stable/freqtrade/tests/strategy/test_strategy.py
2018-07-29 16:23:17 +03:00

153 lines
4.6 KiB
Python

# pragma pylint: disable=missing-docstring, protected-access, C0103
import logging
import os
import pytest
from freqtrade.strategy import import_strategy
from freqtrade.strategy.default_strategy import DefaultStrategy
from freqtrade.strategy.interface import IStrategy
from freqtrade.strategy.resolver import StrategyResolver
def test_import_strategy(caplog):
caplog.set_level(logging.DEBUG)
default_config = {}
strategy = DefaultStrategy(default_config)
strategy.some_method = lambda *args, **kwargs: 42
assert strategy.__module__ == 'freqtrade.strategy.default_strategy'
assert strategy.some_method() == 42
imported_strategy = import_strategy(strategy, default_config)
assert dir(strategy) == dir(imported_strategy)
assert imported_strategy.__module__ == 'freqtrade.strategy'
assert imported_strategy.some_method() == 42
assert (
'freqtrade.strategy',
logging.DEBUG,
'Imported strategy freqtrade.strategy.default_strategy.DefaultStrategy '
'as freqtrade.strategy.DefaultStrategy',
) in caplog.record_tuples
def test_search_strategy():
default_config = {}
default_location = os.path.join(os.path.dirname(
os.path.realpath(__file__)), '..', '..', 'strategy'
)
assert isinstance(
StrategyResolver._search_strategy(
default_location,
config=default_config,
strategy_name='DefaultStrategy'
),
IStrategy
)
assert StrategyResolver._search_strategy(
default_location,
config=default_config,
strategy_name='NotFoundStrategy'
) is None
def test_load_strategy(result):
resolver = StrategyResolver({'strategy': 'TestStrategy'})
assert 'adx' in resolver.strategy.populate_indicators(result)
def test_load_strategy_invalid_directory(result, caplog):
resolver = StrategyResolver()
extra_dir = os.path.join('some', 'path')
resolver._load_strategy('TestStrategy', config={}, extra_dir=extra_dir)
assert (
'freqtrade.strategy.resolver',
logging.WARNING,
'Path "{}" does not exist'.format(extra_dir),
) in caplog.record_tuples
assert 'adx' in resolver.strategy.populate_indicators(result)
def test_load_not_found_strategy():
strategy = StrategyResolver()
with pytest.raises(ImportError,
match=r'Impossible to load Strategy \'NotFoundStrategy\'.'
r' This class does not exist or contains Python code errors'):
strategy._load_strategy(strategy_name='NotFoundStrategy', config={})
def test_strategy(result):
config = {'strategy': 'DefaultStrategy'}
resolver = StrategyResolver(config)
assert resolver.strategy.minimal_roi[0] == 0.04
assert config["minimal_roi"]['0'] == 0.04
assert resolver.strategy.stoploss == -0.10
assert config['stoploss'] == -0.10
assert resolver.strategy.ticker_interval == '5m'
assert config['ticker_interval'] == '5m'
assert 'adx' in resolver.strategy.populate_indicators(result)
dataframe = resolver.strategy.populate_buy_trend(resolver.strategy.populate_indicators(result))
assert 'buy' in dataframe.columns
dataframe = resolver.strategy.populate_sell_trend(resolver.strategy.populate_indicators(result))
assert 'sell' in dataframe.columns
def test_strategy_override_minimal_roi(caplog):
caplog.set_level(logging.INFO)
config = {
'strategy': 'DefaultStrategy',
'minimal_roi': {
"0": 0.5
}
}
resolver = StrategyResolver(config)
assert resolver.strategy.minimal_roi[0] == 0.5
assert ('freqtrade.strategy.resolver',
logging.INFO,
'Override strategy \'minimal_roi\' with value in config file.'
) in caplog.record_tuples
def test_strategy_override_stoploss(caplog):
caplog.set_level(logging.INFO)
config = {
'strategy': 'DefaultStrategy',
'stoploss': -0.5
}
resolver = StrategyResolver(config)
assert resolver.strategy.stoploss == -0.5
assert ('freqtrade.strategy.resolver',
logging.INFO,
'Override strategy \'stoploss\' with value in config file: -0.5.'
) in caplog.record_tuples
def test_strategy_override_ticker_interval(caplog):
caplog.set_level(logging.INFO)
config = {
'strategy': 'DefaultStrategy',
'ticker_interval': 60
}
resolver = StrategyResolver(config)
assert resolver.strategy.ticker_interval == 60
assert ('freqtrade.strategy.resolver',
logging.INFO,
'Override strategy \'ticker_interval\' with value in config file: 60.'
) in caplog.record_tuples