502 lines
18 KiB
Python
502 lines
18 KiB
Python
# pragma pylint: disable=missing-docstring, protected-access, C0103
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import logging
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from base64 import urlsafe_b64encode
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from pathlib import Path
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import pytest
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from pandas import DataFrame
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from freqtrade.configuration import Configuration
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from freqtrade.exceptions import OperationalException
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from freqtrade.resolvers import StrategyResolver
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from freqtrade.strategy.interface import IStrategy
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from tests.conftest import CURRENT_TEST_STRATEGY, log_has, log_has_re
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def test_search_strategy():
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default_location = Path(__file__).parent / 'strats'
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s, _ = StrategyResolver._search_object(
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directory=default_location,
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object_name=CURRENT_TEST_STRATEGY,
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add_source=True,
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)
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assert issubclass(s, IStrategy)
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s, _ = StrategyResolver._search_object(
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directory=default_location,
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object_name='NotFoundStrategy',
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add_source=True,
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)
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assert s is None
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def test_search_all_strategies_no_failed():
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directory = Path(__file__).parent / "strats"
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strategies = StrategyResolver._search_all_objects(directory, enum_failed=False)
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assert isinstance(strategies, list)
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assert len(strategies) == 12
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assert isinstance(strategies[0], dict)
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def test_search_all_strategies_with_failed():
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directory = Path(__file__).parent / "strats"
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strategies = StrategyResolver._search_all_objects(directory, enum_failed=True)
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assert isinstance(strategies, list)
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assert len(strategies) == 13
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# with enum_failed=True search_all_objects() shall find 2 good strategies
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# and 1 which fails to load
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assert len([x for x in strategies if x['class'] is not None]) == 12
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assert len([x for x in strategies if x['class'] is None]) == 1
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directory = Path(__file__).parent / "strats_nonexistingdir"
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strategies = StrategyResolver._search_all_objects(directory, enum_failed=True)
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assert len(strategies) == 0
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def test_load_strategy(default_conf, dataframe_1m):
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default_conf.update({'strategy': 'SampleStrategy',
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'strategy_path': str(Path(__file__).parents[2] / 'freqtrade/templates')
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})
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strategy = StrategyResolver.load_strategy(default_conf)
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assert isinstance(strategy.__source__, str)
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assert 'class SampleStrategy' in strategy.__source__
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assert isinstance(strategy.__file__, str)
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assert 'rsi' in strategy.advise_indicators(dataframe_1m, {'pair': 'ETH/BTC'})
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def test_load_strategy_base64(dataframe_1m, caplog, default_conf):
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filepath = Path(__file__).parents[2] / 'freqtrade/templates/sample_strategy.py'
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encoded_string = urlsafe_b64encode(filepath.read_bytes()).decode("utf-8")
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default_conf.update({'strategy': f'SampleStrategy:{encoded_string}'})
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strategy = StrategyResolver.load_strategy(default_conf)
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assert 'rsi' in strategy.advise_indicators(dataframe_1m, {'pair': 'ETH/BTC'})
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# Make sure strategy was loaded from base64 (using temp directory)!!
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assert log_has_re(r"Using resolved strategy SampleStrategy from '"
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r".*(/|\\).*(/|\\)SampleStrategy\.py'\.\.\.", caplog)
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def test_load_strategy_invalid_directory(caplog, default_conf):
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extra_dir = Path.cwd() / 'some/path'
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with pytest.raises(OperationalException, match=r"Impossible to load Strategy.*"):
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StrategyResolver._load_strategy('StrategyTestV333', config=default_conf,
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extra_dir=extra_dir)
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assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog)
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def test_load_not_found_strategy(default_conf):
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default_conf['strategy'] = 'NotFoundStrategy'
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with pytest.raises(OperationalException,
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match=r"Impossible to load Strategy 'NotFoundStrategy'. "
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r"This class does not exist or contains Python code errors."):
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StrategyResolver.load_strategy(default_conf)
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def test_load_strategy_noname(default_conf):
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default_conf['strategy'] = ''
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with pytest.raises(OperationalException,
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match="No strategy set. Please use `--strategy` to specify "
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"the strategy class to use."):
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StrategyResolver.load_strategy(default_conf)
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@ pytest.mark.filterwarnings("ignore:deprecated")
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@ pytest.mark.parametrize('strategy_name', ['StrategyTestV2'])
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def test_strategy_pre_v3(dataframe_1m, default_conf, strategy_name):
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default_conf.update({'strategy': strategy_name})
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strategy = StrategyResolver.load_strategy(default_conf)
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metadata = {'pair': 'ETH/BTC'}
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assert strategy.minimal_roi[0] == 0.04
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assert default_conf["minimal_roi"]['0'] == 0.04
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assert strategy.stoploss == -0.10
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assert default_conf['stoploss'] == -0.10
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assert strategy.timeframe == '5m'
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assert default_conf['timeframe'] == '5m'
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df_indicators = strategy.advise_indicators(dataframe_1m, metadata=metadata)
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assert 'adx' in df_indicators
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dataframe = strategy.advise_entry(df_indicators, metadata=metadata)
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assert 'buy' not in dataframe.columns
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assert 'enter_long' in dataframe.columns
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dataframe = strategy.advise_exit(df_indicators, metadata=metadata)
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assert 'sell' not in dataframe.columns
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assert 'exit_long' in dataframe.columns
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def test_strategy_can_short(caplog, default_conf):
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caplog.set_level(logging.INFO)
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default_conf.update({
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'strategy': CURRENT_TEST_STRATEGY,
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})
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strat = StrategyResolver.load_strategy(default_conf)
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assert isinstance(strat, IStrategy)
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default_conf['strategy'] = 'StrategyTestV3Futures'
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with pytest.raises(ImportError, match=""):
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StrategyResolver.load_strategy(default_conf)
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default_conf['trading_mode'] = 'futures'
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strat = StrategyResolver.load_strategy(default_conf)
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assert isinstance(strat, IStrategy)
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def test_strategy_override_minimal_roi(caplog, default_conf):
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caplog.set_level(logging.INFO)
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default_conf.update({
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'strategy': CURRENT_TEST_STRATEGY,
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'minimal_roi': {
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"20": 0.1,
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"0": 0.5
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}
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})
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strategy = StrategyResolver.load_strategy(default_conf)
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assert strategy.minimal_roi[0] == 0.5
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assert log_has(
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"Override strategy 'minimal_roi' with value in config file: {'20': 0.1, '0': 0.5}.",
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caplog)
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def test_strategy_override_stoploss(caplog, default_conf):
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caplog.set_level(logging.INFO)
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default_conf.update({
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'strategy': CURRENT_TEST_STRATEGY,
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'stoploss': -0.5
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})
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strategy = StrategyResolver.load_strategy(default_conf)
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assert strategy.stoploss == -0.5
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assert log_has("Override strategy 'stoploss' with value in config file: -0.5.", caplog)
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def test_strategy_override_max_open_trades(caplog, default_conf):
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caplog.set_level(logging.INFO)
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default_conf.update({
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'strategy': CURRENT_TEST_STRATEGY,
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'max_open_trades': 7
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})
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strategy = StrategyResolver.load_strategy(default_conf)
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assert strategy.max_open_trades == 7
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assert log_has("Override strategy 'max_open_trades' with value in config file: 7.", caplog)
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def test_strategy_override_trailing_stop(caplog, default_conf):
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caplog.set_level(logging.INFO)
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default_conf.update({
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'strategy': CURRENT_TEST_STRATEGY,
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'trailing_stop': True
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})
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strategy = StrategyResolver.load_strategy(default_conf)
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assert strategy.trailing_stop
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assert isinstance(strategy.trailing_stop, bool)
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assert log_has("Override strategy 'trailing_stop' with value in config file: True.", caplog)
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def test_strategy_override_trailing_stop_positive(caplog, default_conf):
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caplog.set_level(logging.INFO)
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default_conf.update({
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'strategy': CURRENT_TEST_STRATEGY,
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'trailing_stop_positive': -0.1,
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'trailing_stop_positive_offset': -0.2
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})
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strategy = StrategyResolver.load_strategy(default_conf)
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assert strategy.trailing_stop_positive == -0.1
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assert log_has("Override strategy 'trailing_stop_positive' with value in config file: -0.1.",
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caplog)
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assert strategy.trailing_stop_positive_offset == -0.2
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assert log_has("Override strategy 'trailing_stop_positive' with value in config file: -0.1.",
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caplog)
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def test_strategy_override_timeframe(caplog, default_conf):
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caplog.set_level(logging.INFO)
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default_conf.update({
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'strategy': CURRENT_TEST_STRATEGY,
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'timeframe': 60,
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'stake_currency': 'ETH'
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})
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strategy = StrategyResolver.load_strategy(default_conf)
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assert strategy.timeframe == 60
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assert strategy.stake_currency == 'ETH'
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assert log_has("Override strategy 'timeframe' with value in config file: 60.",
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caplog)
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def test_strategy_override_process_only_new_candles(caplog, default_conf):
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caplog.set_level(logging.INFO)
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default_conf.update({
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'strategy': CURRENT_TEST_STRATEGY,
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'process_only_new_candles': False
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})
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strategy = StrategyResolver.load_strategy(default_conf)
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assert not strategy.process_only_new_candles
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assert log_has("Override strategy 'process_only_new_candles' with value in config file: False.",
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caplog)
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def test_strategy_override_order_types(caplog, default_conf):
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caplog.set_level(logging.INFO)
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order_types = {
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'entry': 'market',
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'exit': 'limit',
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'stoploss': 'limit',
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'stoploss_on_exchange': True,
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}
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default_conf.update({
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'strategy': CURRENT_TEST_STRATEGY,
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'order_types': order_types
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})
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strategy = StrategyResolver.load_strategy(default_conf)
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assert strategy.order_types
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for method in ['entry', 'exit', 'stoploss', 'stoploss_on_exchange']:
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assert strategy.order_types[method] == order_types[method]
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assert log_has("Override strategy 'order_types' with value in config file:"
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" {'entry': 'market', 'exit': 'limit', 'stoploss': 'limit',"
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" 'stoploss_on_exchange': True}.", caplog)
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default_conf.update({
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'strategy': CURRENT_TEST_STRATEGY,
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'order_types': {'exit': 'market'}
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})
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# Raise error for invalid configuration
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with pytest.raises(ImportError,
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match=r"Impossible to load Strategy '" + CURRENT_TEST_STRATEGY + "'. "
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r"Order-types mapping is incomplete."):
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StrategyResolver.load_strategy(default_conf)
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def test_strategy_override_order_tif(caplog, default_conf):
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caplog.set_level(logging.INFO)
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order_time_in_force = {
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'entry': 'FOK',
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'exit': 'GTC',
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}
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default_conf.update({
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'strategy': CURRENT_TEST_STRATEGY,
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'order_time_in_force': order_time_in_force
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})
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strategy = StrategyResolver.load_strategy(default_conf)
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assert strategy.order_time_in_force
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for method in ['entry', 'exit']:
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assert strategy.order_time_in_force[method] == order_time_in_force[method]
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assert log_has("Override strategy 'order_time_in_force' with value in config file:"
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" {'entry': 'FOK', 'exit': 'GTC'}.", caplog)
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default_conf.update({
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'strategy': CURRENT_TEST_STRATEGY,
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'order_time_in_force': {'entry': 'FOK'}
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})
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# Raise error for invalid configuration
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with pytest.raises(ImportError,
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match=f"Impossible to load Strategy '{CURRENT_TEST_STRATEGY}'. "
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"Order-time-in-force mapping is incomplete."):
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StrategyResolver.load_strategy(default_conf)
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def test_strategy_override_use_exit_signal(caplog, default_conf):
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caplog.set_level(logging.INFO)
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default_conf.update({
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'strategy': CURRENT_TEST_STRATEGY,
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})
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strategy = StrategyResolver.load_strategy(default_conf)
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assert strategy.use_exit_signal
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assert isinstance(strategy.use_exit_signal, bool)
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# must be inserted to configuration
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assert 'use_exit_signal' in default_conf
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assert default_conf['use_exit_signal']
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default_conf.update({
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'strategy': CURRENT_TEST_STRATEGY,
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'use_exit_signal': False,
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})
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strategy = StrategyResolver.load_strategy(default_conf)
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assert not strategy.use_exit_signal
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assert isinstance(strategy.use_exit_signal, bool)
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assert log_has("Override strategy 'use_exit_signal' with value in config file: False.", caplog)
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def test_strategy_override_use_exit_profit_only(caplog, default_conf):
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caplog.set_level(logging.INFO)
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default_conf.update({
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'strategy': CURRENT_TEST_STRATEGY,
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})
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strategy = StrategyResolver.load_strategy(default_conf)
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assert not strategy.exit_profit_only
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assert isinstance(strategy.exit_profit_only, bool)
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# must be inserted to configuration
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assert 'exit_profit_only' in default_conf
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assert not default_conf['exit_profit_only']
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default_conf.update({
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'strategy': CURRENT_TEST_STRATEGY,
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'exit_profit_only': True,
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})
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strategy = StrategyResolver.load_strategy(default_conf)
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assert strategy.exit_profit_only
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assert isinstance(strategy.exit_profit_only, bool)
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assert log_has("Override strategy 'exit_profit_only' with value in config file: True.", caplog)
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def test_strategy_max_open_trades_infinity_from_strategy(caplog, default_conf):
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caplog.set_level(logging.INFO)
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default_conf.update({
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'strategy': CURRENT_TEST_STRATEGY,
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})
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del default_conf['max_open_trades']
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strategy = StrategyResolver.load_strategy(default_conf)
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# this test assumes -1 set to 'max_open_trades' in CURRENT_TEST_STRATEGY
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assert strategy.max_open_trades == float('inf')
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assert default_conf['max_open_trades'] == float('inf')
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def test_strategy_max_open_trades_infinity_from_config(caplog, default_conf, mocker):
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caplog.set_level(logging.INFO)
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default_conf.update({
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'strategy': CURRENT_TEST_STRATEGY,
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'max_open_trades': -1,
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'exchange': 'binance'
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})
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configuration = Configuration(args=default_conf)
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parsed_config = configuration.get_config()
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assert parsed_config['max_open_trades'] == float('inf')
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strategy = StrategyResolver.load_strategy(parsed_config)
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assert strategy.max_open_trades == float('inf')
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@ pytest.mark.filterwarnings("ignore:deprecated")
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def test_missing_implements(default_conf, caplog):
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default_location = Path(__file__).parent / "strats"
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default_conf.update({'strategy': 'StrategyTestV2',
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'strategy_path': default_location})
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StrategyResolver.load_strategy(default_conf)
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log_has_re(r"DEPRECATED: .*use_sell_signal.*use_exit_signal.", caplog)
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default_conf['trading_mode'] = 'futures'
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with pytest.raises(OperationalException,
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match=r"DEPRECATED: .*use_sell_signal.*use_exit_signal."):
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StrategyResolver.load_strategy(default_conf)
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default_conf['trading_mode'] = 'spot'
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default_location = Path(__file__).parent / "strats/broken_strats"
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default_conf.update({'strategy': 'TestStrategyNoImplements',
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'strategy_path': default_location})
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with pytest.raises(OperationalException,
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match=r"`populate_entry_trend` or `populate_buy_trend`.*"):
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StrategyResolver.load_strategy(default_conf)
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default_conf['strategy'] = 'TestStrategyNoImplementSell'
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with pytest.raises(OperationalException,
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match=r"`populate_exit_trend` or `populate_sell_trend`.*"):
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StrategyResolver.load_strategy(default_conf)
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# Futures mode is more strict ...
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default_conf['trading_mode'] = 'futures'
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with pytest.raises(OperationalException,
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match=r"`populate_exit_trend` must be implemented.*"):
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StrategyResolver.load_strategy(default_conf)
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default_conf['strategy'] = 'TestStrategyNoImplements'
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with pytest.raises(OperationalException,
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match=r"`populate_entry_trend` must be implemented.*"):
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StrategyResolver.load_strategy(default_conf)
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default_conf['strategy'] = 'TestStrategyImplementCustomSell'
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with pytest.raises(OperationalException,
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match=r"Please migrate your implementation of `custom_sell`.*"):
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StrategyResolver.load_strategy(default_conf)
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default_conf['strategy'] = 'TestStrategyImplementBuyTimeout'
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with pytest.raises(OperationalException,
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match=r"Please migrate your implementation of `check_buy_timeout`.*"):
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StrategyResolver.load_strategy(default_conf)
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default_conf['strategy'] = 'TestStrategyImplementSellTimeout'
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with pytest.raises(OperationalException,
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match=r"Please migrate your implementation of `check_sell_timeout`.*"):
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StrategyResolver.load_strategy(default_conf)
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def test_call_deprecated_function(default_conf):
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default_location = Path(__file__).parent / "strats/broken_strats/"
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del default_conf['timeframe']
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default_conf.update({'strategy': 'TestStrategyLegacyV1',
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'strategy_path': default_location})
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with pytest.raises(OperationalException,
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match=r"Strategy Interface v1 is no longer supported.*"):
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StrategyResolver.load_strategy(default_conf)
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def test_strategy_interface_versioning(dataframe_1m, default_conf):
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default_conf.update({'strategy': 'StrategyTestV2'})
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strategy = StrategyResolver.load_strategy(default_conf)
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metadata = {'pair': 'ETH/BTC'}
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assert strategy.INTERFACE_VERSION == 2
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indicator_df = strategy.advise_indicators(dataframe_1m, metadata=metadata)
|
|
assert isinstance(indicator_df, DataFrame)
|
|
assert 'adx' in indicator_df.columns
|
|
|
|
enterdf = strategy.advise_entry(dataframe_1m, metadata=metadata)
|
|
assert isinstance(enterdf, DataFrame)
|
|
|
|
assert 'buy' not in enterdf.columns
|
|
assert 'enter_long' in enterdf.columns
|
|
|
|
exitdf = strategy.advise_exit(dataframe_1m, metadata=metadata)
|
|
assert isinstance(exitdf, DataFrame)
|
|
assert 'sell' not in exitdf
|
|
assert 'exit_long' in exitdf
|
|
|
|
|
|
def test_strategy_ft_load_params_from_file(mocker, default_conf):
|
|
default_conf.update({'strategy': 'StrategyTestV2'})
|
|
del default_conf['max_open_trades']
|
|
mocker.patch('freqtrade.strategy.hyper.HyperStrategyMixin.load_params_from_file',
|
|
return_value={
|
|
'params': {
|
|
'max_open_trades': {
|
|
'max_open_trades': -1
|
|
}
|
|
}
|
|
})
|
|
strategy = StrategyResolver.load_strategy(default_conf)
|
|
assert strategy.max_open_trades == float('inf')
|
|
assert strategy.config['max_open_trades'] == float('inf')
|