# pragma pylint: disable=missing-docstring, protected-access, C0103 import logging from base64 import urlsafe_b64encode from pathlib import Path import pytest from pandas import DataFrame from freqtrade.exceptions import OperationalException from freqtrade.resolvers import StrategyResolver from freqtrade.strategy.interface import IStrategy from tests.conftest import CURRENT_TEST_STRATEGY, log_has, log_has_re def test_search_strategy(): default_location = Path(__file__).parent / 'strats' s, _ = StrategyResolver._search_object( directory=default_location, object_name=CURRENT_TEST_STRATEGY, add_source=True, ) assert issubclass(s, IStrategy) s, _ = StrategyResolver._search_object( directory=default_location, object_name='NotFoundStrategy', add_source=True, ) assert s is None def test_search_all_strategies_no_failed(): directory = Path(__file__).parent / "strats" strategies = StrategyResolver.search_all_objects(directory, enum_failed=False) assert isinstance(strategies, list) assert len(strategies) == 9 assert isinstance(strategies[0], dict) def test_search_all_strategies_with_failed(): directory = Path(__file__).parent / "strats" strategies = StrategyResolver.search_all_objects(directory, enum_failed=True) assert isinstance(strategies, list) assert len(strategies) == 10 # with enum_failed=True search_all_objects() shall find 2 good strategies # and 1 which fails to load assert len([x for x in strategies if x['class'] is not None]) == 9 assert len([x for x in strategies if x['class'] is None]) == 1 directory = Path(__file__).parent / "strats_nonexistingdir" strategies = StrategyResolver.search_all_objects(directory, enum_failed=True) assert len(strategies) == 0 def test_load_strategy(default_conf, result): default_conf.update({'strategy': 'SampleStrategy', 'strategy_path': str(Path(__file__).parents[2] / 'freqtrade/templates') }) strategy = StrategyResolver.load_strategy(default_conf) assert isinstance(strategy.__source__, str) assert 'class SampleStrategy' in strategy.__source__ assert isinstance(strategy.__file__, str) assert 'rsi' in strategy.advise_indicators(result, {'pair': 'ETH/BTC'}) def test_load_strategy_base64(result, caplog, default_conf): filepath = Path(__file__).parents[2] / 'freqtrade/templates/sample_strategy.py' encoded_string = urlsafe_b64encode(filepath.read_bytes()).decode("utf-8") default_conf.update({'strategy': 'SampleStrategy:{}'.format(encoded_string)}) strategy = StrategyResolver.load_strategy(default_conf) assert 'rsi' in strategy.advise_indicators(result, {'pair': 'ETH/BTC'}) # Make sure strategy was loaded from base64 (using temp directory)!! assert log_has_re(r"Using resolved strategy SampleStrategy from '" r".*(/|\\).*(/|\\)SampleStrategy\.py'\.\.\.", caplog) def test_load_strategy_invalid_directory(result, caplog, default_conf): default_conf['strategy'] = 'StrategyTestV3' extra_dir = Path.cwd() / 'some/path' with pytest.raises(OperationalException): StrategyResolver._load_strategy(CURRENT_TEST_STRATEGY, config=default_conf, extra_dir=extra_dir) assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog) def test_load_not_found_strategy(default_conf): default_conf['strategy'] = 'NotFoundStrategy' with pytest.raises(OperationalException, match=r"Impossible to load Strategy 'NotFoundStrategy'. " r"This class does not exist or contains Python code errors."): StrategyResolver.load_strategy(default_conf) def test_load_strategy_noname(default_conf): default_conf['strategy'] = '' with pytest.raises(OperationalException, match="No strategy set. Please use `--strategy` to specify " "the strategy class to use."): StrategyResolver.load_strategy(default_conf) @pytest.mark.filterwarnings("ignore:deprecated") @pytest.mark.parametrize('strategy_name', ['StrategyTestV2']) def test_strategy_pre_v3(result, default_conf, strategy_name): default_conf.update({'strategy': strategy_name}) strategy = StrategyResolver.load_strategy(default_conf) metadata = {'pair': 'ETH/BTC'} assert strategy.minimal_roi[0] == 0.04 assert default_conf["minimal_roi"]['0'] == 0.04 assert strategy.stoploss == -0.10 assert default_conf['stoploss'] == -0.10 assert strategy.timeframe == '5m' assert default_conf['timeframe'] == '5m' df_indicators = strategy.advise_indicators(result, metadata=metadata) assert 'adx' in df_indicators dataframe = strategy.advise_entry(df_indicators, metadata=metadata) assert 'buy' not in dataframe.columns assert 'enter_long' in dataframe.columns dataframe = strategy.advise_exit(df_indicators, metadata=metadata) assert 'sell' not in dataframe.columns assert 'exit_long' in dataframe.columns def test_strategy_can_short(caplog, default_conf): caplog.set_level(logging.INFO) default_conf.update({ 'strategy': CURRENT_TEST_STRATEGY, }) strat = StrategyResolver.load_strategy(default_conf) assert isinstance(strat, IStrategy) default_conf['strategy'] = 'StrategyTestV3Futures' with pytest.raises(ImportError, match=""): StrategyResolver.load_strategy(default_conf) default_conf['trading_mode'] = 'futures' strat = StrategyResolver.load_strategy(default_conf) assert isinstance(strat, IStrategy) def test_strategy_override_minimal_roi(caplog, default_conf): caplog.set_level(logging.INFO) default_conf.update({ 'strategy': CURRENT_TEST_STRATEGY, 'minimal_roi': { "20": 0.1, "0": 0.5 } }) strategy = StrategyResolver.load_strategy(default_conf) assert strategy.minimal_roi[0] == 0.5 assert log_has( "Override strategy 'minimal_roi' with value in config file: {'20': 0.1, '0': 0.5}.", caplog) def test_strategy_override_stoploss(caplog, default_conf): caplog.set_level(logging.INFO) default_conf.update({ 'strategy': CURRENT_TEST_STRATEGY, 'stoploss': -0.5 }) strategy = StrategyResolver.load_strategy(default_conf) assert strategy.stoploss == -0.5 assert log_has("Override strategy 'stoploss' with value in config file: -0.5.", caplog) def test_strategy_override_trailing_stop(caplog, default_conf): caplog.set_level(logging.INFO) default_conf.update({ 'strategy': CURRENT_TEST_STRATEGY, 'trailing_stop': True }) strategy = StrategyResolver.load_strategy(default_conf) assert strategy.trailing_stop assert isinstance(strategy.trailing_stop, bool) assert log_has("Override strategy 'trailing_stop' with value in config file: True.", caplog) def test_strategy_override_trailing_stop_positive(caplog, default_conf): caplog.set_level(logging.INFO) default_conf.update({ 'strategy': CURRENT_TEST_STRATEGY, 'trailing_stop_positive': -0.1, 'trailing_stop_positive_offset': -0.2 }) strategy = StrategyResolver.load_strategy(default_conf) assert strategy.trailing_stop_positive == -0.1 assert log_has("Override strategy 'trailing_stop_positive' with value in config file: -0.1.", caplog) assert strategy.trailing_stop_positive_offset == -0.2 assert log_has("Override strategy 'trailing_stop_positive' with value in config file: -0.1.", caplog) def test_strategy_override_timeframe(caplog, default_conf): caplog.set_level(logging.INFO) default_conf.update({ 'strategy': CURRENT_TEST_STRATEGY, 'timeframe': 60, 'stake_currency': 'ETH' }) strategy = StrategyResolver.load_strategy(default_conf) assert strategy.timeframe == 60 assert strategy.stake_currency == 'ETH' assert log_has("Override strategy 'timeframe' with value in config file: 60.", caplog) def test_strategy_override_process_only_new_candles(caplog, default_conf): caplog.set_level(logging.INFO) default_conf.update({ 'strategy': CURRENT_TEST_STRATEGY, 'process_only_new_candles': False }) strategy = StrategyResolver.load_strategy(default_conf) assert not strategy.process_only_new_candles assert log_has("Override strategy 'process_only_new_candles' with value in config file: False.", caplog) def test_strategy_override_order_types(caplog, default_conf): caplog.set_level(logging.INFO) order_types = { 'entry': 'market', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': True, } default_conf.update({ 'strategy': CURRENT_TEST_STRATEGY, 'order_types': order_types }) strategy = StrategyResolver.load_strategy(default_conf) assert strategy.order_types for method in ['entry', 'exit', 'stoploss', 'stoploss_on_exchange']: assert strategy.order_types[method] == order_types[method] assert log_has("Override strategy 'order_types' with value in config file:" " {'entry': 'market', 'exit': 'limit', 'stoploss': 'limit'," " 'stoploss_on_exchange': True}.", caplog) default_conf.update({ 'strategy': CURRENT_TEST_STRATEGY, 'order_types': {'exit': 'market'} }) # Raise error for invalid configuration with pytest.raises(ImportError, match=r"Impossible to load Strategy '" + CURRENT_TEST_STRATEGY + "'. " r"Order-types mapping is incomplete."): StrategyResolver.load_strategy(default_conf) def test_strategy_override_order_tif(caplog, default_conf): caplog.set_level(logging.INFO) order_time_in_force = { 'entry': 'FOK', 'exit': 'GTC', } default_conf.update({ 'strategy': CURRENT_TEST_STRATEGY, 'order_time_in_force': order_time_in_force }) strategy = StrategyResolver.load_strategy(default_conf) assert strategy.order_time_in_force for method in ['entry', 'exit']: assert strategy.order_time_in_force[method] == order_time_in_force[method] assert log_has("Override strategy 'order_time_in_force' with value in config file:" " {'entry': 'FOK', 'exit': 'GTC'}.", caplog) default_conf.update({ 'strategy': CURRENT_TEST_STRATEGY, 'order_time_in_force': {'entry': 'FOK'} }) # Raise error for invalid configuration with pytest.raises(ImportError, match=f"Impossible to load Strategy '{CURRENT_TEST_STRATEGY}'. " "Order-time-in-force mapping is incomplete."): StrategyResolver.load_strategy(default_conf) def test_strategy_override_use_exit_signal(caplog, default_conf): caplog.set_level(logging.INFO) default_conf.update({ 'strategy': CURRENT_TEST_STRATEGY, }) strategy = StrategyResolver.load_strategy(default_conf) assert strategy.use_exit_signal assert isinstance(strategy.use_exit_signal, bool) # must be inserted to configuration assert 'use_exit_signal' in default_conf assert default_conf['use_exit_signal'] default_conf.update({ 'strategy': CURRENT_TEST_STRATEGY, 'use_exit_signal': False, }) strategy = StrategyResolver.load_strategy(default_conf) assert not strategy.use_exit_signal assert isinstance(strategy.use_exit_signal, bool) assert log_has("Override strategy 'use_exit_signal' with value in config file: False.", caplog) def test_strategy_override_use_exit_profit_only(caplog, default_conf): caplog.set_level(logging.INFO) default_conf.update({ 'strategy': CURRENT_TEST_STRATEGY, }) strategy = StrategyResolver.load_strategy(default_conf) assert not strategy.exit_profit_only assert isinstance(strategy.exit_profit_only, bool) # must be inserted to configuration assert 'exit_profit_only' in default_conf assert not default_conf['exit_profit_only'] default_conf.update({ 'strategy': CURRENT_TEST_STRATEGY, 'exit_profit_only': True, }) strategy = StrategyResolver.load_strategy(default_conf) assert strategy.exit_profit_only assert isinstance(strategy.exit_profit_only, bool) assert log_has("Override strategy 'exit_profit_only' with value in config file: True.", caplog) @pytest.mark.filterwarnings("ignore:deprecated") def test_missing_implements(default_conf, caplog): default_location = Path(__file__).parent / "strats" default_conf.update({'strategy': 'StrategyTestV2', 'strategy_path': default_location}) StrategyResolver.load_strategy(default_conf) log_has_re(r"DEPRECATED: .*use_sell_signal.*use_exit_signal.", caplog) default_conf['trading_mode'] = 'futures' with pytest.raises(OperationalException, match=r"DEPRECATED: .*use_sell_signal.*use_exit_signal."): StrategyResolver.load_strategy(default_conf) default_conf['trading_mode'] = 'spot' default_location = Path(__file__).parent / "strats/broken_strats" default_conf.update({'strategy': 'TestStrategyNoImplements', 'strategy_path': default_location}) with pytest.raises(OperationalException, match=r"`populate_entry_trend` or `populate_buy_trend`.*"): StrategyResolver.load_strategy(default_conf) default_conf['strategy'] = 'TestStrategyNoImplementSell' with pytest.raises(OperationalException, match=r"`populate_exit_trend` or `populate_sell_trend`.*"): StrategyResolver.load_strategy(default_conf) # Futures mode is more strict ... default_conf['trading_mode'] = 'futures' with pytest.raises(OperationalException, match=r"`populate_exit_trend` must be implemented.*"): StrategyResolver.load_strategy(default_conf) default_conf['strategy'] = 'TestStrategyNoImplements' with pytest.raises(OperationalException, match=r"`populate_entry_trend` must be implemented.*"): StrategyResolver.load_strategy(default_conf) default_conf['strategy'] = 'TestStrategyImplementCustomSell' with pytest.raises(OperationalException, match=r"Please migrate your implementation of `custom_sell`.*"): StrategyResolver.load_strategy(default_conf) default_conf['strategy'] = 'TestStrategyImplementBuyTimeout' with pytest.raises(OperationalException, match=r"Please migrate your implementation of `check_buy_timeout`.*"): StrategyResolver.load_strategy(default_conf) default_conf['strategy'] = 'TestStrategyImplementSellTimeout' with pytest.raises(OperationalException, match=r"Please migrate your implementation of `check_sell_timeout`.*"): StrategyResolver.load_strategy(default_conf) def test_call_deprecated_function(default_conf): default_location = Path(__file__).parent / "strats/broken_strats/" del default_conf['timeframe'] default_conf.update({'strategy': 'TestStrategyLegacyV1', 'strategy_path': default_location}) with pytest.raises(OperationalException, match=r"Strategy Interface v1 is no longer supported.*"): StrategyResolver.load_strategy(default_conf) def test_strategy_interface_versioning(result, default_conf): default_conf.update({'strategy': 'StrategyTestV2'}) strategy = StrategyResolver.load_strategy(default_conf) metadata = {'pair': 'ETH/BTC'} assert strategy.INTERFACE_VERSION == 2 indicator_df = strategy.advise_indicators(result, metadata=metadata) assert isinstance(indicator_df, DataFrame) assert 'adx' in indicator_df.columns enterdf = strategy.advise_entry(result, metadata=metadata) assert isinstance(enterdf, DataFrame) assert 'buy' not in enterdf.columns assert 'enter_long' in enterdf.columns exitdf = strategy.advise_exit(result, metadata=metadata) assert isinstance(exitdf, DataFrame) assert 'sell' not in exitdf assert 'exit_long' in exitdf