229 lines
8.2 KiB
Python
229 lines
8.2 KiB
Python
# pragma pylint: disable=missing-docstring,W0212
|
|
|
|
import os
|
|
import logging
|
|
# from unittest.mock import MagicMock
|
|
from shutil import copyfile
|
|
from freqtrade import exchange, optimize
|
|
from freqtrade.exchange import Bittrex
|
|
from freqtrade.optimize.__init__ import make_testdata_path, download_pairs,\
|
|
download_backtesting_testdata, load_tickerdata_file
|
|
|
|
# Change this if modifying BTC_UNITEST testdatafile
|
|
_btc_unittest_length = 13681
|
|
|
|
|
|
def _backup_file(file: str, copy_file: bool = False) -> None:
|
|
"""
|
|
Backup existing file to avoid deleting the user file
|
|
:param file: complete path to the file
|
|
:param touch_file: create an empty file in replacement
|
|
:return: None
|
|
"""
|
|
file_swp = file + '.swp'
|
|
if os.path.isfile(file):
|
|
os.rename(file, file_swp)
|
|
|
|
if copy_file:
|
|
copyfile(file_swp, file)
|
|
|
|
|
|
def _clean_test_file(file: str) -> None:
|
|
"""
|
|
Backup existing file to avoid deleting the user file
|
|
:param file: complete path to the file
|
|
:return: None
|
|
"""
|
|
file_swp = file + '.swp'
|
|
# 1. Delete file from the test
|
|
if os.path.isfile(file):
|
|
os.remove(file)
|
|
|
|
# 2. Rollback to the initial file
|
|
if os.path.isfile(file_swp):
|
|
os.rename(file_swp, file)
|
|
|
|
|
|
def test_load_data_30min_ticker(default_conf, ticker_history, mocker, caplog):
|
|
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
|
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
|
|
|
exchange._API = Bittrex({'key': '', 'secret': ''})
|
|
|
|
file = 'freqtrade/tests/testdata/BTC_UNITTEST-30.json'
|
|
_backup_file(file, copy_file=True)
|
|
optimize.load_data(None, pairs=['BTC_UNITTEST'], ticker_interval=30)
|
|
assert os.path.isfile(file) is True
|
|
assert ('freqtrade.optimize',
|
|
logging.INFO,
|
|
'Download the pair: "BTC_ETH", Interval: 30 min'
|
|
) not in caplog.record_tuples
|
|
_clean_test_file(file)
|
|
|
|
|
|
def test_load_data_5min_ticker(default_conf, ticker_history, mocker, caplog):
|
|
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
|
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
|
|
|
exchange._API = Bittrex({'key': '', 'secret': ''})
|
|
|
|
file = 'freqtrade/tests/testdata/BTC_ETH-5.json'
|
|
_backup_file(file, copy_file=True)
|
|
optimize.load_data(None, pairs=['BTC_ETH'], ticker_interval=5)
|
|
assert os.path.isfile(file) is True
|
|
assert ('freqtrade.optimize',
|
|
logging.INFO,
|
|
'Download the pair: "BTC_ETH", Interval: 5 min'
|
|
) not in caplog.record_tuples
|
|
_clean_test_file(file)
|
|
|
|
|
|
def test_load_data_1min_ticker(default_conf, ticker_history, mocker, caplog):
|
|
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
|
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
|
|
|
exchange._API = Bittrex({'key': '', 'secret': ''})
|
|
|
|
file = 'freqtrade/tests/testdata/BTC_ETH-1.json'
|
|
_backup_file(file, copy_file=True)
|
|
optimize.load_data(None, ticker_interval=1, pairs=['BTC_ETH'])
|
|
assert os.path.isfile(file) is True
|
|
assert ('freqtrade.optimize',
|
|
logging.INFO,
|
|
'Download the pair: "BTC_ETH", Interval: 1 min'
|
|
) not in caplog.record_tuples
|
|
_clean_test_file(file)
|
|
|
|
|
|
def test_load_data_with_new_pair_1min(default_conf, ticker_history, mocker, caplog):
|
|
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
|
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
|
|
|
exchange._API = Bittrex({'key': '', 'secret': ''})
|
|
|
|
file = 'freqtrade/tests/testdata/BTC_MEME-1.json'
|
|
_backup_file(file)
|
|
optimize.load_data(None, ticker_interval=1, pairs=['BTC_MEME'])
|
|
assert os.path.isfile(file) is True
|
|
assert ('freqtrade.optimize',
|
|
logging.INFO,
|
|
'Download the pair: "BTC_MEME", Interval: 1 min'
|
|
) in caplog.record_tuples
|
|
_clean_test_file(file)
|
|
|
|
|
|
def test_testdata_path():
|
|
assert os.path.join('freqtrade', 'tests', 'testdata') in make_testdata_path(None)
|
|
|
|
|
|
def test_download_pairs(default_conf, ticker_history, mocker):
|
|
mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
|
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
|
exchange._API = Bittrex({'key': '', 'secret': ''})
|
|
|
|
file1_1 = 'freqtrade/tests/testdata/BTC_MEME-1.json'
|
|
file1_5 = 'freqtrade/tests/testdata/BTC_MEME-5.json'
|
|
file2_1 = 'freqtrade/tests/testdata/BTC_CFI-1.json'
|
|
file2_5 = 'freqtrade/tests/testdata/BTC_CFI-5.json'
|
|
|
|
_backup_file(file1_1)
|
|
_backup_file(file1_5)
|
|
_backup_file(file2_1)
|
|
_backup_file(file2_5)
|
|
|
|
assert os.path.isfile(file1_1) is False
|
|
assert os.path.isfile(file2_1) is False
|
|
|
|
assert download_pairs(None, pairs=['BTC-MEME', 'BTC-CFI'], ticker_interval=1) is True
|
|
|
|
assert os.path.isfile(file1_1) is True
|
|
assert os.path.isfile(file2_1) is True
|
|
|
|
# clean files freshly downloaded
|
|
_clean_test_file(file1_1)
|
|
_clean_test_file(file2_1)
|
|
|
|
assert os.path.isfile(file1_5) is False
|
|
assert os.path.isfile(file2_5) is False
|
|
|
|
assert download_pairs(None, pairs=['BTC-MEME', 'BTC-CFI'], ticker_interval=5) is True
|
|
|
|
assert os.path.isfile(file1_5) is True
|
|
assert os.path.isfile(file2_5) is True
|
|
|
|
# clean files freshly downloaded
|
|
_clean_test_file(file1_5)
|
|
_clean_test_file(file2_5)
|
|
|
|
|
|
def test_download_pairs_exception(default_conf, ticker_history, mocker, caplog):
|
|
mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
|
|
mocker.patch('freqtrade.optimize.__init__.download_backtesting_testdata',
|
|
side_effect=BaseException('File Error'))
|
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
|
exchange._API = Bittrex({'key': '', 'secret': ''})
|
|
|
|
file1_1 = 'freqtrade/tests/testdata/BTC_MEME-1.json'
|
|
file1_5 = 'freqtrade/tests/testdata/BTC_MEME-5.json'
|
|
_backup_file(file1_1)
|
|
_backup_file(file1_5)
|
|
|
|
download_pairs(None, pairs=['BTC-MEME'], ticker_interval=1)
|
|
# clean files freshly downloaded
|
|
_clean_test_file(file1_1)
|
|
_clean_test_file(file1_5)
|
|
assert ('freqtrade.optimize.__init__',
|
|
logging.INFO,
|
|
'Failed to download the pair: "BTC-MEME", Interval: 1 min'
|
|
) in caplog.record_tuples
|
|
|
|
|
|
def test_download_backtesting_testdata(default_conf, ticker_history, mocker):
|
|
mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
|
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
|
exchange._API = Bittrex({'key': '', 'secret': ''})
|
|
|
|
# Download a 1 min ticker file
|
|
file1 = 'freqtrade/tests/testdata/BTC_XEL-1.json'
|
|
_backup_file(file1)
|
|
download_backtesting_testdata(None, pair="BTC-XEL", interval=1)
|
|
assert os.path.isfile(file1) is True
|
|
_clean_test_file(file1)
|
|
|
|
# Download a 5 min ticker file
|
|
file2 = 'freqtrade/tests/testdata/BTC_STORJ-5.json'
|
|
_backup_file(file2)
|
|
|
|
download_backtesting_testdata(None, pair="BTC-STORJ", interval=5)
|
|
assert os.path.isfile(file2) is True
|
|
_clean_test_file(file2)
|
|
|
|
|
|
def test_download_backtesting_testdata2(default_conf, mocker):
|
|
tick = [{'T': 'bar'}, {'T': 'foo'}]
|
|
mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
|
|
mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=tick)
|
|
assert download_backtesting_testdata(None, pair="BTC-UNITEST", interval=1)
|
|
assert download_backtesting_testdata(None, pair="BTC-UNITEST", interval=3)
|
|
|
|
|
|
def test_load_tickerdata_file():
|
|
assert not load_tickerdata_file(None, 'BTC_UNITEST', 7)
|
|
tickerdata = load_tickerdata_file(None, 'BTC_UNITEST', 1)
|
|
assert _btc_unittest_length == len(tickerdata)
|
|
|
|
|
|
def test_init(default_conf, mocker):
|
|
conf = {'exchange': {'pair_whitelist': []}}
|
|
mocker.patch('freqtrade.optimize.hyperopt_optimize_conf', return_value=conf)
|
|
assert {} == optimize.load_data('', pairs=[], refresh_pairs=True,
|
|
ticker_interval=int(default_conf['ticker_interval']))
|
|
|
|
|
|
def test_tickerdata_to_dataframe():
|
|
timerange = ((None, 'line'), None, -100)
|
|
tick = load_tickerdata_file(None, 'BTC_UNITEST', 1, timerange=timerange)
|
|
tickerlist = {'BTC_UNITEST': tick}
|
|
data = optimize.tickerdata_to_dataframe(tickerlist)
|
|
assert 100 == len(data['BTC_UNITEST'])
|