# pragma pylint: disable=missing-docstring, protected-access, C0103 import logging from os import path import warnings import pytest from pandas import DataFrame from freqtrade.strategy import import_strategy from freqtrade.strategy.default_strategy import DefaultStrategy from freqtrade.strategy.interface import IStrategy from freqtrade.strategy.resolver import StrategyResolver def test_import_strategy(caplog): caplog.set_level(logging.DEBUG) default_config = {} strategy = DefaultStrategy(default_config) strategy.some_method = lambda *args, **kwargs: 42 assert strategy.__module__ == 'freqtrade.strategy.default_strategy' assert strategy.some_method() == 42 imported_strategy = import_strategy(strategy, default_config) assert dir(strategy) == dir(imported_strategy) assert imported_strategy.__module__ == 'freqtrade.strategy' assert imported_strategy.some_method() == 42 assert ( 'freqtrade.strategy', logging.DEBUG, 'Imported strategy freqtrade.strategy.default_strategy.DefaultStrategy ' 'as freqtrade.strategy.DefaultStrategy', ) in caplog.record_tuples def test_search_strategy(): default_config = {} default_location = path.join(path.dirname( path.realpath(__file__)), '..', '..', 'strategy' ) assert isinstance( StrategyResolver._search_strategy( default_location, config=default_config, strategy_name='DefaultStrategy' ), IStrategy ) assert StrategyResolver._search_strategy( default_location, config=default_config, strategy_name='NotFoundStrategy' ) is None def test_load_strategy(result): resolver = StrategyResolver({'strategy': 'TestStrategy'}) pair = 'ETH/BTC' assert len(resolver.strategy.populate_indicators.__annotations__) == 3 assert 'dataframe' in resolver.strategy.populate_indicators.__annotations__ assert 'pair' in resolver.strategy.populate_indicators.__annotations__ assert 'adx' in resolver.strategy.advise_indicators(result, pair=pair) def test_load_strategy_invalid_directory(result, caplog): resolver = StrategyResolver() extra_dir = path.join('some', 'path') resolver._load_strategy('TestStrategy', config={}, extra_dir=extra_dir) assert ( 'freqtrade.strategy.resolver', logging.WARNING, 'Path "{}" does not exist'.format(extra_dir), ) in caplog.record_tuples assert 'adx' in resolver.strategy.advise_indicators(result, 'ETH/BTC') def test_load_not_found_strategy(): strategy = StrategyResolver() with pytest.raises(ImportError, match=r'Impossible to load Strategy \'NotFoundStrategy\'.' r' This class does not exist or contains Python code errors'): strategy._load_strategy(strategy_name='NotFoundStrategy', config={}) def test_strategy(result): config = {'strategy': 'DefaultStrategy'} resolver = StrategyResolver(config) pair = 'ETH/BTC' assert resolver.strategy.minimal_roi[0] == 0.04 assert config["minimal_roi"]['0'] == 0.04 assert resolver.strategy.stoploss == -0.10 assert config['stoploss'] == -0.10 assert resolver.strategy.ticker_interval == '5m' assert config['ticker_interval'] == '5m' df_indicators = resolver.strategy.advise_indicators(result, pair=pair) assert 'adx' in df_indicators dataframe = resolver.strategy.advise_buy(df_indicators, pair=pair) assert 'buy' in dataframe.columns dataframe = resolver.strategy.advise_sell(df_indicators, pair='ETH/BTC') assert 'sell' in dataframe.columns def test_strategy_override_minimal_roi(caplog): caplog.set_level(logging.INFO) config = { 'strategy': 'DefaultStrategy', 'minimal_roi': { "0": 0.5 } } resolver = StrategyResolver(config) assert resolver.strategy.minimal_roi[0] == 0.5 assert ('freqtrade.strategy.resolver', logging.INFO, 'Override strategy \'minimal_roi\' with value in config file.' ) in caplog.record_tuples def test_strategy_override_stoploss(caplog): caplog.set_level(logging.INFO) config = { 'strategy': 'DefaultStrategy', 'stoploss': -0.5 } resolver = StrategyResolver(config) assert resolver.strategy.stoploss == -0.5 assert ('freqtrade.strategy.resolver', logging.INFO, 'Override strategy \'stoploss\' with value in config file: -0.5.' ) in caplog.record_tuples def test_strategy_override_ticker_interval(caplog): caplog.set_level(logging.INFO) config = { 'strategy': 'DefaultStrategy', 'ticker_interval': 60 } resolver = StrategyResolver(config) assert resolver.strategy.ticker_interval == 60 assert ('freqtrade.strategy.resolver', logging.INFO, 'Override strategy \'ticker_interval\' with value in config file: 60.' ) in caplog.record_tuples def test_deprecate_populate_indicators(result): default_location = path.join(path.dirname(path.realpath(__file__))) resolver = StrategyResolver({'strategy': 'TestStrategyLegacy', 'strategy_path': default_location}) with warnings.catch_warnings(record=True) as w: # Cause all warnings to always be triggered. warnings.simplefilter("always") indicators = resolver.strategy.advise_indicators(result, 'ETH/BTC') assert len(w) == 1 assert issubclass(w[-1].category, DeprecationWarning) assert "deprecated - check out the Sample strategy to see the current function headers!" \ in str(w[-1].message) with warnings.catch_warnings(record=True) as w: # Cause all warnings to always be triggered. warnings.simplefilter("always") resolver.strategy.advise_buy(indicators, 'ETH/BTC') assert len(w) == 1 assert issubclass(w[-1].category, DeprecationWarning) assert "deprecated - check out the Sample strategy to see the current function headers!" \ in str(w[-1].message) with warnings.catch_warnings(record=True) as w: # Cause all warnings to always be triggered. warnings.simplefilter("always") resolver.strategy.advise_sell(indicators, 'ETH_BTC') assert len(w) == 1 assert issubclass(w[-1].category, DeprecationWarning) assert "deprecated - check out the Sample strategy to see the current function headers!" \ in str(w[-1].message) def test_call_deprecated_function(result, monkeypatch): default_location = path.join(path.dirname(path.realpath(__file__))) resolver = StrategyResolver({'strategy': 'TestStrategyLegacy', 'strategy_path': default_location}) pair = 'ETH/BTC' # Make sure we are using a legacy function assert resolver.strategy._populate_fun_len == 2 assert resolver.strategy._buy_fun_len == 2 assert resolver.strategy._sell_fun_len == 2 indicator_df = resolver.strategy.advise_indicators(result, pair=pair) assert type(indicator_df) is DataFrame assert 'adx' in indicator_df.columns buydf = resolver.strategy.advise_buy(result, pair=pair) assert type(buydf) is DataFrame assert 'buy' in buydf.columns selldf = resolver.strategy.advise_sell(result, pair=pair) assert type(selldf) is DataFrame assert 'sell' in selldf