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Adjust some tests to dataframe passing

This commit is contained in:
Matthias 2018-12-11 19:48:36 +01:00
parent 627ab9f583
commit fe3990af3d
5 changed files with 42 additions and 20 deletions
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7
freqtrade/tests/conftest.py
View File

@ -481,7 +481,7 @@ def order_book_l2():
@pytest.fixture
def ticker_history():
def ticker_history_list():
return [
[
1511686200000, # unix timestamp ms
@ -510,6 +510,11 @@ def ticker_history():
]
@pytest.fixture
def ticker_history(ticker_history_list):
return parse_ticker_dataframe(ticker_history_list)
@pytest.fixture
def tickers():
return MagicMock(return_value={

18
freqtrade/tests/exchange/test_exchange.py
View File

@ -9,6 +9,7 @@ from unittest.mock import Mock, MagicMock, PropertyMock
import arrow
import ccxt
import pytest
from pandas import DataFrame
from freqtrade import DependencyException, OperationalException, TemporaryError
from freqtrade.exchange import API_RETRY_COUNT, Exchange
@ -737,12 +738,20 @@ def test_get_history(default_conf, mocker, caplog):
def test_refresh_tickers(mocker, default_conf, caplog) -> None:
tick = [
[
arrow.utcnow().timestamp * 1000, # unix timestamp ms
(arrow.utcnow().timestamp - 1) * 1000, # unix timestamp ms
1, # open
2, # high
3, # low
4, # close
5, # volume (in quote currency)
],
[
arrow.utcnow().timestamp * 1000, # unix timestamp ms
3, # open
1, # high
4, # low
6, # close
5, # volume (in quote currency)
]
]
@ -752,14 +761,15 @@ def test_refresh_tickers(mocker, default_conf, caplog) -> None:
pairs = ['IOTA/ETH', 'XRP/ETH']
# empty dicts
assert not exchange.klines
assert not exchange._klines
exchange.refresh_tickers(['IOTA/ETH', 'XRP/ETH'], '5m')
assert log_has(f'Refreshing klines for {len(pairs)} pairs', caplog.record_tuples)
assert exchange.klines
assert exchange._klines
assert exchange._api_async.fetch_ohlcv.call_count == 2
for pair in pairs:
assert exchange.klines[pair]
assert isinstance(exchange.klines(pair), DataFrame)
assert len(exchange.klines(pair)) > 0
# test caching
exchange.refresh_tickers(['IOTA/ETH', 'XRP/ETH'], '5m')

6
freqtrade/tests/exchange/test_exchange_helpers.py
View File

@ -1,6 +1,8 @@
# pragma pylint: disable=missing-docstring, C0103
import logging
from freqtrade.exchange.exchange_helpers import parse_ticker_dataframe
from freqtrade.tests.conftest import log_has
def test_dataframe_correct_length(result):
@ -13,9 +15,11 @@ def test_dataframe_correct_columns(result):
['date', 'open', 'high', 'low', 'close', 'volume']
def test_parse_ticker_dataframe(ticker_history):
def test_parse_ticker_dataframe(ticker_history, caplog):
columns = ['date', 'open', 'high', 'low', 'close', 'volume']
caplog.set_level(logging.DEBUG)
# Test file with BV data
dataframe = parse_ticker_dataframe(ticker_history)
assert dataframe.columns.tolist() == columns
assert log_has('Parsing tickerlist to dataframe', caplog.record_tuples)

29
freqtrade/tests/strategy/test_interface.py
View File

@ -16,62 +16,64 @@ from freqtrade.strategy.default_strategy import DefaultStrategy
_STRATEGY = DefaultStrategy(config={})
def test_returns_latest_buy_signal(mocker, default_conf):
def test_returns_latest_buy_signal(mocker, default_conf, ticker_history):
mocker.patch.object(
_STRATEGY, 'analyze_ticker',
return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}])
)
assert _STRATEGY.get_signal('ETH/BTC', '5m', MagicMock()) == (True, False)
assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (True, False)
mocker.patch.object(
_STRATEGY, 'analyze_ticker',
return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}])
)
assert _STRATEGY.get_signal('ETH/BTC', '5m', MagicMock()) == (False, True)
assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (False, True)
def test_returns_latest_sell_signal(mocker, default_conf):
def test_returns_latest_sell_signal(mocker, default_conf, ticker_history):
mocker.patch.object(
_STRATEGY, 'analyze_ticker',
return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}])
)
assert _STRATEGY.get_signal('ETH/BTC', '5m', MagicMock()) == (False, True)
assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (False, True)
mocker.patch.object(
_STRATEGY, 'analyze_ticker',
return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}])
)
assert _STRATEGY.get_signal('ETH/BTC', '5m', MagicMock()) == (True, False)
assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (True, False)
def test_get_signal_empty(default_conf, mocker, caplog):
assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'],
None)
DataFrame())
assert log_has('Empty ticker history for pair foo', caplog.record_tuples)
def test_get_signal_exception_valueerror(default_conf, mocker, caplog):
def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ticker_history):
caplog.set_level(logging.INFO)
mocker.patch.object(
_STRATEGY, 'analyze_ticker',
side_effect=ValueError('xyz')
)
assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'], 1)
assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'],
ticker_history)
assert log_has('Unable to analyze ticker for pair foo: xyz', caplog.record_tuples)
def test_get_signal_empty_dataframe(default_conf, mocker, caplog):
def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ticker_history):
caplog.set_level(logging.INFO)
mocker.patch.object(
_STRATEGY, 'analyze_ticker',
return_value=DataFrame([])
)
assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'], 1)
assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
ticker_history)
assert log_has('Empty dataframe for pair xyz', caplog.record_tuples)
def test_get_signal_old_dataframe(default_conf, mocker, caplog):
def test_get_signal_old_dataframe(default_conf, mocker, caplog, ticker_history):
caplog.set_level(logging.INFO)
# default_conf defines a 5m interval. we check interval * 2 + 5m
# this is necessary as the last candle is removed (partial candles) by default
@ -81,7 +83,8 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog):
_STRATEGY, 'analyze_ticker',
return_value=DataFrame(ticks)
)
assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'], 1)
assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
ticker_history)
assert log_has(
'Outdated history for pair xyz. Last tick is 16 minutes old',
caplog.record_tuples

2
scripts/plot_dataframe.py
View File

@ -139,7 +139,7 @@ def plot_analyzed_dataframe(args: Namespace) -> None:
if args.live:
logger.info('Downloading pair.')
exchange.refresh_tickers([pair], tick_interval)
tickers[pair] = exchange.klines[pair]
tickers[pair] = exchange.klines(pair)
else:
tickers = optimize.load_data(
datadir=_CONF.get("datadir"),