stable/freqtrade/tests/strategy/test_strategy.py
2018-06-23 11:57:26 +02:00

143 lines
4.7 KiB
Python

# pragma pylint: disable=missing-docstring, protected-access, C0103
import logging
import os
import pytest
from freqtrade.strategy import import_strategy
from freqtrade.strategy.default_strategy import DefaultStrategy
from freqtrade.strategy.interface import IStrategy
from freqtrade.strategy.resolver import StrategyResolver
def test_import_strategy(caplog):
caplog.set_level(logging.DEBUG)
strategy = DefaultStrategy()
strategy.some_method = lambda *args, **kwargs: 42
assert strategy.__module__ == 'freqtrade.strategy.default_strategy'
assert strategy.some_method() == 42
imported_strategy = import_strategy(strategy)
assert dir(strategy) == dir(imported_strategy)
assert imported_strategy.__module__ == 'freqtrade.strategy'
assert imported_strategy.some_method() == 42
assert (
'freqtrade.strategy',
logging.DEBUG,
'Imported strategy freqtrade.strategy.default_strategy.DefaultStrategy '
'as freqtrade.strategy.DefaultStrategy',
) in caplog.record_tuples
def test_search_strategy():
default_location = os.path.join(os.path.dirname(
os.path.realpath(__file__)), '..', '..', 'strategy'
)
assert isinstance(
StrategyResolver._search_strategy(default_location, 'DefaultStrategy'), IStrategy
)
assert StrategyResolver._search_strategy(default_location, 'NotFoundStrategy') is None
def test_load_strategy(result):
resolver = StrategyResolver({'strategy': 'TestStrategy'})
assert hasattr(resolver.strategy, 'populate_indicators')
assert 'adx' in resolver.strategy.populate_indicators(result)
def test_load_strategy_custom_directory(result):
resolver = StrategyResolver()
extra_dir = os.path.join('some', 'path')
with pytest.raises(
FileNotFoundError,
match=r".*No such file or directory: '{}'".format(extra_dir)):
resolver._load_strategy('TestStrategy', extra_dir)
assert hasattr(resolver.strategy, 'populate_indicators')
assert 'adx' in resolver.strategy.populate_indicators(result)
def test_load_not_found_strategy():
strategy = StrategyResolver()
with pytest.raises(ImportError,
match=r'Impossible to load Strategy \'NotFoundStrategy\'.'
r' This class does not exist or contains Python code errors'):
strategy._load_strategy('NotFoundStrategy')
def test_strategy(result):
resolver = StrategyResolver({'strategy': 'DefaultStrategy'})
assert hasattr(resolver.strategy, 'minimal_roi')
assert resolver.strategy.minimal_roi[0] == 0.04
assert hasattr(resolver.strategy, 'stoploss')
assert resolver.strategy.stoploss == -0.10
assert hasattr(resolver.strategy, 'populate_indicators')
assert 'adx' in resolver.strategy.populate_indicators(result)
assert hasattr(resolver.strategy, 'populate_buy_trend')
dataframe = resolver.strategy.populate_buy_trend(resolver.strategy.populate_indicators(result))
assert 'buy' in dataframe.columns
assert hasattr(resolver.strategy, 'populate_sell_trend')
dataframe = resolver.strategy.populate_sell_trend(resolver.strategy.populate_indicators(result))
assert 'sell' in dataframe.columns
def test_strategy_override_minimal_roi(caplog):
caplog.set_level(logging.INFO)
config = {
'strategy': 'DefaultStrategy',
'minimal_roi': {
"0": 0.5
}
}
resolver = StrategyResolver(config)
assert hasattr(resolver.strategy, 'minimal_roi')
assert resolver.strategy.minimal_roi[0] == 0.5
assert ('freqtrade.strategy.resolver',
logging.INFO,
'Override strategy \'minimal_roi\' with value in config file.'
) in caplog.record_tuples
def test_strategy_override_stoploss(caplog):
caplog.set_level(logging.INFO)
config = {
'strategy': 'DefaultStrategy',
'stoploss': -0.5
}
resolver = StrategyResolver(config)
assert hasattr(resolver.strategy, 'stoploss')
assert resolver.strategy.stoploss == -0.5
assert ('freqtrade.strategy.resolver',
logging.INFO,
'Override strategy \'stoploss\' with value in config file: -0.5.'
) in caplog.record_tuples
def test_strategy_override_ticker_interval(caplog):
caplog.set_level(logging.INFO)
config = {
'strategy': 'DefaultStrategy',
'ticker_interval': 60
}
resolver = StrategyResolver(config)
assert hasattr(resolver.strategy, 'ticker_interval')
assert resolver.strategy.ticker_interval == 60
assert ('freqtrade.strategy.resolver',
logging.INFO,
'Override strategy \'ticker_interval\' with value in config file: 60.'
) in caplog.record_tuples