# pragma pylint: disable=missing-docstring, C0103 import logging from unittest.mock import MagicMock import arrow from pandas import DataFrame from freqtrade.arguments import TimeRange from freqtrade.optimize.__init__ import load_tickerdata_file from freqtrade.tests.conftest import get_patched_exchange, log_has from freqtrade.strategy.default_strategy import DefaultStrategy # Avoid to reinit the same object again and again _STRATEGY = DefaultStrategy(config={}) def test_returns_latest_buy_signal(mocker, default_conf): 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) 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) def test_returns_latest_sell_signal(mocker, default_conf): 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) 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) def test_get_signal_empty(default_conf, mocker, caplog): assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'], None) assert log_has('Empty ticker history for pair foo', caplog.record_tuples) def test_get_signal_exception_valueerror(default_conf, mocker, caplog): 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 log_has('Unable to analyze ticker for pair foo: xyz', caplog.record_tuples) def test_get_signal_empty_dataframe(default_conf, mocker, caplog): 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 log_has('Empty dataframe for pair xyz', caplog.record_tuples) def test_get_signal_old_dataframe(default_conf, mocker, caplog): 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 oldtime = arrow.utcnow().shift(minutes=-16) ticks = DataFrame([{'buy': 1, 'date': oldtime}]) mocker.patch.object( _STRATEGY, 'analyze_ticker', return_value=DataFrame(ticks) ) assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'], 1) assert log_has( 'Outdated history for pair xyz. Last tick is 16 minutes old', caplog.record_tuples ) def test_get_signal_handles_exceptions(mocker, default_conf): mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=MagicMock()) exchange = get_patched_exchange(mocker, default_conf) mocker.patch.object( _STRATEGY, 'analyze_ticker', side_effect=Exception('invalid ticker history ') ) assert _STRATEGY.get_signal(exchange, 'ETH/BTC', '5m') == (False, False) def test_tickerdata_to_dataframe(default_conf) -> None: strategy = DefaultStrategy(default_conf) timerange = TimeRange(None, 'line', 0, -100) tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange) tickerlist = {'UNITTEST/BTC': tick} data = strategy.tickerdata_to_dataframe(tickerlist) assert len(data['UNITTEST/BTC']) == 99 # partial candle was removed