stable/freqtrade/tests/test_analyze.py
2018-01-11 19:49:33 +01:00

114 lines
4.1 KiB
Python

# pragma pylint: disable=missing-docstring,W0621
import json
from unittest.mock import MagicMock
import freqtrade.tests.conftest as tt # test tools
import arrow
import datetime
import pytest
from pandas import DataFrame
from freqtrade.analyze import (SignalType, get_signal, parse_ticker_dataframe,
populate_buy_trend, populate_indicators,
populate_sell_trend)
@pytest.fixture
def result():
with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file:
return parse_ticker_dataframe(json.load(data_file))
def test_dataframe_correct_columns(result):
assert result.columns.tolist() == \
['close', 'high', 'low', 'open', 'date', 'volume']
def test_dataframe_correct_length(result):
assert len(result.index) == 14395
def test_populates_buy_trend(result):
dataframe = populate_buy_trend(populate_indicators(result))
assert 'buy' in dataframe.columns
def test_populates_sell_trend(result):
dataframe = populate_sell_trend(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(
'freqtrade.analyze.analyze_ticker',
return_value=DataFrame([{'buy': 1, 'date': arrow.utcnow()}])
)
assert get_signal('BTC-ETH', SignalType.BUY)
mocker.patch(
'freqtrade.analyze.analyze_ticker',
return_value=DataFrame([{'buy': 0, 'date': arrow.utcnow()}])
)
assert not get_signal('BTC-ETH', SignalType.BUY)
def test_returns_latest_sell_signal(mocker):
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock())
mocker.patch(
'freqtrade.analyze.analyze_ticker',
return_value=DataFrame([{'sell': 1, 'date': arrow.utcnow()}])
)
assert get_signal('BTC-ETH', SignalType.SELL)
mocker.patch(
'freqtrade.analyze.analyze_ticker',
return_value=DataFrame([{'sell': 0, 'date': arrow.utcnow()}])
)
assert not get_signal('BTC-ETH', SignalType.SELL)
def test_get_signal_empty(mocker, caplog):
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=None)
assert not get_signal('foo', SignalType.BUY)
assert tt.log_has('Empty ticker history for pair foo',
caplog.record_tuples)
def test_get_signal_execption_valueerror(mocker, caplog):
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
mocker.patch('freqtrade.analyze.analyze_ticker',
side_effect=ValueError('xyz'))
assert not get_signal('foo', SignalType.BUY)
assert tt.log_has('Unable to analyze ticker for pair foo: xyz',
caplog.record_tuples)
# This error should never occur becase analyze_ticker is run first,
# and that function can only add columns, it cant delete all rows from the dataframe
def test_get_signal_empty_dataframe(mocker, caplog):
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
mocker.patch('freqtrade.analyze.analyze_ticker', return_value=DataFrame([]))
assert not get_signal('xyz', SignalType.BUY)
assert tt.log_has('Empty dataframe for pair xyz',
caplog.record_tuples)
def test_get_signal_old_dataframe(mocker, caplog):
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('freqtrade.analyze.analyze_ticker', return_value=DataFrame(ticks))
assert not get_signal('xyz', SignalType.BUY)
assert tt.log_has('Too old dataframe for pair xyz',
caplog.record_tuples)
def test_get_signal_handles_exceptions(mocker):
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock())
mocker.patch('freqtrade.analyze.analyze_ticker',
side_effect=Exception('invalid ticker history '))
assert not get_signal('BTC-ETH', SignalType.BUY)