142 lines
4.6 KiB
Python
142 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)
|
|
|
|
strategy = DefaultStrategy()
|
|
strategy.some_method = lambda *args, **kwargs: 42
|
|
|
|
assert strategy.__module__ == 'freqtrade.strategy.default_strategy'
|
|
assert strategy.some_method() == 42
|
|
|
|
imported_strategy = import_strategy(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_location = os.path.join(os.path.dirname(
|
|
os.path.realpath(__file__)), '..', '..', 'strategy'
|
|
)
|
|
assert isinstance(
|
|
StrategyResolver._search_strategy(default_location, 'DefaultStrategy'), IStrategy
|
|
)
|
|
assert StrategyResolver._search_strategy(default_location, 'NotFoundStrategy') is None
|
|
|
|
|
|
def test_load_strategy(result):
|
|
resolver = StrategyResolver({'strategy': 'TestStrategy'})
|
|
assert hasattr(resolver.strategy, 'populate_indicators')
|
|
assert 'adx' in resolver.strategy.populate_indicators(result)
|
|
|
|
|
|
def test_load_strategy_custom_directory(result):
|
|
resolver = StrategyResolver()
|
|
extra_dir = os.path.join('some', 'path')
|
|
with pytest.raises(
|
|
FileNotFoundError,
|
|
match=r".*No such file or directory: '{}'".format(extra_dir)):
|
|
resolver._load_strategy('TestStrategy', extra_dir)
|
|
|
|
assert hasattr(resolver.strategy, 'populate_indicators')
|
|
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('NotFoundStrategy')
|
|
|
|
|
|
def test_strategy(result):
|
|
resolver = StrategyResolver({'strategy': 'DefaultStrategy'})
|
|
|
|
assert hasattr(resolver.strategy, 'minimal_roi')
|
|
assert resolver.strategy.minimal_roi[0] == 0.04
|
|
|
|
assert hasattr(resolver.strategy, 'stoploss')
|
|
assert resolver.strategy.stoploss == -0.10
|
|
|
|
assert hasattr(resolver.strategy, 'populate_indicators')
|
|
assert 'adx' in resolver.strategy.populate_indicators(result)
|
|
|
|
assert hasattr(resolver.strategy, 'populate_buy_trend')
|
|
dataframe = resolver.strategy.populate_buy_trend(resolver.strategy.populate_indicators(result))
|
|
assert 'buy' in dataframe.columns
|
|
|
|
assert hasattr(resolver.strategy, 'populate_sell_trend')
|
|
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 hasattr(resolver.strategy, 'minimal_roi')
|
|
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 hasattr(resolver.strategy, 'stoploss')
|
|
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 hasattr(resolver.strategy, 'ticker_interval')
|
|
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
|