368 lines
13 KiB
Python
368 lines
13 KiB
Python
|
|
from copy import deepcopy
|
|
from pathlib import Path
|
|
from unittest.mock import MagicMock
|
|
|
|
import plotly.graph_objects as go
|
|
import pytest
|
|
from plotly.subplots import make_subplots
|
|
|
|
from freqtrade import OperationalException
|
|
from freqtrade.configuration import TimeRange
|
|
from freqtrade.data import history
|
|
from freqtrade.data.btanalysis import create_cum_profit, load_backtest_data
|
|
from freqtrade.plot.plot_utils import start_plot_dataframe, start_plot_profit
|
|
from freqtrade.plot.plotting import (add_indicators, add_profit,
|
|
analyse_and_plot_pairs,
|
|
generate_candlestick_graph,
|
|
generate_plot_filename,
|
|
generate_profit_graph, init_plotscript,
|
|
plot_profit, plot_trades, store_plot_file)
|
|
from freqtrade.strategy.default_strategy import DefaultStrategy
|
|
from freqtrade.tests.conftest import get_args, log_has, log_has_re
|
|
|
|
|
|
def fig_generating_mock(fig, *args, **kwargs):
|
|
""" Return Fig - used to mock add_indicators and plot_trades"""
|
|
return fig
|
|
|
|
|
|
def find_trace_in_fig_data(data, search_string: str):
|
|
matches = (d for d in data if d.name == search_string)
|
|
return next(matches)
|
|
|
|
|
|
def generage_empty_figure():
|
|
return make_subplots(
|
|
rows=3,
|
|
cols=1,
|
|
shared_xaxes=True,
|
|
row_width=[1, 1, 4],
|
|
vertical_spacing=0.0001,
|
|
)
|
|
|
|
|
|
def test_init_plotscript(default_conf, mocker, testdatadir):
|
|
default_conf['timerange'] = "20180110-20180112"
|
|
default_conf['trade_source'] = "file"
|
|
default_conf['ticker_interval'] = "5m"
|
|
default_conf["datadir"] = testdatadir
|
|
default_conf['exportfilename'] = str(testdatadir / "backtest-result_test.json")
|
|
ret = init_plotscript(default_conf)
|
|
assert "tickers" in ret
|
|
assert "trades" in ret
|
|
assert "pairs" in ret
|
|
|
|
default_conf['pairs'] = ["POWR/BTC", "XLM/BTC"]
|
|
ret = init_plotscript(default_conf)
|
|
assert "tickers" in ret
|
|
assert "POWR/BTC" in ret["tickers"]
|
|
assert "XLM/BTC" in ret["tickers"]
|
|
|
|
|
|
def test_add_indicators(default_conf, testdatadir, caplog):
|
|
pair = "UNITTEST/BTC"
|
|
timerange = TimeRange(None, 'line', 0, -1000)
|
|
|
|
data = history.load_pair_history(pair=pair, ticker_interval='1m',
|
|
datadir=testdatadir, timerange=timerange)
|
|
indicators1 = ["ema10"]
|
|
indicators2 = ["macd"]
|
|
|
|
# Generate buy/sell signals and indicators
|
|
strat = DefaultStrategy(default_conf)
|
|
data = strat.analyze_ticker(data, {'pair': pair})
|
|
fig = generage_empty_figure()
|
|
|
|
# Row 1
|
|
fig1 = add_indicators(fig=deepcopy(fig), row=1, indicators=indicators1, data=data)
|
|
figure = fig1.layout.figure
|
|
ema10 = find_trace_in_fig_data(figure.data, "ema10")
|
|
assert isinstance(ema10, go.Scatter)
|
|
assert ema10.yaxis == "y"
|
|
|
|
fig2 = add_indicators(fig=deepcopy(fig), row=3, indicators=indicators2, data=data)
|
|
figure = fig2.layout.figure
|
|
macd = find_trace_in_fig_data(figure.data, "macd")
|
|
assert isinstance(macd, go.Scatter)
|
|
assert macd.yaxis == "y3"
|
|
|
|
# No indicator found
|
|
fig3 = add_indicators(fig=deepcopy(fig), row=3, indicators=['no_indicator'], data=data)
|
|
assert fig == fig3
|
|
assert log_has_re(r'Indicator "no_indicator" ignored\..*', caplog)
|
|
|
|
|
|
def test_plot_trades(testdatadir, caplog):
|
|
fig1 = generage_empty_figure()
|
|
# nothing happens when no trades are available
|
|
fig = plot_trades(fig1, None)
|
|
assert fig == fig1
|
|
assert log_has("No trades found.", caplog)
|
|
pair = "ADA/BTC"
|
|
filename = testdatadir / "backtest-result_test.json"
|
|
trades = load_backtest_data(filename)
|
|
trades = trades.loc[trades['pair'] == pair]
|
|
|
|
fig = plot_trades(fig, trades)
|
|
figure = fig1.layout.figure
|
|
|
|
# Check buys - color, should be in first graph, ...
|
|
trade_buy = find_trace_in_fig_data(figure.data, "trade_buy")
|
|
assert isinstance(trade_buy, go.Scatter)
|
|
assert trade_buy.yaxis == 'y'
|
|
assert len(trades) == len(trade_buy.x)
|
|
assert trade_buy.marker.color == 'green'
|
|
|
|
trade_sell = find_trace_in_fig_data(figure.data, "trade_sell")
|
|
assert isinstance(trade_sell, go.Scatter)
|
|
assert trade_sell.yaxis == 'y'
|
|
assert len(trades) == len(trade_sell.x)
|
|
assert trade_sell.marker.color == 'red'
|
|
|
|
|
|
def test_generate_candlestick_graph_no_signals_no_trades(default_conf, mocker, testdatadir, caplog):
|
|
row_mock = mocker.patch('freqtrade.plot.plotting.add_indicators',
|
|
MagicMock(side_effect=fig_generating_mock))
|
|
trades_mock = mocker.patch('freqtrade.plot.plotting.plot_trades',
|
|
MagicMock(side_effect=fig_generating_mock))
|
|
|
|
pair = "UNITTEST/BTC"
|
|
timerange = TimeRange(None, 'line', 0, -1000)
|
|
data = history.load_pair_history(pair=pair, ticker_interval='1m',
|
|
datadir=testdatadir, timerange=timerange)
|
|
data['buy'] = 0
|
|
data['sell'] = 0
|
|
|
|
indicators1 = []
|
|
indicators2 = []
|
|
fig = generate_candlestick_graph(pair=pair, data=data, trades=None,
|
|
indicators1=indicators1, indicators2=indicators2)
|
|
assert isinstance(fig, go.Figure)
|
|
assert fig.layout.title.text == pair
|
|
figure = fig.layout.figure
|
|
|
|
assert len(figure.data) == 2
|
|
# Candlesticks are plotted first
|
|
candles = find_trace_in_fig_data(figure.data, "Price")
|
|
assert isinstance(candles, go.Candlestick)
|
|
|
|
volume = find_trace_in_fig_data(figure.data, "Volume")
|
|
assert isinstance(volume, go.Bar)
|
|
|
|
assert row_mock.call_count == 2
|
|
assert trades_mock.call_count == 1
|
|
|
|
assert log_has("No buy-signals found.", caplog)
|
|
assert log_has("No sell-signals found.", caplog)
|
|
|
|
|
|
def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir):
|
|
row_mock = mocker.patch('freqtrade.plot.plotting.add_indicators',
|
|
MagicMock(side_effect=fig_generating_mock))
|
|
trades_mock = mocker.patch('freqtrade.plot.plotting.plot_trades',
|
|
MagicMock(side_effect=fig_generating_mock))
|
|
pair = 'UNITTEST/BTC'
|
|
timerange = TimeRange(None, 'line', 0, -1000)
|
|
data = history.load_pair_history(pair=pair, ticker_interval='1m',
|
|
datadir=testdatadir, timerange=timerange)
|
|
|
|
# Generate buy/sell signals and indicators
|
|
strat = DefaultStrategy(default_conf)
|
|
data = strat.analyze_ticker(data, {'pair': pair})
|
|
|
|
indicators1 = []
|
|
indicators2 = []
|
|
fig = generate_candlestick_graph(pair=pair, data=data, trades=None,
|
|
indicators1=indicators1, indicators2=indicators2)
|
|
assert isinstance(fig, go.Figure)
|
|
assert fig.layout.title.text == pair
|
|
figure = fig.layout.figure
|
|
|
|
assert len(figure.data) == 6
|
|
# Candlesticks are plotted first
|
|
candles = find_trace_in_fig_data(figure.data, "Price")
|
|
assert isinstance(candles, go.Candlestick)
|
|
|
|
volume = find_trace_in_fig_data(figure.data, "Volume")
|
|
assert isinstance(volume, go.Bar)
|
|
|
|
buy = find_trace_in_fig_data(figure.data, "buy")
|
|
assert isinstance(buy, go.Scatter)
|
|
# All buy-signals should be plotted
|
|
assert int(data.buy.sum()) == len(buy.x)
|
|
|
|
sell = find_trace_in_fig_data(figure.data, "sell")
|
|
assert isinstance(sell, go.Scatter)
|
|
# All buy-signals should be plotted
|
|
assert int(data.sell.sum()) == len(sell.x)
|
|
|
|
assert find_trace_in_fig_data(figure.data, "BB lower")
|
|
assert find_trace_in_fig_data(figure.data, "BB upper")
|
|
|
|
assert row_mock.call_count == 2
|
|
assert trades_mock.call_count == 1
|
|
|
|
|
|
def test_generate_Plot_filename():
|
|
fn = generate_plot_filename("UNITTEST/BTC", "5m")
|
|
assert fn == "freqtrade-plot-UNITTEST_BTC-5m.html"
|
|
|
|
|
|
def test_generate_plot_file(mocker, caplog):
|
|
fig = generage_empty_figure()
|
|
plot_mock = mocker.patch("freqtrade.plot.plotting.plot", MagicMock())
|
|
store_plot_file(fig, filename="freqtrade-plot-UNITTEST_BTC-5m.html",
|
|
directory=Path("user_data/plots"))
|
|
|
|
assert plot_mock.call_count == 1
|
|
assert plot_mock.call_args[0][0] == fig
|
|
assert (plot_mock.call_args_list[0][1]['filename']
|
|
== "user_data/plots/freqtrade-plot-UNITTEST_BTC-5m.html")
|
|
assert log_has("Stored plot as user_data/plots/freqtrade-plot-UNITTEST_BTC-5m.html",
|
|
caplog)
|
|
|
|
|
|
def test_add_profit(testdatadir):
|
|
filename = testdatadir / "backtest-result_test.json"
|
|
bt_data = load_backtest_data(filename)
|
|
timerange = TimeRange.parse_timerange("20180110-20180112")
|
|
|
|
df = history.load_pair_history(pair="POWR/BTC", ticker_interval='5m',
|
|
datadir=testdatadir, timerange=timerange)
|
|
fig = generage_empty_figure()
|
|
|
|
cum_profits = create_cum_profit(df.set_index('date'),
|
|
bt_data[bt_data["pair"] == 'POWR/BTC'],
|
|
"cum_profits")
|
|
|
|
fig1 = add_profit(fig, row=2, data=cum_profits, column='cum_profits', name='Profits')
|
|
figure = fig1.layout.figure
|
|
profits = find_trace_in_fig_data(figure.data, "Profits")
|
|
assert isinstance(profits, go.Scattergl)
|
|
assert profits.yaxis == "y2"
|
|
|
|
|
|
def test_generate_profit_graph(testdatadir):
|
|
filename = testdatadir / "backtest-result_test.json"
|
|
trades = load_backtest_data(filename)
|
|
timerange = TimeRange.parse_timerange("20180110-20180112")
|
|
pairs = ["POWR/BTC", "XLM/BTC"]
|
|
|
|
tickers = history.load_data(datadir=testdatadir,
|
|
pairs=pairs,
|
|
ticker_interval='5m',
|
|
timerange=timerange
|
|
)
|
|
trades = trades[trades['pair'].isin(pairs)]
|
|
|
|
fig = generate_profit_graph(pairs, tickers, trades)
|
|
assert isinstance(fig, go.Figure)
|
|
|
|
assert fig.layout.title.text == "Freqtrade Profit plot"
|
|
assert fig.layout.yaxis.title.text == "Price"
|
|
assert fig.layout.yaxis2.title.text == "Profit"
|
|
assert fig.layout.yaxis3.title.text == "Profit"
|
|
|
|
figure = fig.layout.figure
|
|
assert len(figure.data) == 4
|
|
|
|
avgclose = find_trace_in_fig_data(figure.data, "Avg close price")
|
|
assert isinstance(avgclose, go.Scattergl)
|
|
|
|
profit = find_trace_in_fig_data(figure.data, "Profit")
|
|
assert isinstance(profit, go.Scattergl)
|
|
|
|
for pair in pairs:
|
|
profit_pair = find_trace_in_fig_data(figure.data, f"Profit {pair}")
|
|
assert isinstance(profit_pair, go.Scattergl)
|
|
|
|
|
|
def test_start_plot_dataframe(mocker):
|
|
aup = mocker.patch("freqtrade.plot.plotting.analyse_and_plot_pairs", MagicMock())
|
|
args = [
|
|
"--config", "config.json.example",
|
|
"plot-dataframe",
|
|
"--pairs", "ETH/BTC"
|
|
]
|
|
start_plot_dataframe(get_args(args))
|
|
|
|
assert aup.call_count == 1
|
|
called_config = aup.call_args_list[0][0][0]
|
|
assert "pairs" in called_config
|
|
assert called_config['pairs'] == ["ETH/BTC"]
|
|
|
|
|
|
def test_analyse_and_plot_pairs(default_conf, mocker, caplog, testdatadir):
|
|
default_conf['trade_source'] = 'file'
|
|
default_conf["datadir"] = testdatadir
|
|
default_conf['exportfilename'] = str(testdatadir / "backtest-result_test.json")
|
|
default_conf['indicators1'] = ["sma5", "ema10"]
|
|
default_conf['indicators2'] = ["macd"]
|
|
default_conf['pairs'] = ["ETH/BTC", "LTC/BTC"]
|
|
|
|
candle_mock = MagicMock()
|
|
store_mock = MagicMock()
|
|
mocker.patch.multiple(
|
|
"freqtrade.plot.plotting",
|
|
generate_candlestick_graph=candle_mock,
|
|
store_plot_file=store_mock
|
|
)
|
|
analyse_and_plot_pairs(default_conf)
|
|
|
|
# Both mocks should be called once per pair
|
|
assert candle_mock.call_count == 2
|
|
assert store_mock.call_count == 2
|
|
|
|
assert candle_mock.call_args_list[0][1]['indicators1'] == ['sma5', 'ema10']
|
|
assert candle_mock.call_args_list[0][1]['indicators2'] == ['macd']
|
|
|
|
assert log_has("End of plotting process. 2 plots generated", caplog)
|
|
|
|
|
|
def test_start_plot_profit(mocker):
|
|
aup = mocker.patch("freqtrade.plot.plotting.plot_profit", MagicMock())
|
|
args = [
|
|
"--config", "config.json.example",
|
|
"plot-profit",
|
|
"--pairs", "ETH/BTC"
|
|
]
|
|
start_plot_profit(get_args(args))
|
|
|
|
assert aup.call_count == 1
|
|
called_config = aup.call_args_list[0][0][0]
|
|
assert "pairs" in called_config
|
|
assert called_config['pairs'] == ["ETH/BTC"]
|
|
|
|
|
|
def test_start_plot_profit_error(mocker):
|
|
args = [
|
|
"plot-profit",
|
|
"--pairs", "ETH/BTC"
|
|
]
|
|
with pytest.raises(OperationalException):
|
|
start_plot_profit(get_args(args))
|
|
|
|
|
|
def test_plot_profit(default_conf, mocker, testdatadir, caplog):
|
|
default_conf['trade_source'] = 'file'
|
|
default_conf["datadir"] = testdatadir
|
|
default_conf['exportfilename'] = str(testdatadir / "backtest-result_test.json")
|
|
default_conf['pairs'] = ["ETH/BTC", "LTC/BTC"]
|
|
|
|
profit_mock = MagicMock()
|
|
store_mock = MagicMock()
|
|
mocker.patch.multiple(
|
|
"freqtrade.plot.plotting",
|
|
generate_profit_graph=profit_mock,
|
|
store_plot_file=store_mock
|
|
)
|
|
plot_profit(default_conf)
|
|
|
|
# Plot-profit generates one combined plot
|
|
assert profit_mock.call_count == 1
|
|
assert store_mock.call_count == 1
|
|
|
|
assert profit_mock.call_args_list[0][0][0] == default_conf['pairs']
|
|
assert store_mock.call_args_list[0][1]['auto_open'] is True
|