# 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 Analyze, 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