# pragma pylint: disable=missing-docstring, C0103 """ Unit test file for analyse.py """ import datetime import logging from unittest.mock import MagicMock import arrow from pandas import DataFrame from freqtrade.analyze import Analyze, SignalType from freqtrade.optimize.__init__ import load_tickerdata_file from freqtrade.tests.conftest import log_has # Avoid to reinit the same object again and again _ANALYZE = Analyze({'strategy': 'DefaultStrategy'}) def test_signaltype_object() -> None: """ Test the SignalType object has the mandatory Constants :return: None """ assert hasattr(SignalType, 'BUY') assert hasattr(SignalType, 'SELL') def test_analyze_object() -> None: """ Test the Analyze object has the mandatory methods :return: None """ assert hasattr(Analyze, 'parse_ticker_dataframe') assert hasattr(Analyze, 'populate_indicators') assert hasattr(Analyze, 'populate_buy_trend') assert hasattr(Analyze, 'populate_sell_trend') assert hasattr(Analyze, 'analyze_ticker') assert hasattr(Analyze, 'get_signal') assert hasattr(Analyze, 'should_sell') assert hasattr(Analyze, 'min_roi_reached') def test_dataframe_correct_length(result): dataframe = Analyze.parse_ticker_dataframe(result) assert len(result.index) == len(dataframe.index) def test_dataframe_correct_columns(result): assert result.columns.tolist() == \ ['close', 'high', 'low', 'open', 'date', 'volume'] def test_populates_buy_trend(result): # Load the default strategy for the unit test, because this logic is done in main.py dataframe = _ANALYZE.populate_buy_trend(_ANALYZE.populate_indicators(result)) assert 'buy' in dataframe.columns def test_populates_sell_trend(result): # Load the default strategy for the unit test, because this logic is done in main.py dataframe = _ANALYZE.populate_sell_trend(_ANALYZE.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.multiple( 'freqtrade.analyze.Analyze', analyze_ticker=MagicMock( return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}]) ) ) assert _ANALYZE.get_signal('BTC-ETH', 5) == (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('BTC-ETH', 5) == (False, True) def test_returns_latest_sell_signal(mocker): mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock()) mocker.patch.multiple( 'freqtrade.analyze.Analyze', analyze_ticker=MagicMock( return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}]) ) ) assert _ANALYZE.get_signal('BTC-ETH', 5) == (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('BTC-ETH', 5) == (True, False) def test_get_signal_empty(default_conf, mocker, caplog): caplog.set_level(logging.INFO) mocker.patch('freqtrade.analyze.get_ticker_history', return_value=None) assert (False, False) == _ANALYZE.get_signal('foo', int(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.analyze.get_ticker_history', return_value=1) mocker.patch.multiple( 'freqtrade.analyze.Analyze', analyze_ticker=MagicMock( side_effect=ValueError('xyz') ) ) assert (False, False) == _ANALYZE.get_signal('foo', int(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.analyze.get_ticker_history', return_value=1) mocker.patch.multiple( 'freqtrade.analyze.Analyze', analyze_ticker=MagicMock( return_value=DataFrame([]) ) ) assert (False, False) == _ANALYZE.get_signal('xyz', int(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.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.multiple( 'freqtrade.analyze.Analyze', analyze_ticker=MagicMock( return_value=DataFrame(ticks) ) ) assert (False, False) == _ANALYZE.get_signal('xyz', int(default_conf['ticker_interval'])) assert log_has( 'Outdated history for pair xyz. Last tick is 11 minutes old', caplog.record_tuples ) def test_get_signal_handles_exceptions(mocker): mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock()) mocker.patch.multiple( 'freqtrade.analyze.Analyze', analyze_ticker=MagicMock( side_effect=Exception('invalid ticker history ') ) ) assert _ANALYZE.get_signal('BTC-ETH', 5) == (False, False) def test_parse_ticker_dataframe(ticker_history, ticker_history_without_bv): columns = ['close', 'high', 'low', 'open', 'date', 'volume'] # Test file with BV data dataframe = Analyze.parse_ticker_dataframe(ticker_history) assert dataframe.columns.tolist() == columns # Test file without BV data dataframe = Analyze.parse_ticker_dataframe(ticker_history_without_bv) assert dataframe.columns.tolist() == columns def test_tickerdata_to_dataframe(default_conf) -> None: """ Test Analyze.tickerdata_to_dataframe() method """ analyze = Analyze(default_conf) timerange = ((None, 'line'), None, -100) tick = load_tickerdata_file(None, 'BTC_UNITEST', 1, timerange=timerange) tickerlist = {'BTC_UNITEST': tick} data = analyze.tickerdata_to_dataframe(tickerlist) assert len(data['BTC_UNITEST']) == 100