431 lines
16 KiB
Python
431 lines
16 KiB
Python
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from copy import deepcopy
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from pathlib import Path
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from unittest.mock import MagicMock
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import plotly.graph_objects as go
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import pytest
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from plotly.subplots import make_subplots
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from freqtrade.configuration import TimeRange
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from freqtrade.data import history
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from freqtrade.data.btanalysis import create_cum_profit, load_backtest_data
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from freqtrade.exceptions import OperationalException
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from freqtrade.commands import start_plot_dataframe, start_plot_profit
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from freqtrade.plot.plotting import (add_indicators, add_profit,
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create_plotconfig,
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generate_candlestick_graph,
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generate_plot_filename,
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generate_profit_graph, init_plotscript,
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load_and_plot_trades, plot_profit,
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plot_trades, store_plot_file)
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from freqtrade.strategy.default_strategy import DefaultStrategy
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from tests.conftest import get_args, log_has, log_has_re
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def fig_generating_mock(fig, *args, **kwargs):
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""" Return Fig - used to mock add_indicators and plot_trades"""
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return fig
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def find_trace_in_fig_data(data, search_string: str):
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matches = (d for d in data if d.name == search_string)
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return next(matches)
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def generate_empty_figure():
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return make_subplots(
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rows=3,
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cols=1,
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shared_xaxes=True,
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row_width=[1, 1, 4],
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vertical_spacing=0.0001,
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)
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def test_init_plotscript(default_conf, mocker, testdatadir):
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default_conf['timerange'] = "20180110-20180112"
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default_conf['trade_source'] = "file"
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default_conf['ticker_interval'] = "5m"
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default_conf["datadir"] = testdatadir
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default_conf['exportfilename'] = str(testdatadir / "backtest-result_test.json")
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ret = init_plotscript(default_conf)
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assert "tickers" in ret
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assert "trades" in ret
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assert "pairs" in ret
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default_conf['pairs'] = ["TRX/BTC", "ADA/BTC"]
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ret = init_plotscript(default_conf)
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assert "tickers" in ret
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assert "TRX/BTC" in ret["tickers"]
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assert "ADA/BTC" in ret["tickers"]
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def test_add_indicators(default_conf, testdatadir, caplog):
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pair = "UNITTEST/BTC"
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timerange = TimeRange(None, 'line', 0, -1000)
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data = history.load_pair_history(pair=pair, timeframe='1m',
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datadir=testdatadir, timerange=timerange)
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indicators1 = {"ema10": {}}
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indicators2 = {"macd": {"color": "red"}}
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# Generate buy/sell signals and indicators
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strat = DefaultStrategy(default_conf)
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data = strat.analyze_ticker(data, {'pair': pair})
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fig = generate_empty_figure()
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# Row 1
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fig1 = add_indicators(fig=deepcopy(fig), row=1, indicators=indicators1, data=data)
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figure = fig1.layout.figure
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ema10 = find_trace_in_fig_data(figure.data, "ema10")
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assert isinstance(ema10, go.Scatter)
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assert ema10.yaxis == "y"
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fig2 = add_indicators(fig=deepcopy(fig), row=3, indicators=indicators2, data=data)
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figure = fig2.layout.figure
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macd = find_trace_in_fig_data(figure.data, "macd")
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assert isinstance(macd, go.Scatter)
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assert macd.yaxis == "y3"
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assert macd.line.color == "red"
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# No indicator found
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fig3 = add_indicators(fig=deepcopy(fig), row=3, indicators={'no_indicator': {}}, data=data)
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assert fig == fig3
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assert log_has_re(r'Indicator "no_indicator" ignored\..*', caplog)
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def test_plot_trades(testdatadir, caplog):
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fig1 = generate_empty_figure()
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# nothing happens when no trades are available
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fig = plot_trades(fig1, None)
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assert fig == fig1
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assert log_has("No trades found.", caplog)
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pair = "ADA/BTC"
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filename = testdatadir / "backtest-result_test.json"
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trades = load_backtest_data(filename)
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trades = trades.loc[trades['pair'] == pair]
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fig = plot_trades(fig, trades)
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figure = fig1.layout.figure
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# Check buys - color, should be in first graph, ...
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trade_buy = find_trace_in_fig_data(figure.data, 'Trade buy')
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assert isinstance(trade_buy, go.Scatter)
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assert trade_buy.yaxis == 'y'
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assert len(trades) == len(trade_buy.x)
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assert trade_buy.marker.color == 'cyan'
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assert trade_buy.marker.symbol == 'circle-open'
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assert trade_buy.text[0] == '4.0%, roi, 15 min'
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trade_sell = find_trace_in_fig_data(figure.data, 'Sell - Profit')
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assert isinstance(trade_sell, go.Scatter)
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assert trade_sell.yaxis == 'y'
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assert len(trades.loc[trades['profitperc'] > 0]) == len(trade_sell.x)
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assert trade_sell.marker.color == 'green'
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assert trade_sell.marker.symbol == 'square-open'
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assert trade_sell.text[0] == '4.0%, roi, 15 min'
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trade_sell_loss = find_trace_in_fig_data(figure.data, 'Sell - Loss')
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assert isinstance(trade_sell_loss, go.Scatter)
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assert trade_sell_loss.yaxis == 'y'
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assert len(trades.loc[trades['profitperc'] <= 0]) == len(trade_sell_loss.x)
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assert trade_sell_loss.marker.color == 'red'
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assert trade_sell_loss.marker.symbol == 'square-open'
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assert trade_sell_loss.text[5] == '-10.4%, stop_loss, 720 min'
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def test_generate_candlestick_graph_no_signals_no_trades(default_conf, mocker, testdatadir, caplog):
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row_mock = mocker.patch('freqtrade.plot.plotting.add_indicators',
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MagicMock(side_effect=fig_generating_mock))
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trades_mock = mocker.patch('freqtrade.plot.plotting.plot_trades',
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MagicMock(side_effect=fig_generating_mock))
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pair = "UNITTEST/BTC"
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timerange = TimeRange(None, 'line', 0, -1000)
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data = history.load_pair_history(pair=pair, timeframe='1m',
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datadir=testdatadir, timerange=timerange)
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data['buy'] = 0
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data['sell'] = 0
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indicators1 = []
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indicators2 = []
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fig = generate_candlestick_graph(pair=pair, data=data, trades=None,
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indicators1=indicators1, indicators2=indicators2)
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assert isinstance(fig, go.Figure)
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assert fig.layout.title.text == pair
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figure = fig.layout.figure
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assert len(figure.data) == 2
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# Candlesticks are plotted first
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candles = find_trace_in_fig_data(figure.data, "Price")
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assert isinstance(candles, go.Candlestick)
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volume = find_trace_in_fig_data(figure.data, "Volume")
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assert isinstance(volume, go.Bar)
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assert row_mock.call_count == 2
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assert trades_mock.call_count == 1
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assert log_has("No buy-signals found.", caplog)
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assert log_has("No sell-signals found.", caplog)
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def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir):
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row_mock = mocker.patch('freqtrade.plot.plotting.add_indicators',
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MagicMock(side_effect=fig_generating_mock))
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trades_mock = mocker.patch('freqtrade.plot.plotting.plot_trades',
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MagicMock(side_effect=fig_generating_mock))
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pair = 'UNITTEST/BTC'
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timerange = TimeRange(None, 'line', 0, -1000)
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data = history.load_pair_history(pair=pair, timeframe='1m',
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datadir=testdatadir, timerange=timerange)
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# Generate buy/sell signals and indicators
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strat = DefaultStrategy(default_conf)
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data = strat.analyze_ticker(data, {'pair': pair})
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indicators1 = []
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indicators2 = []
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fig = generate_candlestick_graph(pair=pair, data=data, trades=None,
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indicators1=indicators1, indicators2=indicators2)
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assert isinstance(fig, go.Figure)
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assert fig.layout.title.text == pair
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figure = fig.layout.figure
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assert len(figure.data) == 6
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# Candlesticks are plotted first
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candles = find_trace_in_fig_data(figure.data, "Price")
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assert isinstance(candles, go.Candlestick)
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volume = find_trace_in_fig_data(figure.data, "Volume")
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assert isinstance(volume, go.Bar)
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buy = find_trace_in_fig_data(figure.data, "buy")
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assert isinstance(buy, go.Scatter)
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# All buy-signals should be plotted
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assert int(data.buy.sum()) == len(buy.x)
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sell = find_trace_in_fig_data(figure.data, "sell")
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assert isinstance(sell, go.Scatter)
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# All buy-signals should be plotted
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assert int(data.sell.sum()) == len(sell.x)
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assert find_trace_in_fig_data(figure.data, "Bollinger Band")
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assert row_mock.call_count == 2
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assert trades_mock.call_count == 1
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def test_generate_Plot_filename():
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fn = generate_plot_filename("UNITTEST/BTC", "5m")
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assert fn == "freqtrade-plot-UNITTEST_BTC-5m.html"
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def test_generate_plot_file(mocker, caplog):
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fig = generate_empty_figure()
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plot_mock = mocker.patch("freqtrade.plot.plotting.plot", MagicMock())
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store_plot_file(fig, filename="freqtrade-plot-UNITTEST_BTC-5m.html",
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directory=Path("user_data/plot"))
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expected_fn = str(Path("user_data/plot/freqtrade-plot-UNITTEST_BTC-5m.html"))
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assert plot_mock.call_count == 1
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assert plot_mock.call_args[0][0] == fig
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assert (plot_mock.call_args_list[0][1]['filename']
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== expected_fn)
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assert log_has(f"Stored plot as {expected_fn}",
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caplog)
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def test_add_profit(testdatadir):
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filename = testdatadir / "backtest-result_test.json"
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bt_data = load_backtest_data(filename)
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timerange = TimeRange.parse_timerange("20180110-20180112")
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df = history.load_pair_history(pair="TRX/BTC", timeframe='5m',
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datadir=testdatadir, timerange=timerange)
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fig = generate_empty_figure()
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cum_profits = create_cum_profit(df.set_index('date'),
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bt_data[bt_data["pair"] == 'TRX/BTC'],
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"cum_profits", timeframe="5m")
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fig1 = add_profit(fig, row=2, data=cum_profits, column='cum_profits', name='Profits')
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figure = fig1.layout.figure
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profits = find_trace_in_fig_data(figure.data, "Profits")
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assert isinstance(profits, go.Scatter)
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assert profits.yaxis == "y2"
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def test_generate_profit_graph(testdatadir):
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filename = testdatadir / "backtest-result_test.json"
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trades = load_backtest_data(filename)
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timerange = TimeRange.parse_timerange("20180110-20180112")
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pairs = ["TRX/BTC", "ADA/BTC"]
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tickers = history.load_data(datadir=testdatadir,
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pairs=pairs,
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timeframe='5m',
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timerange=timerange
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)
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trades = trades[trades['pair'].isin(pairs)]
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fig = generate_profit_graph(pairs, tickers, trades, timeframe="5m")
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assert isinstance(fig, go.Figure)
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assert fig.layout.title.text == "Freqtrade Profit plot"
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assert fig.layout.yaxis.title.text == "Price"
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assert fig.layout.yaxis2.title.text == "Profit"
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assert fig.layout.yaxis3.title.text == "Profit"
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figure = fig.layout.figure
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assert len(figure.data) == 4
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avgclose = find_trace_in_fig_data(figure.data, "Avg close price")
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assert isinstance(avgclose, go.Scatter)
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profit = find_trace_in_fig_data(figure.data, "Profit")
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assert isinstance(profit, go.Scatter)
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for pair in pairs:
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profit_pair = find_trace_in_fig_data(figure.data, f"Profit {pair}")
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assert isinstance(profit_pair, go.Scatter)
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def test_start_plot_dataframe(mocker):
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aup = mocker.patch("freqtrade.plot.plotting.load_and_plot_trades", MagicMock())
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args = [
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"plot-dataframe",
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"--config", "config.json.example",
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"--pairs", "ETH/BTC"
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]
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start_plot_dataframe(get_args(args))
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assert aup.call_count == 1
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called_config = aup.call_args_list[0][0][0]
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assert "pairs" in called_config
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assert called_config['pairs'] == ["ETH/BTC"]
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def test_load_and_plot_trades(default_conf, mocker, caplog, testdatadir):
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default_conf['trade_source'] = 'file'
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default_conf["datadir"] = testdatadir
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default_conf['exportfilename'] = str(testdatadir / "backtest-result_test.json")
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default_conf['indicators1'] = ["sma5", "ema10"]
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default_conf['indicators2'] = ["macd"]
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default_conf['pairs'] = ["ETH/BTC", "LTC/BTC"]
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candle_mock = MagicMock()
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store_mock = MagicMock()
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mocker.patch.multiple(
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"freqtrade.plot.plotting",
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generate_candlestick_graph=candle_mock,
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store_plot_file=store_mock
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)
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load_and_plot_trades(default_conf)
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# Both mocks should be called once per pair
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assert candle_mock.call_count == 2
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assert store_mock.call_count == 2
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assert candle_mock.call_args_list[0][1]['indicators1'] == ['sma5', 'ema10']
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assert candle_mock.call_args_list[0][1]['indicators2'] == ['macd']
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assert log_has("End of plotting process. 2 plots generated", caplog)
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def test_start_plot_profit(mocker):
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aup = mocker.patch("freqtrade.plot.plotting.plot_profit", MagicMock())
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args = [
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"plot-profit",
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"--config", "config.json.example",
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"--pairs", "ETH/BTC"
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]
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start_plot_profit(get_args(args))
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assert aup.call_count == 1
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called_config = aup.call_args_list[0][0][0]
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assert "pairs" in called_config
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assert called_config['pairs'] == ["ETH/BTC"]
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def test_start_plot_profit_error(mocker):
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args = [
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"plot-profit",
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"--pairs", "ETH/BTC"
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]
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argsp = get_args(args)
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# Make sure we use no config. Details: #2241
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# not resetting config causes random failures if config.json exists
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argsp["config"] = []
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with pytest.raises(OperationalException):
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start_plot_profit(argsp)
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def test_plot_profit(default_conf, mocker, testdatadir, caplog):
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default_conf['trade_source'] = 'file'
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default_conf["datadir"] = testdatadir
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default_conf['exportfilename'] = str(testdatadir / "backtest-result_test.json")
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default_conf['pairs'] = ["ETH/BTC", "LTC/BTC"]
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profit_mock = MagicMock()
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store_mock = MagicMock()
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mocker.patch.multiple(
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"freqtrade.plot.plotting",
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generate_profit_graph=profit_mock,
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store_plot_file=store_mock
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)
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plot_profit(default_conf)
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# Plot-profit generates one combined plot
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assert profit_mock.call_count == 1
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assert store_mock.call_count == 1
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assert profit_mock.call_args_list[0][0][0] == default_conf['pairs']
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assert store_mock.call_args_list[0][1]['auto_open'] is True
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@pytest.mark.parametrize("ind1,ind2,plot_conf,exp", [
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# No indicators, use plot_conf
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([], [], {},
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{'main_plot': {'sma': {}, 'ema3': {}, 'ema5': {}},
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'subplots': {'Other': {'macd': {}, 'macdsignal': {}}}}),
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# use indicators
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(['sma', 'ema3'], ['macd'], {},
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{'main_plot': {'sma': {}, 'ema3': {}}, 'subplots': {'Other': {'macd': {}}}}),
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# only main_plot - adds empty subplots
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([], [], {'main_plot': {'sma': {}}},
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{'main_plot': {'sma': {}}, 'subplots': {}}),
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# Main and subplots
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([], [], {'main_plot': {'sma': {}}, 'subplots': {'RSI': {'rsi': {'color': 'red'}}}},
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{'main_plot': {'sma': {}}, 'subplots': {'RSI': {'rsi': {'color': 'red'}}}}),
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# no main_plot, adds empty main_plot
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([], [], {'subplots': {'RSI': {'rsi': {'color': 'red'}}}},
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{'main_plot': {}, 'subplots': {'RSI': {'rsi': {'color': 'red'}}}}),
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# indicator 1 / 2 should have prevelance
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(['sma', 'ema3'], ['macd'],
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{'main_plot': {'sma': {}}, 'subplots': {'RSI': {'rsi': {'color': 'red'}}}},
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{'main_plot': {'sma': {}, 'ema3': {}}, 'subplots': {'Other': {'macd': {}}}}
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),
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# indicator 1 - overrides plot_config main_plot
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(['sma', 'ema3'], [],
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{'main_plot': {'sma': {}}, 'subplots': {'RSI': {'rsi': {'color': 'red'}}}},
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{'main_plot': {'sma': {}, 'ema3': {}}, 'subplots': {'RSI': {'rsi': {'color': 'red'}}}}
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),
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# indicator 2 - overrides plot_config subplots
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([], ['macd', 'macd_signal'],
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{'main_plot': {'sma': {}}, 'subplots': {'RSI': {'rsi': {'color': 'red'}}}},
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{'main_plot': {'sma': {}}, 'subplots': {'Other': {'macd': {}, 'macd_signal': {}}}}
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),
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])
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def test_create_plotconfig(ind1, ind2, plot_conf, exp):
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res = create_plotconfig(ind1, ind2, plot_conf)
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assert 'main_plot' in res
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assert 'subplots' in res
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assert isinstance(res['main_plot'], dict)
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assert isinstance(res['subplots'], dict)
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assert res == exp
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