from datetime import datetime from pandas import DataFrame from freqtrade.persistence.models import Trade from .strats.default_strategy import DefaultStrategy def test_default_strategy_structure(): assert hasattr(DefaultStrategy, 'minimal_roi') assert hasattr(DefaultStrategy, 'stoploss') assert hasattr(DefaultStrategy, 'timeframe') assert hasattr(DefaultStrategy, 'populate_indicators') assert hasattr(DefaultStrategy, 'populate_buy_trend') assert hasattr(DefaultStrategy, 'populate_sell_trend') def test_default_strategy(result, fee): strategy = DefaultStrategy({}) metadata = {'pair': 'ETH/BTC'} assert type(strategy.minimal_roi) is dict assert type(strategy.stoploss) is float assert type(strategy.timeframe) is str indicators = strategy.populate_indicators(result, metadata) assert type(indicators) is DataFrame assert type(strategy.populate_buy_trend(indicators, metadata)) is DataFrame assert type(strategy.populate_sell_trend(indicators, metadata)) is DataFrame trade = Trade( open_rate=19_000, amount=0.1, pair='ETH/BTC', fee_open=fee.return_value ) assert strategy.confirm_trade_entry(pair='ETH/BTC', order_type='limit', amount=0.1, rate=20000, time_in_force='gtc', current_time=datetime.utcnow()) is True assert strategy.confirm_trade_exit(pair='ETH/BTC', trade=trade, order_type='limit', amount=0.1, rate=20000, time_in_force='gtc', sell_reason='roi', current_time=datetime.utcnow()) is True # TODO-lev: Test for shorts? assert strategy.custom_stoploss(pair='ETH/BTC', trade=trade, current_time=datetime.now(), current_rate=20_000, current_profit=0.05) == strategy.stoploss