# pragma pylint: disable=missing-docstring, protected-access, C0103 import logging import tempfile import warnings from base64 import urlsafe_b64encode from os import path from pathlib import Path from unittest.mock import Mock import pytest from pandas import DataFrame from freqtrade import OperationalException from freqtrade.resolvers import StrategyResolver from freqtrade.strategy import import_strategy from freqtrade.strategy.default_strategy import DefaultStrategy from freqtrade.strategy.interface import IStrategy from freqtrade.tests.conftest import log_has_re 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(__file__).parent.parent.parent.joinpath('strategy').resolve() s, _ = StrategyResolver._search_object( directory=default_location, object_type=IStrategy, kwargs={'config': default_config}, object_name='DefaultStrategy' ) assert isinstance(s, IStrategy) s, _ = StrategyResolver._search_object( directory=default_location, object_type=IStrategy, kwargs={'config': default_config}, object_name='NotFoundStrategy' ) assert s is None def test_load_strategy(result): resolver = StrategyResolver({'strategy': 'TestStrategy'}) assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'}) def test_load_strategy_base64(result, caplog): with open("user_data/strategies/test_strategy.py", "rb") as file: encoded_string = urlsafe_b64encode(file.read()).decode("utf-8") resolver = StrategyResolver({'strategy': 'TestStrategy:{}'.format(encoded_string)}) assert 'adx' in resolver.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 TestStrategy from '" + tempfile.gettempdir() + r"/.*/TestStrategy\.py'\.\.\.", caplog) def test_load_strategy_invalid_directory(result, caplog): resolver = StrategyResolver() extra_dir = Path.cwd() / 'some/path' resolver._load_strategy('TestStrategy', config={}, extra_dir=extra_dir) assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog) assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'}) def test_load_not_found_strategy(): strategy = StrategyResolver() with pytest.raises(OperationalException, 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_load_staticmethod_importerror(mocker, caplog): mocker.patch("freqtrade.resolvers.strategy_resolver.import_strategy", Mock( side_effect=TypeError("can't pickle staticmethod objects"))) with pytest.raises(OperationalException, match=r"Impossible to load Strategy 'DefaultStrategy'. " r"This class does not exist or contains Python code errors."): StrategyResolver() assert log_has_re(r".*Error: can't pickle staticmethod objects", caplog) 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.resolvers.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.resolvers.strategy_resolver', logging.INFO, "Override strategy 'stoploss' with value in config file: -0.5." ) in caplog.record_tuples def test_strategy_override_trailing_stop(caplog): caplog.set_level(logging.INFO) config = { 'strategy': 'DefaultStrategy', 'trailing_stop': True } resolver = StrategyResolver(config) assert resolver.strategy.trailing_stop assert isinstance(resolver.strategy.trailing_stop, bool) assert ('freqtrade.resolvers.strategy_resolver', logging.INFO, "Override strategy 'trailing_stop' with value in config file: True." ) in caplog.record_tuples def test_strategy_override_trailing_stop_positive(caplog): caplog.set_level(logging.INFO) config = { 'strategy': 'DefaultStrategy', 'trailing_stop_positive': -0.1, 'trailing_stop_positive_offset': -0.2 } resolver = StrategyResolver(config) assert resolver.strategy.trailing_stop_positive == -0.1 assert ('freqtrade.resolvers.strategy_resolver', logging.INFO, "Override strategy 'trailing_stop_positive' with value in config file: -0.1." ) in caplog.record_tuples assert resolver.strategy.trailing_stop_positive_offset == -0.2 assert ('freqtrade.resolvers.strategy_resolver', logging.INFO, "Override strategy 'trailing_stop_positive' with value in config file: -0.1." ) in caplog.record_tuples def test_strategy_override_ticker_interval(caplog): caplog.set_level(logging.INFO) config = { 'strategy': 'DefaultStrategy', 'ticker_interval': 60, 'stake_currency': 'ETH' } resolver = StrategyResolver(config) assert resolver.strategy.ticker_interval == 60 assert resolver.strategy.stake_currency == 'ETH' assert ('freqtrade.resolvers.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.resolvers.strategy_resolver', logging.INFO, "Override strategy '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', 'stoploss_on_exchange': True, } config = { 'strategy': 'DefaultStrategy', 'order_types': order_types } resolver = StrategyResolver(config) assert resolver.strategy.order_types for method in ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']: assert resolver.strategy.order_types[method] == order_types[method] assert ('freqtrade.resolvers.strategy_resolver', logging.INFO, "Override strategy 'order_types' with value in config file:" " {'buy': 'market', 'sell': 'limit', 'stoploss': 'limit'," " 'stoploss_on_exchange': True}." ) in caplog.record_tuples config = { 'strategy': 'DefaultStrategy', 'order_types': {'buy': 'market'} } # Raise error for invalid configuration with pytest.raises(ImportError, match=r"Impossible to load Strategy 'DefaultStrategy'. " r"Order-types mapping is incomplete."): StrategyResolver(config) def test_strategy_override_order_tif(caplog): caplog.set_level(logging.INFO) order_time_in_force = { 'buy': 'fok', 'sell': 'gtc', } config = { 'strategy': 'DefaultStrategy', 'order_time_in_force': order_time_in_force } resolver = StrategyResolver(config) assert resolver.strategy.order_time_in_force for method in ['buy', 'sell']: assert resolver.strategy.order_time_in_force[method] == order_time_in_force[method] assert ('freqtrade.resolvers.strategy_resolver', logging.INFO, "Override strategy 'order_time_in_force' with value in config file:" " {'buy': 'fok', 'sell': 'gtc'}." ) in caplog.record_tuples config = { 'strategy': 'DefaultStrategy', 'order_time_in_force': {'buy': 'fok'} } # Raise error for invalid configuration with pytest.raises(ImportError, match=r"Impossible to load Strategy 'DefaultStrategy'. " r"Order-time-in-force mapping is incomplete."): StrategyResolver(config) def test_strategy_override_use_sell_signal(caplog): caplog.set_level(logging.INFO) config = { 'strategy': 'DefaultStrategy', } resolver = StrategyResolver(config) assert not resolver.strategy.use_sell_signal assert isinstance(resolver.strategy.use_sell_signal, bool) # must be inserted to configuration assert 'use_sell_signal' in config['experimental'] assert not config['experimental']['use_sell_signal'] config = { 'strategy': 'DefaultStrategy', 'experimental': { 'use_sell_signal': True, }, } resolver = StrategyResolver(config) assert resolver.strategy.use_sell_signal assert isinstance(resolver.strategy.use_sell_signal, bool) assert ('freqtrade.resolvers.strategy_resolver', logging.INFO, "Override strategy 'use_sell_signal' with value in config file: True." ) in caplog.record_tuples def test_strategy_override_use_sell_profit_only(caplog): caplog.set_level(logging.INFO) config = { 'strategy': 'DefaultStrategy', } resolver = StrategyResolver(config) assert not resolver.strategy.sell_profit_only assert isinstance(resolver.strategy.sell_profit_only, bool) # must be inserted to configuration assert 'sell_profit_only' in config['experimental'] assert not config['experimental']['sell_profit_only'] config = { 'strategy': 'DefaultStrategy', 'experimental': { 'sell_profit_only': True, }, } resolver = StrategyResolver(config) assert resolver.strategy.sell_profit_only assert isinstance(resolver.strategy.sell_profit_only, bool) assert ('freqtrade.resolvers.strategy_resolver', logging.INFO, "Override strategy 'sell_profit_only' with value in config file: True." ) in caplog.record_tuples @pytest.mark.filterwarnings("ignore:deprecated") 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, {'pair': '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, {'pair': '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, {'pair': '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) @pytest.mark.filterwarnings("ignore:deprecated") 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 isinstance(indicator_df, DataFrame) assert 'adx' in indicator_df.columns buydf = resolver.strategy.advise_buy(result, metadata=metadata) assert isinstance(buydf, DataFrame) assert 'buy' in buydf.columns selldf = resolver.strategy.advise_sell(result, metadata=metadata) assert isinstance(selldf, DataFrame) assert 'sell' in selldf