172 lines
7.1 KiB
Python
172 lines
7.1 KiB
Python
from unittest.mock import MagicMock, PropertyMock
|
|
|
|
from pandas import DataFrame
|
|
|
|
from freqtrade.data.dataprovider import DataProvider
|
|
from freqtrade.state import RunMode
|
|
from tests.conftest import get_patched_exchange, get_patched_freqtradebot
|
|
|
|
|
|
def test_ohlcv(mocker, default_conf, ohlcv_history):
|
|
default_conf["runmode"] = RunMode.DRY_RUN
|
|
timeframe = default_conf["ticker_interval"]
|
|
exchange = get_patched_exchange(mocker, default_conf)
|
|
exchange._klines[("XRP/BTC", timeframe)] = ohlcv_history
|
|
exchange._klines[("UNITTEST/BTC", timeframe)] = ohlcv_history
|
|
|
|
dp = DataProvider(default_conf, exchange)
|
|
assert dp.runmode == RunMode.DRY_RUN
|
|
assert ohlcv_history.equals(dp.ohlcv("UNITTEST/BTC", timeframe))
|
|
assert isinstance(dp.ohlcv("UNITTEST/BTC", timeframe), DataFrame)
|
|
assert dp.ohlcv("UNITTEST/BTC", timeframe) is not ohlcv_history
|
|
assert dp.ohlcv("UNITTEST/BTC", timeframe, copy=False) is ohlcv_history
|
|
assert not dp.ohlcv("UNITTEST/BTC", timeframe).empty
|
|
assert dp.ohlcv("NONESENSE/AAA", timeframe).empty
|
|
|
|
# Test with and without parameter
|
|
assert dp.ohlcv("UNITTEST/BTC", timeframe).equals(dp.ohlcv("UNITTEST/BTC"))
|
|
|
|
default_conf["runmode"] = RunMode.LIVE
|
|
dp = DataProvider(default_conf, exchange)
|
|
assert dp.runmode == RunMode.LIVE
|
|
assert isinstance(dp.ohlcv("UNITTEST/BTC", timeframe), DataFrame)
|
|
|
|
default_conf["runmode"] = RunMode.BACKTEST
|
|
dp = DataProvider(default_conf, exchange)
|
|
assert dp.runmode == RunMode.BACKTEST
|
|
assert dp.ohlcv("UNITTEST/BTC", timeframe).empty
|
|
|
|
|
|
def test_historic_ohlcv(mocker, default_conf, ohlcv_history):
|
|
historymock = MagicMock(return_value=ohlcv_history)
|
|
mocker.patch("freqtrade.data.dataprovider.load_pair_history", historymock)
|
|
|
|
dp = DataProvider(default_conf, None)
|
|
data = dp.historic_ohlcv("UNITTEST/BTC", "5m")
|
|
assert isinstance(data, DataFrame)
|
|
assert historymock.call_count == 1
|
|
assert historymock.call_args_list[0][1]["timeframe"] == "5m"
|
|
|
|
|
|
def test_get_pair_dataframe(mocker, default_conf, ohlcv_history):
|
|
default_conf["runmode"] = RunMode.DRY_RUN
|
|
ticker_interval = default_conf["ticker_interval"]
|
|
exchange = get_patched_exchange(mocker, default_conf)
|
|
exchange._klines[("XRP/BTC", ticker_interval)] = ohlcv_history
|
|
exchange._klines[("UNITTEST/BTC", ticker_interval)] = ohlcv_history
|
|
|
|
dp = DataProvider(default_conf, exchange)
|
|
assert dp.runmode == RunMode.DRY_RUN
|
|
assert ohlcv_history.equals(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval))
|
|
assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval), DataFrame)
|
|
assert dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval) is not ohlcv_history
|
|
assert not dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval).empty
|
|
assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty
|
|
|
|
# Test with and without parameter
|
|
assert dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval)\
|
|
.equals(dp.get_pair_dataframe("UNITTEST/BTC"))
|
|
|
|
default_conf["runmode"] = RunMode.LIVE
|
|
dp = DataProvider(default_conf, exchange)
|
|
assert dp.runmode == RunMode.LIVE
|
|
assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval), DataFrame)
|
|
assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty
|
|
|
|
historymock = MagicMock(return_value=ohlcv_history)
|
|
mocker.patch("freqtrade.data.dataprovider.load_pair_history", historymock)
|
|
default_conf["runmode"] = RunMode.BACKTEST
|
|
dp = DataProvider(default_conf, exchange)
|
|
assert dp.runmode == RunMode.BACKTEST
|
|
assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval), DataFrame)
|
|
# assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty
|
|
|
|
|
|
def test_available_pairs(mocker, default_conf, ohlcv_history):
|
|
exchange = get_patched_exchange(mocker, default_conf)
|
|
ticker_interval = default_conf["ticker_interval"]
|
|
exchange._klines[("XRP/BTC", ticker_interval)] = ohlcv_history
|
|
exchange._klines[("UNITTEST/BTC", ticker_interval)] = ohlcv_history
|
|
|
|
dp = DataProvider(default_conf, exchange)
|
|
assert len(dp.available_pairs) == 2
|
|
assert dp.available_pairs == [("XRP/BTC", ticker_interval), ("UNITTEST/BTC", ticker_interval), ]
|
|
|
|
|
|
def test_refresh(mocker, default_conf, ohlcv_history):
|
|
refresh_mock = MagicMock()
|
|
mocker.patch("freqtrade.exchange.Exchange.refresh_latest_ohlcv", refresh_mock)
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, id="binance")
|
|
ticker_interval = default_conf["ticker_interval"]
|
|
pairs = [("XRP/BTC", ticker_interval), ("UNITTEST/BTC", ticker_interval)]
|
|
|
|
pairs_non_trad = [("ETH/USDT", ticker_interval), ("BTC/TUSD", "1h")]
|
|
|
|
dp = DataProvider(default_conf, exchange)
|
|
dp.refresh(pairs)
|
|
|
|
assert refresh_mock.call_count == 1
|
|
assert len(refresh_mock.call_args[0]) == 1
|
|
assert len(refresh_mock.call_args[0][0]) == len(pairs)
|
|
assert refresh_mock.call_args[0][0] == pairs
|
|
|
|
refresh_mock.reset_mock()
|
|
dp.refresh(pairs, pairs_non_trad)
|
|
assert refresh_mock.call_count == 1
|
|
assert len(refresh_mock.call_args[0]) == 1
|
|
assert len(refresh_mock.call_args[0][0]) == len(pairs) + len(pairs_non_trad)
|
|
assert refresh_mock.call_args[0][0] == pairs + pairs_non_trad
|
|
|
|
|
|
def test_orderbook(mocker, default_conf, order_book_l2):
|
|
api_mock = MagicMock()
|
|
api_mock.fetch_l2_order_book = order_book_l2
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock=api_mock)
|
|
|
|
dp = DataProvider(default_conf, exchange)
|
|
res = dp.orderbook('ETH/BTC', 5)
|
|
assert order_book_l2.call_count == 1
|
|
assert order_book_l2.call_args_list[0][0][0] == 'ETH/BTC'
|
|
assert order_book_l2.call_args_list[0][0][1] == 5
|
|
|
|
assert type(res) is dict
|
|
assert 'bids' in res
|
|
assert 'asks' in res
|
|
|
|
|
|
def test_market(mocker, default_conf, markets):
|
|
api_mock = MagicMock()
|
|
api_mock.markets = markets
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock=api_mock)
|
|
|
|
dp = DataProvider(default_conf, exchange)
|
|
res = dp.market('ETH/BTC')
|
|
|
|
assert type(res) is dict
|
|
assert 'symbol' in res
|
|
assert res['symbol'] == 'ETH/BTC'
|
|
|
|
res = dp.market('UNITTEST/BTC')
|
|
assert res is None
|
|
|
|
|
|
def test_current_whitelist(mocker, shitcoinmarkets, tickers, default_conf):
|
|
default_conf.update(
|
|
{"pairlists": [{"method": "VolumePairList",
|
|
"number_assets": 10,
|
|
"sort_key": "quoteVolume"}], }, )
|
|
default_conf['exchange']['pair_blacklist'] = ['BLK/BTC']
|
|
|
|
mocker.patch.multiple('freqtrade.exchange.Exchange', get_tickers=tickers,
|
|
exchange_has=MagicMock(return_value=True), )
|
|
bot = get_patched_freqtradebot(mocker, default_conf)
|
|
# Remock markets with shitcoinmarkets since get_patched_freqtradebot uses the markets fixture
|
|
mocker.patch.multiple('freqtrade.exchange.Exchange',
|
|
markets=PropertyMock(return_value=shitcoinmarkets), )
|
|
# argument: use the whitelist dynamically by exchange-volume
|
|
whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC', 'FUEL/BTC']
|
|
|
|
current_wl = bot.dataprovider.current_whitelist()
|
|
assert whitelist == current_wl
|