from datetime import datetime, timezone from unittest.mock import MagicMock import pytest from pandas import DataFrame from freqtrade.data.dataprovider import DataProvider from freqtrade.enums import CandleType, RunMode from freqtrade.exceptions import ExchangeError, OperationalException from freqtrade.plugins.pairlistmanager import PairListManager from tests.conftest import get_patched_exchange @pytest.mark.parametrize('candle_type', [ 'mark', '', ]) def test_dp_ohlcv(mocker, default_conf, ohlcv_history, candle_type): default_conf["runmode"] = RunMode.DRY_RUN timeframe = default_conf["timeframe"] exchange = get_patched_exchange(mocker, default_conf) candletype = CandleType.from_string(candle_type) exchange._klines[("XRP/BTC", timeframe, candletype)] = ohlcv_history exchange._klines[("UNITTEST/BTC", timeframe, candletype)] = ohlcv_history dp = DataProvider(default_conf, exchange) assert dp.runmode == RunMode.DRY_RUN assert ohlcv_history.equals(dp.ohlcv("UNITTEST/BTC", timeframe, candle_type=candletype)) assert isinstance(dp.ohlcv("UNITTEST/BTC", timeframe, candle_type=candletype), DataFrame) assert dp.ohlcv("UNITTEST/BTC", timeframe, candle_type=candletype) is not ohlcv_history assert dp.ohlcv("UNITTEST/BTC", timeframe, copy=False, candle_type=candletype) is ohlcv_history assert not dp.ohlcv("UNITTEST/BTC", timeframe, candle_type=candletype).empty assert dp.ohlcv("NONESENSE/AAA", timeframe, candle_type=candletype).empty # Test with and without parameter assert dp.ohlcv( "UNITTEST/BTC", timeframe, candle_type=candletype ).equals(dp.ohlcv("UNITTEST/BTC", candle_type=candle_type)) default_conf["runmode"] = RunMode.LIVE dp = DataProvider(default_conf, exchange) assert dp.runmode == RunMode.LIVE assert isinstance(dp.ohlcv("UNITTEST/BTC", timeframe, candle_type=candle_type), DataFrame) default_conf["runmode"] = RunMode.BACKTEST dp = DataProvider(default_conf, exchange) assert dp.runmode == RunMode.BACKTEST assert dp.ohlcv("UNITTEST/BTC", timeframe, candle_type=candle_type).empty def test_historic_ohlcv(mocker, default_conf, ohlcv_history): historymock = MagicMock(return_value=ohlcv_history) mocker.patch("freqtrade.data.dataprovider.load_pair_history", historymock) dp = DataProvider(default_conf, None) data = dp.historic_ohlcv("UNITTEST/BTC", "5m") assert isinstance(data, DataFrame) assert historymock.call_count == 1 assert historymock.call_args_list[0][1]["timeframe"] == "5m" def test_historic_ohlcv_dataformat(mocker, default_conf, ohlcv_history): hdf5loadmock = MagicMock(return_value=ohlcv_history) jsonloadmock = MagicMock(return_value=ohlcv_history) mocker.patch("freqtrade.data.history.hdf5datahandler.HDF5DataHandler._ohlcv_load", hdf5loadmock) mocker.patch("freqtrade.data.history.jsondatahandler.JsonDataHandler._ohlcv_load", jsonloadmock) default_conf["runmode"] = RunMode.BACKTEST exchange = get_patched_exchange(mocker, default_conf) dp = DataProvider(default_conf, exchange) data = dp.historic_ohlcv("UNITTEST/BTC", "5m") assert isinstance(data, DataFrame) hdf5loadmock.assert_not_called() jsonloadmock.assert_called_once() # Switching to dataformat hdf5 hdf5loadmock.reset_mock() jsonloadmock.reset_mock() default_conf["dataformat_ohlcv"] = "hdf5" dp = DataProvider(default_conf, exchange) data = dp.historic_ohlcv("UNITTEST/BTC", "5m") assert isinstance(data, DataFrame) hdf5loadmock.assert_called_once() jsonloadmock.assert_not_called() @pytest.mark.parametrize('candle_type', [ 'mark', 'futures', '', ]) def test_get_pair_dataframe(mocker, default_conf, ohlcv_history, candle_type): default_conf["runmode"] = RunMode.DRY_RUN timeframe = default_conf["timeframe"] exchange = get_patched_exchange(mocker, default_conf) candletype = CandleType.from_string(candle_type) exchange._klines[("XRP/BTC", timeframe, candletype)] = ohlcv_history exchange._klines[("UNITTEST/BTC", timeframe, candletype)] = ohlcv_history dp = DataProvider(default_conf, exchange) assert dp.runmode == RunMode.DRY_RUN assert ohlcv_history.equals(dp.get_pair_dataframe( "UNITTEST/BTC", timeframe, candle_type=candle_type)) assert ohlcv_history.equals(dp.get_pair_dataframe( "UNITTEST/BTC", timeframe, candle_type=candletype)) assert isinstance(dp.get_pair_dataframe( "UNITTEST/BTC", timeframe, candle_type=candle_type), DataFrame) assert dp.get_pair_dataframe("UNITTEST/BTC", timeframe, candle_type=candle_type) is not ohlcv_history assert not dp.get_pair_dataframe("UNITTEST/BTC", timeframe, candle_type=candle_type).empty assert dp.get_pair_dataframe("NONESENSE/AAA", timeframe, candle_type=candle_type).empty # Test with and without parameter assert dp.get_pair_dataframe("UNITTEST/BTC", timeframe, candle_type=candle_type)\ .equals(dp.get_pair_dataframe("UNITTEST/BTC", candle_type=candle_type)) default_conf["runmode"] = RunMode.LIVE dp = DataProvider(default_conf, exchange) assert dp.runmode == RunMode.LIVE assert isinstance(dp.get_pair_dataframe( "UNITTEST/BTC", timeframe, candle_type=candle_type), DataFrame) assert dp.get_pair_dataframe("NONESENSE/AAA", timeframe, candle_type=candle_type).empty historymock = MagicMock(return_value=ohlcv_history) mocker.patch("freqtrade.data.dataprovider.load_pair_history", historymock) default_conf["runmode"] = RunMode.BACKTEST dp = DataProvider(default_conf, exchange) assert dp.runmode == RunMode.BACKTEST assert isinstance(dp.get_pair_dataframe( "UNITTEST/BTC", timeframe, candle_type=candle_type), DataFrame) # assert dp.get_pair_dataframe("NONESENSE/AAA", timeframe).empty def test_available_pairs(mocker, default_conf, ohlcv_history): exchange = get_patched_exchange(mocker, default_conf) timeframe = default_conf["timeframe"] exchange._klines[("XRP/BTC", timeframe)] = ohlcv_history exchange._klines[("UNITTEST/BTC", timeframe)] = ohlcv_history dp = DataProvider(default_conf, exchange) assert len(dp.available_pairs) == 2 assert dp.available_pairs == [("XRP/BTC", timeframe), ("UNITTEST/BTC", timeframe), ] def test_refresh(mocker, default_conf, ohlcv_history): refresh_mock = MagicMock() mocker.patch("freqtrade.exchange.Exchange.refresh_latest_ohlcv", refresh_mock) exchange = get_patched_exchange(mocker, default_conf, id="binance") timeframe = default_conf["timeframe"] pairs = [("XRP/BTC", timeframe), ("UNITTEST/BTC", timeframe)] pairs_non_trad = [("ETH/USDT", timeframe), ("BTC/TUSD", "1h")] dp = DataProvider(default_conf, exchange) dp.refresh(pairs) assert refresh_mock.call_count == 1 assert len(refresh_mock.call_args[0]) == 1 assert len(refresh_mock.call_args[0][0]) == len(pairs) assert refresh_mock.call_args[0][0] == pairs refresh_mock.reset_mock() dp.refresh(pairs, pairs_non_trad) assert refresh_mock.call_count == 1 assert len(refresh_mock.call_args[0]) == 1 assert len(refresh_mock.call_args[0][0]) == len(pairs) + len(pairs_non_trad) assert refresh_mock.call_args[0][0] == pairs + pairs_non_trad def test_orderbook(mocker, default_conf, order_book_l2): api_mock = MagicMock() api_mock.fetch_l2_order_book = order_book_l2 exchange = get_patched_exchange(mocker, default_conf, api_mock=api_mock) dp = DataProvider(default_conf, exchange) res = dp.orderbook('ETH/BTC', 5) assert order_book_l2.call_count == 1 assert order_book_l2.call_args_list[0][0][0] == 'ETH/BTC' assert order_book_l2.call_args_list[0][0][1] >= 5 assert type(res) is dict assert 'bids' in res assert 'asks' in res def test_market(mocker, default_conf, markets): api_mock = MagicMock() api_mock.markets = markets exchange = get_patched_exchange(mocker, default_conf, api_mock=api_mock) dp = DataProvider(default_conf, exchange) res = dp.market('ETH/BTC') assert type(res) is dict assert 'symbol' in res assert res['symbol'] == 'ETH/BTC' res = dp.market('UNITTEST/BTC') assert res is None def test_ticker(mocker, default_conf, tickers): ticker_mock = MagicMock(return_value=tickers()['ETH/BTC']) mocker.patch("freqtrade.exchange.Exchange.fetch_ticker", ticker_mock) exchange = get_patched_exchange(mocker, default_conf) dp = DataProvider(default_conf, exchange) res = dp.ticker('ETH/BTC') assert type(res) is dict assert 'symbol' in res assert res['symbol'] == 'ETH/BTC' ticker_mock = MagicMock(side_effect=ExchangeError('Pair not found')) mocker.patch("freqtrade.exchange.Exchange.fetch_ticker", ticker_mock) exchange = get_patched_exchange(mocker, default_conf) dp = DataProvider(default_conf, exchange) res = dp.ticker('UNITTEST/BTC') assert res == {} def test_current_whitelist(mocker, default_conf, tickers): # patch default conf to volumepairlist default_conf['pairlists'][0] = {'method': 'VolumePairList', "number_assets": 5} mocker.patch.multiple('freqtrade.exchange.Exchange', exchange_has=MagicMock(return_value=True), get_tickers=tickers) exchange = get_patched_exchange(mocker, default_conf) pairlist = PairListManager(exchange, default_conf) dp = DataProvider(default_conf, exchange, pairlist) # Simulate volumepairs from exchange. pairlist.refresh_pairlist() assert dp.current_whitelist() == pairlist._whitelist # The identity of the 2 lists should not be identical, but a copy assert dp.current_whitelist() is not pairlist._whitelist with pytest.raises(OperationalException): dp = DataProvider(default_conf, exchange) dp.current_whitelist() def test_get_analyzed_dataframe(mocker, default_conf, ohlcv_history): default_conf["runmode"] = RunMode.DRY_RUN timeframe = default_conf["timeframe"] exchange = get_patched_exchange(mocker, default_conf) dp = DataProvider(default_conf, exchange) dp._set_cached_df("XRP/BTC", timeframe, ohlcv_history, CandleType.SPOT) dp._set_cached_df("UNITTEST/BTC", timeframe, ohlcv_history, CandleType.SPOT) assert dp.runmode == RunMode.DRY_RUN dataframe, time = dp.get_analyzed_dataframe("UNITTEST/BTC", timeframe) assert ohlcv_history.equals(dataframe) assert isinstance(time, datetime) dataframe, time = dp.get_analyzed_dataframe("XRP/BTC", timeframe) assert ohlcv_history.equals(dataframe) assert isinstance(time, datetime) dataframe, time = dp.get_analyzed_dataframe("NOTHING/BTC", timeframe) assert dataframe.empty assert isinstance(time, datetime) assert time == datetime(1970, 1, 1, tzinfo=timezone.utc) # Test backtest mode default_conf["runmode"] = RunMode.BACKTEST dp._set_dataframe_max_index(1) dataframe, time = dp.get_analyzed_dataframe("XRP/BTC", timeframe) assert len(dataframe) == 1 dp._set_dataframe_max_index(2) dataframe, time = dp.get_analyzed_dataframe("XRP/BTC", timeframe) assert len(dataframe) == 2 dp._set_dataframe_max_index(3) dataframe, time = dp.get_analyzed_dataframe("XRP/BTC", timeframe) assert len(dataframe) == 3 dp._set_dataframe_max_index(500) dataframe, time = dp.get_analyzed_dataframe("XRP/BTC", timeframe) assert len(dataframe) == len(ohlcv_history) def test_no_exchange_mode(default_conf): dp = DataProvider(default_conf, None) message = "Exchange is not available to DataProvider." with pytest.raises(OperationalException, match=message): dp.refresh([()]) with pytest.raises(OperationalException, match=message): dp.ohlcv('XRP/USDT', '5m', '') with pytest.raises(OperationalException, match=message): dp.market('XRP/USDT') with pytest.raises(OperationalException, match=message): dp.ticker('XRP/USDT') with pytest.raises(OperationalException, match=message): dp.orderbook('XRP/USDT', 20) with pytest.raises(OperationalException, match=message): dp.available_pairs()