1634 lines
57 KiB
Python
1634 lines
57 KiB
Python
# pragma pylint: disable=missing-docstring, protected-access, invalid-name
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import json
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import logging
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import sys
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import warnings
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from copy import deepcopy
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from pathlib import Path
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from unittest.mock import MagicMock
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import pytest
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from jsonschema import ValidationError
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from freqtrade.commands import Arguments
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from freqtrade.configuration import Configuration, validate_config_consistency
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from freqtrade.configuration.config_validation import validate_config_schema
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from freqtrade.configuration.deprecated_settings import (check_conflicting_settings,
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process_deprecated_setting,
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process_removed_setting,
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process_temporary_deprecated_settings)
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from freqtrade.configuration.environment_vars import flat_vars_to_nested_dict
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from freqtrade.configuration.load_config import (load_config_file, load_file, load_from_files,
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log_config_error_range)
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from freqtrade.constants import DEFAULT_DB_DRYRUN_URL, DEFAULT_DB_PROD_URL, ENV_VAR_PREFIX
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from freqtrade.enums import RunMode
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from freqtrade.exceptions import OperationalException
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from freqtrade.loggers import FTBufferingHandler, _set_loggers, setup_logging, setup_logging_pre
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from tests.conftest import (CURRENT_TEST_STRATEGY, log_has, log_has_re,
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patched_configuration_load_config_file)
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@pytest.fixture(scope="function")
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def all_conf():
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config_file = Path(__file__).parents[1] / "config_examples/config_full.example.json"
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conf = load_config_file(str(config_file))
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return conf
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def test_load_config_missing_attributes(default_conf) -> None:
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conf = deepcopy(default_conf)
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conf.pop('exchange')
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with pytest.raises(ValidationError, match=r".*'exchange' is a required property.*"):
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validate_config_schema(conf)
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conf = deepcopy(default_conf)
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conf.pop('stake_currency')
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conf['runmode'] = RunMode.DRY_RUN
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with pytest.raises(ValidationError, match=r".*'stake_currency' is a required property.*"):
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validate_config_schema(conf)
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def test_load_config_incorrect_stake_amount(default_conf) -> None:
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default_conf['stake_amount'] = 'fake'
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with pytest.raises(ValidationError, match=r".*'fake' does not match 'unlimited'.*"):
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validate_config_schema(default_conf)
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def test_load_config_file(default_conf, mocker, caplog) -> None:
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del default_conf['user_data_dir']
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default_conf['datadir'] = str(default_conf['datadir'])
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file_mock = mocker.patch('freqtrade.configuration.load_config.Path.open', mocker.mock_open(
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read_data=json.dumps(default_conf)
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))
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validated_conf = load_config_file('somefile')
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assert file_mock.call_count == 1
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assert validated_conf.items() >= default_conf.items()
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def test_load_config_file_error(default_conf, mocker, caplog) -> None:
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del default_conf['user_data_dir']
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default_conf['datadir'] = str(default_conf['datadir'])
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filedata = json.dumps(default_conf).replace(
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'"stake_amount": 0.001,', '"stake_amount": .001,')
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mocker.patch('freqtrade.configuration.load_config.Path.open',
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mocker.mock_open(read_data=filedata))
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mocker.patch.object(Path, "read_text", MagicMock(return_value=filedata))
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with pytest.raises(OperationalException, match=r".*Please verify the following segment.*"):
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load_config_file('somefile')
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def test_load_config_file_error_range(default_conf, mocker, caplog) -> None:
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del default_conf['user_data_dir']
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default_conf['datadir'] = str(default_conf['datadir'])
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filedata = json.dumps(default_conf).replace(
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'"stake_amount": 0.001,', '"stake_amount": .001,')
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mocker.patch.object(Path, "read_text", MagicMock(return_value=filedata))
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x = log_config_error_range('somefile', 'Parse error at offset 64: Invalid value.')
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assert isinstance(x, str)
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assert (x == '{"max_open_trades": 1, "stake_currency": "BTC", '
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'"stake_amount": .001, "fiat_display_currency": "USD", '
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'"timeframe": "5m", "dry_run": true, "cance')
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filedata = json.dumps(default_conf, indent=2).replace(
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'"stake_amount": 0.001,', '"stake_amount": .001,')
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mocker.patch.object(Path, "read_text", MagicMock(return_value=filedata))
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x = log_config_error_range('somefile', 'Parse error at offset 4: Invalid value.')
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assert isinstance(x, str)
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assert (x == ' "max_open_trades": 1,\n "stake_currency": "BTC",\n'
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' "stake_amount": .001,')
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x = log_config_error_range('-', '')
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assert x == ''
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def test_load_file_error(tmpdir):
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testpath = Path(tmpdir) / 'config.json'
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with pytest.raises(OperationalException, match=r"File .* not found!"):
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load_file(testpath)
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def test__args_to_config(caplog):
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arg_list = ['trade', '--strategy-path', 'TestTest']
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args = Arguments(arg_list).get_parsed_arg()
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configuration = Configuration(args)
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config = {}
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with warnings.catch_warnings(record=True) as w:
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warnings.simplefilter("always")
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# No warnings ...
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configuration._args_to_config(config, argname="strategy_path", logstring="DeadBeef")
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assert len(w) == 0
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assert log_has("DeadBeef", caplog)
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assert config['strategy_path'] == "TestTest"
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configuration = Configuration(args)
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config = {}
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with warnings.catch_warnings(record=True) as w:
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warnings.simplefilter("always")
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# Deprecation warnings!
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configuration._args_to_config(config, argname="strategy_path", logstring="DeadBeef",
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deprecated_msg="Going away soon!")
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assert len(w) == 1
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assert issubclass(w[-1].category, DeprecationWarning)
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assert "DEPRECATED: Going away soon!" in str(w[-1].message)
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assert log_has("DeadBeef", caplog)
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assert config['strategy_path'] == "TestTest"
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def test_load_config_max_open_trades_zero(default_conf, mocker, caplog) -> None:
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default_conf['max_open_trades'] = 0
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patched_configuration_load_config_file(mocker, default_conf)
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args = Arguments(['trade']).get_parsed_arg()
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configuration = Configuration(args)
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validated_conf = configuration.load_config()
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assert validated_conf['max_open_trades'] == 0
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assert 'internals' in validated_conf
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def test_load_config_combine_dicts(default_conf, mocker, caplog) -> None:
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conf1 = deepcopy(default_conf)
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conf2 = deepcopy(default_conf)
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del conf1['exchange']['key']
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del conf1['exchange']['secret']
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del conf2['exchange']['name']
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conf2['exchange']['pair_whitelist'] += ['NANO/BTC']
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config_files = [conf1, conf2]
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configsmock = MagicMock(side_effect=config_files)
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mocker.patch(
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'freqtrade.configuration.load_config.load_config_file',
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configsmock
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)
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arg_list = ['trade', '-c', 'test_conf.json', '--config', 'test2_conf.json', ]
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args = Arguments(arg_list).get_parsed_arg()
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configuration = Configuration(args)
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validated_conf = configuration.load_config()
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exchange_conf = default_conf['exchange']
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assert validated_conf['exchange']['name'] == exchange_conf['name']
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assert validated_conf['exchange']['key'] == exchange_conf['key']
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assert validated_conf['exchange']['secret'] == exchange_conf['secret']
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assert validated_conf['exchange']['pair_whitelist'] != conf1['exchange']['pair_whitelist']
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assert validated_conf['exchange']['pair_whitelist'] == conf2['exchange']['pair_whitelist']
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assert 'internals' in validated_conf
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def test_from_config(default_conf, mocker, caplog) -> None:
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conf1 = deepcopy(default_conf)
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conf2 = deepcopy(default_conf)
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del conf1['exchange']['key']
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del conf1['exchange']['secret']
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del conf2['exchange']['name']
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conf2['exchange']['pair_whitelist'] += ['NANO/BTC']
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conf2['fiat_display_currency'] = "EUR"
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config_files = [conf1, conf2]
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mocker.patch('freqtrade.configuration.configuration.create_datadir', lambda c, x: x)
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configsmock = MagicMock(side_effect=config_files)
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mocker.patch('freqtrade.configuration.load_config.load_config_file', configsmock)
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validated_conf = Configuration.from_files(['test_conf.json', 'test2_conf.json'])
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exchange_conf = default_conf['exchange']
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assert validated_conf['exchange']['name'] == exchange_conf['name']
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assert validated_conf['exchange']['key'] == exchange_conf['key']
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assert validated_conf['exchange']['secret'] == exchange_conf['secret']
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assert validated_conf['exchange']['pair_whitelist'] != conf1['exchange']['pair_whitelist']
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assert validated_conf['exchange']['pair_whitelist'] == conf2['exchange']['pair_whitelist']
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assert validated_conf['fiat_display_currency'] == "EUR"
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assert 'internals' in validated_conf
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assert isinstance(validated_conf['user_data_dir'], Path)
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def test_from_recursive_files(testdatadir) -> None:
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files = testdatadir / "testconfigs/testconfig.json"
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conf = Configuration.from_files([files])
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assert conf
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# Exchange comes from "the first config"
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assert conf['exchange']
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# Pricing comes from the 2nd config
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assert conf['entry_pricing']
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assert conf['entry_pricing']['price_side'] == "same"
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assert conf['exit_pricing']
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# The other key comes from pricing2, which is imported by pricing.json.
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# pricing.json is a level higher, therefore wins.
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assert conf['exit_pricing']['price_side'] == "same"
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assert len(conf['config_files']) == 4
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assert 'testconfig.json' in conf['config_files'][0]
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assert 'test_pricing_conf.json' in conf['config_files'][1]
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assert 'test_base_config.json' in conf['config_files'][2]
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assert 'test_pricing2_conf.json' in conf['config_files'][3]
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files = testdatadir / "testconfigs/recursive.json"
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with pytest.raises(OperationalException, match="Config loop detected."):
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load_from_files([files])
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def test_print_config(default_conf, mocker, caplog) -> None:
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conf1 = deepcopy(default_conf)
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# Delete non-json elements from default_conf
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del conf1['user_data_dir']
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conf1['datadir'] = str(conf1['datadir'])
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config_files = [conf1]
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configsmock = MagicMock(side_effect=config_files)
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mocker.patch('freqtrade.configuration.configuration.create_datadir', lambda c, x: x)
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mocker.patch('freqtrade.configuration.configuration.load_from_files', configsmock)
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validated_conf = Configuration.from_files(['test_conf.json'])
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assert isinstance(validated_conf['user_data_dir'], Path)
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assert "user_data_dir" in validated_conf
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assert "original_config" in validated_conf
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assert isinstance(json.dumps(validated_conf['original_config']), str)
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def test_load_config_max_open_trades_minus_one(default_conf, mocker, caplog) -> None:
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default_conf['max_open_trades'] = -1
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patched_configuration_load_config_file(mocker, default_conf)
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args = Arguments(['trade']).get_parsed_arg()
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configuration = Configuration(args)
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validated_conf = configuration.load_config()
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assert validated_conf['max_open_trades'] > 999999999
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assert validated_conf['max_open_trades'] == float('inf')
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assert "runmode" in validated_conf
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assert validated_conf['runmode'] == RunMode.DRY_RUN
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def test_load_config_file_exception(mocker) -> None:
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mocker.patch(
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'freqtrade.configuration.configuration.Path.open',
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MagicMock(side_effect=FileNotFoundError('File not found'))
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)
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with pytest.raises(OperationalException, match=r'.*Config file "somefile" not found!*'):
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load_config_file('somefile')
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def test_load_config(default_conf, mocker) -> None:
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del default_conf['strategy_path']
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patched_configuration_load_config_file(mocker, default_conf)
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args = Arguments(['trade']).get_parsed_arg()
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configuration = Configuration(args)
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validated_conf = configuration.load_config()
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assert validated_conf.get('strategy_path') is None
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assert 'edge' not in validated_conf
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def test_load_config_with_params(default_conf, mocker) -> None:
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patched_configuration_load_config_file(mocker, default_conf)
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arglist = [
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'trade',
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'--strategy', 'TestStrategy',
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'--strategy-path', '/some/path',
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'--db-url', 'sqlite:///someurl',
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]
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args = Arguments(arglist).get_parsed_arg()
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configuration = Configuration(args)
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validated_conf = configuration.load_config()
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assert validated_conf.get('strategy') == 'TestStrategy'
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assert validated_conf.get('strategy_path') == '/some/path'
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assert validated_conf.get('db_url') == 'sqlite:///someurl'
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# Test conf provided db_url prod
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conf = default_conf.copy()
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conf["dry_run"] = False
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conf["db_url"] = "sqlite:///path/to/db.sqlite"
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patched_configuration_load_config_file(mocker, conf)
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arglist = [
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'trade',
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'--strategy', 'TestStrategy',
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'--strategy-path', '/some/path'
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]
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args = Arguments(arglist).get_parsed_arg()
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configuration = Configuration(args)
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validated_conf = configuration.load_config()
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assert validated_conf.get('db_url') == "sqlite:///path/to/db.sqlite"
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# Test conf provided db_url dry_run
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conf = default_conf.copy()
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conf["dry_run"] = True
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conf["db_url"] = "sqlite:///path/to/db.sqlite"
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patched_configuration_load_config_file(mocker, conf)
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arglist = [
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'trade',
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'--strategy', 'TestStrategy',
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'--strategy-path', '/some/path'
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]
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args = Arguments(arglist).get_parsed_arg()
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configuration = Configuration(args)
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validated_conf = configuration.load_config()
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assert validated_conf.get('db_url') == "sqlite:///path/to/db.sqlite"
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# Test args provided db_url prod
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conf = default_conf.copy()
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conf["dry_run"] = False
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del conf["db_url"]
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patched_configuration_load_config_file(mocker, conf)
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arglist = [
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'trade',
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'--strategy', 'TestStrategy',
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'--strategy-path', '/some/path'
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]
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args = Arguments(arglist).get_parsed_arg()
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configuration = Configuration(args)
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validated_conf = configuration.load_config()
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assert validated_conf.get('db_url') == DEFAULT_DB_PROD_URL
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assert "runmode" in validated_conf
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assert validated_conf['runmode'] == RunMode.LIVE
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# Test args provided db_url dry_run
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conf = default_conf.copy()
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conf["dry_run"] = True
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conf["db_url"] = DEFAULT_DB_PROD_URL
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patched_configuration_load_config_file(mocker, conf)
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arglist = [
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'trade',
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'--strategy', 'TestStrategy',
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'--strategy-path', '/some/path'
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]
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args = Arguments(arglist).get_parsed_arg()
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configuration = Configuration(args)
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validated_conf = configuration.load_config()
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assert validated_conf.get('db_url') == DEFAULT_DB_DRYRUN_URL
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@pytest.mark.parametrize("config_value,expected,arglist", [
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(True, True, ['trade', '--dry-run']), # Leave config untouched
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(False, True, ['trade', '--dry-run']), # Override config untouched
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(False, False, ['trade']), # Leave config untouched
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(True, True, ['trade']), # Leave config untouched
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])
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def test_load_dry_run(default_conf, mocker, config_value, expected, arglist) -> None:
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default_conf['dry_run'] = config_value
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patched_configuration_load_config_file(mocker, default_conf)
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configuration = Configuration(Arguments(arglist).get_parsed_arg())
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validated_conf = configuration.load_config()
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assert validated_conf['dry_run'] is expected
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assert validated_conf['runmode'] == (RunMode.DRY_RUN if expected else RunMode.LIVE)
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def test_load_custom_strategy(default_conf, mocker) -> None:
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default_conf.update({
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'strategy': 'CustomStrategy',
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'strategy_path': '/tmp/strategies',
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})
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patched_configuration_load_config_file(mocker, default_conf)
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args = Arguments(['trade']).get_parsed_arg()
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configuration = Configuration(args)
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validated_conf = configuration.load_config()
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assert validated_conf.get('strategy') == 'CustomStrategy'
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assert validated_conf.get('strategy_path') == '/tmp/strategies'
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def test_show_info(default_conf, mocker, caplog) -> None:
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patched_configuration_load_config_file(mocker, default_conf)
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arglist = [
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'trade',
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'--strategy', 'TestStrategy',
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'--db-url', 'sqlite:///tmp/testdb',
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]
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args = Arguments(arglist).get_parsed_arg()
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configuration = Configuration(args)
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configuration.get_config()
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assert log_has('Using DB: "sqlite:///tmp/testdb"', caplog)
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assert log_has('Dry run is enabled', caplog)
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def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> None:
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patched_configuration_load_config_file(mocker, default_conf)
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arglist = [
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'backtesting',
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'--config', 'config.json',
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'--strategy', CURRENT_TEST_STRATEGY,
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]
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args = Arguments(arglist).get_parsed_arg()
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configuration = Configuration(args)
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config = configuration.get_config()
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assert 'max_open_trades' in config
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assert 'stake_currency' in config
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assert 'stake_amount' in config
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assert 'exchange' in config
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assert 'pair_whitelist' in config['exchange']
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assert 'datadir' in config
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assert 'user_data_dir' in config
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assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
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assert 'timeframe' in config
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assert not log_has('Parameter -i/--timeframe detected ...', caplog)
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assert 'position_stacking' not in config
|
|
assert not log_has('Parameter --enable-position-stacking detected ...', caplog)
|
|
|
|
assert 'timerange' not in config
|
|
|
|
|
|
def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> None:
|
|
patched_configuration_load_config_file(mocker, default_conf)
|
|
mocker.patch(
|
|
'freqtrade.configuration.configuration.create_datadir',
|
|
lambda c, x: x
|
|
)
|
|
mocker.patch(
|
|
'freqtrade.configuration.configuration.create_userdata_dir',
|
|
lambda x, *args, **kwargs: Path(x)
|
|
)
|
|
arglist = [
|
|
'backtesting',
|
|
'--config', 'config.json',
|
|
'--strategy', CURRENT_TEST_STRATEGY,
|
|
'--datadir', '/foo/bar',
|
|
'--userdir', "/tmp/freqtrade",
|
|
'--timeframe', '1m',
|
|
'--enable-position-stacking',
|
|
'--disable-max-market-positions',
|
|
'--timerange', ':100',
|
|
'--export', 'trades',
|
|
'--stake-amount', 'unlimited'
|
|
]
|
|
|
|
args = Arguments(arglist).get_parsed_arg()
|
|
|
|
configuration = Configuration(args)
|
|
config = configuration.get_config()
|
|
assert 'max_open_trades' in config
|
|
assert 'stake_currency' in config
|
|
assert 'stake_amount' in config
|
|
assert 'exchange' in config
|
|
assert 'pair_whitelist' in config['exchange']
|
|
assert 'datadir' in config
|
|
assert log_has('Using data directory: {} ...'.format("/foo/bar"), caplog)
|
|
assert log_has('Using user-data directory: {} ...'.format(Path("/tmp/freqtrade")), caplog)
|
|
assert 'user_data_dir' in config
|
|
|
|
assert 'timeframe' in config
|
|
assert log_has('Parameter -i/--timeframe detected ... Using timeframe: 1m ...',
|
|
caplog)
|
|
|
|
assert 'position_stacking' in config
|
|
assert log_has('Parameter --enable-position-stacking detected ...', caplog)
|
|
|
|
assert 'use_max_market_positions' in config
|
|
assert log_has('Parameter --disable-max-market-positions detected ...', caplog)
|
|
assert log_has('max_open_trades set to unlimited ...', caplog)
|
|
|
|
assert 'timerange' in config
|
|
assert log_has('Parameter --timerange detected: {} ...'.format(config['timerange']), caplog)
|
|
|
|
assert 'export' in config
|
|
assert log_has('Parameter --export detected: {} ...'.format(config['export']), caplog)
|
|
assert 'stake_amount' in config
|
|
assert config['stake_amount'] == 'unlimited'
|
|
|
|
|
|
def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> None:
|
|
"""
|
|
Test setup_configuration() function
|
|
"""
|
|
patched_configuration_load_config_file(mocker, default_conf)
|
|
|
|
arglist = [
|
|
'backtesting',
|
|
'--config', 'config.json',
|
|
'--timeframe', '1m',
|
|
'--export', 'trades',
|
|
'--strategy-list',
|
|
CURRENT_TEST_STRATEGY,
|
|
'TestStrategy'
|
|
]
|
|
|
|
args = Arguments(arglist).get_parsed_arg()
|
|
|
|
configuration = Configuration(args, RunMode.BACKTEST)
|
|
config = configuration.get_config()
|
|
assert config['runmode'] == RunMode.BACKTEST
|
|
assert 'max_open_trades' in config
|
|
assert 'stake_currency' in config
|
|
assert 'stake_amount' in config
|
|
assert 'exchange' in config
|
|
assert 'pair_whitelist' in config['exchange']
|
|
assert 'datadir' in config
|
|
assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
|
|
assert 'timeframe' in config
|
|
assert log_has('Parameter -i/--timeframe detected ... Using timeframe: 1m ...',
|
|
caplog)
|
|
|
|
assert 'strategy_list' in config
|
|
assert log_has('Using strategy list of 2 strategies', caplog)
|
|
|
|
assert 'position_stacking' not in config
|
|
|
|
assert 'use_max_market_positions' not in config
|
|
|
|
assert 'timerange' not in config
|
|
|
|
assert 'export' in config
|
|
assert log_has('Parameter --export detected: {} ...'.format(config['export']), caplog)
|
|
|
|
|
|
def test_hyperopt_with_arguments(mocker, default_conf, caplog) -> None:
|
|
patched_configuration_load_config_file(mocker, default_conf)
|
|
|
|
arglist = [
|
|
'hyperopt',
|
|
'--epochs', '10',
|
|
'--spaces', 'all',
|
|
]
|
|
args = Arguments(arglist).get_parsed_arg()
|
|
|
|
configuration = Configuration(args, RunMode.HYPEROPT)
|
|
config = configuration.get_config()
|
|
|
|
assert 'epochs' in config
|
|
assert int(config['epochs']) == 10
|
|
assert log_has('Parameter --epochs detected ... Will run Hyperopt with for 10 epochs ...',
|
|
caplog)
|
|
|
|
assert 'spaces' in config
|
|
assert config['spaces'] == ['all']
|
|
assert log_has("Parameter -s/--spaces detected: ['all']", caplog)
|
|
assert "runmode" in config
|
|
assert config['runmode'] == RunMode.HYPEROPT
|
|
|
|
|
|
def test_cli_verbose_with_params(default_conf, mocker, caplog) -> None:
|
|
patched_configuration_load_config_file(mocker, default_conf)
|
|
|
|
# Prevent setting loggers
|
|
mocker.patch('freqtrade.loggers._set_loggers', MagicMock)
|
|
arglist = ['trade', '-vvv']
|
|
args = Arguments(arglist).get_parsed_arg()
|
|
|
|
configuration = Configuration(args)
|
|
validated_conf = configuration.load_config()
|
|
|
|
assert validated_conf.get('verbosity') == 3
|
|
assert log_has('Verbosity set to 3', caplog)
|
|
|
|
|
|
def test_set_loggers() -> None:
|
|
# Reset Logging to Debug, otherwise this fails randomly as it's set globally
|
|
logging.getLogger('requests').setLevel(logging.DEBUG)
|
|
logging.getLogger("urllib3").setLevel(logging.DEBUG)
|
|
logging.getLogger('ccxt.base.exchange').setLevel(logging.DEBUG)
|
|
logging.getLogger('telegram').setLevel(logging.DEBUG)
|
|
|
|
previous_value1 = logging.getLogger('requests').level
|
|
previous_value2 = logging.getLogger('ccxt.base.exchange').level
|
|
previous_value3 = logging.getLogger('telegram').level
|
|
|
|
_set_loggers()
|
|
|
|
value1 = logging.getLogger('requests').level
|
|
assert previous_value1 is not value1
|
|
assert value1 is logging.INFO
|
|
|
|
value2 = logging.getLogger('ccxt.base.exchange').level
|
|
assert previous_value2 is not value2
|
|
assert value2 is logging.INFO
|
|
|
|
value3 = logging.getLogger('telegram').level
|
|
assert previous_value3 is not value3
|
|
assert value3 is logging.INFO
|
|
|
|
_set_loggers(verbosity=2)
|
|
|
|
assert logging.getLogger('requests').level is logging.DEBUG
|
|
assert logging.getLogger('ccxt.base.exchange').level is logging.INFO
|
|
assert logging.getLogger('telegram').level is logging.INFO
|
|
assert logging.getLogger('werkzeug').level is logging.INFO
|
|
|
|
_set_loggers(verbosity=3, api_verbosity='error')
|
|
|
|
assert logging.getLogger('requests').level is logging.DEBUG
|
|
assert logging.getLogger('ccxt.base.exchange').level is logging.DEBUG
|
|
assert logging.getLogger('telegram').level is logging.INFO
|
|
assert logging.getLogger('werkzeug').level is logging.ERROR
|
|
|
|
|
|
@pytest.mark.skipif(sys.platform == "win32", reason="does not run on windows")
|
|
def test_set_loggers_syslog():
|
|
logger = logging.getLogger()
|
|
orig_handlers = logger.handlers
|
|
logger.handlers = []
|
|
|
|
config = {'verbosity': 2,
|
|
'logfile': 'syslog:/dev/log',
|
|
}
|
|
|
|
setup_logging_pre()
|
|
setup_logging(config)
|
|
assert len(logger.handlers) == 3
|
|
assert [x for x in logger.handlers if type(x) == logging.handlers.SysLogHandler]
|
|
assert [x for x in logger.handlers if type(x) == logging.StreamHandler]
|
|
assert [x for x in logger.handlers if type(x) == FTBufferingHandler]
|
|
# setting up logging again should NOT cause the loggers to be added a second time.
|
|
setup_logging(config)
|
|
assert len(logger.handlers) == 3
|
|
# reset handlers to not break pytest
|
|
logger.handlers = orig_handlers
|
|
|
|
|
|
@pytest.mark.skipif(sys.platform == "win32", reason="does not run on windows")
|
|
def test_set_loggers_Filehandler(tmpdir):
|
|
logger = logging.getLogger()
|
|
orig_handlers = logger.handlers
|
|
logger.handlers = []
|
|
logfile = Path(tmpdir) / 'ft_logfile.log'
|
|
config = {'verbosity': 2,
|
|
'logfile': str(logfile),
|
|
}
|
|
|
|
setup_logging_pre()
|
|
setup_logging(config)
|
|
assert len(logger.handlers) == 3
|
|
assert [x for x in logger.handlers if type(x) == logging.handlers.RotatingFileHandler]
|
|
assert [x for x in logger.handlers if type(x) == logging.StreamHandler]
|
|
assert [x for x in logger.handlers if type(x) == FTBufferingHandler]
|
|
# setting up logging again should NOT cause the loggers to be added a second time.
|
|
setup_logging(config)
|
|
assert len(logger.handlers) == 3
|
|
# reset handlers to not break pytest
|
|
if logfile.exists:
|
|
logfile.unlink()
|
|
logger.handlers = orig_handlers
|
|
|
|
|
|
@pytest.mark.skip(reason="systemd is not installed on every system, so we're not testing this.")
|
|
def test_set_loggers_journald(mocker):
|
|
logger = logging.getLogger()
|
|
orig_handlers = logger.handlers
|
|
logger.handlers = []
|
|
|
|
config = {'verbosity': 2,
|
|
'logfile': 'journald',
|
|
}
|
|
|
|
setup_logging_pre()
|
|
setup_logging(config)
|
|
assert len(logger.handlers) == 3
|
|
assert [x for x in logger.handlers if type(x).__name__ == "JournaldLogHandler"]
|
|
assert [x for x in logger.handlers if type(x) == logging.StreamHandler]
|
|
# reset handlers to not break pytest
|
|
logger.handlers = orig_handlers
|
|
|
|
|
|
def test_set_loggers_journald_importerror(import_fails):
|
|
logger = logging.getLogger()
|
|
orig_handlers = logger.handlers
|
|
logger.handlers = []
|
|
|
|
config = {'verbosity': 2,
|
|
'logfile': 'journald',
|
|
}
|
|
with pytest.raises(OperationalException,
|
|
match=r'You need the cysystemd python package.*'):
|
|
setup_logging(config)
|
|
logger.handlers = orig_handlers
|
|
|
|
|
|
def test_set_logfile(default_conf, mocker, tmpdir):
|
|
patched_configuration_load_config_file(mocker, default_conf)
|
|
f = Path(tmpdir / "test_file.log")
|
|
assert not f.is_file()
|
|
arglist = [
|
|
'trade', '--logfile', str(f),
|
|
]
|
|
args = Arguments(arglist).get_parsed_arg()
|
|
configuration = Configuration(args)
|
|
validated_conf = configuration.load_config()
|
|
|
|
assert validated_conf['logfile'] == str(f)
|
|
assert f.is_file()
|
|
try:
|
|
f.unlink()
|
|
except Exception:
|
|
pass
|
|
|
|
|
|
def test_load_config_warn_forcebuy(default_conf, mocker, caplog) -> None:
|
|
default_conf['force_entry_enable'] = True
|
|
patched_configuration_load_config_file(mocker, default_conf)
|
|
|
|
args = Arguments(['trade']).get_parsed_arg()
|
|
configuration = Configuration(args)
|
|
validated_conf = configuration.load_config()
|
|
|
|
assert validated_conf.get('force_entry_enable')
|
|
assert log_has('`force_entry_enable` RPC message enabled.', caplog)
|
|
|
|
|
|
def test_validate_default_conf(default_conf) -> None:
|
|
# Validate via our validator - we allow setting defaults!
|
|
validate_config_schema(default_conf)
|
|
|
|
|
|
def test_validate_max_open_trades(default_conf):
|
|
default_conf['max_open_trades'] = float('inf')
|
|
default_conf['stake_amount'] = 'unlimited'
|
|
with pytest.raises(OperationalException, match='`max_open_trades` and `stake_amount` '
|
|
'cannot both be unlimited.'):
|
|
validate_config_consistency(default_conf)
|
|
|
|
|
|
def test_validate_price_side(default_conf):
|
|
default_conf['order_types'] = {
|
|
"entry": "limit",
|
|
"exit": "limit",
|
|
"stoploss": "limit",
|
|
"stoploss_on_exchange": False,
|
|
}
|
|
# Default should pass
|
|
validate_config_consistency(default_conf)
|
|
|
|
conf = deepcopy(default_conf)
|
|
conf['order_types']['entry'] = 'market'
|
|
with pytest.raises(OperationalException,
|
|
match='Market entry orders require entry_pricing.price_side = "other".'):
|
|
validate_config_consistency(conf)
|
|
|
|
conf = deepcopy(default_conf)
|
|
conf['order_types']['exit'] = 'market'
|
|
with pytest.raises(OperationalException,
|
|
match='Market exit orders require exit_pricing.price_side = "other".'):
|
|
validate_config_consistency(conf)
|
|
|
|
# Validate inversed case
|
|
conf = deepcopy(default_conf)
|
|
conf['order_types']['exit'] = 'market'
|
|
conf['order_types']['entry'] = 'market'
|
|
conf['exit_pricing']['price_side'] = 'bid'
|
|
conf['entry_pricing']['price_side'] = 'ask'
|
|
|
|
validate_config_consistency(conf)
|
|
|
|
|
|
def test_validate_tsl(default_conf):
|
|
default_conf['stoploss'] = 0.0
|
|
with pytest.raises(OperationalException, match='The config stoploss needs to be different '
|
|
'from 0 to avoid problems with sell orders.'):
|
|
validate_config_consistency(default_conf)
|
|
default_conf['stoploss'] = -0.10
|
|
|
|
default_conf['trailing_stop'] = True
|
|
default_conf['trailing_stop_positive'] = 0
|
|
default_conf['trailing_stop_positive_offset'] = 0
|
|
|
|
default_conf['trailing_only_offset_is_reached'] = True
|
|
with pytest.raises(OperationalException,
|
|
match=r'The config trailing_only_offset_is_reached needs '
|
|
'trailing_stop_positive_offset to be more than 0 in your config.'):
|
|
validate_config_consistency(default_conf)
|
|
|
|
default_conf['trailing_stop_positive_offset'] = 0.01
|
|
default_conf['trailing_stop_positive'] = 0.015
|
|
with pytest.raises(OperationalException,
|
|
match=r'The config trailing_stop_positive_offset needs '
|
|
'to be greater than trailing_stop_positive in your config.'):
|
|
validate_config_consistency(default_conf)
|
|
|
|
default_conf['trailing_stop_positive'] = 0.01
|
|
default_conf['trailing_stop_positive_offset'] = 0.015
|
|
validate_config_consistency(default_conf)
|
|
|
|
# 0 trailing stop positive - results in "Order would trigger immediately"
|
|
default_conf['trailing_stop_positive'] = 0
|
|
default_conf['trailing_stop_positive_offset'] = 0.02
|
|
default_conf['trailing_only_offset_is_reached'] = False
|
|
with pytest.raises(OperationalException,
|
|
match='The config trailing_stop_positive needs to be different from 0 '
|
|
'to avoid problems with sell orders'):
|
|
validate_config_consistency(default_conf)
|
|
|
|
|
|
def test_validate_edge2(edge_conf):
|
|
edge_conf.update({
|
|
"use_exit_signal": True,
|
|
})
|
|
# Passes test
|
|
validate_config_consistency(edge_conf)
|
|
|
|
edge_conf.update({
|
|
"use_exit_signal": False,
|
|
})
|
|
with pytest.raises(OperationalException, match="Edge requires `use_exit_signal` to be True, "
|
|
"otherwise no sells will happen."):
|
|
validate_config_consistency(edge_conf)
|
|
|
|
|
|
def test_validate_whitelist(default_conf):
|
|
default_conf['runmode'] = RunMode.DRY_RUN
|
|
# Test regular case - has whitelist and uses StaticPairlist
|
|
validate_config_consistency(default_conf)
|
|
conf = deepcopy(default_conf)
|
|
del conf['exchange']['pair_whitelist']
|
|
# Test error case
|
|
with pytest.raises(OperationalException,
|
|
match="StaticPairList requires pair_whitelist to be set."):
|
|
|
|
validate_config_consistency(conf)
|
|
|
|
conf = deepcopy(default_conf)
|
|
|
|
conf.update({"pairlists": [{
|
|
"method": "VolumePairList",
|
|
}]})
|
|
# Dynamic whitelist should not care about pair_whitelist
|
|
validate_config_consistency(conf)
|
|
del conf['exchange']['pair_whitelist']
|
|
|
|
validate_config_consistency(conf)
|
|
|
|
|
|
@pytest.mark.parametrize('protconf,expected', [
|
|
([], None),
|
|
([{"method": "StoplossGuard", "lookback_period": 2000, "stop_duration_candles": 10}], None),
|
|
([{"method": "StoplossGuard", "lookback_period_candles": 20, "stop_duration": 10}], None),
|
|
([{"method": "StoplossGuard", "lookback_period_candles": 20, "lookback_period": 2000,
|
|
"stop_duration": 10}], r'Protections must specify either `lookback_period`.*'),
|
|
([{"method": "StoplossGuard", "lookback_period": 20, "stop_duration": 10,
|
|
"stop_duration_candles": 10}], r'Protections must specify either `stop_duration`.*'),
|
|
])
|
|
def test_validate_protections(default_conf, protconf, expected):
|
|
conf = deepcopy(default_conf)
|
|
conf['protections'] = protconf
|
|
if expected:
|
|
with pytest.raises(OperationalException, match=expected):
|
|
validate_config_consistency(conf)
|
|
else:
|
|
validate_config_consistency(conf)
|
|
|
|
|
|
def test_validate_ask_orderbook(default_conf, caplog) -> None:
|
|
conf = deepcopy(default_conf)
|
|
conf['exit_pricing']['use_order_book'] = True
|
|
conf['exit_pricing']['order_book_min'] = 2
|
|
conf['exit_pricing']['order_book_max'] = 2
|
|
|
|
validate_config_consistency(conf)
|
|
assert log_has_re(r"DEPRECATED: Please use `order_book_top` instead of.*", caplog)
|
|
assert conf['exit_pricing']['order_book_top'] == 2
|
|
|
|
conf['exit_pricing']['order_book_max'] = 5
|
|
|
|
with pytest.raises(OperationalException,
|
|
match=r"Using order_book_max != order_book_min in exit_pricing.*"):
|
|
validate_config_consistency(conf)
|
|
|
|
|
|
def test_validate_time_in_force(default_conf, caplog) -> None:
|
|
conf = deepcopy(default_conf)
|
|
conf['order_time_in_force'] = {
|
|
'buy': 'gtc',
|
|
'sell': 'GTC',
|
|
}
|
|
validate_config_consistency(conf)
|
|
assert log_has_re(r"DEPRECATED: Using 'buy' and 'sell' for time_in_force is.*", caplog)
|
|
assert conf['order_time_in_force']['entry'] == 'gtc'
|
|
assert conf['order_time_in_force']['exit'] == 'GTC'
|
|
|
|
conf = deepcopy(default_conf)
|
|
conf['order_time_in_force'] = {
|
|
'buy': 'GTC',
|
|
'sell': 'GTC',
|
|
}
|
|
conf['trading_mode'] = 'futures'
|
|
with pytest.raises(OperationalException,
|
|
match=r"Please migrate your time_in_force settings .* 'entry' and 'exit'\."):
|
|
validate_config_consistency(conf)
|
|
|
|
|
|
def test__validate_order_types(default_conf, caplog) -> None:
|
|
conf = deepcopy(default_conf)
|
|
conf['order_types'] = {
|
|
'buy': 'limit',
|
|
'sell': 'market',
|
|
'forcesell': 'market',
|
|
'forcebuy': 'limit',
|
|
'stoploss': 'market',
|
|
'stoploss_on_exchange': False,
|
|
}
|
|
validate_config_consistency(conf)
|
|
assert log_has_re(r"DEPRECATED: Using 'buy' and 'sell' for order_types is.*", caplog)
|
|
assert conf['order_types']['entry'] == 'limit'
|
|
assert conf['order_types']['exit'] == 'market'
|
|
assert conf['order_types']['force_entry'] == 'limit'
|
|
assert 'buy' not in conf['order_types']
|
|
assert 'sell' not in conf['order_types']
|
|
assert 'forcebuy' not in conf['order_types']
|
|
assert 'forcesell' not in conf['order_types']
|
|
|
|
conf = deepcopy(default_conf)
|
|
conf['order_types'] = {
|
|
'buy': 'limit',
|
|
'sell': 'market',
|
|
'forcesell': 'market',
|
|
'forcebuy': 'limit',
|
|
'stoploss': 'market',
|
|
'stoploss_on_exchange': False,
|
|
}
|
|
conf['trading_mode'] = 'futures'
|
|
with pytest.raises(OperationalException,
|
|
match=r"Please migrate your order_types settings to use the new wording\."):
|
|
validate_config_consistency(conf)
|
|
|
|
|
|
def test__validate_unfilledtimeout(default_conf, caplog) -> None:
|
|
conf = deepcopy(default_conf)
|
|
conf['unfilledtimeout'] = {
|
|
'buy': 30,
|
|
'sell': 35,
|
|
}
|
|
validate_config_consistency(conf)
|
|
assert log_has_re(r"DEPRECATED: Using 'buy' and 'sell' for unfilledtimeout is.*", caplog)
|
|
assert conf['unfilledtimeout']['entry'] == 30
|
|
assert conf['unfilledtimeout']['exit'] == 35
|
|
assert 'buy' not in conf['unfilledtimeout']
|
|
assert 'sell' not in conf['unfilledtimeout']
|
|
|
|
conf = deepcopy(default_conf)
|
|
conf['unfilledtimeout'] = {
|
|
'buy': 30,
|
|
'sell': 35,
|
|
}
|
|
conf['trading_mode'] = 'futures'
|
|
with pytest.raises(
|
|
OperationalException,
|
|
match=r"Please migrate your unfilledtimeout settings to use the new wording\."):
|
|
validate_config_consistency(conf)
|
|
|
|
|
|
def test__validate_pricing_rules(default_conf, caplog) -> None:
|
|
def_conf = deepcopy(default_conf)
|
|
del def_conf['entry_pricing']
|
|
del def_conf['exit_pricing']
|
|
|
|
def_conf['ask_strategy'] = {
|
|
'price_side': 'ask',
|
|
'use_order_book': True,
|
|
'bid_last_balance': 0.5
|
|
}
|
|
def_conf['bid_strategy'] = {
|
|
'price_side': 'bid',
|
|
'use_order_book': False,
|
|
'ask_last_balance': 0.7
|
|
}
|
|
conf = deepcopy(def_conf)
|
|
|
|
validate_config_consistency(conf)
|
|
assert log_has_re(
|
|
r"DEPRECATED: Using 'ask_strategy' and 'bid_strategy' is.*", caplog)
|
|
assert conf['exit_pricing']['price_side'] == 'ask'
|
|
assert conf['exit_pricing']['use_order_book'] is True
|
|
assert conf['exit_pricing']['price_last_balance'] == 0.5
|
|
assert conf['entry_pricing']['price_side'] == 'bid'
|
|
assert conf['entry_pricing']['use_order_book'] is False
|
|
assert conf['entry_pricing']['price_last_balance'] == 0.7
|
|
assert 'ask_strategy' not in conf
|
|
assert 'bid_strategy' not in conf
|
|
|
|
conf = deepcopy(def_conf)
|
|
|
|
conf['trading_mode'] = 'futures'
|
|
with pytest.raises(
|
|
OperationalException,
|
|
match=r"Please migrate your pricing settings to use the new wording\."):
|
|
validate_config_consistency(conf)
|
|
|
|
|
|
def test__validate_freqai_include_timeframes(default_conf, caplog) -> None:
|
|
conf = deepcopy(default_conf)
|
|
conf.update({
|
|
"freqai": {
|
|
"enabled": True,
|
|
"feature_parameters": {
|
|
"include_timeframes": ["1m", "5m"],
|
|
"include_corr_pairlist": [],
|
|
},
|
|
"data_split_parameters": {},
|
|
"model_training_parameters": {}
|
|
}
|
|
})
|
|
with pytest.raises(OperationalException, match=r"Main timeframe of .*"):
|
|
validate_config_consistency(conf)
|
|
# Validation pass
|
|
conf.update({'timeframe': '1m'})
|
|
validate_config_consistency(conf)
|
|
|
|
# Ensure base timeframe is in include_timeframes
|
|
conf['freqai']['feature_parameters']['include_timeframes'] = ["5m", "15m"]
|
|
validate_config_consistency(conf)
|
|
assert conf['freqai']['feature_parameters']['include_timeframes'] == ["1m", "5m", "15m"]
|
|
|
|
conf.update({'analyze_per_epoch': True})
|
|
with pytest.raises(OperationalException,
|
|
match=r"Using analyze-per-epoch .* not supported with a FreqAI strategy."):
|
|
validate_config_consistency(conf)
|
|
|
|
|
|
def test__validate_consumers(default_conf, caplog) -> None:
|
|
conf = deepcopy(default_conf)
|
|
conf.update({
|
|
"external_message_consumer": {
|
|
"enabled": True,
|
|
"producers": []
|
|
}
|
|
})
|
|
with pytest.raises(OperationalException,
|
|
match="You must specify at least 1 Producer to connect to."):
|
|
validate_config_consistency(conf)
|
|
|
|
conf = deepcopy(default_conf)
|
|
conf.update({
|
|
"external_message_consumer": {
|
|
"enabled": True,
|
|
"producers": [
|
|
{
|
|
"name": "default",
|
|
"host": "127.0.0.1",
|
|
"port": 8081,
|
|
"ws_token": "secret_ws_t0ken."
|
|
}, {
|
|
"name": "default",
|
|
"host": "127.0.0.1",
|
|
"port": 8080,
|
|
"ws_token": "secret_ws_t0ken."
|
|
}
|
|
]}
|
|
})
|
|
with pytest.raises(OperationalException,
|
|
match="Producer names must be unique. Duplicate: default"):
|
|
validate_config_consistency(conf)
|
|
|
|
conf = deepcopy(default_conf)
|
|
conf.update({
|
|
"process_only_new_candles": True,
|
|
"external_message_consumer": {
|
|
"enabled": True,
|
|
"producers": [
|
|
{
|
|
"name": "default",
|
|
"host": "127.0.0.1",
|
|
"port": 8081,
|
|
"ws_token": "secret_ws_t0ken."
|
|
}
|
|
]}
|
|
})
|
|
validate_config_consistency(conf)
|
|
assert log_has_re("To receive best performance with external data.*", caplog)
|
|
|
|
|
|
def test_load_config_test_comments() -> None:
|
|
"""
|
|
Load config with comments
|
|
"""
|
|
config_file = Path(__file__).parents[0] / "config_test_comments.json"
|
|
conf = load_config_file(str(config_file))
|
|
|
|
assert conf
|
|
|
|
|
|
def test_load_config_default_exchange(all_conf) -> None:
|
|
"""
|
|
config['exchange'] subtree has required options in it
|
|
so it cannot be omitted in the config
|
|
"""
|
|
del all_conf['exchange']
|
|
|
|
assert 'exchange' not in all_conf
|
|
|
|
with pytest.raises(ValidationError,
|
|
match=r"'exchange' is a required property"):
|
|
validate_config_schema(all_conf)
|
|
|
|
|
|
def test_load_config_default_exchange_name(all_conf) -> None:
|
|
"""
|
|
config['exchange']['name'] option is required
|
|
so it cannot be omitted in the config
|
|
"""
|
|
del all_conf['exchange']['name']
|
|
|
|
assert 'name' not in all_conf['exchange']
|
|
|
|
with pytest.raises(ValidationError,
|
|
match=r"'name' is a required property"):
|
|
validate_config_schema(all_conf)
|
|
|
|
|
|
def test_load_config_stoploss_exchange_limit_ratio(all_conf) -> None:
|
|
all_conf['order_types']['stoploss_on_exchange_limit_ratio'] = 1.15
|
|
|
|
with pytest.raises(ValidationError,
|
|
match=r"1.15 is greater than the maximum"):
|
|
validate_config_schema(all_conf)
|
|
|
|
|
|
@pytest.mark.parametrize("keys", [("exchange", "sandbox", False),
|
|
("exchange", "key", ""),
|
|
("exchange", "secret", ""),
|
|
("exchange", "password", ""),
|
|
])
|
|
def test_load_config_default_subkeys(all_conf, keys) -> None:
|
|
"""
|
|
Test for parameters with default values in sub-paths
|
|
so they can be omitted in the config and the default value
|
|
should is added to the config.
|
|
"""
|
|
# Get first level key
|
|
key = keys[0]
|
|
# get second level key
|
|
subkey = keys[1]
|
|
|
|
del all_conf[key][subkey]
|
|
|
|
assert subkey not in all_conf[key]
|
|
|
|
validate_config_schema(all_conf)
|
|
assert subkey in all_conf[key]
|
|
assert all_conf[key][subkey] == keys[2]
|
|
|
|
|
|
def test_pairlist_resolving():
|
|
arglist = [
|
|
'download-data',
|
|
'--pairs', 'ETH/BTC', 'XRP/BTC',
|
|
'--exchange', 'binance'
|
|
]
|
|
|
|
args = Arguments(arglist).get_parsed_arg()
|
|
|
|
configuration = Configuration(args, RunMode.OTHER)
|
|
config = configuration.get_config()
|
|
|
|
assert config['pairs'] == ['ETH/BTC', 'XRP/BTC']
|
|
assert config['exchange']['pair_whitelist'] == ['ETH/BTC', 'XRP/BTC']
|
|
assert config['exchange']['name'] == 'binance'
|
|
|
|
|
|
def test_pairlist_resolving_with_config(mocker, default_conf):
|
|
patched_configuration_load_config_file(mocker, default_conf)
|
|
arglist = [
|
|
'download-data',
|
|
'--config', 'config.json',
|
|
]
|
|
|
|
args = Arguments(arglist).get_parsed_arg()
|
|
|
|
configuration = Configuration(args)
|
|
config = configuration.get_config()
|
|
|
|
assert config['pairs'] == default_conf['exchange']['pair_whitelist']
|
|
assert config['exchange']['name'] == default_conf['exchange']['name']
|
|
|
|
# Override pairs
|
|
arglist = [
|
|
'download-data',
|
|
'--config', 'config.json',
|
|
'--pairs', 'ETH/BTC', 'XRP/BTC',
|
|
]
|
|
|
|
args = Arguments(arglist).get_parsed_arg()
|
|
|
|
configuration = Configuration(args)
|
|
config = configuration.get_config()
|
|
|
|
assert config['pairs'] == ['ETH/BTC', 'XRP/BTC']
|
|
assert config['exchange']['name'] == default_conf['exchange']['name']
|
|
|
|
|
|
def test_pairlist_resolving_with_config_pl(mocker, default_conf):
|
|
patched_configuration_load_config_file(mocker, default_conf)
|
|
|
|
arglist = [
|
|
'download-data',
|
|
'--config', 'config.json',
|
|
'--pairs-file', 'tests/testdata/pairs.json',
|
|
]
|
|
|
|
args = Arguments(arglist).get_parsed_arg()
|
|
|
|
configuration = Configuration(args)
|
|
config = configuration.get_config()
|
|
assert len(config['pairs']) == 23
|
|
assert 'ETH/BTC' in config['pairs']
|
|
assert 'XRP/BTC' in config['pairs']
|
|
assert config['exchange']['name'] == default_conf['exchange']['name']
|
|
|
|
|
|
def test_pairlist_resolving_with_config_pl_not_exists(mocker, default_conf):
|
|
patched_configuration_load_config_file(mocker, default_conf)
|
|
|
|
arglist = [
|
|
'download-data',
|
|
'--config', 'config.json',
|
|
'--pairs-file', 'tests/testdata/pairs_doesnotexist.json',
|
|
]
|
|
|
|
args = Arguments(arglist).get_parsed_arg()
|
|
|
|
with pytest.raises(OperationalException, match=r"No pairs file found with path.*"):
|
|
configuration = Configuration(args)
|
|
configuration.get_config()
|
|
|
|
|
|
def test_pairlist_resolving_fallback(mocker):
|
|
mocker.patch.object(Path, "exists", MagicMock(return_value=True))
|
|
mocker.patch.object(Path, "open", MagicMock(return_value=MagicMock()))
|
|
mocker.patch("freqtrade.configuration.configuration.load_file",
|
|
MagicMock(return_value=['XRP/BTC', 'ETH/BTC']))
|
|
arglist = [
|
|
'download-data',
|
|
'--exchange', 'binance'
|
|
]
|
|
|
|
args = Arguments(arglist).get_parsed_arg()
|
|
# Fix flaky tests if config.json exists
|
|
args['config'] = None
|
|
|
|
configuration = Configuration(args, RunMode.OTHER)
|
|
config = configuration.get_config()
|
|
|
|
assert config['pairs'] == ['ETH/BTC', 'XRP/BTC']
|
|
assert config['exchange']['name'] == 'binance'
|
|
assert config['datadir'] == Path.cwd() / "user_data/data/binance"
|
|
|
|
|
|
@pytest.mark.parametrize("setting", [
|
|
("webhook", "webhookbuy", 'testWEbhook',
|
|
"webhook", "webhookentry", 'testWEbhook'),
|
|
("ask_strategy", "ignore_buying_expired_candle_after", 5,
|
|
None, "ignore_buying_expired_candle_after", 6),
|
|
])
|
|
def test_process_temporary_deprecated_settings(mocker, default_conf, setting, caplog):
|
|
patched_configuration_load_config_file(mocker, default_conf)
|
|
|
|
# Create sections for new and deprecated settings
|
|
# (they may not exist in the config)
|
|
default_conf[setting[0]] = {}
|
|
default_conf[setting[3]] = {}
|
|
|
|
# Assign deprecated setting
|
|
default_conf[setting[0]][setting[1]] = setting[2]
|
|
# Assign new setting
|
|
if setting[3]:
|
|
default_conf[setting[3]][setting[4]] = setting[5]
|
|
else:
|
|
default_conf[setting[4]] = setting[5]
|
|
|
|
# New and deprecated settings are conflicting ones
|
|
with pytest.raises(OperationalException, match=r'DEPRECATED'):
|
|
process_temporary_deprecated_settings(default_conf)
|
|
|
|
caplog.clear()
|
|
|
|
# Delete new setting
|
|
if setting[3]:
|
|
del default_conf[setting[3]][setting[4]]
|
|
else:
|
|
del default_conf[setting[4]]
|
|
|
|
process_temporary_deprecated_settings(default_conf)
|
|
assert log_has_re('DEPRECATED', caplog)
|
|
# The value of the new setting shall have been set to the
|
|
# value of the deprecated one
|
|
if setting[3]:
|
|
assert default_conf[setting[3]][setting[4]] == setting[2]
|
|
else:
|
|
assert default_conf[setting[4]] == setting[2]
|
|
|
|
|
|
@pytest.mark.parametrize("setting", [
|
|
("experimental", "use_sell_signal", False),
|
|
("experimental", "sell_profit_only", True),
|
|
("experimental", "ignore_roi_if_buy_signal", True),
|
|
])
|
|
def test_process_removed_settings(mocker, default_conf, setting):
|
|
patched_configuration_load_config_file(mocker, default_conf)
|
|
|
|
# Create sections for new and deprecated settings
|
|
# (they may not exist in the config)
|
|
default_conf[setting[0]] = {}
|
|
# Assign removed setting
|
|
default_conf[setting[0]][setting[1]] = setting[2]
|
|
|
|
# New and deprecated settings are conflicting ones
|
|
with pytest.raises(OperationalException,
|
|
match=r'Setting .* has been moved'):
|
|
process_temporary_deprecated_settings(default_conf)
|
|
|
|
|
|
def test_process_deprecated_setting_edge(mocker, edge_conf):
|
|
patched_configuration_load_config_file(mocker, edge_conf)
|
|
edge_conf.update({'edge': {
|
|
'enabled': True,
|
|
'capital_available_percentage': 0.5,
|
|
}})
|
|
|
|
with pytest.raises(OperationalException,
|
|
match=r"DEPRECATED.*Using 'edge.capital_available_percentage'*"):
|
|
process_temporary_deprecated_settings(edge_conf)
|
|
|
|
|
|
def test_check_conflicting_settings(mocker, default_conf, caplog):
|
|
patched_configuration_load_config_file(mocker, default_conf)
|
|
|
|
# Create sections for new and deprecated settings
|
|
# (they may not exist in the config)
|
|
default_conf['sectionA'] = {}
|
|
default_conf['sectionB'] = {}
|
|
# Assign new setting
|
|
default_conf['sectionA']['new_setting'] = 'valA'
|
|
# Assign deprecated setting
|
|
default_conf['sectionB']['deprecated_setting'] = 'valB'
|
|
|
|
# New and deprecated settings are conflicting ones
|
|
with pytest.raises(OperationalException, match=r'DEPRECATED'):
|
|
check_conflicting_settings(default_conf,
|
|
'sectionB', 'deprecated_setting',
|
|
'sectionA', 'new_setting')
|
|
|
|
caplog.clear()
|
|
|
|
# Delete new setting (deprecated exists)
|
|
del default_conf['sectionA']['new_setting']
|
|
check_conflicting_settings(default_conf,
|
|
'sectionB', 'deprecated_setting',
|
|
'sectionA', 'new_setting')
|
|
assert not log_has_re('DEPRECATED', caplog)
|
|
assert 'new_setting' not in default_conf['sectionA']
|
|
|
|
caplog.clear()
|
|
|
|
# Assign new setting
|
|
default_conf['sectionA']['new_setting'] = 'valA'
|
|
# Delete deprecated setting
|
|
del default_conf['sectionB']['deprecated_setting']
|
|
check_conflicting_settings(default_conf,
|
|
'sectionB', 'deprecated_setting',
|
|
'sectionA', 'new_setting')
|
|
assert not log_has_re('DEPRECATED', caplog)
|
|
assert default_conf['sectionA']['new_setting'] == 'valA'
|
|
|
|
|
|
def test_process_deprecated_setting(mocker, default_conf, caplog):
|
|
patched_configuration_load_config_file(mocker, default_conf)
|
|
|
|
# Create sections for new and deprecated settings
|
|
# (they may not exist in the config)
|
|
default_conf['sectionA'] = {}
|
|
default_conf['sectionB'] = {}
|
|
# Assign deprecated setting
|
|
default_conf['sectionB']['deprecated_setting'] = 'valB'
|
|
|
|
# Both new and deprecated settings exists
|
|
process_deprecated_setting(default_conf,
|
|
'sectionB', 'deprecated_setting',
|
|
'sectionA', 'new_setting')
|
|
assert log_has_re('DEPRECATED', caplog)
|
|
# The value of the new setting shall have been set to the
|
|
# value of the deprecated one
|
|
assert default_conf['sectionA']['new_setting'] == 'valB'
|
|
# Old setting is removed
|
|
assert 'deprecated_setting' not in default_conf['sectionB']
|
|
|
|
caplog.clear()
|
|
|
|
# Delete new setting (deprecated exists)
|
|
del default_conf['sectionA']['new_setting']
|
|
default_conf['sectionB']['deprecated_setting'] = 'valB'
|
|
process_deprecated_setting(default_conf,
|
|
'sectionB', 'deprecated_setting',
|
|
'sectionA', 'new_setting')
|
|
assert log_has_re('DEPRECATED', caplog)
|
|
# The value of the new setting shall have been set to the
|
|
# value of the deprecated one
|
|
assert default_conf['sectionA']['new_setting'] == 'valB'
|
|
|
|
caplog.clear()
|
|
|
|
# Assign new setting
|
|
default_conf['sectionA']['new_setting'] = 'valA'
|
|
# Delete deprecated setting
|
|
default_conf['sectionB'].pop('deprecated_setting', None)
|
|
process_deprecated_setting(default_conf,
|
|
'sectionB', 'deprecated_setting',
|
|
'sectionA', 'new_setting')
|
|
assert not log_has_re('DEPRECATED', caplog)
|
|
assert default_conf['sectionA']['new_setting'] == 'valA'
|
|
|
|
caplog.clear()
|
|
# Test moving to root
|
|
default_conf['sectionB']['deprecated_setting2'] = "DeadBeef"
|
|
process_deprecated_setting(default_conf,
|
|
'sectionB', 'deprecated_setting2',
|
|
None, 'new_setting')
|
|
|
|
assert log_has_re('DEPRECATED', caplog)
|
|
assert default_conf['new_setting']
|
|
|
|
|
|
def test_process_removed_setting(mocker, default_conf, caplog):
|
|
patched_configuration_load_config_file(mocker, default_conf)
|
|
|
|
# Create sections for new and deprecated settings
|
|
# (they may not exist in the config)
|
|
default_conf['sectionA'] = {}
|
|
default_conf['sectionB'] = {}
|
|
# Assign new setting
|
|
default_conf['sectionB']['somesetting'] = 'valA'
|
|
|
|
# Only new setting exists (nothing should happen)
|
|
process_removed_setting(default_conf,
|
|
'sectionA', 'somesetting',
|
|
'sectionB', 'somesetting')
|
|
# Assign removed setting
|
|
default_conf['sectionA']['somesetting'] = 'valB'
|
|
|
|
with pytest.raises(OperationalException,
|
|
match=r"Setting .* has been moved"):
|
|
process_removed_setting(default_conf,
|
|
'sectionA', 'somesetting',
|
|
'sectionB', 'somesetting')
|
|
|
|
|
|
def test_process_deprecated_ticker_interval(default_conf, caplog):
|
|
message = "DEPRECATED: Please use 'timeframe' instead of 'ticker_interval."
|
|
config = deepcopy(default_conf)
|
|
|
|
process_temporary_deprecated_settings(config)
|
|
assert not log_has(message, caplog)
|
|
|
|
del config['timeframe']
|
|
config['ticker_interval'] = '15m'
|
|
with pytest.raises(OperationalException,
|
|
match=r"DEPRECATED: 'ticker_interval' detected. Please use.*"):
|
|
process_temporary_deprecated_settings(config)
|
|
|
|
|
|
def test_process_deprecated_protections(default_conf, caplog):
|
|
message = "DEPRECATED: Setting 'protections' in the configuration is deprecated."
|
|
config = deepcopy(default_conf)
|
|
process_temporary_deprecated_settings(config)
|
|
assert not log_has(message, caplog)
|
|
|
|
config['protections'] = []
|
|
process_temporary_deprecated_settings(config)
|
|
assert log_has(message, caplog)
|
|
|
|
|
|
def test_flat_vars_to_nested_dict(caplog):
|
|
|
|
test_args = {
|
|
'FREQTRADE__EXCHANGE__SOME_SETTING': 'true',
|
|
'FREQTRADE__EXCHANGE__SOME_FALSE_SETTING': 'false',
|
|
'FREQTRADE__EXCHANGE__CONFIG__whatever': 'sometime',
|
|
'FREQTRADE__EXIT_PRICING__PRICE_SIDE': 'bid',
|
|
'FREQTRADE__EXIT_PRICING__cccc': '500',
|
|
'FREQTRADE__STAKE_AMOUNT': '200.05',
|
|
'FREQTRADE__TELEGRAM__CHAT_ID': '2151',
|
|
'NOT_RELEVANT': '200.0', # Will be ignored
|
|
}
|
|
expected = {
|
|
'stake_amount': 200.05,
|
|
'exit_pricing': {
|
|
'price_side': 'bid',
|
|
'cccc': 500,
|
|
},
|
|
'exchange': {
|
|
'config': {
|
|
'whatever': 'sometime',
|
|
},
|
|
'some_setting': True,
|
|
'some_false_setting': False,
|
|
},
|
|
'telegram': {
|
|
'chat_id': '2151'
|
|
}
|
|
}
|
|
res = flat_vars_to_nested_dict(test_args, ENV_VAR_PREFIX)
|
|
assert res == expected
|
|
|
|
assert log_has("Loading variable 'FREQTRADE__EXCHANGE__SOME_SETTING'", caplog)
|
|
assert not log_has("Loading variable 'NOT_RELEVANT'", caplog)
|
|
|
|
|
|
def test_setup_hyperopt_freqai(mocker, default_conf, caplog) -> None:
|
|
patched_configuration_load_config_file(mocker, default_conf)
|
|
mocker.patch(
|
|
'freqtrade.configuration.configuration.create_datadir',
|
|
lambda c, x: x
|
|
)
|
|
mocker.patch(
|
|
'freqtrade.configuration.configuration.create_userdata_dir',
|
|
lambda x, *args, **kwargs: Path(x)
|
|
)
|
|
arglist = [
|
|
'hyperopt',
|
|
'--config', 'config.json',
|
|
'--strategy', CURRENT_TEST_STRATEGY,
|
|
'--timerange', '20220801-20220805',
|
|
"--freqaimodel",
|
|
"LightGBMRegressorMultiTarget",
|
|
"--analyze-per-epoch"
|
|
]
|
|
|
|
args = Arguments(arglist).get_parsed_arg()
|
|
|
|
configuration = Configuration(args)
|
|
config = configuration.get_config()
|
|
config['freqai'] = {
|
|
"enabled": True
|
|
}
|
|
with pytest.raises(
|
|
OperationalException, match=r".*analyze-per-epoch parameter is not supported.*"
|
|
):
|
|
validate_config_consistency(config)
|
|
|
|
|
|
def test_setup_freqai_backtesting(mocker, default_conf, caplog) -> None:
|
|
patched_configuration_load_config_file(mocker, default_conf)
|
|
mocker.patch(
|
|
'freqtrade.configuration.configuration.create_datadir',
|
|
lambda c, x: x
|
|
)
|
|
mocker.patch(
|
|
'freqtrade.configuration.configuration.create_userdata_dir',
|
|
lambda x, *args, **kwargs: Path(x)
|
|
)
|
|
arglist = [
|
|
'backtesting',
|
|
'--config', 'config.json',
|
|
'--strategy', CURRENT_TEST_STRATEGY,
|
|
'--timerange', '20220801-20220805',
|
|
"--freqaimodel",
|
|
"LightGBMRegressorMultiTarget",
|
|
"--freqai-backtest-live-models"
|
|
]
|
|
|
|
args = Arguments(arglist).get_parsed_arg()
|
|
|
|
configuration = Configuration(args)
|
|
config = configuration.get_config()
|
|
config['runmode'] = RunMode.BACKTEST
|
|
|
|
with pytest.raises(
|
|
OperationalException, match=r".*--freqai-backtest-live-models parameter is only.*"
|
|
):
|
|
validate_config_consistency(config)
|
|
|
|
conf = deepcopy(config)
|
|
conf['freqai'] = {
|
|
"enabled": True
|
|
}
|
|
with pytest.raises(
|
|
OperationalException, match=r".* timerange parameter is not supported with .*"
|
|
):
|
|
validate_config_consistency(conf)
|
|
|
|
conf['timerange'] = None
|
|
conf['freqai_backtest_live_models'] = False
|
|
|
|
with pytest.raises(
|
|
OperationalException, match=r".* pass --timerange if you intend to use FreqAI .*"
|
|
):
|
|
validate_config_consistency(conf)
|