# 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.data.converter import parse_ticker_dataframe from freqtrade.data.history import load_tickerdata_file from freqtrade.persistence import Trade 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, 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', 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', ticker_history) == (False, True) 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', 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', ticker_history) == (True, 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 ticker history for pair foo', caplog.record_tuples) caplog.clear() assert (False, False) == _STRATEGY.get_signal('bar', default_conf['ticker_interval'], []) assert log_has('Empty ticker history for pair bar', caplog.record_tuples) 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'], 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, 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'], ticker_history) assert log_has('Empty dataframe for pair xyz', caplog.record_tuples) 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 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'], ticker_history) 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): 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': parse_ticker_dataframe(tick, '1m', True)} data = strategy.tickerdata_to_dataframe(tickerlist) assert len(data['UNITTEST/BTC']) == 102 # partial candle was removed 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: strategy = DefaultStrategy(default_conf) strategy.minimal_roi = roi trade = Trade( pair='ETH/BTC', stake_amount=0.001, 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: strategy = DefaultStrategy(default_conf) strategy.minimal_roi = roi trade = Trade( pair='ETH/BTC', stake_amount=0.001, 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_analyze_ticker_default(ticker_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(ticker_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.record_tuples) assert not log_has('Skipping TA Analysis for already analyzed candle', caplog.record_tuples) caplog.clear() strategy.analyze_ticker(ticker_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.record_tuples) assert not log_has('Skipping TA Analysis for already analyzed candle', caplog.record_tuples) def test_analyze_ticker_skip_analyze(ticker_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(ticker_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.record_tuples) assert not log_has('Skipping TA Analysis for already analyzed candle', caplog.record_tuples) caplog.clear() ret = strategy.analyze_ticker(ticker_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.record_tuples) assert log_has('Skipping TA Analysis for already analyzed candle', caplog.record_tuples)