300 lines
11 KiB
Python
300 lines
11 KiB
Python
# pragma pylint: disable=missing-docstring, protected-access, C0103
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import os
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import json
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import logging
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import uuid
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from shutil import copyfile
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from freqtrade import exchange, optimize
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from freqtrade.exchange import Bittrex
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from freqtrade.optimize.__init__ import make_testdata_path, download_pairs,\
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download_backtesting_testdata, load_tickerdata_file, trim_tickerlist, file_dump_json
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# Change this if modifying BTC_UNITEST testdatafile
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_BTC_UNITTEST_LENGTH = 13681
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def _backup_file(file: str, copy_file: bool = False) -> None:
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"""
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Backup existing file to avoid deleting the user file
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:param file: complete path to the file
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:param touch_file: create an empty file in replacement
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:return: None
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"""
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file_swp = file + '.swp'
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if os.path.isfile(file):
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os.rename(file, file_swp)
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if copy_file:
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copyfile(file_swp, file)
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def _clean_test_file(file: str) -> None:
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"""
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Backup existing file to avoid deleting the user file
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:param file: complete path to the file
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:return: None
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"""
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file_swp = file + '.swp'
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# 1. Delete file from the test
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if os.path.isfile(file):
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os.remove(file)
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# 2. Rollback to the initial file
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if os.path.isfile(file_swp):
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os.rename(file_swp, file)
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def test_load_data_30min_ticker(default_conf, ticker_history, mocker, caplog):
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mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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exchange._API = Bittrex({'key': '', 'secret': ''})
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file = 'freqtrade/tests/testdata/BTC_UNITTEST-30.json'
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_backup_file(file, copy_file=True)
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optimize.load_data(None, pairs=['BTC_UNITTEST'], ticker_interval=30)
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assert os.path.isfile(file) is True
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assert ('freqtrade.optimize',
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logging.INFO,
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'Download the pair: "BTC_ETH", Interval: 30 min') not in caplog.record_tuples
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_clean_test_file(file)
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def test_load_data_5min_ticker(default_conf, ticker_history, mocker, caplog):
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mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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exchange._API = Bittrex({'key': '', 'secret': ''})
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file = 'freqtrade/tests/testdata/BTC_ETH-5.json'
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_backup_file(file, copy_file=True)
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optimize.load_data(None, pairs=['BTC_ETH'], ticker_interval=5)
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assert os.path.isfile(file) is True
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assert ('freqtrade.optimize',
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logging.INFO,
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'Download the pair: "BTC_ETH", Interval: 5 min') not in caplog.record_tuples
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_clean_test_file(file)
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def test_load_data_1min_ticker(default_conf, ticker_history, mocker, caplog):
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mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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exchange._API = Bittrex({'key': '', 'secret': ''})
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file = 'freqtrade/tests/testdata/BTC_ETH-1.json'
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_backup_file(file, copy_file=True)
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optimize.load_data(None, ticker_interval=1, pairs=['BTC_ETH'])
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assert os.path.isfile(file) is True
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assert ('freqtrade.optimize',
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logging.INFO,
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'Download the pair: "BTC_ETH", Interval: 1 min') not in caplog.record_tuples
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_clean_test_file(file)
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def test_load_data_with_new_pair_1min(default_conf, ticker_history, mocker, caplog):
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mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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exchange._API = Bittrex({'key': '', 'secret': ''})
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file = 'freqtrade/tests/testdata/BTC_MEME-1.json'
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_backup_file(file)
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optimize.load_data(None, ticker_interval=1, pairs=['BTC_MEME'])
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assert os.path.isfile(file) is True
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assert ('freqtrade.optimize',
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logging.INFO,
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'Download the pair: "BTC_MEME", Interval: 1 min') in caplog.record_tuples
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_clean_test_file(file)
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def test_testdata_path():
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assert os.path.join('freqtrade', 'tests', 'testdata') in make_testdata_path(None)
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def test_download_pairs(default_conf, ticker_history, mocker):
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mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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exchange._API = Bittrex({'key': '', 'secret': ''})
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file1_1 = 'freqtrade/tests/testdata/BTC_MEME-1.json'
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file1_5 = 'freqtrade/tests/testdata/BTC_MEME-5.json'
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file2_1 = 'freqtrade/tests/testdata/BTC_CFI-1.json'
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file2_5 = 'freqtrade/tests/testdata/BTC_CFI-5.json'
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_backup_file(file1_1)
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_backup_file(file1_5)
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_backup_file(file2_1)
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_backup_file(file2_5)
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assert os.path.isfile(file1_1) is False
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assert os.path.isfile(file2_1) is False
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assert download_pairs(None, pairs=['BTC-MEME', 'BTC-CFI'], ticker_interval=1) is True
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assert os.path.isfile(file1_1) is True
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assert os.path.isfile(file2_1) is True
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# clean files freshly downloaded
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_clean_test_file(file1_1)
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_clean_test_file(file2_1)
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assert os.path.isfile(file1_5) is False
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assert os.path.isfile(file2_5) is False
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assert download_pairs(None, pairs=['BTC-MEME', 'BTC-CFI'], ticker_interval=5) is True
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assert os.path.isfile(file1_5) is True
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assert os.path.isfile(file2_5) is True
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# clean files freshly downloaded
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_clean_test_file(file1_5)
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_clean_test_file(file2_5)
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def test_download_pairs_exception(default_conf, ticker_history, mocker, caplog):
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mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
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mocker.patch('freqtrade.optimize.__init__.download_backtesting_testdata',
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side_effect=BaseException('File Error'))
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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exchange._API = Bittrex({'key': '', 'secret': ''})
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file1_1 = 'freqtrade/tests/testdata/BTC_MEME-1.json'
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file1_5 = 'freqtrade/tests/testdata/BTC_MEME-5.json'
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_backup_file(file1_1)
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_backup_file(file1_5)
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download_pairs(None, pairs=['BTC-MEME'], ticker_interval=1)
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# clean files freshly downloaded
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_clean_test_file(file1_1)
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_clean_test_file(file1_5)
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assert ('freqtrade.optimize.__init__',
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logging.INFO,
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'Failed to download the pair: "BTC-MEME", Interval: 1 min') in caplog.record_tuples
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def test_download_backtesting_testdata(default_conf, ticker_history, mocker):
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mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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exchange._API = Bittrex({'key': '', 'secret': ''})
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# Download a 1 min ticker file
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file1 = 'freqtrade/tests/testdata/BTC_XEL-1.json'
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_backup_file(file1)
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download_backtesting_testdata(None, pair="BTC-XEL", interval=1)
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assert os.path.isfile(file1) is True
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_clean_test_file(file1)
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# Download a 5 min ticker file
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file2 = 'freqtrade/tests/testdata/BTC_STORJ-5.json'
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_backup_file(file2)
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download_backtesting_testdata(None, pair="BTC-STORJ", interval=5)
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assert os.path.isfile(file2) is True
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_clean_test_file(file2)
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def test_download_backtesting_testdata2(mocker):
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tick = [{'T': 'bar'}, {'T': 'foo'}]
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mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
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mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=tick)
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assert download_backtesting_testdata(None, pair="BTC-UNITEST", interval=1)
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assert download_backtesting_testdata(None, pair="BTC-UNITEST", interval=3)
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def test_load_tickerdata_file():
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# 7 does not exist in either format.
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assert not load_tickerdata_file(None, 'BTC_UNITEST', 7)
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# 1 exists only as a .json
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tickerdata = load_tickerdata_file(None, 'BTC_UNITEST', 1)
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assert _BTC_UNITTEST_LENGTH == len(tickerdata)
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# 8 .json is empty and will fail if it's loaded. .json.gz is a copy of 1.json
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tickerdata = load_tickerdata_file(None, 'BTC_UNITEST', 8)
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assert _BTC_UNITTEST_LENGTH == len(tickerdata)
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def test_init(default_conf, mocker):
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conf = {'exchange': {'pair_whitelist': []}}
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mocker.patch('freqtrade.optimize.hyperopt_optimize_conf', return_value=conf)
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assert {} == optimize.load_data('', pairs=[], refresh_pairs=True,
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ticker_interval=int(default_conf['ticker_interval']))
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def test_tickerdata_to_dataframe():
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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 = optimize.tickerdata_to_dataframe(tickerlist)
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assert len(data['BTC_UNITEST']) == 100
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def test_trim_tickerlist():
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with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file:
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ticker_list = json.load(data_file)
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ticker_list_len = len(ticker_list)
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# Test the pattern ^(-\d+)$
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# This pattern remove X element from the beginning
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timerange = ((None, 'line'), None, 5)
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ticker = trim_tickerlist(ticker_list, timerange)
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ticker_len = len(ticker)
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assert ticker_list_len == ticker_len + 5
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assert ticker_list[0] is not ticker[0] # The first element should be different
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assert ticker_list[-1] is ticker[-1] # The last element must be the same
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# Test the pattern ^(\d+)-$
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# This pattern keep X element from the end
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timerange = (('line', None), 5, None)
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ticker = trim_tickerlist(ticker_list, timerange)
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ticker_len = len(ticker)
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assert ticker_len == 5
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assert ticker_list[0] is ticker[0] # The first element must be the same
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assert ticker_list[-1] is not ticker[-1] # The last element should be different
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# Test the pattern ^(\d+)-(\d+)$
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# This pattern extract a window
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timerange = (('index', 'index'), 5, 10)
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ticker = trim_tickerlist(ticker_list, timerange)
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ticker_len = len(ticker)
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assert ticker_len == 5
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assert ticker_list[0] is not ticker[0] # The first element should be different
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assert ticker_list[5] is ticker[0] # The list starts at the index 5
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assert ticker_list[9] is ticker[-1] # The list ends at the index 9 (5 elements)
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# Test a wrong pattern
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# This pattern must return the list unchanged
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timerange = ((None, None), None, 5)
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ticker = trim_tickerlist(ticker_list, timerange)
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ticker_len = len(ticker)
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assert ticker_list_len == ticker_len
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def test_file_dump_json():
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file = 'freqtrade/tests/testdata/test_{id}.json'.format(id=str(uuid.uuid4()))
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data = {'bar': 'foo'}
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# check the file we will create does not exist
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assert os.path.isfile(file) is False
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# Create the Json file
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file_dump_json(file, data)
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# Check the file was create
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assert os.path.isfile(file) is True
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# Open the Json file created and test the data is in it
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with open(file) as data_file:
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json_from_file = json.load(data_file)
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assert 'bar' in json_from_file
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assert json_from_file['bar'] == 'foo'
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# Remove the file
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_clean_test_file(file)
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