239 lines
6.8 KiB
Python
239 lines
6.8 KiB
Python
# pragma pylint: disable=missing-docstring,C0103
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import argparse
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import json
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import time
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import datetime
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import pytest
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import numpy as np
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import pandas as pd
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from copy import deepcopy
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from unittest.mock import MagicMock
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from jsonschema import ValidationError
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from freqtrade.analyze import parse_ticker_dataframe
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from freqtrade.misc import (common_args_parser, file_dump_json, load_config,
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parse_args, parse_timerange, throttle, datesarray_to_datetimearray)
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import freqtrade.misc as misc
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def test_throttle():
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def func():
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return 42
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start = time.time()
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result = throttle(func, min_secs=0.1)
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end = time.time()
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assert result == 42
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assert end - start > 0.1
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result = throttle(func, min_secs=-1)
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assert result == 42
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def test_throttle_with_assets():
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def func(nb_assets=-1):
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return nb_assets
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result = throttle(func, min_secs=0.1, nb_assets=666)
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assert result == 666
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result = throttle(func, min_secs=0.1)
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assert result == -1
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# Parse common command-line-arguments. Used for all tools
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def test_parse_args_none():
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args = common_args_parser('')
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assert isinstance(args, argparse.ArgumentParser)
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def test_parse_args_defaults():
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args = parse_args([], '')
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assert args.config == 'config.json'
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assert args.dynamic_whitelist is None
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assert args.loglevel == 20
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def test_parse_args_config():
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args = parse_args(['-c', '/dev/null'], '')
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assert args.config == '/dev/null'
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args = parse_args(['--config', '/dev/null'], '')
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assert args.config == '/dev/null'
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def test_parse_args_verbose():
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args = parse_args(['-v'], '')
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assert args.loglevel == 10
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args = parse_args(['--verbose'], '')
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assert args.loglevel == 10
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def test_parse_args_version():
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with pytest.raises(SystemExit, match=r'0'):
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parse_args(['--version'], '')
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def test_parse_args_invalid():
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with pytest.raises(SystemExit, match=r'2'):
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parse_args(['-c'], '')
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# Parse command-line-arguments
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# used for main, backtesting and hyperopt
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def test_parse_args_dynamic_whitelist():
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args = parse_args(['--dynamic-whitelist'], '')
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assert args.dynamic_whitelist == 20
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def test_parse_args_dynamic_whitelist_10():
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args = parse_args(['--dynamic-whitelist', '10'], '')
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assert args.dynamic_whitelist == 10
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def test_parse_args_dynamic_whitelist_invalid_values():
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with pytest.raises(SystemExit, match=r'2'):
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parse_args(['--dynamic-whitelist', 'abc'], '')
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def test_parse_args_backtesting_invalid():
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with pytest.raises(SystemExit, match=r'2'):
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parse_args(['backtesting --ticker-interval'], '')
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with pytest.raises(SystemExit, match=r'2'):
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parse_args(['backtesting --ticker-interval', 'abc'], '')
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def test_scripts_options():
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# Test with -p arg given
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args = ['-p', 'BTC_ETH']
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parser = argparse.ArgumentParser()
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misc.scripts_options(parser)
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call_args = parser.parse_args(args)
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assert call_args.pair == 'BTC_ETH'
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# Test with NO -p arg given
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parser = argparse.ArgumentParser()
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misc.scripts_options(parser)
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call_args = parser.parse_args([])
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assert not call_args.pair
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def test_parse_args_backtesting_custom():
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args = [
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'-c', 'test_conf.json',
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'backtesting',
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'--live',
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'--ticker-interval', '1',
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'--refresh-pairs-cached']
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call_args = parse_args(args, '')
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assert call_args.config == 'test_conf.json'
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assert call_args.live is True
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assert call_args.loglevel == 20
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assert call_args.subparser == 'backtesting'
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assert call_args.func is not None
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assert call_args.ticker_interval == 1
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assert call_args.refresh_pairs is True
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def test_parse_args_hyperopt_custom():
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args = ['-c', 'test_conf.json', 'hyperopt', '--epochs', '20']
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call_args = parse_args(args, '')
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assert call_args.config == 'test_conf.json'
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assert call_args.epochs == 20
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assert call_args.loglevel == 20
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assert call_args.subparser == 'hyperopt'
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assert call_args.func is not None
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def test_file_dump_json(mocker):
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file_open = mocker.patch('freqtrade.misc.open', MagicMock())
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json_dump = mocker.patch('json.dump', MagicMock())
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file_dump_json('somefile', [1, 2, 3])
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assert file_open.call_count == 1
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assert json_dump.call_count == 1
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def test_parse_timerange_incorrect():
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assert ((None, 'line'), None, -200) == parse_timerange('-200')
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assert (('line', None), 200, None) == parse_timerange('200-')
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with pytest.raises(Exception, match=r'Incorrect syntax.*'):
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parse_timerange('-')
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def test_load_config(default_conf, mocker):
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file_mock = mocker.patch('freqtrade.misc.open', mocker.mock_open(
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read_data=json.dumps(default_conf)
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))
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validated_conf = load_config('somefile')
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assert file_mock.call_count == 1
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assert validated_conf.items() >= default_conf.items()
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def test_load_config_invalid_pair(default_conf, mocker):
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conf = deepcopy(default_conf)
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conf['exchange']['pair_whitelist'].append('BTC-ETH')
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mocker.patch(
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'freqtrade.misc.open',
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mocker.mock_open(
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read_data=json.dumps(conf)))
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with pytest.raises(ValidationError, match=r'.*does not match.*'):
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load_config('somefile')
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def test_load_config_missing_attributes(default_conf, mocker):
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conf = deepcopy(default_conf)
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conf.pop('exchange')
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mocker.patch(
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'freqtrade.misc.open',
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mocker.mock_open(
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read_data=json.dumps(conf)))
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with pytest.raises(ValidationError, match=r'.*\'exchange\' is a required property.*'):
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load_config('somefile')
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def test_datesarray_to_datetimearray(ticker_history):
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dataframes = parse_ticker_dataframe(ticker_history)
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dates = datesarray_to_datetimearray(dataframes['date'])
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assert isinstance(dates[0], datetime.datetime)
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assert dates[0].year == 2017
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assert dates[0].month == 11
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assert dates[0].day == 26
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assert dates[0].hour == 8
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assert dates[0].minute == 50
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date_len = len(dates)
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assert date_len == 3
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def test_common_datearray():
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dts = [datetime.datetime(2018, 2, 1),
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datetime.datetime(2018, 2, 2),
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datetime.datetime(2018, 2, 3),
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datetime.datetime(2018, 2, 4)]
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dt64 = [np.datetime64(dt) for dt in dts]
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def check(totlen, idx1, idx2):
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df1 = pd.DataFrame([[dt64[x], x] for x in idx1],
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columns=['date', 'foo'])
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df2 = pd.DataFrame([[dt64[x], x] for x in idx2],
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columns=['date', 'foo'])
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datearray = misc.common_datearray({'q1': df1, 'q2': df2})
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assert len(datearray) == totlen
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for i in range(0, totlen):
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assert dts[i] == datearray[i]
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# ensure two merged date arrays with unique dates
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check(4, [0, 2], [1, 3])
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# ensure two merged date arrays with unique dates
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check(4, [0, 2], [1, 2, 3])
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# ensure unsorted arrays result in sorted arrays
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check(4, [2, 0], [3, 1])
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