# pragma pylint: disable=missing-docstring, C0103 import logging from unittest.mock import MagicMock import arrow import pytest from pandas import DataFrame from freqtrade.configuration import TimeRange from freqtrade.data.history import load_data from freqtrade.exceptions import StrategyError from freqtrade.persistence import Trade from freqtrade.resolvers import StrategyResolver from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper from tests.conftest import get_patched_exchange, log_has, log_has_re from .strats.default_strategy import DefaultStrategy # Avoid to reinit the same object again and again _STRATEGY = DefaultStrategy(config={}) def test_returns_latest_signal(mocker, default_conf, ohlcv_history): ohlcv_history.loc[1, 'date'] = arrow.utcnow() # Take a copy to correctly modify the call mocked_history = ohlcv_history.copy() mocked_history['sell'] = 0 mocked_history['buy'] = 0 mocked_history.loc[1, 'sell'] = 1 mocker.patch.object( _STRATEGY, '_analyze_ticker_internal', return_value=mocked_history ) assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (False, True) mocked_history.loc[1, 'sell'] = 0 mocked_history.loc[1, 'buy'] = 1 mocker.patch.object( _STRATEGY, '_analyze_ticker_internal', return_value=mocked_history ) assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (True, False) mocked_history.loc[1, 'sell'] = 0 mocked_history.loc[1, 'buy'] = 0 mocker.patch.object( _STRATEGY, '_analyze_ticker_internal', return_value=mocked_history ) assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (False, False) def test_get_signal_empty(default_conf, mocker, caplog): assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'], DataFrame()) assert log_has('Empty candle (OHLCV) data for pair foo', caplog) caplog.clear() assert (False, False) == _STRATEGY.get_signal('bar', default_conf['ticker_interval'], []) assert log_has('Empty candle (OHLCV) data for pair bar', caplog) def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ohlcv_history): caplog.set_level(logging.INFO) mocker.patch.object( _STRATEGY, '_analyze_ticker_internal', side_effect=ValueError('xyz') ) assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'], ohlcv_history) assert log_has_re(r'Strategy caused the following exception: xyz.*', caplog) def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ohlcv_history): caplog.set_level(logging.INFO) mocker.patch.object( _STRATEGY, '_analyze_ticker_internal', return_value=DataFrame([]) ) mocker.patch.object(_STRATEGY, 'assert_df') assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'], ohlcv_history) assert log_has('Empty dataframe for pair xyz', caplog) def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history): # default_conf defines a 5m interval. we check interval * 2 + 5m # this is necessary as the last candle is removed (partial candles) by default ohlcv_history.loc[1, 'date'] = arrow.utcnow().shift(minutes=-16) # Take a copy to correctly modify the call mocked_history = ohlcv_history.copy() mocked_history['sell'] = 0 mocked_history['buy'] = 0 mocked_history.loc[1, 'buy'] = 1 caplog.set_level(logging.INFO) mocker.patch.object( _STRATEGY, '_analyze_ticker_internal', return_value=mocked_history ) mocker.patch.object(_STRATEGY, 'assert_df') assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'], ohlcv_history) assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog) def test_assert_df_raise(default_conf, mocker, caplog, ohlcv_history): # default_conf defines a 5m interval. we check interval * 2 + 5m # this is necessary as the last candle is removed (partial candles) by default ohlcv_history.loc[1, 'date'] = arrow.utcnow().shift(minutes=-16) # Take a copy to correctly modify the call mocked_history = ohlcv_history.copy() mocked_history['sell'] = 0 mocked_history['buy'] = 0 mocked_history.loc[1, 'buy'] = 1 caplog.set_level(logging.INFO) mocker.patch.object( _STRATEGY, 'assert_df', side_effect=StrategyError('Dataframe returned...') ) assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'], ohlcv_history) assert log_has('Unable to analyze candle (OHLCV) data for pair xyz: Dataframe returned...', caplog) def test_assert_df(default_conf, mocker, ohlcv_history): # Ensure it's running when passed correctly _STRATEGY.assert_df(ohlcv_history, len(ohlcv_history), ohlcv_history.loc[1, 'close'], ohlcv_history.loc[1, 'date']) with pytest.raises(StrategyError, match=r"Dataframe returned from strategy.*length\."): _STRATEGY.assert_df(ohlcv_history, len(ohlcv_history) + 1, ohlcv_history.loc[1, 'close'], ohlcv_history.loc[1, 'date']) with pytest.raises(StrategyError, match=r"Dataframe returned from strategy.*last close price\."): _STRATEGY.assert_df(ohlcv_history, len(ohlcv_history), ohlcv_history.loc[1, 'close'] + 0.01, ohlcv_history.loc[1, 'date']) with pytest.raises(StrategyError, match=r"Dataframe returned from strategy.*last date\."): _STRATEGY.assert_df(ohlcv_history, len(ohlcv_history), ohlcv_history.loc[1, 'close'], ohlcv_history.loc[0, 'date']) def test_get_signal_handles_exceptions(mocker, default_conf): 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_ohlcvdata_to_dataframe(default_conf, testdatadir) -> None: default_conf.update({'strategy': 'DefaultStrategy'}) strategy = StrategyResolver.load_strategy(default_conf) timerange = TimeRange.parse_timerange('1510694220-1510700340') data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange, fill_up_missing=True) processed = strategy.ohlcvdata_to_dataframe(data) assert len(processed['UNITTEST/BTC']) == 102 # partial candle was removed def test_ohlcvdata_to_dataframe_copy(mocker, default_conf, testdatadir) -> None: default_conf.update({'strategy': 'DefaultStrategy'}) strategy = StrategyResolver.load_strategy(default_conf) aimock = mocker.patch('freqtrade.strategy.interface.IStrategy.advise_indicators') timerange = TimeRange.parse_timerange('1510694220-1510700340') data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange, fill_up_missing=True) strategy.ohlcvdata_to_dataframe(data) assert aimock.call_count == 1 # Ensure that a copy of the dataframe is passed to advice_indicators assert aimock.call_args_list[0][0][0] is not data def test_min_roi_reached(default_conf, fee) -> None: # Use list to confirm sequence does not matter min_roi_list = [{20: 0.05, 55: 0.01, 0: 0.1}, {0: 0.1, 20: 0.05, 55: 0.01}] for roi in min_roi_list: default_conf.update({'strategy': 'DefaultStrategy'}) strategy = StrategyResolver.load_strategy(default_conf) strategy.minimal_roi = roi trade = Trade( pair='ETH/BTC', stake_amount=0.001, amount=5, open_date=arrow.utcnow().shift(hours=-1).datetime, fee_open=fee.return_value, fee_close=fee.return_value, exchange='bittrex', open_rate=1, ) assert not strategy.min_roi_reached(trade, 0.02, arrow.utcnow().shift(minutes=-56).datetime) assert strategy.min_roi_reached(trade, 0.12, arrow.utcnow().shift(minutes=-56).datetime) assert not strategy.min_roi_reached(trade, 0.04, arrow.utcnow().shift(minutes=-39).datetime) assert strategy.min_roi_reached(trade, 0.06, arrow.utcnow().shift(minutes=-39).datetime) assert not strategy.min_roi_reached(trade, -0.01, arrow.utcnow().shift(minutes=-1).datetime) assert strategy.min_roi_reached(trade, 0.02, arrow.utcnow().shift(minutes=-1).datetime) def test_min_roi_reached2(default_conf, fee) -> None: # test with ROI raising after last interval min_roi_list = [{20: 0.07, 30: 0.05, 55: 0.30, 0: 0.1 }, {0: 0.1, 20: 0.07, 30: 0.05, 55: 0.30 }, ] for roi in min_roi_list: default_conf.update({'strategy': 'DefaultStrategy'}) strategy = StrategyResolver.load_strategy(default_conf) strategy.minimal_roi = roi trade = Trade( pair='ETH/BTC', stake_amount=0.001, amount=5, open_date=arrow.utcnow().shift(hours=-1).datetime, fee_open=fee.return_value, fee_close=fee.return_value, exchange='bittrex', open_rate=1, ) assert not strategy.min_roi_reached(trade, 0.02, arrow.utcnow().shift(minutes=-56).datetime) assert strategy.min_roi_reached(trade, 0.12, arrow.utcnow().shift(minutes=-56).datetime) assert not strategy.min_roi_reached(trade, 0.04, arrow.utcnow().shift(minutes=-39).datetime) assert strategy.min_roi_reached(trade, 0.071, arrow.utcnow().shift(minutes=-39).datetime) assert not strategy.min_roi_reached(trade, 0.04, arrow.utcnow().shift(minutes=-26).datetime) assert strategy.min_roi_reached(trade, 0.06, arrow.utcnow().shift(minutes=-26).datetime) # Should not trigger with 20% profit since after 55 minutes only 30% is active. assert not strategy.min_roi_reached(trade, 0.20, arrow.utcnow().shift(minutes=-2).datetime) assert strategy.min_roi_reached(trade, 0.31, arrow.utcnow().shift(minutes=-2).datetime) def test_min_roi_reached3(default_conf, fee) -> None: # test for issue #1948 min_roi = {20: 0.07, 30: 0.05, 55: 0.30, } default_conf.update({'strategy': 'DefaultStrategy'}) strategy = StrategyResolver.load_strategy(default_conf) strategy.minimal_roi = min_roi trade = Trade( pair='ETH/BTC', stake_amount=0.001, amount=5, open_date=arrow.utcnow().shift(hours=-1).datetime, fee_open=fee.return_value, fee_close=fee.return_value, exchange='bittrex', open_rate=1, ) assert not strategy.min_roi_reached(trade, 0.02, arrow.utcnow().shift(minutes=-56).datetime) assert not strategy.min_roi_reached(trade, 0.12, arrow.utcnow().shift(minutes=-56).datetime) assert not strategy.min_roi_reached(trade, 0.04, arrow.utcnow().shift(minutes=-39).datetime) assert strategy.min_roi_reached(trade, 0.071, arrow.utcnow().shift(minutes=-39).datetime) assert not strategy.min_roi_reached(trade, 0.04, arrow.utcnow().shift(minutes=-26).datetime) assert strategy.min_roi_reached(trade, 0.06, arrow.utcnow().shift(minutes=-26).datetime) # Should not trigger with 20% profit since after 55 minutes only 30% is active. assert not strategy.min_roi_reached(trade, 0.20, arrow.utcnow().shift(minutes=-2).datetime) assert strategy.min_roi_reached(trade, 0.31, arrow.utcnow().shift(minutes=-2).datetime) def test_analyze_ticker_default(ohlcv_history, mocker, caplog) -> None: caplog.set_level(logging.DEBUG) ind_mock = MagicMock(side_effect=lambda x, meta: x) buy_mock = MagicMock(side_effect=lambda x, meta: x) sell_mock = MagicMock(side_effect=lambda x, meta: x) mocker.patch.multiple( 'freqtrade.strategy.interface.IStrategy', advise_indicators=ind_mock, advise_buy=buy_mock, advise_sell=sell_mock, ) strategy = DefaultStrategy({}) strategy.analyze_ticker(ohlcv_history, {'pair': 'ETH/BTC'}) assert ind_mock.call_count == 1 assert buy_mock.call_count == 1 assert buy_mock.call_count == 1 assert log_has('TA Analysis Launched', caplog) assert not log_has('Skipping TA Analysis for already analyzed candle', caplog) caplog.clear() strategy.analyze_ticker(ohlcv_history, {'pair': 'ETH/BTC'}) # No analysis happens as process_only_new_candles is true assert ind_mock.call_count == 2 assert buy_mock.call_count == 2 assert buy_mock.call_count == 2 assert log_has('TA Analysis Launched', caplog) assert not log_has('Skipping TA Analysis for already analyzed candle', caplog) def test__analyze_ticker_internal_skip_analyze(ohlcv_history, mocker, caplog) -> None: caplog.set_level(logging.DEBUG) ind_mock = MagicMock(side_effect=lambda x, meta: x) buy_mock = MagicMock(side_effect=lambda x, meta: x) sell_mock = MagicMock(side_effect=lambda x, meta: x) mocker.patch.multiple( 'freqtrade.strategy.interface.IStrategy', advise_indicators=ind_mock, advise_buy=buy_mock, advise_sell=sell_mock, ) strategy = DefaultStrategy({}) strategy.process_only_new_candles = True ret = strategy._analyze_ticker_internal(ohlcv_history, {'pair': 'ETH/BTC'}) assert 'high' in ret.columns assert 'low' in ret.columns assert 'close' in ret.columns assert isinstance(ret, DataFrame) assert ind_mock.call_count == 1 assert buy_mock.call_count == 1 assert buy_mock.call_count == 1 assert log_has('TA Analysis Launched', caplog) assert not log_has('Skipping TA Analysis for already analyzed candle', caplog) caplog.clear() ret = strategy._analyze_ticker_internal(ohlcv_history, {'pair': 'ETH/BTC'}) # No analysis happens as process_only_new_candles is true assert ind_mock.call_count == 1 assert buy_mock.call_count == 1 assert buy_mock.call_count == 1 # only skipped analyze adds buy and sell columns, otherwise it's all mocked assert 'buy' in ret.columns assert 'sell' in ret.columns assert ret['buy'].sum() == 0 assert ret['sell'].sum() == 0 assert not log_has('TA Analysis Launched', caplog) assert log_has('Skipping TA Analysis for already analyzed candle', caplog) def test_is_pair_locked(default_conf): default_conf.update({'strategy': 'DefaultStrategy'}) strategy = StrategyResolver.load_strategy(default_conf) # dict should be empty assert not strategy._pair_locked_until pair = 'ETH/BTC' assert not strategy.is_pair_locked(pair) strategy.lock_pair(pair, arrow.utcnow().shift(minutes=4).datetime) # ETH/BTC locked for 4 minutes assert strategy.is_pair_locked(pair) # Test lock does not change lock = strategy._pair_locked_until[pair] strategy.lock_pair(pair, arrow.utcnow().shift(minutes=2).datetime) assert lock == strategy._pair_locked_until[pair] # XRP/BTC should not be locked now pair = 'XRP/BTC' assert not strategy.is_pair_locked(pair) # Unlocking a pair that's not locked should not raise an error strategy.unlock_pair(pair) # Unlock original pair pair = 'ETH/BTC' strategy.unlock_pair(pair) assert not strategy.is_pair_locked(pair) @pytest.mark.parametrize('error', [ ValueError, KeyError, Exception, ]) def test_strategy_safe_wrapper_error(caplog, error): def failing_method(): raise error('This is an error.') def working_method(argumentpassedin): return argumentpassedin with pytest.raises(StrategyError, match=r'This is an error.'): strategy_safe_wrapper(failing_method, message='DeadBeef')() assert log_has_re(r'DeadBeef.*', caplog) ret = strategy_safe_wrapper(failing_method, message='DeadBeef', default_retval=True)() assert isinstance(ret, bool) assert ret @pytest.mark.parametrize('value', [ 1, 22, 55, True, False, {'a': 1, 'b': '112'}, [1, 2, 3, 4], (4, 2, 3, 6) ]) def test_strategy_safe_wrapper(value): def working_method(argumentpassedin): return argumentpassedin ret = strategy_safe_wrapper(working_method, message='DeadBeef')(value) assert type(ret) == type(value) assert ret == value