271 lines
9.9 KiB
Python
271 lines
9.9 KiB
Python
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from copy import deepcopy
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from unittest.mock import MagicMock
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import plotly.graph_objects as go
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from plotly.subplots import make_subplots
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from freqtrade.configuration import Arguments, 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.plot.plotting import (add_indicators, add_profit,
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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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plot_trades, store_plot_file)
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from freqtrade.strategy.default_strategy import DefaultStrategy
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from freqtrade.tests.conftest import 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 generage_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):
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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"] = history.make_testdata_path(None)
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default_conf['exportfilename'] = str(
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history.make_testdata_path(None) / "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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assert "strategy" in ret
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default_conf['pairs'] = "POWR/BTC,XLM/BTC"
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ret = init_plotscript(default_conf)
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assert "tickers" in ret
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assert "POWR/BTC" in ret["tickers"]
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assert "XLM/BTC" in ret["tickers"]
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def test_add_indicators(default_conf, 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, ticker_interval='1m',
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datadir=None, timerange=timerange)
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indicators1 = ["ema10"]
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indicators2 = ["macd"]
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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 = generage_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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# 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.record_tuples)
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def test_plot_trades(caplog):
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fig1 = generage_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.record_tuples)
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pair = "ADA/BTC"
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filename = history.make_testdata_path(None) / "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 == 'green'
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trade_sell = find_trace_in_fig_data(figure.data, "trade_sell")
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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) == len(trade_sell.x)
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assert trade_sell.marker.color == 'red'
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def test_generate_candlestick_graph_no_signals_no_trades(default_conf, mocker, 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, ticker_interval='1m',
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datadir=None, 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.record_tuples)
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assert log_has("No sell-signals found.", caplog.record_tuples)
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def test_generate_candlestick_graph_no_trades(default_conf, mocker):
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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, ticker_interval='1m',
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datadir=None, 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, "BB lower")
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assert find_trace_in_fig_data(figure.data, "BB upper")
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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 = generage_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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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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== "user_data/plots/freqtrade-plot-UNITTEST_BTC-5m.html")
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assert log_has("Stored plot as user_data/plots/freqtrade-plot-UNITTEST_BTC-5m.html",
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caplog.record_tuples)
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def test_add_profit():
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filename = history.make_testdata_path(None) / "backtest-result_test.json"
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bt_data = load_backtest_data(filename)
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timerange = Arguments.parse_timerange("20180110-20180112")
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df = history.load_pair_history(pair="POWR/BTC", ticker_interval='5m',
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datadir=None, timerange=timerange)
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fig = generage_empty_figure()
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cum_profits = create_cum_profit(df.set_index('date'),
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bt_data[bt_data["pair"] == 'POWR/BTC'],
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"cum_profits")
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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.Scattergl)
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assert profits.yaxis == "y2"
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def test_generate_profit_graph():
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filename = history.make_testdata_path(None) / "backtest-result_test.json"
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trades = load_backtest_data(filename)
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timerange = Arguments.parse_timerange("20180110-20180112")
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pairs = ["POWR/BTC", "XLM/BTC"]
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tickers = history.load_data(datadir=None,
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pairs=pairs,
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ticker_interval='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)
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assert isinstance(fig, go.Figure)
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assert fig.layout.title.text == "Profit plot"
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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.Scattergl)
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profit = find_trace_in_fig_data(figure.data, "Profit")
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assert isinstance(profit, go.Scattergl)
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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.Scattergl)
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