@pytest.mark.parametrize('run_id', ['2', 'changed'])
+@pytest.mark.parametrize('start_delta', [{'days': 0}, {'days': 1}, {'weeks': 1}, {'weeks': 4}])
+@pytest.mark.parametrize('cache', constants.BACKTEST_CACHE_AGE)
+def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testdatadir, run_id,
+                                            start_delta, cache):
     default_conf.update({
         "use_sell_signal": True,
         "sell_profit_only": False,
@@ -1263,9 +1267,19 @@ def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testda
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock)
     mocker.patch('freqtrade.optimize.backtesting.show_backtest_results', MagicMock())
 
+    now = min_backtest_date = datetime.now(tz=timezone.utc)
+    start_time = now - timedelta(**start_delta) + timedelta(hours=1)
+    if cache == 'none':
+        min_backtest_date = now + timedelta(days=1)
+    elif cache == 'day':
+        min_backtest_date = now - timedelta(days=1)
+    elif cache == 'week':
+        min_backtest_date = now - timedelta(weeks=1)
+    elif cache == 'month':
+        min_backtest_date = now - timedelta(weeks=4)
     load_backtest_metadata = MagicMock(return_value={
-        'StrategyTestV2': {'run_id': '1'},
-        'TestStrategyLegacyV1': {'run_id': 'changed'}
+        'StrategyTestV2': {'run_id': '1', 'backtest_start_time': now.timestamp()},
+        'TestStrategyLegacyV1': {'run_id': run_id, 'backtest_start_time': start_time.timestamp()}
     })
     load_backtest_stats = MagicMock(side_effect=[
         {
@@ -1279,7 +1293,8 @@ def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testda
             'strategy_comparison': [{'key': 'TestStrategyLegacyV1'}]
         }
     ])
-    mocker.patch('pathlib.Path.glob', return_value=['not important'])
+    mocker.patch('pathlib.Path.glob', return_value=[
+        Path(datetime.strftime(datetime.now(), 'backtest-result-%Y-%m-%d_%H-%M-%S.json'))])
     mocker.patch.multiple('freqtrade.data.btanalysis',
                           load_backtest_metadata=load_backtest_metadata,
                           load_backtest_stats=load_backtest_stats)
@@ -1296,29 +1311,49 @@ def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testda
         '--timerange', '1510694220-1510700340',
         '--enable-position-stacking',
         '--disable-max-market-positions',
+        '--cache', cache,
         '--strategy-list',
         'StrategyTestV2',
         'TestStrategyLegacyV1',
     ]
     args = get_args(args)
     start_backtesting(args)
-    # 1 backtest, 1 loaded from cache
-    assert backtestmock.call_count == 1
 
     # check the logs, that will contain the backtest result
     exists = [
         'Parameter -i/--timeframe detected ... Using timeframe: 1m ...',
-        'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
         'Parameter --timerange detected: 1510694220-1510700340 ...',
         f'Using data directory: {testdatadir} ...',
         'Loading data from 2017-11-14 20:57:00 '
         'up to 2017-11-14 22:58:00 (0 days).',
-        'Backtesting with data from 2017-11-14 21:17:00 '
-        'up to 2017-11-14 22:58:00 (0 days).',
         'Parameter --enable-position-stacking detected ...',
-        'Reusing result of previous backtest for StrategyTestV2',
-        'Running backtesting for Strategy TestStrategyLegacyV1',
     ]
 
     for line in exists:
         assert log_has(line, caplog)
+
+    if cache == 'none':
+        assert backtestmock.call_count == 2
+        exists = [
+            'Running backtesting for Strategy StrategyTestV2',
+            'Running backtesting for Strategy TestStrategyLegacyV1',
+            'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
+            'Backtesting with data from 2017-11-14 21:17:00 up to 2017-11-14 22:58:00 (0 days).',
+        ]
+    elif run_id == '2' and min_backtest_date < start_time:
+        assert backtestmock.call_count == 0
+        exists = [
+            'Reusing result of previous backtest for StrategyTestV2',
+            'Reusing result of previous backtest for TestStrategyLegacyV1',
+        ]
+    else:
+        exists = [
+            'Reusing result of previous backtest for StrategyTestV2',
+            'Running backtesting for Strategy TestStrategyLegacyV1',
+            'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
+            'Backtesting with data from 2017-11-14 21:17:00 up to 2017-11-14 22:58:00 (0 days).',
+        ]
+        assert backtestmock.call_count == 1
+
+    for line in exists:
+        assert log_has(line, caplog)

tests/optimize/test_hyperopt_tools.py

@@ -10,7 +10,7 @@ import rapidjson
 from freqtrade.constants import FTHYPT_FILEVERSION
 from freqtrade.exceptions import OperationalException
 from freqtrade.optimize.hyperopt_tools import HyperoptTools, hyperopt_serializer
-from tests.conftest import log_has
+from tests.conftest import log_has, log_has_re
 
 
 # Functions for recurrent object patching
@@ -24,6 +24,7 @@ def test_save_results_saves_epochs(hyperopt, tmpdir, caplog) -> None:
     hyperopt.results_file = Path(tmpdir / 'ut_results.fthypt')
 
     hyperopt_epochs = HyperoptTools.load_filtered_results(hyperopt.results_file, {})
+    assert log_has_re("Hyperopt file .* not found.", caplog)
     assert hyperopt_epochs == ([], 0)
 
     # Test writing to temp dir and reading again

tests/rpc/test_rpc.py

@@ -220,11 +220,17 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
     result, headers, fiat_profit_sum = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
     assert "Since" in headers
     assert "Pair" in headers
+    assert len(result[0]) == 4
     assert 'instantly' == result[0][2]
     assert 'ETH/BTC' in result[0][1]
     assert '-0.41% (-0.06)' == result[0][3]
     assert '-0.06' == f'{fiat_profit_sum:.2f}'
 
+    rpc._config['position_adjustment_enable'] = True
+    result, headers, fiat_profit_sum = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
+    assert "# Buys" in headers
+    assert len(result[0]) == 5
+
     mocker.patch('freqtrade.exchange.Exchange.get_rate',
                  MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
     result, headers, fiat_profit_sum = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')

tests/rpc/test_rpc_apiserver.py

@@ -1326,7 +1326,7 @@ def test_sysinfo(botclient):
     assert 'ram_pct' in result
 
 
-def test_api_backtesting(botclient, mocker, fee, caplog):
+def test_api_backtesting(botclient, mocker, fee, caplog, tmpdir):
     ftbot, client = botclient
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
 
@@ -1347,6 +1347,11 @@ def test_api_backtesting(botclient, mocker, fee, caplog):
     assert result['status'] == 'reset'
     assert not result['running']
     assert result['status_msg'] == 'Backtest reset'
+    ftbot.config['export'] = 'trades'
+    ftbot.config['backtest_cache'] = 'none'
+    ftbot.config['user_data_dir'] = Path(tmpdir)
+    ftbot.config['exportfilename'] = Path(tmpdir) / "backtest_results"
+    ftbot.config['exportfilename'].mkdir()
 
     # start backtesting
     data = {
@@ -1421,6 +1426,14 @@ def test_api_backtesting(botclient, mocker, fee, caplog):
     rc = client_post(client, f"{BASE_URI}/backtest", data=json.dumps(data))
     assert log_has("Backtesting caused an error: ", caplog)
 
+    ftbot.config['backtest_cache'] = 'day'
+
+    # Rerun backtest (should get previous result)
+    rc = client_post(client, f"{BASE_URI}/backtest", data=json.dumps(data))
+    assert_response(rc)
+    result = rc.json()
+    assert log_has_re('Reusing result of previous backtest.*', caplog)
+
     # Delete backtesting to avoid leakage since the backtest-object may stick around.
     rc = client_delete(client, f"{BASE_URI}/backtest")
     assert_response(rc)

tests/test_plotting.py

@@ -171,7 +171,7 @@ def test_plot_trades(testdatadir, caplog):
     assert len(trades) == len(trade_buy.x)
     assert trade_buy.marker.color == 'cyan'
     assert trade_buy.marker.symbol == 'circle-open'
-    assert trade_buy.text[0] == '3.99%, roi, 15 min'
+    assert trade_buy.text[0] == '3.99%, buy_tag, roi, 15 min'
 
     trade_sell = find_trace_in_fig_data(figure.data, 'Sell - Profit')
     assert isinstance(trade_sell, go.Scatter)
@@ -179,7 +179,7 @@ def test_plot_trades(testdatadir, caplog):
     assert len(trades.loc[trades['profit_ratio'] > 0]) == len(trade_sell.x)
     assert trade_sell.marker.color == 'green'
     assert trade_sell.marker.symbol == 'square-open'
-    assert trade_sell.text[0] == '3.99%, roi, 15 min'
+    assert trade_sell.text[0] == '3.99%, buy_tag, roi, 15 min'
 
     trade_sell_loss = find_trace_in_fig_data(figure.data, 'Sell - Loss')
     assert isinstance(trade_sell_loss, go.Scatter)