318 lines
8.4 KiB
Python
318 lines
8.4 KiB
Python
from base64 import urlsafe_b64encode
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import pytest
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import simplejson as json
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from freqtrade.aws.backtesting_lambda import backtest, cron
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from freqtrade.aws.strategy import submit
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@pytest.mark.skip(reason="no way of currently testing this")
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def test_backtest_remote(lambda_context):
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content = """# --- Do not remove these libs ---
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from freqtrade.strategy.interface import IStrategy
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from typing import Dict, List
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from hyperopt import hp
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from functools import reduce
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from pandas import DataFrame
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# --------------------------------
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import talib.abstract as ta
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import freqtrade.vendor.qtpylib.indicators as qtpylib
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class MyFancyTestStrategy(IStrategy):
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minimal_roi = {
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"0": 0.5
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}
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stoploss = -0.2
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ticker_interval = '5m'
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def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
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macd = ta.MACD(dataframe)
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dataframe['maShort'] = ta.EMA(dataframe, timeperiod=8)
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dataframe['maMedium'] = ta.EMA(dataframe, timeperiod=21)
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return dataframe
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def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
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dataframe.loc[
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(
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qtpylib.crossed_above(dataframe['maShort'], dataframe['maMedium'])
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),
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'buy'] = 1
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return dataframe
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def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame:
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dataframe.loc[
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(
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qtpylib.crossed_above(dataframe['maMedium'], dataframe['maShort'])
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),
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'sell'] = 1
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return dataframe
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"""
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request = {
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"user": "GCU4LW2XXZW3A3FM2XZJTEJHNWHTWDKY2DIJLCZJ5ULVZ4K7LZ7D23TG",
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"description": "simple test strategy",
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"name": "MyFancyTestStrategy",
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"content": urlsafe_b64encode(content.encode('utf-8')),
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"public": False
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}
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# now we add an entry
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submit({
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"body": json.dumps(request)
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}, {})
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# build sns request
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request = {
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"user": "GCU4LW2XXZW3A3FM2XZJTEJHNWHTWDKY2DIJLCZJ5ULVZ4K7LZ7D23TG",
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"name": "MyFancyTestStrategy",
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"from": "20180401",
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"till": "20180501",
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"stake_currency": "usdt",
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"assets": ["ltc"],
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"local": False
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}
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assert backtest({
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"Records": [
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{
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"Sns": {
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"Subject": "backtesting",
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"Message": json.dumps(request)
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}
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}]
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}, {})['statusCode'] == 200
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def test_backtest_time_frame(lambda_context):
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content = """# --- Do not remove these libs ---
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from freqtrade.strategy.interface import IStrategy
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from typing import Dict, List
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from hyperopt import hp
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from functools import reduce
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from pandas import DataFrame
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# --------------------------------
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import talib.abstract as ta
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import freqtrade.vendor.qtpylib.indicators as qtpylib
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class MyFancyTestStrategy(IStrategy):
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minimal_roi = {
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"0": 0.5
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}
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stoploss = -0.2
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ticker_interval = '5m'
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def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
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macd = ta.MACD(dataframe)
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dataframe['maShort'] = ta.EMA(dataframe, timeperiod=8)
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dataframe['maMedium'] = ta.EMA(dataframe, timeperiod=21)
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return dataframe
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def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
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dataframe.loc[
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(
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qtpylib.crossed_above(dataframe['maShort'], dataframe['maMedium'])
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),
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'buy'] = 1
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return dataframe
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def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame:
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dataframe.loc[
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(
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qtpylib.crossed_above(dataframe['maMedium'], dataframe['maShort'])
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),
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'sell'] = 1
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return dataframe
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"""
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request = {
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"user": "GCU4LW2XXZW3A3FM2XZJTEJHNWHTWDKY2DIJLCZJ5ULVZ4K7LZ7D23TG",
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"description": "simple test strategy",
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"name": "MyFancyTestStrategy",
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"content": urlsafe_b64encode(content.encode('utf-8')),
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"public": False
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}
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# now we add an entry
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submit({
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"body": json.dumps(request)
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}, {})
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# build sns request
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request = {
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"user": "GCU4LW2XXZW3A3FM2XZJTEJHNWHTWDKY2DIJLCZJ5ULVZ4K7LZ7D23TG",
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"name": "MyFancyTestStrategy",
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"from": "20180401",
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"till": "20180501",
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"stake_currency": "usdt",
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"assets": ["ltc"],
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"local": True
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}
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assert backtest({
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"Records": [
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{
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"Sns": {
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"Subject": "backtesting",
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"Message": json.dumps(request)
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}
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}]
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}, {})['statusCode'] == 200
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def test_backtest(lambda_context):
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content = """# --- Do not remove these libs ---
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from freqtrade.strategy.interface import IStrategy
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from typing import Dict, List
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from hyperopt import hp
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from functools import reduce
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from pandas import DataFrame
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# --------------------------------
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import talib.abstract as ta
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import freqtrade.vendor.qtpylib.indicators as qtpylib
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class MyFancyTestStrategy(IStrategy):
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minimal_roi = {
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"0": 0.5
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}
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stoploss = -0.2
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ticker_interval = '5m'
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def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
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macd = ta.MACD(dataframe)
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dataframe['maShort'] = ta.EMA(dataframe, timeperiod=8)
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dataframe['maMedium'] = ta.EMA(dataframe, timeperiod=21)
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return dataframe
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def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
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dataframe.loc[
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(
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qtpylib.crossed_above(dataframe['maShort'], dataframe['maMedium'])
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),
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'buy'] = 1
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return dataframe
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def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame:
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dataframe.loc[
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(
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qtpylib.crossed_above(dataframe['maMedium'], dataframe['maShort'])
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),
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'sell'] = 1
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return dataframe
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"""
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request = {
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"user": "GCU4LW2XXZW3A3FM2XZJTEJHNWHTWDKY2DIJLCZJ5ULVZ4K7LZ7D23TG",
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"description": "simple test strategy",
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"name": "MyFancyTestStrategy",
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"content": urlsafe_b64encode(content.encode('utf-8')),
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"public": False
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}
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# now we add an entry
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submit({
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"body": json.dumps(request)
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}, {})
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# build sns request
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request = {
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"user": "GCU4LW2XXZW3A3FM2XZJTEJHNWHTWDKY2DIJLCZJ5ULVZ4K7LZ7D23TG",
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"name": "MyFancyTestStrategy",
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"stake_currency": "usdt",
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"assets": ["ltc"],
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"days": 2,
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"ticker": '15m',
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"local": True
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}
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assert backtest({
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"Records": [
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{
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"Sns": {
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"Subject": "backtesting",
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"Message": json.dumps(request)
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}
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}]
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}, {})['statusCode'] == 200
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def test_cron(lambda_context):
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""" test the scheduling to the queue"""
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content = """# --- Do not remove these libs ---
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from freqtrade.strategy.interface import IStrategy
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from typing import Dict, List
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from hyperopt import hp
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from functools import reduce
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from pandas import DataFrame
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# --------------------------------
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import talib.abstract as ta
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import freqtrade.vendor.qtpylib.indicators as qtpylib
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class MyFancyTestStrategy(IStrategy):
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minimal_roi = {
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"0": 0.5
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}
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stoploss = -0.2
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ticker_interval = '5m'
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def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
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macd = ta.MACD(dataframe)
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dataframe['maShort'] = ta.EMA(dataframe, timeperiod=8)
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dataframe['maMedium'] = ta.EMA(dataframe, timeperiod=21)
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return dataframe
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def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
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dataframe.loc[
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(
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qtpylib.crossed_above(dataframe['maShort'], dataframe['maMedium'])
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),
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'buy'] = 1
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return dataframe
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def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame:
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dataframe.loc[
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(
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qtpylib.crossed_above(dataframe['maMedium'], dataframe['maShort'])
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),
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'sell'] = 1
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return dataframe
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"""
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request = {
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"user": "GCU4LW2XXZW3A3FM2XZJTEJHNWHTWDKY2DIJLCZJ5ULVZ4K7LZ7D23TG",
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"description": "simple test strategy",
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"name": "MyFancyTestStrategy",
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"content": urlsafe_b64encode(content.encode('utf-8')),
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"public": False
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}
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# now we add an entry
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submit({
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"body": json.dumps(request)
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}, {})
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print("evaluating cron job")
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cron({}, {})
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# TODO test receiving of message some how
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