# pragma pylint: disable=missing-docstring, protected-access, C0103 import logging from base64 import urlsafe_b64encode 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'}) metadata = {'pair': 'ETH/BTC'} assert 'adx' in resolver.strategy.advise_indicators(result, metadata=metadata) def test_load_strategy_byte64(result): with open("freqtrade/tests/strategy/test_strategy.py", "r") as file: encoded_string = urlsafe_b64encode(file.read().encode("utf-8")).decode("utf-8") resolver = StrategyResolver({'strategy': 'TestStrategy:{}'.format(encoded_string)}) assert 'adx' in resolver.strategy.advise_indicators(result, 'ETH/BTC') 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, {'pair': '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) metadata = {'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, metadata=metadata) assert 'adx' in df_indicators dataframe = resolver.strategy.advise_buy(df_indicators, metadata=metadata) assert 'buy' in dataframe.columns dataframe = resolver.strategy.advise_sell(df_indicators, metadata=metadata) 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: {'0': 0.5}." ) 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_strategy_override_process_only_new_candles(caplog): caplog.set_level(logging.INFO) config = { 'strategy': 'DefaultStrategy', 'process_only_new_candles': True } resolver = StrategyResolver(config) assert resolver.strategy.process_only_new_candles assert ('freqtrade.strategy.resolver', logging.INFO, "Override process_only_new_candles 'process_only_new_candles' " "with value in config file: True." ) in caplog.record_tuples def test_strategy_override_order_types(caplog): caplog.set_level(logging.INFO) order_types = { 'buy': 'market', 'sell': 'limit', 'stoploss': 'limit' } config = { 'strategy': 'DefaultStrategy', 'order_types': order_types } resolver = StrategyResolver(config) assert resolver.strategy.order_types for method in ['buy', 'sell', 'stoploss']: assert resolver.strategy.order_types[method] == order_types[method] assert ('freqtrade.strategy.resolver', logging.INFO, "Override strategy 'order_types' with value in config file:" " {'buy': 'market', 'sell': 'limit', 'stoploss': 'limit'}." ) 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}) metadata = {'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, metadata=metadata) assert type(indicator_df) is DataFrame assert 'adx' in indicator_df.columns buydf = resolver.strategy.advise_buy(result, metadata=metadata) assert type(buydf) is DataFrame assert 'buy' in buydf.columns selldf = resolver.strategy.advise_sell(result, metadata=metadata) assert type(selldf) is DataFrame assert 'sell' in selldf