# pragma pylint: disable=missing-docstring, C0103 """ Unit test file for analyse.py """ import logging from unittest.mock import MagicMock import arrow from pandas import DataFrame from freqtrade.analyze import parse_ticker_dataframe from freqtrade.arguments import TimeRange from freqtrade.optimize.__init__ import load_tickerdata_file from freqtrade.tests.conftest import get_patched_exchange, log_has from freqtrade.strategy.default_strategy import DefaultStrategy # Avoid to reinit the same object again and again #_ANALYZE = Analyze({}, DefaultStrategy()) def test_dataframe_correct_length(result): dataframe = parse_ticker_dataframe(result) assert len(result.index) - 1 == len(dataframe.index) # last partial candle removed def test_dataframe_correct_columns(result): assert result.columns.tolist() == \ ['date', 'open', 'high', 'low', 'close', 'volume'] # def test_returns_latest_buy_signal(mocker, default_conf): # mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=MagicMock()) # exchange = get_patched_exchange(mocker, default_conf) # mocker.patch.multiple( # 'freqtrade.analyze.Analyze', # analyze_ticker=MagicMock( # return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}]) # ) # ) # assert _ANALYZE.get_signal(exchange, 'ETH/BTC', '5m') == (True, False) # mocker.patch.multiple( # 'freqtrade.analyze.Analyze', # analyze_ticker=MagicMock( # return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}]) # ) # ) # assert _ANALYZE.get_signal(exchange, 'ETH/BTC', '5m') == (False, True) # def test_returns_latest_sell_signal(mocker, default_conf): # mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=MagicMock()) # exchange = get_patched_exchange(mocker, default_conf) # mocker.patch.multiple( # 'freqtrade.analyze.Analyze', # analyze_ticker=MagicMock( # return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}]) # ) # ) # assert _ANALYZE.get_signal(exchange, 'ETH/BTC', '5m') == (False, True) # mocker.patch.multiple( # 'freqtrade.analyze.Analyze', # analyze_ticker=MagicMock( # return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}]) # ) # ) # assert _ANALYZE.get_signal(exchange, 'ETH/BTC', '5m') == (True, False) # def test_get_signal_empty(default_conf, mocker, caplog): # caplog.set_level(logging.INFO) # mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=None) # exchange = get_patched_exchange(mocker, default_conf) # assert (False, False) == _ANALYZE.get_signal(exchange, 'foo', default_conf['ticker_interval']) # assert log_has('Empty ticker history for pair foo', caplog.record_tuples) # def test_get_signal_exception_valueerror(default_conf, mocker, caplog): # caplog.set_level(logging.INFO) # mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=1) # exchange = get_patched_exchange(mocker, default_conf) # mocker.patch.multiple( # 'freqtrade.analyze.Analyze', # analyze_ticker=MagicMock( # side_effect=ValueError('xyz') # ) # ) # assert (False, False) == _ANALYZE.get_signal(exchange, 'foo', default_conf['ticker_interval']) # assert log_has('Unable to analyze ticker for pair foo: xyz', caplog.record_tuples) # def test_get_signal_empty_dataframe(default_conf, mocker, caplog): # caplog.set_level(logging.INFO) # mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=1) # exchange = get_patched_exchange(mocker, default_conf) # mocker.patch.multiple( # 'freqtrade.analyze.Analyze', # analyze_ticker=MagicMock( # return_value=DataFrame([]) # ) # ) # assert (False, False) == _ANALYZE.get_signal(exchange, 'xyz', default_conf['ticker_interval']) # assert log_has('Empty dataframe for pair xyz', caplog.record_tuples) # def test_get_signal_old_dataframe(default_conf, mocker, caplog): # caplog.set_level(logging.INFO) # mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=1) # exchange = get_patched_exchange(mocker, default_conf) # # default_conf defines a 5m interval. we check interval * 2 + 5m # # this is necessary as the last candle is removed (partial candles) by default # oldtime = arrow.utcnow().shift(minutes=-16) # ticks = DataFrame([{'buy': 1, 'date': oldtime}]) # mocker.patch.multiple( # 'freqtrade.analyze.Analyze', # analyze_ticker=MagicMock( # return_value=DataFrame(ticks) # ) # ) # assert (False, False) == _ANALYZE.get_signal(exchange, 'xyz', default_conf['ticker_interval']) # assert log_has( # 'Outdated history for pair xyz. Last tick is 16 minutes old', # caplog.record_tuples # ) # def test_get_signal_handles_exceptions(mocker, default_conf): # mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=MagicMock()) # exchange = get_patched_exchange(mocker, default_conf) # mocker.patch.multiple( # 'freqtrade.analyze.Analyze', # analyze_ticker=MagicMock( # side_effect=Exception('invalid ticker history ') # ) # ) # assert _ANALYZE.get_signal(exchange, 'ETH/BTC', '5m') == (False, False) # def test_parse_ticker_dataframe(ticker_history): # columns = ['date', 'open', 'high', 'low', 'close', 'volume'] # # Test file with BV data # dataframe = parse_ticker_dataframe(ticker_history) # assert dataframe.columns.tolist() == columns # def test_tickerdata_to_dataframe(default_conf) -> None: # """ # Test Analyze.tickerdata_to_dataframe() method # """ # analyze = Analyze(default_conf, DefaultStrategy()) # timerange = TimeRange(None, 'line', 0, -100) # tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange) # tickerlist = {'UNITTEST/BTC': tick} # data = analyze.tickerdata_to_dataframe(tickerlist) # assert len(data['UNITTEST/BTC']) == 99 # partial candle was removed