396 lines
14 KiB
Python
396 lines
14 KiB
Python
# pragma pylint: disable=missing-docstring, protected-access, C0103
|
|
import logging
|
|
import warnings
|
|
from base64 import urlsafe_b64encode
|
|
from os import path
|
|
from pathlib import Path
|
|
|
|
import pytest
|
|
from pandas import DataFrame
|
|
|
|
from freqtrade import OperationalException
|
|
from freqtrade.resolvers import StrategyResolver
|
|
from freqtrade.strategy.interface import IStrategy
|
|
from tests.conftest import log_has, log_has_re
|
|
|
|
|
|
def test_search_strategy():
|
|
default_config = {}
|
|
default_location = Path(__file__).parent.parent.joinpath('strategy').resolve()
|
|
|
|
s, _ = StrategyResolver._search_object(
|
|
directory=default_location,
|
|
object_type=IStrategy,
|
|
kwargs={'config': default_config},
|
|
object_name='DefaultStrategy'
|
|
)
|
|
assert isinstance(s, IStrategy)
|
|
|
|
s, _ = StrategyResolver._search_object(
|
|
directory=default_location,
|
|
object_type=IStrategy,
|
|
kwargs={'config': default_config},
|
|
object_name='NotFoundStrategy'
|
|
)
|
|
assert s is None
|
|
|
|
|
|
def test_load_strategy(default_conf, result):
|
|
default_conf.update({'strategy': 'SampleStrategy',
|
|
'strategy_path': str(Path(__file__).parents[2] / 'freqtrade/templates')
|
|
})
|
|
resolver = StrategyResolver(default_conf)
|
|
assert 'rsi' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
|
|
|
|
|
|
def test_load_strategy_base64(result, caplog, default_conf):
|
|
with (Path(__file__).parents[2] / 'freqtrade/templates/sample_strategy.py').open("rb") as file:
|
|
encoded_string = urlsafe_b64encode(file.read()).decode("utf-8")
|
|
default_conf.update({'strategy': 'SampleStrategy:{}'.format(encoded_string)})
|
|
|
|
resolver = StrategyResolver(default_conf)
|
|
assert 'rsi' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
|
|
# Make sure strategy was loaded from base64 (using temp directory)!!
|
|
assert log_has_re(r"Using resolved strategy SampleStrategy from '"
|
|
r".*(/|\\).*(/|\\)SampleStrategy\.py'\.\.\.", caplog)
|
|
|
|
|
|
def test_load_strategy_invalid_directory(result, caplog, default_conf):
|
|
default_conf['strategy'] = 'DefaultStrategy'
|
|
resolver = StrategyResolver(default_conf)
|
|
extra_dir = Path.cwd() / 'some/path'
|
|
resolver._load_strategy('DefaultStrategy', config=default_conf, extra_dir=extra_dir)
|
|
|
|
assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog)
|
|
|
|
assert 'rsi' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
|
|
|
|
|
|
def test_load_not_found_strategy(default_conf):
|
|
default_conf['strategy'] = 'NotFoundStrategy'
|
|
with pytest.raises(OperationalException,
|
|
match=r"Impossible to load Strategy 'NotFoundStrategy'. "
|
|
r"This class does not exist or contains Python code errors."):
|
|
StrategyResolver(default_conf)
|
|
|
|
|
|
def test_load_strategy_noname(default_conf):
|
|
default_conf['strategy'] = ''
|
|
with pytest.raises(OperationalException,
|
|
match="No strategy set. Please use `--strategy` to specify "
|
|
"the strategy class to use."):
|
|
StrategyResolver(default_conf)
|
|
|
|
|
|
def test_strategy(result, default_conf):
|
|
default_conf.update({'strategy': 'DefaultStrategy'})
|
|
|
|
resolver = StrategyResolver(default_conf)
|
|
metadata = {'pair': 'ETH/BTC'}
|
|
assert resolver.strategy.minimal_roi[0] == 0.04
|
|
assert default_conf["minimal_roi"]['0'] == 0.04
|
|
|
|
assert resolver.strategy.stoploss == -0.10
|
|
assert default_conf['stoploss'] == -0.10
|
|
|
|
assert resolver.strategy.ticker_interval == '5m'
|
|
assert default_conf['ticker_interval'] == '5m'
|
|
|
|
df_indicators = resolver.strategy.advise_indicators(result, metadata=metadata)
|
|
assert 'adx' in df_indicators
|
|
|
|
dataframe = resolver.strategy.advise_buy(df_indicators, metadata=metadata)
|
|
assert 'buy' in dataframe.columns
|
|
|
|
dataframe = resolver.strategy.advise_sell(df_indicators, metadata=metadata)
|
|
assert 'sell' in dataframe.columns
|
|
|
|
|
|
def test_strategy_override_minimal_roi(caplog, default_conf):
|
|
caplog.set_level(logging.INFO)
|
|
default_conf.update({
|
|
'strategy': 'DefaultStrategy',
|
|
'minimal_roi': {
|
|
"0": 0.5
|
|
}
|
|
})
|
|
resolver = StrategyResolver(default_conf)
|
|
|
|
assert resolver.strategy.minimal_roi[0] == 0.5
|
|
assert log_has("Override strategy 'minimal_roi' with value in config file: {'0': 0.5}.", caplog)
|
|
|
|
|
|
def test_strategy_override_stoploss(caplog, default_conf):
|
|
caplog.set_level(logging.INFO)
|
|
default_conf.update({
|
|
'strategy': 'DefaultStrategy',
|
|
'stoploss': -0.5
|
|
})
|
|
resolver = StrategyResolver(default_conf)
|
|
|
|
assert resolver.strategy.stoploss == -0.5
|
|
assert log_has("Override strategy 'stoploss' with value in config file: -0.5.", caplog)
|
|
|
|
|
|
def test_strategy_override_trailing_stop(caplog, default_conf):
|
|
caplog.set_level(logging.INFO)
|
|
default_conf.update({
|
|
'strategy': 'DefaultStrategy',
|
|
'trailing_stop': True
|
|
})
|
|
resolver = StrategyResolver(default_conf)
|
|
|
|
assert resolver.strategy.trailing_stop
|
|
assert isinstance(resolver.strategy.trailing_stop, bool)
|
|
assert log_has("Override strategy 'trailing_stop' with value in config file: True.", caplog)
|
|
|
|
|
|
def test_strategy_override_trailing_stop_positive(caplog, default_conf):
|
|
caplog.set_level(logging.INFO)
|
|
default_conf.update({
|
|
'strategy': 'DefaultStrategy',
|
|
'trailing_stop_positive': -0.1,
|
|
'trailing_stop_positive_offset': -0.2
|
|
|
|
})
|
|
resolver = StrategyResolver(default_conf)
|
|
|
|
assert resolver.strategy.trailing_stop_positive == -0.1
|
|
assert log_has("Override strategy 'trailing_stop_positive' with value in config file: -0.1.",
|
|
caplog)
|
|
|
|
assert resolver.strategy.trailing_stop_positive_offset == -0.2
|
|
assert log_has("Override strategy 'trailing_stop_positive' with value in config file: -0.1.",
|
|
caplog)
|
|
|
|
|
|
def test_strategy_override_ticker_interval(caplog, default_conf):
|
|
caplog.set_level(logging.INFO)
|
|
|
|
default_conf.update({
|
|
'strategy': 'DefaultStrategy',
|
|
'ticker_interval': 60,
|
|
'stake_currency': 'ETH'
|
|
})
|
|
resolver = StrategyResolver(default_conf)
|
|
|
|
assert resolver.strategy.ticker_interval == 60
|
|
assert resolver.strategy.stake_currency == 'ETH'
|
|
assert log_has("Override strategy 'ticker_interval' with value in config file: 60.",
|
|
caplog)
|
|
|
|
|
|
def test_strategy_override_process_only_new_candles(caplog, default_conf):
|
|
caplog.set_level(logging.INFO)
|
|
|
|
default_conf.update({
|
|
'strategy': 'DefaultStrategy',
|
|
'process_only_new_candles': True
|
|
})
|
|
resolver = StrategyResolver(default_conf)
|
|
|
|
assert resolver.strategy.process_only_new_candles
|
|
assert log_has("Override strategy 'process_only_new_candles' with value in config file: True.",
|
|
caplog)
|
|
|
|
|
|
def test_strategy_override_order_types(caplog, default_conf):
|
|
caplog.set_level(logging.INFO)
|
|
|
|
order_types = {
|
|
'buy': 'market',
|
|
'sell': 'limit',
|
|
'stoploss': 'limit',
|
|
'stoploss_on_exchange': True,
|
|
}
|
|
default_conf.update({
|
|
'strategy': 'DefaultStrategy',
|
|
'order_types': order_types
|
|
})
|
|
resolver = StrategyResolver(default_conf)
|
|
|
|
assert resolver.strategy.order_types
|
|
for method in ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']:
|
|
assert resolver.strategy.order_types[method] == order_types[method]
|
|
|
|
assert log_has("Override strategy 'order_types' with value in config file:"
|
|
" {'buy': 'market', 'sell': 'limit', 'stoploss': 'limit',"
|
|
" 'stoploss_on_exchange': True}.", caplog)
|
|
|
|
default_conf.update({
|
|
'strategy': 'DefaultStrategy',
|
|
'order_types': {'buy': 'market'}
|
|
})
|
|
# Raise error for invalid configuration
|
|
with pytest.raises(ImportError,
|
|
match=r"Impossible to load Strategy 'DefaultStrategy'. "
|
|
r"Order-types mapping is incomplete."):
|
|
StrategyResolver(default_conf)
|
|
|
|
|
|
def test_strategy_override_order_tif(caplog, default_conf):
|
|
caplog.set_level(logging.INFO)
|
|
|
|
order_time_in_force = {
|
|
'buy': 'fok',
|
|
'sell': 'gtc',
|
|
}
|
|
|
|
default_conf.update({
|
|
'strategy': 'DefaultStrategy',
|
|
'order_time_in_force': order_time_in_force
|
|
})
|
|
resolver = StrategyResolver(default_conf)
|
|
|
|
assert resolver.strategy.order_time_in_force
|
|
for method in ['buy', 'sell']:
|
|
assert resolver.strategy.order_time_in_force[method] == order_time_in_force[method]
|
|
|
|
assert log_has("Override strategy 'order_time_in_force' with value in config file:"
|
|
" {'buy': 'fok', 'sell': 'gtc'}.", caplog)
|
|
|
|
default_conf.update({
|
|
'strategy': 'DefaultStrategy',
|
|
'order_time_in_force': {'buy': 'fok'}
|
|
})
|
|
# Raise error for invalid configuration
|
|
with pytest.raises(ImportError,
|
|
match=r"Impossible to load Strategy 'DefaultStrategy'. "
|
|
r"Order-time-in-force mapping is incomplete."):
|
|
StrategyResolver(default_conf)
|
|
|
|
|
|
def test_strategy_override_use_sell_signal(caplog, default_conf):
|
|
caplog.set_level(logging.INFO)
|
|
default_conf.update({
|
|
'strategy': 'DefaultStrategy',
|
|
})
|
|
resolver = StrategyResolver(default_conf)
|
|
assert resolver.strategy.use_sell_signal
|
|
assert isinstance(resolver.strategy.use_sell_signal, bool)
|
|
# must be inserted to configuration
|
|
assert 'use_sell_signal' in default_conf['ask_strategy']
|
|
assert default_conf['ask_strategy']['use_sell_signal']
|
|
|
|
default_conf.update({
|
|
'strategy': 'DefaultStrategy',
|
|
'ask_strategy': {
|
|
'use_sell_signal': False,
|
|
},
|
|
})
|
|
resolver = StrategyResolver(default_conf)
|
|
|
|
assert not resolver.strategy.use_sell_signal
|
|
assert isinstance(resolver.strategy.use_sell_signal, bool)
|
|
assert log_has("Override strategy 'use_sell_signal' with value in config file: False.", caplog)
|
|
|
|
|
|
def test_strategy_override_use_sell_profit_only(caplog, default_conf):
|
|
caplog.set_level(logging.INFO)
|
|
default_conf.update({
|
|
'strategy': 'DefaultStrategy',
|
|
})
|
|
resolver = StrategyResolver(default_conf)
|
|
assert not resolver.strategy.sell_profit_only
|
|
assert isinstance(resolver.strategy.sell_profit_only, bool)
|
|
# must be inserted to configuration
|
|
assert 'sell_profit_only' in default_conf['ask_strategy']
|
|
assert not default_conf['ask_strategy']['sell_profit_only']
|
|
|
|
default_conf.update({
|
|
'strategy': 'DefaultStrategy',
|
|
'ask_strategy': {
|
|
'sell_profit_only': True,
|
|
},
|
|
})
|
|
resolver = StrategyResolver(default_conf)
|
|
|
|
assert resolver.strategy.sell_profit_only
|
|
assert isinstance(resolver.strategy.sell_profit_only, bool)
|
|
assert log_has("Override strategy 'sell_profit_only' with value in config file: True.", caplog)
|
|
|
|
|
|
@pytest.mark.filterwarnings("ignore:deprecated")
|
|
def test_deprecate_populate_indicators(result, default_conf):
|
|
default_location = path.join(path.dirname(path.realpath(__file__)))
|
|
default_conf.update({'strategy': 'TestStrategyLegacy',
|
|
'strategy_path': default_location})
|
|
resolver = StrategyResolver(default_conf)
|
|
with warnings.catch_warnings(record=True) as w:
|
|
# Cause all warnings to always be triggered.
|
|
warnings.simplefilter("always")
|
|
indicators = resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
|
|
assert len(w) == 1
|
|
assert issubclass(w[-1].category, DeprecationWarning)
|
|
assert "deprecated - check out the Sample strategy to see the current function headers!" \
|
|
in str(w[-1].message)
|
|
|
|
with warnings.catch_warnings(record=True) as w:
|
|
# Cause all warnings to always be triggered.
|
|
warnings.simplefilter("always")
|
|
resolver.strategy.advise_buy(indicators, {'pair': 'ETH/BTC'})
|
|
assert len(w) == 1
|
|
assert issubclass(w[-1].category, DeprecationWarning)
|
|
assert "deprecated - check out the Sample strategy to see the current function headers!" \
|
|
in str(w[-1].message)
|
|
|
|
with warnings.catch_warnings(record=True) as w:
|
|
# Cause all warnings to always be triggered.
|
|
warnings.simplefilter("always")
|
|
resolver.strategy.advise_sell(indicators, {'pair': 'ETH_BTC'})
|
|
assert len(w) == 1
|
|
assert issubclass(w[-1].category, DeprecationWarning)
|
|
assert "deprecated - check out the Sample strategy to see the current function headers!" \
|
|
in str(w[-1].message)
|
|
|
|
|
|
@pytest.mark.filterwarnings("ignore:deprecated")
|
|
def test_call_deprecated_function(result, monkeypatch, default_conf):
|
|
default_location = path.join(path.dirname(path.realpath(__file__)))
|
|
default_conf.update({'strategy': 'TestStrategyLegacy',
|
|
'strategy_path': default_location})
|
|
resolver = StrategyResolver(default_conf)
|
|
metadata = {'pair': 'ETH/BTC'}
|
|
|
|
# Make sure we are using a legacy function
|
|
assert resolver.strategy._populate_fun_len == 2
|
|
assert resolver.strategy._buy_fun_len == 2
|
|
assert resolver.strategy._sell_fun_len == 2
|
|
assert resolver.strategy.INTERFACE_VERSION == 1
|
|
|
|
indicator_df = resolver.strategy.advise_indicators(result, metadata=metadata)
|
|
assert isinstance(indicator_df, DataFrame)
|
|
assert 'adx' in indicator_df.columns
|
|
|
|
buydf = resolver.strategy.advise_buy(result, metadata=metadata)
|
|
assert isinstance(buydf, DataFrame)
|
|
assert 'buy' in buydf.columns
|
|
|
|
selldf = resolver.strategy.advise_sell(result, metadata=metadata)
|
|
assert isinstance(selldf, DataFrame)
|
|
assert 'sell' in selldf
|
|
|
|
|
|
def test_strategy_interface_versioning(result, monkeypatch, default_conf):
|
|
default_conf.update({'strategy': 'DefaultStrategy'})
|
|
resolver = StrategyResolver(default_conf)
|
|
metadata = {'pair': 'ETH/BTC'}
|
|
|
|
# Make sure we are using a legacy function
|
|
assert resolver.strategy._populate_fun_len == 3
|
|
assert resolver.strategy._buy_fun_len == 3
|
|
assert resolver.strategy._sell_fun_len == 3
|
|
assert resolver.strategy.INTERFACE_VERSION == 2
|
|
|
|
indicator_df = resolver.strategy.advise_indicators(result, metadata=metadata)
|
|
assert isinstance(indicator_df, DataFrame)
|
|
assert 'adx' in indicator_df.columns
|
|
|
|
buydf = resolver.strategy.advise_buy(result, metadata=metadata)
|
|
assert isinstance(buydf, DataFrame)
|
|
assert 'buy' in buydf.columns
|
|
|
|
selldf = resolver.strategy.advise_sell(result, metadata=metadata)
|
|
assert isinstance(selldf, DataFrame)
|
|
assert 'sell' in selldf
|