121 lines
4.3 KiB
Python
121 lines
4.3 KiB
Python
# pragma pylint: disable=missing-docstring,W0621
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import json
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from functools import reduce
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from unittest.mock import MagicMock
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import arrow
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import datetime
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import pytest
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from pandas import DataFrame
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from freqtrade.analyze import parse_ticker_dataframe, populate_buy_trend, populate_indicators, \
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get_signal, SignalType, populate_sell_trend
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def log_has(line, logs):
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# caplog mocker returns log as a tuple: ('freqtrade.analyze', logging.WARNING, 'foobar')
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# and we want to match line against foobar in the tuple
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return reduce(lambda a, b: a or b,
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filter(lambda x: x[2] == line, logs),
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False)
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@pytest.fixture
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def result():
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with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file:
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return parse_ticker_dataframe(json.load(data_file))
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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_dataframe_correct_length(result):
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assert len(result.index) == 14395
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def test_populates_buy_trend(result):
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dataframe = populate_buy_trend(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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dataframe = populate_sell_trend(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(
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'freqtrade.analyze.analyze_ticker',
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return_value=DataFrame([{'buy': 1, 'date': arrow.utcnow()}])
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)
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assert get_signal('BTC-ETH', SignalType.BUY)
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mocker.patch(
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'freqtrade.analyze.analyze_ticker',
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return_value=DataFrame([{'buy': 0, 'date': arrow.utcnow()}])
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)
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assert not get_signal('BTC-ETH', SignalType.BUY)
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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(
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'freqtrade.analyze.analyze_ticker',
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return_value=DataFrame([{'sell': 1, 'date': arrow.utcnow()}])
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)
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assert get_signal('BTC-ETH', SignalType.SELL)
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mocker.patch(
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'freqtrade.analyze.analyze_ticker',
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return_value=DataFrame([{'sell': 0, 'date': arrow.utcnow()}])
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)
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assert not get_signal('BTC-ETH', SignalType.SELL)
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def test_get_signal_empty(mocker, caplog):
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mocker.patch('freqtrade.analyze.get_ticker_history', return_value=None)
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assert not get_signal('foo', SignalType.BUY)
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assert log_has('Empty ticker history for pair foo',
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caplog.record_tuples)
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def test_get_signal_execption_valueerror(mocker, caplog):
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mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
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mocker.patch('freqtrade.analyze.analyze_ticker',
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side_effect=ValueError('xyz'))
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assert not get_signal('foo', SignalType.BUY)
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assert log_has('Unable to analyze ticker for pair foo: xyz',
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caplog.record_tuples)
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# This error should never occur becase analyze_ticker is run first,
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# and that function can only add columns, it cant delete all rows from the dataframe
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def test_get_signal_empty_dataframe(mocker, caplog):
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mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
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mocker.patch('freqtrade.analyze.analyze_ticker', return_value=DataFrame([]))
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assert not get_signal('xyz', SignalType.BUY)
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assert log_has('Empty dataframe for pair xyz',
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caplog.record_tuples)
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def test_get_signal_old_dataframe(mocker, caplog):
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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('freqtrade.analyze.analyze_ticker', return_value=DataFrame(ticks))
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assert not get_signal('xyz', SignalType.BUY)
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assert log_has('Too old dataframe for pair xyz',
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caplog.record_tuples)
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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('freqtrade.analyze.analyze_ticker',
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side_effect=Exception('invalid ticker history '))
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assert not get_signal('BTC-ETH', SignalType.BUY)
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