132 lines
4.9 KiB
Python
132 lines
4.9 KiB
Python
# pragma pylint: disable=missing-docstring,W0621
|
|
import datetime
|
|
import json
|
|
from unittest.mock import MagicMock
|
|
|
|
import arrow
|
|
import pytest
|
|
from pandas import DataFrame
|
|
|
|
import freqtrade.tests.conftest as tt # test tools
|
|
from freqtrade.analyze import (get_signal, parse_ticker_dataframe,
|
|
populate_buy_trend, populate_indicators,
|
|
populate_sell_trend)
|
|
from freqtrade.strategy.strategy import Strategy
|
|
|
|
|
|
@pytest.fixture
|
|
def result():
|
|
with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file:
|
|
return parse_ticker_dataframe(json.load(data_file))
|
|
|
|
|
|
def test_dataframe_correct_columns(result):
|
|
assert result.columns.tolist() == \
|
|
['close', 'high', 'low', 'open', 'date', 'volume']
|
|
|
|
|
|
def test_dataframe_correct_length(result):
|
|
assert len(result.index) == 14395
|
|
|
|
|
|
def test_populates_buy_trend(result):
|
|
# Load the default strategy for the unit test, because this logic is done in main.py
|
|
Strategy().init({'strategy': 'default_strategy'})
|
|
|
|
dataframe = populate_buy_trend(populate_indicators(result))
|
|
assert 'buy' in dataframe.columns
|
|
|
|
|
|
def test_populates_sell_trend(result):
|
|
# Load the default strategy for the unit test, because this logic is done in main.py
|
|
Strategy().init({'strategy': 'default_strategy'})
|
|
|
|
dataframe = populate_sell_trend(populate_indicators(result))
|
|
assert 'sell' in dataframe.columns
|
|
|
|
|
|
def test_returns_latest_buy_signal(mocker):
|
|
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock())
|
|
mocker.patch(
|
|
'freqtrade.analyze.analyze_ticker',
|
|
return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}])
|
|
)
|
|
assert get_signal('BTC-ETH', 5) == (True, False)
|
|
|
|
mocker.patch(
|
|
'freqtrade.analyze.analyze_ticker',
|
|
return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}])
|
|
)
|
|
assert get_signal('BTC-ETH', 5) == (False, True)
|
|
|
|
|
|
def test_returns_latest_sell_signal(mocker):
|
|
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock())
|
|
mocker.patch(
|
|
'freqtrade.analyze.analyze_ticker',
|
|
return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}])
|
|
)
|
|
assert get_signal('BTC-ETH', 5) == (False, True)
|
|
|
|
mocker.patch(
|
|
'freqtrade.analyze.analyze_ticker',
|
|
return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}])
|
|
)
|
|
assert get_signal('BTC-ETH', 5) == (True, False)
|
|
|
|
|
|
def test_get_signal_empty(default_conf, mocker, caplog):
|
|
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=None)
|
|
assert (False, False) == get_signal('foo', int(default_conf['ticker_interval']))
|
|
assert tt.log_has('Empty ticker history for pair foo',
|
|
caplog.record_tuples)
|
|
|
|
|
|
def test_get_signal_exception_valueerror(default_conf, mocker, caplog):
|
|
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
|
|
mocker.patch('freqtrade.analyze.analyze_ticker',
|
|
side_effect=ValueError('xyz'))
|
|
assert (False, False) == get_signal('foo', int(default_conf['ticker_interval']))
|
|
assert tt.log_has('Unable to analyze ticker for pair foo: xyz',
|
|
caplog.record_tuples)
|
|
|
|
|
|
def test_get_signal_empty_dataframe(default_conf, mocker, caplog):
|
|
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
|
|
mocker.patch('freqtrade.analyze.analyze_ticker', return_value=DataFrame([]))
|
|
assert (False, False) == get_signal('xyz', int(default_conf['ticker_interval']))
|
|
assert tt.log_has('Empty dataframe for pair xyz',
|
|
caplog.record_tuples)
|
|
|
|
|
|
def test_get_signal_old_dataframe(default_conf, mocker, caplog):
|
|
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
|
|
# FIX: The get_signal function has hardcoded 10, which we must inturn hardcode
|
|
oldtime = arrow.utcnow() - datetime.timedelta(minutes=11)
|
|
ticks = DataFrame([{'buy': 1, 'date': oldtime}])
|
|
mocker.patch('freqtrade.analyze.analyze_ticker', return_value=DataFrame(ticks))
|
|
assert (False, False) == get_signal('xyz', int(default_conf['ticker_interval']))
|
|
assert tt.log_has('Too old dataframe for pair xyz',
|
|
caplog.record_tuples)
|
|
|
|
|
|
def test_get_signal_handles_exceptions(mocker):
|
|
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock())
|
|
mocker.patch('freqtrade.analyze.analyze_ticker',
|
|
side_effect=Exception('invalid ticker history '))
|
|
|
|
assert get_signal('BTC-ETH', 5) == (False, False)
|
|
|
|
|
|
def test_parse_ticker_dataframe(ticker_history, ticker_history_without_bv):
|
|
|
|
columns = ['close', 'high', 'low', 'open', 'date', 'volume']
|
|
|
|
# Test file with BV data
|
|
dataframe = parse_ticker_dataframe(ticker_history)
|
|
assert dataframe.columns.tolist() == columns
|
|
|
|
# Test file without BV data
|
|
dataframe = parse_ticker_dataframe(ticker_history_without_bv)
|
|
assert dataframe.columns.tolist() == columns
|