428 lines
16 KiB
Python
428 lines
16 KiB
Python
# pragma pylint: disable=missing-docstring, protected-access, C0103
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import json
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import os
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import uuid
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import arrow
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from shutil import copyfile
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from freqtrade import optimize
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from freqtrade.misc import file_dump_json
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from freqtrade.optimize.__init__ import make_testdata_path, download_pairs, \
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download_backtesting_testdata, load_tickerdata_file, trim_tickerlist, \
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load_cached_data_for_updating
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from freqtrade.tests.conftest import log_has
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# Change this if modifying UNITTEST/BTC testdatafile
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_BTC_UNITTEST_LENGTH = 13681
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def _backup_file(file: str, copy_file: bool = False) -> None:
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"""
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Backup existing file to avoid deleting the user file
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:param file: complete path to the file
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:param touch_file: create an empty file in replacement
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:return: None
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"""
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file_swp = file + '.swp'
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if os.path.isfile(file):
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os.rename(file, file_swp)
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if copy_file:
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copyfile(file_swp, file)
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def _clean_test_file(file: str) -> None:
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"""
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Backup existing file to avoid deleting the user file
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:param file: complete path to the file
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:return: None
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"""
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file_swp = file + '.swp'
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# 1. Delete file from the test
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if os.path.isfile(file):
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os.remove(file)
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# 2. Rollback to the initial file
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if os.path.isfile(file_swp):
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os.rename(file_swp, file)
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def test_load_data_30min_ticker(ticker_history, mocker, caplog) -> None:
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"""
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Test load_data() with 30 min ticker
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"""
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mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
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file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-30m.json')
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_backup_file(file, copy_file=True)
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optimize.load_data(None, pairs=['UNITTEST/BTC'], ticker_interval='30m')
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assert os.path.isfile(file) is True
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assert not log_has('Download the pair: "UNITTEST/BTC", Interval: 30m', caplog.record_tuples)
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_clean_test_file(file)
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def test_load_data_5min_ticker(ticker_history, mocker, caplog) -> None:
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"""
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Test load_data() with 5 min ticker
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"""
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mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
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file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-5m.json')
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_backup_file(file, copy_file=True)
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optimize.load_data(None, pairs=['UNITTEST/BTC'], ticker_interval='5m')
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assert os.path.isfile(file) is True
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assert not log_has('Download the pair: "UNITTEST/BTC", Interval: 5m', caplog.record_tuples)
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_clean_test_file(file)
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def test_load_data_1min_ticker(ticker_history, mocker, caplog) -> None:
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"""
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Test load_data() with 1 min ticker
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"""
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mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
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file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-1m.json')
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_backup_file(file, copy_file=True)
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optimize.load_data(None, ticker_interval='1m', pairs=['UNITTEST/BTC'])
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assert os.path.isfile(file) is True
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assert not log_has('Download the pair: "UNITTEST/BTC", Interval: 1m', caplog.record_tuples)
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_clean_test_file(file)
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def test_load_data_with_new_pair_1min(ticker_history, mocker, caplog) -> None:
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"""
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Test load_data() with 1 min ticker
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"""
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mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
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file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
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_backup_file(file)
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optimize.load_data(None, ticker_interval='1m', pairs=['MEME/BTC'])
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assert os.path.isfile(file) is True
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assert log_has('Download the pair: "MEME/BTC", Interval: 1m', caplog.record_tuples)
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_clean_test_file(file)
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def test_testdata_path() -> None:
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assert os.path.join('freqtrade', 'tests', 'testdata') in make_testdata_path(None)
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def test_download_pairs(ticker_history, mocker) -> None:
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mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
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file1_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
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file1_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-5m.json')
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file2_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'CFI_BTC-1m.json')
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file2_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'CFI_BTC-5m.json')
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_backup_file(file1_1)
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_backup_file(file1_5)
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_backup_file(file2_1)
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_backup_file(file2_5)
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assert os.path.isfile(file1_1) is False
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assert os.path.isfile(file2_1) is False
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assert download_pairs(None, pairs=['MEME/BTC', 'CFI/BTC'], ticker_interval='1m') is True
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assert os.path.isfile(file1_1) is True
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assert os.path.isfile(file2_1) is True
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# clean files freshly downloaded
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_clean_test_file(file1_1)
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_clean_test_file(file2_1)
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assert os.path.isfile(file1_5) is False
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assert os.path.isfile(file2_5) is False
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assert download_pairs(None, pairs=['MEME/BTC', 'CFI/BTC'], ticker_interval='5m') is True
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assert os.path.isfile(file1_5) is True
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assert os.path.isfile(file2_5) is True
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# clean files freshly downloaded
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_clean_test_file(file1_5)
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_clean_test_file(file2_5)
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def test_load_cached_data_for_updating(mocker) -> None:
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datadir = os.path.join(os.path.dirname(__file__), '..', 'testdata')
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test_data = None
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test_filename = os.path.join(datadir, 'UNITTEST_BTC-1m.json')
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with open(test_filename, "rt") as file:
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test_data = json.load(file)
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# change now time to test 'line' cases
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# now = last cached item + 1 hour
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now_ts = test_data[-1][0] / 1000 + 60 * 60
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mocker.patch('arrow.utcnow', return_value=arrow.get(now_ts))
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# timeframe starts earlier than the cached data
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# should fully update data
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timerange = (('date', None), test_data[0][0] / 1000 - 1, None)
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data, start_ts = load_cached_data_for_updating(test_filename,
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'1m',
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timerange)
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assert data == []
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assert start_ts == test_data[0][0] - 1000
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# same with 'line' timeframe
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num_lines = (test_data[-1][0] - test_data[1][0]) / 1000 / 60 + 120
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data, start_ts = load_cached_data_for_updating(test_filename,
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'1m',
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((None, 'line'), None, -num_lines))
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assert data == []
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assert start_ts < test_data[0][0] - 1
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# timeframe starts in the center of the cached data
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# should return the chached data w/o the last item
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timerange = (('date', None), test_data[0][0] / 1000 + 1, None)
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data, start_ts = load_cached_data_for_updating(test_filename,
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'1m',
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timerange)
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assert data == test_data[:-1]
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assert test_data[-2][0] < start_ts < test_data[-1][0]
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# same with 'line' timeframe
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num_lines = (test_data[-1][0] - test_data[1][0]) / 1000 / 60 + 30
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timerange = ((None, 'line'), None, -num_lines)
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data, start_ts = load_cached_data_for_updating(test_filename,
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'1m',
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timerange)
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assert data == test_data[:-1]
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assert test_data[-2][0] < start_ts < test_data[-1][0]
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# timeframe starts after the chached data
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# should return the chached data w/o the last item
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timerange = (('date', None), test_data[-1][0] / 1000 + 1, None)
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data, start_ts = load_cached_data_for_updating(test_filename,
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'1m',
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timerange)
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assert data == test_data[:-1]
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assert test_data[-2][0] < start_ts < test_data[-1][0]
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# same with 'line' timeframe
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num_lines = 30
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timerange = ((None, 'line'), None, -num_lines)
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data, start_ts = load_cached_data_for_updating(test_filename,
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'1m',
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timerange)
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assert data == test_data[:-1]
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assert test_data[-2][0] < start_ts < test_data[-1][0]
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# no timeframe is set
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# should return the chached data w/o the last item
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num_lines = 30
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timerange = ((None, 'line'), None, -num_lines)
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data, start_ts = load_cached_data_for_updating(test_filename,
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'1m',
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timerange)
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assert data == test_data[:-1]
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assert test_data[-2][0] < start_ts < test_data[-1][0]
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# no datafile exist
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# should return timestamp start time
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timerange = (('date', None), now_ts - 10000, None)
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data, start_ts = load_cached_data_for_updating(test_filename + 'unexist',
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'1m',
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timerange)
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assert data == []
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assert start_ts == (now_ts - 10000) * 1000
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# same with 'line' timeframe
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num_lines = 30
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timerange = ((None, 'line'), None, -num_lines)
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data, start_ts = load_cached_data_for_updating(test_filename + 'unexist',
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'1m',
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timerange)
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assert data == []
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assert start_ts == (now_ts - num_lines * 60) * 1000
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# no datafile exist, no timeframe is set
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# should return an empty array and None
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data, start_ts = load_cached_data_for_updating(test_filename + 'unexist',
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'1m',
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None)
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assert data == []
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assert start_ts is None
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def test_download_pairs_exception(ticker_history, mocker, caplog) -> None:
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mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
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mocker.patch('freqtrade.optimize.__init__.download_backtesting_testdata',
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side_effect=BaseException('File Error'))
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file1_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
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file1_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-5m.json')
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_backup_file(file1_1)
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_backup_file(file1_5)
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download_pairs(None, pairs=['MEME/BTC'], ticker_interval='1m')
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# clean files freshly downloaded
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_clean_test_file(file1_1)
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_clean_test_file(file1_5)
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assert log_has('Failed to download the pair: "MEME/BTC", Interval: 1m', caplog.record_tuples)
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def test_download_backtesting_testdata(ticker_history, mocker) -> None:
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mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
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# Download a 1 min ticker file
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file1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'XEL_BTC-1m.json')
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_backup_file(file1)
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download_backtesting_testdata(None, pair="XEL/BTC", tick_interval='1m')
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assert os.path.isfile(file1) is True
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_clean_test_file(file1)
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# Download a 5 min ticker file
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file2 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'STORJ_BTC-5m.json')
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_backup_file(file2)
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download_backtesting_testdata(None, pair="STORJ/BTC", tick_interval='5m')
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assert os.path.isfile(file2) is True
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_clean_test_file(file2)
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def test_download_backtesting_testdata2(mocker) -> None:
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tick = [
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[1509836520000, 0.00162008, 0.00162008, 0.00162008, 0.00162008, 108.14853839],
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[1509836580000, 0.00161, 0.00161, 0.00161, 0.00161, 82.390199]
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]
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json_dump_mock = mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
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mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=tick)
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download_backtesting_testdata(None, pair="UNITTEST/BTC", tick_interval='1m')
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download_backtesting_testdata(None, pair="UNITTEST/BTC", tick_interval='3m')
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assert json_dump_mock.call_count == 2
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def test_load_tickerdata_file() -> None:
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# 7 does not exist in either format.
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assert not load_tickerdata_file(None, 'UNITTEST/BTC', '7m')
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# 1 exists only as a .json
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tickerdata = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
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assert _BTC_UNITTEST_LENGTH == len(tickerdata)
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# 8 .json is empty and will fail if it's loaded. .json.gz is a copy of 1.json
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tickerdata = load_tickerdata_file(None, 'UNITTEST/BTC', '8m')
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assert _BTC_UNITTEST_LENGTH == len(tickerdata)
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def test_init(default_conf, mocker) -> None:
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conf = {'exchange': {'pair_whitelist': []}}
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mocker.patch('freqtrade.optimize.hyperopt_optimize_conf', return_value=conf)
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assert {} == optimize.load_data(
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'',
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pairs=[],
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refresh_pairs=True,
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ticker_interval=default_conf['ticker_interval']
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)
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def test_trim_tickerlist() -> None:
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file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-1m.json')
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with open(file) as data_file:
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ticker_list = json.load(data_file)
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ticker_list_len = len(ticker_list)
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# Test the pattern ^(-\d+)$
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# This pattern uses the latest N elements
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timerange = ((None, 'line'), None, -5)
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ticker = trim_tickerlist(ticker_list, timerange)
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ticker_len = len(ticker)
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assert ticker_len == 5
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assert ticker_list[0] is not ticker[0] # The first element should be different
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assert ticker_list[-1] is ticker[-1] # The last element must be the same
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# Test the pattern ^(\d+)-$
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# This pattern keep X element from the end
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timerange = (('line', None), 5, None)
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ticker = trim_tickerlist(ticker_list, timerange)
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ticker_len = len(ticker)
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assert ticker_len == 5
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assert ticker_list[0] is ticker[0] # The first element must be the same
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assert ticker_list[-1] is not ticker[-1] # The last element should be different
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# Test the pattern ^(\d+)-(\d+)$
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# This pattern extract a window
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timerange = (('index', 'index'), 5, 10)
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ticker = trim_tickerlist(ticker_list, timerange)
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ticker_len = len(ticker)
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assert ticker_len == 5
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assert ticker_list[0] is not ticker[0] # The first element should be different
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assert ticker_list[5] is ticker[0] # The list starts at the index 5
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assert ticker_list[9] is ticker[-1] # The list ends at the index 9 (5 elements)
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# Test the pattern ^(\d{8})-(\d{8})$
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# This pattern extract a window between the dates
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timerange = (('date', 'date'), ticker_list[5][0] / 1000, ticker_list[10][0] / 1000 - 1)
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ticker = trim_tickerlist(ticker_list, timerange)
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ticker_len = len(ticker)
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assert ticker_len == 5
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assert ticker_list[0] is not ticker[0] # The first element should be different
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assert ticker_list[5] is ticker[0] # The list starts at the index 5
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assert ticker_list[9] is ticker[-1] # The list ends at the index 9 (5 elements)
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# Test the pattern ^-(\d{8})$
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# This pattern extracts elements from the start to the date
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timerange = ((None, 'date'), None, ticker_list[10][0] / 1000 - 1)
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ticker = trim_tickerlist(ticker_list, timerange)
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ticker_len = len(ticker)
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assert ticker_len == 10
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assert ticker_list[0] is ticker[0] # The start of the list is included
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assert ticker_list[9] is ticker[-1] # The element 10 is not included
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# Test the pattern ^(\d{8})-$
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# This pattern extracts elements from the date to now
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timerange = (('date', None), ticker_list[10][0] / 1000 - 1, None)
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ticker = trim_tickerlist(ticker_list, timerange)
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ticker_len = len(ticker)
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assert ticker_len == ticker_list_len - 10
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assert ticker_list[10] is ticker[0] # The first element is element #10
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assert ticker_list[-1] is ticker[-1] # The last element is the same
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# Test a wrong pattern
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# This pattern must return the list unchanged
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timerange = ((None, None), None, 5)
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ticker = trim_tickerlist(ticker_list, timerange)
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ticker_len = len(ticker)
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assert ticker_list_len == ticker_len
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def test_file_dump_json() -> None:
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"""
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Test file_dump_json()
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:return: None
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"""
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file = os.path.join(os.path.dirname(__file__), '..', 'testdata',
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'test_{id}.json'.format(id=str(uuid.uuid4())))
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data = {'bar': 'foo'}
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# check the file we will create does not exist
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assert os.path.isfile(file) is False
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# Create the Json file
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file_dump_json(file, data)
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# Check the file was create
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assert os.path.isfile(file) is True
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# Open the Json file created and test the data is in it
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with open(file) as data_file:
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json_from_file = json.load(data_file)
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assert 'bar' in json_from_file
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assert json_from_file['bar'] == 'foo'
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# Remove the file
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_clean_test_file(file)
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