# pragma pylint: disable=missing-docstring,W0621 import json from functools import reduce from unittest.mock import MagicMock import arrow import datetime import pytest from pandas import DataFrame from freqtrade.analyze import parse_ticker_dataframe, populate_buy_trend, populate_indicators, \ get_signal, SignalType, populate_sell_trend def log_has(line, logs): # caplog mocker returns log as a tuple: ('freqtrade.analyze', logging.WARNING, 'foobar') # and we want to match line against foobar in the tuple return reduce(lambda a, b: a or b, filter(lambda x: x[2] == line, logs), False) @pytest.fixture def result(): with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file: return parse_ticker_dataframe(json.load(data_file)) def test_dataframe_correct_columns(result): assert result.columns.tolist() == \ ['close', 'high', 'low', 'open', 'date', 'volume'] def test_dataframe_correct_length(result): assert len(result.index) == 14395 def test_populates_buy_trend(result): dataframe = populate_buy_trend(populate_indicators(result)) assert 'buy' in dataframe.columns def test_populates_sell_trend(result): dataframe = populate_sell_trend(populate_indicators(result)) assert 'sell' in dataframe.columns def test_returns_latest_buy_signal(mocker): mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock()) mocker.patch( 'freqtrade.analyze.analyze_ticker', return_value=DataFrame([{'buy': 1, 'date': arrow.utcnow()}]) ) assert get_signal('BTC-ETH', SignalType.BUY) mocker.patch( 'freqtrade.analyze.analyze_ticker', return_value=DataFrame([{'buy': 0, 'date': arrow.utcnow()}]) ) assert not get_signal('BTC-ETH', SignalType.BUY) def test_returns_latest_sell_signal(mocker): mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock()) mocker.patch( 'freqtrade.analyze.analyze_ticker', return_value=DataFrame([{'sell': 1, 'date': arrow.utcnow()}]) ) assert get_signal('BTC-ETH', SignalType.SELL) mocker.patch( 'freqtrade.analyze.analyze_ticker', return_value=DataFrame([{'sell': 0, 'date': arrow.utcnow()}]) ) assert not get_signal('BTC-ETH', SignalType.SELL) def test_get_signal_empty(mocker, caplog): mocker.patch('freqtrade.analyze.get_ticker_history', return_value=None) assert not get_signal('foo', SignalType.BUY) assert log_has('Empty ticker history for pair foo', caplog.record_tuples) def test_get_signal_execption_valueerror(mocker, caplog): mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1) mocker.patch('freqtrade.analyze.analyze_ticker', side_effect=ValueError('xyz')) assert not get_signal('foo', SignalType.BUY) assert log_has('Unable to analyze ticker for pair foo: xyz', caplog.record_tuples) # This error should never occur becase analyze_ticker is run first, # and that function can only add columns, it cant delete all rows from the dataframe def test_get_signal_empty_dataframe(mocker, caplog): mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1) mocker.patch('freqtrade.analyze.analyze_ticker', return_value=DataFrame([])) assert not get_signal('xyz', SignalType.BUY) assert log_has('Empty dataframe for pair xyz', caplog.record_tuples) def test_get_signal_old_dataframe(mocker, caplog): mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1) # FIX: The get_signal function has hardcoded 10, which we must inturn hardcode oldtime = arrow.utcnow() - datetime.timedelta(minutes=11) ticks = DataFrame([{'buy': 1, 'date': oldtime}]) mocker.patch('freqtrade.analyze.analyze_ticker', return_value=DataFrame(ticks)) assert not get_signal('xyz', SignalType.BUY) assert log_has('Too old dataframe for pair xyz', caplog.record_tuples) def test_get_signal_handles_exceptions(mocker): mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock()) mocker.patch('freqtrade.analyze.analyze_ticker', side_effect=Exception('invalid ticker history ')) assert not get_signal('BTC-ETH', SignalType.BUY)