141 lines
4.4 KiB
Python
141 lines
4.4 KiB
Python
# pragma pylint: disable=missing-docstring, C0103, C0330
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# pragma pylint: disable=protected-access, too-many-lines, invalid-name, too-many-arguments
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from unittest.mock import MagicMock
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import json
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from typing import List
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from freqtrade.edge import Edge
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from freqtrade.arguments import Arguments
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from freqtrade.optimize.edge_cli import (EdgeCli, setup_configuration, start)
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from freqtrade.tests.conftest import log_has, patch_exchange
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def get_args(args) -> List[str]:
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return Arguments(args, '').get_parsed_arg()
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def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> None:
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mocker.patch('freqtrade.configuration.open', mocker.mock_open(
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read_data=json.dumps(default_conf)
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))
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args = [
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'--config', 'config.json',
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'--strategy', 'DefaultStrategy',
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'edge'
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]
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config = setup_configuration(get_args(args))
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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 log_has(
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'Using data folder: {} ...'.format(config['datadir']),
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caplog.record_tuples
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)
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assert 'ticker_interval' in config
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assert not log_has('Parameter -i/--ticker-interval detected ...', caplog.record_tuples)
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assert 'refresh_pairs' not in config
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assert not log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples)
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assert 'timerange' not in config
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assert 'stoploss_range' not in config
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def test_setup_configuration_with_arguments(mocker, edge_conf, caplog) -> None:
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mocker.patch('freqtrade.configuration.open', mocker.mock_open(
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read_data=json.dumps(edge_conf)
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))
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args = [
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'--config', 'config.json',
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'--strategy', 'DefaultStrategy',
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'--datadir', '/foo/bar',
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'edge',
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'--ticker-interval', '1m',
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'--refresh-pairs-cached',
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'--timerange', ':100',
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'--stoplosses=-0.01,-0.10,-0.001'
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]
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config = setup_configuration(get_args(args))
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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 log_has(
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'Using data folder: {} ...'.format(config['datadir']),
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caplog.record_tuples
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)
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assert 'ticker_interval' in config
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assert log_has('Parameter -i/--ticker-interval detected ...', caplog.record_tuples)
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assert log_has(
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'Using ticker_interval: 1m ...',
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caplog.record_tuples
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)
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assert 'refresh_pairs' in config
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assert log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples)
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assert 'timerange' in config
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assert log_has(
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'Parameter --timerange detected: {} ...'.format(config['timerange']),
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caplog.record_tuples
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)
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def test_start(mocker, fee, edge_conf, caplog) -> None:
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start_mock = MagicMock()
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mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
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patch_exchange(mocker)
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mocker.patch('freqtrade.optimize.edge_cli.EdgeCli.start', start_mock)
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mocker.patch('freqtrade.configuration.open', mocker.mock_open(
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read_data=json.dumps(edge_conf)
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))
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args = [
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'--config', 'config.json',
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'--strategy', 'DefaultStrategy',
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'edge'
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]
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args = get_args(args)
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start(args)
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assert log_has(
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'Starting freqtrade in Edge mode',
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caplog.record_tuples
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)
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assert start_mock.call_count == 1
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def test_edge_init(mocker, edge_conf) -> None:
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patch_exchange(mocker)
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edge_cli = EdgeCli(edge_conf)
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assert edge_cli.config == edge_conf
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assert callable(edge_cli.edge.calculate)
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def test_generate_edge_table(edge_conf, mocker):
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patch_exchange(mocker)
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edge_cli = EdgeCli(edge_conf)
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results = {}
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info = {
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'stoploss': -0.01,
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'winrate': 0.60,
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'risk_reward_ratio': 2,
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'required_risk_reward': 1,
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'expectancy': 3,
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'nb_trades': 10,
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'avg_trade_duration': 60
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}
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results['ETH/BTC'] = Edge._pair_info(**info)
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assert edge_cli._generate_edge_table(results).count(':|') == 7
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assert edge_cli._generate_edge_table(results).count('| ETH/BTC |') == 1
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assert edge_cli._generate_edge_table(results).count(
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'| risk reward ratio | required risk reward | expectancy |') == 1
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