# pragma pylint: disable=missing-docstring, protected-access, C0103 import json import os import uuid from shutil import copyfile import arrow from freqtrade import optimize from freqtrade.arguments import TimeRange from freqtrade.misc import file_dump_json from freqtrade.optimize.__init__ import (download_backtesting_testdata, download_pairs, load_cached_data_for_updating, load_tickerdata_file, make_testdata_path, trim_tickerlist) from freqtrade.tests.conftest import get_patched_exchange, log_has # Change this if modifying UNITTEST/BTC testdatafile _BTC_UNITTEST_LENGTH = 13681 def _backup_file(file: str, copy_file: bool = False) -> None: """ Backup existing file to avoid deleting the user file :param file: complete path to the file :param touch_file: create an empty file in replacement :return: None """ file_swp = file + '.swp' if os.path.isfile(file): os.rename(file, file_swp) if copy_file: copyfile(file_swp, file) def _clean_test_file(file: str) -> None: """ Backup existing file to avoid deleting the user file :param file: complete path to the file :return: None """ file_swp = file + '.swp' # 1. Delete file from the test if os.path.isfile(file): os.remove(file) # 2. Rollback to the initial file if os.path.isfile(file_swp): os.rename(file_swp, file) def test_load_data_30min_ticker(ticker_history, mocker, caplog, default_conf) -> None: mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history) file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-30m.json') _backup_file(file, copy_file=True) optimize.load_data(None, pairs=['UNITTEST/BTC'], ticker_interval='30m') assert os.path.isfile(file) is True assert not log_has('Download the pair: "UNITTEST/BTC", Interval: 30m', caplog.record_tuples) _clean_test_file(file) def test_load_data_5min_ticker(ticker_history, mocker, caplog, default_conf) -> None: mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history) file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-5m.json') _backup_file(file, copy_file=True) optimize.load_data(None, pairs=['UNITTEST/BTC'], ticker_interval='5m') assert os.path.isfile(file) is True assert not log_has('Download the pair: "UNITTEST/BTC", Interval: 5m', caplog.record_tuples) _clean_test_file(file) def test_load_data_1min_ticker(ticker_history, mocker, caplog) -> None: mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history) file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-1m.json') _backup_file(file, copy_file=True) optimize.load_data(None, ticker_interval='1m', pairs=['UNITTEST/BTC']) assert os.path.isfile(file) is True assert not log_has('Download the pair: "UNITTEST/BTC", Interval: 1m', caplog.record_tuples) _clean_test_file(file) def test_load_data_with_new_pair_1min(ticker_history, mocker, caplog, default_conf) -> None: """ Test load_data() with 1 min ticker """ mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history) exchange = get_patched_exchange(mocker, default_conf) file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json') _backup_file(file) # do not download a new pair if refresh_pairs isn't set optimize.load_data(None, ticker_interval='1m', refresh_pairs=False, pairs=['MEME/BTC']) assert os.path.isfile(file) is False assert log_has('No data for pair: "MEME/BTC", Interval: 1m. ' 'Use --refresh-pairs-cached to download the data', caplog.record_tuples) # download a new pair if refresh_pairs is set optimize.load_data(None, ticker_interval='1m', refresh_pairs=True, exchange=exchange, pairs=['MEME/BTC']) assert os.path.isfile(file) is True assert log_has('Download the pair: "MEME/BTC", Interval: 1m', caplog.record_tuples) _clean_test_file(file) def test_testdata_path() -> None: assert os.path.join('freqtrade', 'tests', 'testdata') in make_testdata_path(None) def test_download_pairs(ticker_history, mocker, default_conf) -> None: mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history) exchange = get_patched_exchange(mocker, default_conf) file1_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json') file1_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-5m.json') file2_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'CFI_BTC-1m.json') file2_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'CFI_BTC-5m.json') _backup_file(file1_1) _backup_file(file1_5) _backup_file(file2_1) _backup_file(file2_5) assert os.path.isfile(file1_1) is False assert os.path.isfile(file2_1) is False assert download_pairs(None, exchange, pairs=['MEME/BTC', 'CFI/BTC'], ticker_interval='1m') is True assert os.path.isfile(file1_1) is True assert os.path.isfile(file2_1) is True # clean files freshly downloaded _clean_test_file(file1_1) _clean_test_file(file2_1) assert os.path.isfile(file1_5) is False assert os.path.isfile(file2_5) is False assert download_pairs(None, exchange, pairs=['MEME/BTC', 'CFI/BTC'], ticker_interval='5m') is True assert os.path.isfile(file1_5) is True assert os.path.isfile(file2_5) is True # clean files freshly downloaded _clean_test_file(file1_5) _clean_test_file(file2_5) def test_load_cached_data_for_updating(mocker) -> None: datadir = os.path.join(os.path.dirname(__file__), '..', 'testdata') test_data = None test_filename = os.path.join(datadir, 'UNITTEST_BTC-1m.json') with open(test_filename, "rt") as file: test_data = json.load(file) # change now time to test 'line' cases # now = last cached item + 1 hour now_ts = test_data[-1][0] / 1000 + 60 * 60 mocker.patch('arrow.utcnow', return_value=arrow.get(now_ts)) # timeframe starts earlier than the cached data # should fully update data timerange = TimeRange('date', None, test_data[0][0] / 1000 - 1, 0) data, start_ts = load_cached_data_for_updating(test_filename, '1m', timerange) assert data == [] assert start_ts == test_data[0][0] - 1000 # same with 'line' timeframe num_lines = (test_data[-1][0] - test_data[1][0]) / 1000 / 60 + 120 data, start_ts = load_cached_data_for_updating(test_filename, '1m', TimeRange(None, 'line', 0, -num_lines)) assert data == [] assert start_ts < test_data[0][0] - 1 # timeframe starts in the center of the cached data # should return the chached data w/o the last item timerange = TimeRange('date', None, test_data[0][0] / 1000 + 1, 0) data, start_ts = load_cached_data_for_updating(test_filename, '1m', timerange) assert data == test_data[:-1] assert test_data[-2][0] < start_ts < test_data[-1][0] # same with 'line' timeframe num_lines = (test_data[-1][0] - test_data[1][0]) / 1000 / 60 + 30 timerange = TimeRange(None, 'line', 0, -num_lines) data, start_ts = load_cached_data_for_updating(test_filename, '1m', timerange) assert data == test_data[:-1] assert test_data[-2][0] < start_ts < test_data[-1][0] # timeframe starts after the chached data # should return the chached data w/o the last item timerange = TimeRange('date', None, test_data[-1][0] / 1000 + 1, 0) data, start_ts = load_cached_data_for_updating(test_filename, '1m', timerange) assert data == test_data[:-1] assert test_data[-2][0] < start_ts < test_data[-1][0] # same with 'line' timeframe num_lines = 30 timerange = TimeRange(None, 'line', 0, -num_lines) data, start_ts = load_cached_data_for_updating(test_filename, '1m', timerange) assert data == test_data[:-1] assert test_data[-2][0] < start_ts < test_data[-1][0] # no timeframe is set # should return the chached data w/o the last item num_lines = 30 timerange = TimeRange(None, 'line', 0, -num_lines) data, start_ts = load_cached_data_for_updating(test_filename, '1m', timerange) assert data == test_data[:-1] assert test_data[-2][0] < start_ts < test_data[-1][0] # no datafile exist # should return timestamp start time timerange = TimeRange('date', None, now_ts - 10000, 0) data, start_ts = load_cached_data_for_updating(test_filename + 'unexist', '1m', timerange) assert data == [] assert start_ts == (now_ts - 10000) * 1000 # same with 'line' timeframe num_lines = 30 timerange = TimeRange(None, 'line', 0, -num_lines) data, start_ts = load_cached_data_for_updating(test_filename + 'unexist', '1m', timerange) assert data == [] assert start_ts == (now_ts - num_lines * 60) * 1000 # no datafile exist, no timeframe is set # should return an empty array and None data, start_ts = load_cached_data_for_updating(test_filename + 'unexist', '1m', None) assert data == [] assert start_ts is None def test_download_pairs_exception(ticker_history, mocker, caplog, default_conf) -> None: mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history) mocker.patch('freqtrade.optimize.__init__.download_backtesting_testdata', side_effect=BaseException('File Error')) exchange = get_patched_exchange(mocker, default_conf) file1_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json') file1_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-5m.json') _backup_file(file1_1) _backup_file(file1_5) download_pairs(None, exchange, pairs=['MEME/BTC'], ticker_interval='1m') # clean files freshly downloaded _clean_test_file(file1_1) _clean_test_file(file1_5) assert log_has('Failed to download the pair: "MEME/BTC", Interval: 1m', caplog.record_tuples) def test_download_backtesting_testdata(ticker_history, mocker, default_conf) -> None: mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history) exchange = get_patched_exchange(mocker, default_conf) # Download a 1 min ticker file file1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'XEL_BTC-1m.json') _backup_file(file1) download_backtesting_testdata(None, exchange, pair="XEL/BTC", tick_interval='1m') assert os.path.isfile(file1) is True _clean_test_file(file1) # Download a 5 min ticker file file2 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'STORJ_BTC-5m.json') _backup_file(file2) download_backtesting_testdata(None, exchange, pair="STORJ/BTC", tick_interval='5m') assert os.path.isfile(file2) is True _clean_test_file(file2) def test_download_backtesting_testdata2(mocker, default_conf) -> None: tick = [ [1509836520000, 0.00162008, 0.00162008, 0.00162008, 0.00162008, 108.14853839], [1509836580000, 0.00161, 0.00161, 0.00161, 0.00161, 82.390199] ] json_dump_mock = mocker.patch('freqtrade.misc.file_dump_json', return_value=None) mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=tick) exchange = get_patched_exchange(mocker, default_conf) download_backtesting_testdata(None, exchange, pair="UNITTEST/BTC", tick_interval='1m') download_backtesting_testdata(None, exchange, pair="UNITTEST/BTC", tick_interval='3m') assert json_dump_mock.call_count == 2 def test_load_tickerdata_file() -> None: # 7 does not exist in either format. assert not load_tickerdata_file(None, 'UNITTEST/BTC', '7m') # 1 exists only as a .json tickerdata = load_tickerdata_file(None, 'UNITTEST/BTC', '1m') assert _BTC_UNITTEST_LENGTH == len(tickerdata) # 8 .json is empty and will fail if it's loaded. .json.gz is a copy of 1.json tickerdata = load_tickerdata_file(None, 'UNITTEST/BTC', '8m') assert _BTC_UNITTEST_LENGTH == len(tickerdata) def test_init(default_conf, mocker) -> None: exchange = get_patched_exchange(mocker, default_conf) assert {} == optimize.load_data( '', exchange=exchange, pairs=[], refresh_pairs=True, ticker_interval=default_conf['ticker_interval'] ) def test_trim_tickerlist() -> None: file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-1m.json') with open(file) as data_file: ticker_list = json.load(data_file) ticker_list_len = len(ticker_list) # Test the pattern ^(-\d+)$ # This pattern uses the latest N elements timerange = TimeRange(None, 'line', 0, -5) ticker = trim_tickerlist(ticker_list, timerange) ticker_len = len(ticker) assert ticker_len == 5 assert ticker_list[0] is not ticker[0] # The first element should be different assert ticker_list[-1] is ticker[-1] # The last element must be the same # Test the pattern ^(\d+)-$ # This pattern keep X element from the end timerange = TimeRange('line', None, 5, 0) ticker = trim_tickerlist(ticker_list, timerange) ticker_len = len(ticker) assert ticker_len == 5 assert ticker_list[0] is ticker[0] # The first element must be the same assert ticker_list[-1] is not ticker[-1] # The last element should be different # Test the pattern ^(\d+)-(\d+)$ # This pattern extract a window timerange = TimeRange('index', 'index', 5, 10) ticker = trim_tickerlist(ticker_list, timerange) ticker_len = len(ticker) assert ticker_len == 5 assert ticker_list[0] is not ticker[0] # The first element should be different assert ticker_list[5] is ticker[0] # The list starts at the index 5 assert ticker_list[9] is ticker[-1] # The list ends at the index 9 (5 elements) # Test the pattern ^(\d{8})-(\d{8})$ # This pattern extract a window between the dates timerange = TimeRange('date', 'date', ticker_list[5][0] / 1000, ticker_list[10][0] / 1000 - 1) ticker = trim_tickerlist(ticker_list, timerange) ticker_len = len(ticker) assert ticker_len == 5 assert ticker_list[0] is not ticker[0] # The first element should be different assert ticker_list[5] is ticker[0] # The list starts at the index 5 assert ticker_list[9] is ticker[-1] # The list ends at the index 9 (5 elements) # Test the pattern ^-(\d{8})$ # This pattern extracts elements from the start to the date timerange = TimeRange(None, 'date', 0, ticker_list[10][0] / 1000 - 1) ticker = trim_tickerlist(ticker_list, timerange) ticker_len = len(ticker) assert ticker_len == 10 assert ticker_list[0] is ticker[0] # The start of the list is included assert ticker_list[9] is ticker[-1] # The element 10 is not included # Test the pattern ^(\d{8})-$ # This pattern extracts elements from the date to now timerange = TimeRange('date', None, ticker_list[10][0] / 1000 - 1, None) ticker = trim_tickerlist(ticker_list, timerange) ticker_len = len(ticker) assert ticker_len == ticker_list_len - 10 assert ticker_list[10] is ticker[0] # The first element is element #10 assert ticker_list[-1] is ticker[-1] # The last element is the same # Test a wrong pattern # This pattern must return the list unchanged timerange = TimeRange(None, None, None, 5) ticker = trim_tickerlist(ticker_list, timerange) ticker_len = len(ticker) assert ticker_list_len == ticker_len def test_file_dump_json() -> None: file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'test_{id}.json'.format(id=str(uuid.uuid4()))) data = {'bar': 'foo'} # check the file we will create does not exist assert os.path.isfile(file) is False # Create the Json file file_dump_json(file, data) # Check the file was create assert os.path.isfile(file) is True # Open the Json file created and test the data is in it with open(file) as data_file: json_from_file = json.load(data_file) assert 'bar' in json_from_file assert json_from_file['bar'] == 'foo' # Remove the file _clean_test_file(file)