# pragma pylint: disable=missing-docstring from datetime import datetime from unittest.mock import MagicMock from functools import reduce import json import arrow import pytest from jsonschema import validate from telegram import Chat, Message, Update from freqtrade.analyze import parse_ticker_dataframe from freqtrade.strategy.strategy import Strategy from freqtrade.misc import CONF_SCHEMA def log_has(line, logs): # caplog mocker returns log as a tuple: ('freqtrade.analyze', logging.WARNING, 'foobar') # and we want to match line against foobar in the tuple return reduce(lambda a, b: a or b, filter(lambda x: x[2] == line, logs), False) @pytest.fixture(scope="module") def default_conf(): """ Returns validated configuration suitable for most tests """ configuration = { "max_open_trades": 1, "stake_currency": "BTC", "stake_amount": 0.001, "fiat_display_currency": "USD", "ticker_interval": 5, "dry_run": True, "minimal_roi": { "40": 0.0, "30": 0.01, "20": 0.02, "0": 0.04 }, "stoploss": -0.10, "unfilledtimeout": 600, "bid_strategy": { "ask_last_balance": 0.0 }, "exchange": { "name": "bittrex", "enabled": True, "key": "key", "secret": "secret", "pair_whitelist": [ "BTC_ETH", "BTC_TKN", "BTC_TRST", "BTC_SWT", "BTC_BCC" ] }, "telegram": { "enabled": True, "token": "token", "chat_id": "0" }, "initial_state": "running" } validate(configuration, CONF_SCHEMA) return configuration @pytest.fixture def update(): _update = Update(0) _update.message = Message(0, 0, datetime.utcnow(), Chat(0, 0)) return _update @pytest.fixture def ticker(): return MagicMock(return_value={ 'bid': 0.00001098, 'ask': 0.00001099, 'last': 0.00001098, }) @pytest.fixture def ticker_sell_up(): return MagicMock(return_value={ 'bid': 0.00001172, 'ask': 0.00001173, 'last': 0.00001172, }) @pytest.fixture def ticker_sell_down(): return MagicMock(return_value={ 'bid': 0.00001044, 'ask': 0.00001043, 'last': 0.00001044, }) @pytest.fixture def health(): return MagicMock(return_value=[{ 'Currency': 'BTC', 'IsActive': True, 'LastChecked': '2017-11-13T20:15:00.00', 'Notice': None }, { 'Currency': 'ETH', 'IsActive': True, 'LastChecked': '2017-11-13T20:15:00.00', 'Notice': None }, { 'Currency': 'TRST', 'IsActive': True, 'LastChecked': '2017-11-13T20:15:00.00', 'Notice': None }, { 'Currency': 'SWT', 'IsActive': True, 'LastChecked': '2017-11-13T20:15:00.00', 'Notice': None }, { 'Currency': 'BCC', 'IsActive': False, 'LastChecked': '2017-11-13T20:15:00.00', 'Notice': None }]) @pytest.fixture def limit_buy_order(): return { 'id': 'mocked_limit_buy', 'type': 'LIMIT_BUY', 'pair': 'mocked', 'opened': str(arrow.utcnow().datetime), 'rate': 0.00001099, 'amount': 90.99181073, 'remaining': 0.0, 'closed': str(arrow.utcnow().datetime), } @pytest.fixture def limit_buy_order_old(): return { 'id': 'mocked_limit_buy_old', 'type': 'LIMIT_BUY', 'pair': 'BTC_ETH', 'opened': str(arrow.utcnow().shift(minutes=-601).datetime), 'rate': 0.00001099, 'amount': 90.99181073, 'remaining': 90.99181073, } @pytest.fixture def limit_sell_order_old(): return { 'id': 'mocked_limit_sell_old', 'type': 'LIMIT_SELL', 'pair': 'BTC_ETH', 'opened': str(arrow.utcnow().shift(minutes=-601).datetime), 'rate': 0.00001099, 'amount': 90.99181073, 'remaining': 90.99181073, } @pytest.fixture def limit_buy_order_old_partial(): return { 'id': 'mocked_limit_buy_old_partial', 'type': 'LIMIT_BUY', 'pair': 'BTC_ETH', 'opened': str(arrow.utcnow().shift(minutes=-601).datetime), 'rate': 0.00001099, 'amount': 90.99181073, 'remaining': 67.99181073, } @pytest.fixture def limit_sell_order(): return { 'id': 'mocked_limit_sell', 'type': 'LIMIT_SELL', 'pair': 'mocked', 'opened': str(arrow.utcnow().datetime), 'rate': 0.00001173, 'amount': 90.99181073, 'remaining': 0.0, 'closed': str(arrow.utcnow().datetime), } @pytest.fixture def ticker_history(): return [ { "O": 8.794e-05, "H": 8.948e-05, "L": 8.794e-05, "C": 8.88e-05, "V": 991.09056638, "T": "2017-11-26T08:50:00", "BV": 0.0877869 }, { "O": 8.88e-05, "H": 8.942e-05, "L": 8.88e-05, "C": 8.893e-05, "V": 658.77935965, "T": "2017-11-26T08:55:00", "BV": 0.05874751 }, { "O": 8.891e-05, "H": 8.893e-05, "L": 8.875e-05, "C": 8.877e-05, "V": 7920.73570705, "T": "2017-11-26T09:00:00", "BV": 0.7039405 } ] @pytest.fixture def ticker_history_without_bv(): return [ { "O": 8.794e-05, "H": 8.948e-05, "L": 8.794e-05, "C": 8.88e-05, "V": 991.09056638, "T": "2017-11-26T08:50:00" }, { "O": 8.88e-05, "H": 8.942e-05, "L": 8.88e-05, "C": 8.893e-05, "V": 658.77935965, "T": "2017-11-26T08:55:00" }, { "O": 8.891e-05, "H": 8.893e-05, "L": 8.875e-05, "C": 8.877e-05, "V": 7920.73570705, "T": "2017-11-26T09:00:00" } ] @pytest.fixture def result(): with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file: return parse_ticker_dataframe(json.load(data_file)) @pytest.fixture def default_strategy(): strategy = Strategy() strategy.init({'strategy': 'default_strategy'}) return strategy