195 lines
6.5 KiB
Python
195 lines
6.5 KiB
Python
# pragma pylint: disable=missing-docstring, C0103
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"""
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Unit test file for analyse.py
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"""
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import datetime
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import logging
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from unittest.mock import MagicMock
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import arrow
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from pandas import DataFrame
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from freqtrade.analyze import Analyze, SignalType
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from freqtrade.optimize.__init__ import load_tickerdata_file
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from freqtrade.tests.conftest import log_has
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# Avoid to reinit the same object again and again
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_ANALYZE = Analyze({'strategy': 'default_strategy'})
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def test_signaltype_object() -> None:
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"""
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Test the SignalType object has the mandatory Constants
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:return: None
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"""
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assert hasattr(SignalType, 'BUY')
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assert hasattr(SignalType, 'SELL')
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def test_analyze_object() -> None:
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"""
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Test the Analyze object has the mandatory methods
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:return: None
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"""
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assert hasattr(Analyze, 'parse_ticker_dataframe')
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assert hasattr(Analyze, 'populate_indicators')
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assert hasattr(Analyze, 'populate_buy_trend')
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assert hasattr(Analyze, 'populate_sell_trend')
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assert hasattr(Analyze, 'analyze_ticker')
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assert hasattr(Analyze, 'get_signal')
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assert hasattr(Analyze, 'should_sell')
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assert hasattr(Analyze, 'min_roi_reached')
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def test_dataframe_correct_length(result):
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dataframe = Analyze.parse_ticker_dataframe(result)
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assert len(result.index) == len(dataframe.index)
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def test_dataframe_correct_columns(result):
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assert result.columns.tolist() == \
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['close', 'high', 'low', 'open', 'date', 'volume']
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def test_populates_buy_trend(result):
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# Load the default strategy for the unit test, because this logic is done in main.py
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dataframe = _ANALYZE.populate_buy_trend(_ANALYZE.populate_indicators(result))
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assert 'buy' in dataframe.columns
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def test_populates_sell_trend(result):
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# Load the default strategy for the unit test, because this logic is done in main.py
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dataframe = _ANALYZE.populate_sell_trend(_ANALYZE.populate_indicators(result))
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assert 'sell' in dataframe.columns
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def test_returns_latest_buy_signal(mocker):
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mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock())
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mocker.patch.multiple(
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'freqtrade.analyze.Analyze',
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analyze_ticker=MagicMock(
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return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}])
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)
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)
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assert _ANALYZE.get_signal('BTC-ETH', 5) == (True, False)
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mocker.patch.multiple(
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'freqtrade.analyze.Analyze',
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analyze_ticker=MagicMock(
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return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}])
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)
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)
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assert _ANALYZE.get_signal('BTC-ETH', 5) == (False, True)
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def test_returns_latest_sell_signal(mocker):
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mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock())
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mocker.patch.multiple(
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'freqtrade.analyze.Analyze',
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analyze_ticker=MagicMock(
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return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}])
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)
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)
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assert _ANALYZE.get_signal('BTC-ETH', 5) == (False, True)
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mocker.patch.multiple(
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'freqtrade.analyze.Analyze',
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analyze_ticker=MagicMock(
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return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}])
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)
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)
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assert _ANALYZE.get_signal('BTC-ETH', 5) == (True, False)
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def test_get_signal_empty(default_conf, mocker, caplog):
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caplog.set_level(logging.INFO)
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mocker.patch('freqtrade.analyze.get_ticker_history', return_value=None)
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assert (False, False) == _ANALYZE.get_signal('foo', int(default_conf['ticker_interval']))
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assert log_has('Empty ticker history for pair foo', caplog.record_tuples)
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def test_get_signal_exception_valueerror(default_conf, mocker, caplog):
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caplog.set_level(logging.INFO)
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mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
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mocker.patch.multiple(
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'freqtrade.analyze.Analyze',
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analyze_ticker=MagicMock(
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side_effect=ValueError('xyz')
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)
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)
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assert (False, False) == _ANALYZE.get_signal('foo', int(default_conf['ticker_interval']))
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assert log_has('Unable to analyze ticker for pair foo: xyz', caplog.record_tuples)
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def test_get_signal_empty_dataframe(default_conf, mocker, caplog):
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caplog.set_level(logging.INFO)
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mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
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mocker.patch.multiple(
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'freqtrade.analyze.Analyze',
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analyze_ticker=MagicMock(
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return_value=DataFrame([])
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)
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)
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assert (False, False) == _ANALYZE.get_signal('xyz', int(default_conf['ticker_interval']))
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assert log_has('Empty dataframe for pair xyz', caplog.record_tuples)
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def test_get_signal_old_dataframe(default_conf, mocker, caplog):
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caplog.set_level(logging.INFO)
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mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
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# FIX: The get_signal function has hardcoded 10, which we must inturn hardcode
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oldtime = arrow.utcnow() - datetime.timedelta(minutes=11)
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ticks = DataFrame([{'buy': 1, 'date': oldtime}])
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mocker.patch.multiple(
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'freqtrade.analyze.Analyze',
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analyze_ticker=MagicMock(
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return_value=DataFrame(ticks)
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)
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)
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assert (False, False) == _ANALYZE.get_signal('xyz', int(default_conf['ticker_interval']))
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assert log_has(
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'Outdated history for pair xyz. Last tick is 11 minutes old',
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caplog.record_tuples
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)
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def test_get_signal_handles_exceptions(mocker):
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mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock())
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mocker.patch.multiple(
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'freqtrade.analyze.Analyze',
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analyze_ticker=MagicMock(
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side_effect=Exception('invalid ticker history ')
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)
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)
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assert _ANALYZE.get_signal('BTC-ETH', 5) == (False, False)
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def test_parse_ticker_dataframe(ticker_history, ticker_history_without_bv):
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columns = ['close', 'high', 'low', 'open', 'date', 'volume']
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# Test file with BV data
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dataframe = Analyze.parse_ticker_dataframe(ticker_history)
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assert dataframe.columns.tolist() == columns
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# Test file without BV data
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dataframe = Analyze.parse_ticker_dataframe(ticker_history_without_bv)
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assert dataframe.columns.tolist() == columns
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def test_tickerdata_to_dataframe(default_conf) -> None:
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"""
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Test Analyze.tickerdata_to_dataframe() method
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"""
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analyze = Analyze(default_conf)
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timerange = ((None, 'line'), None, -100)
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tick = load_tickerdata_file(None, 'BTC_UNITEST', 1, timerange=timerange)
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tickerlist = {'BTC_UNITEST': tick}
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data = analyze.tickerdata_to_dataframe(tickerlist)
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assert len(data['BTC_UNITEST']) == 100
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