stable/freqtrade/tests/strategy/test_strategy.py

142 lines
4.6 KiB
Python

import json
import logging
import pytest
from freqtrade.strategy.strategy import Strategy
from freqtrade.analyze import parse_ticker_dataframe
@pytest.fixture
def result():
with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file:
return parse_ticker_dataframe(json.load(data_file))
def test_sanitize_module_name():
assert Strategy._sanitize_module_name('default_strategy') == 'default_strategy'
assert Strategy._sanitize_module_name('default_strategy.py') == 'default_strategy'
assert Strategy._sanitize_module_name('../default_strategy.py') == 'default_strategy'
assert Strategy._sanitize_module_name('../default_strategy') == 'default_strategy'
assert Strategy._sanitize_module_name('.default_strategy') == '.default_strategy'
assert Strategy._sanitize_module_name('foo-bar') == 'foo-bar'
assert Strategy._sanitize_module_name('foo/bar') == 'bar'
def test_search_strategy():
assert Strategy._search_strategy('default_strategy') == '.'
assert Strategy._search_strategy('super_duper') is None
def test_strategy_structure():
assert hasattr(Strategy, 'init')
assert hasattr(Strategy, 'minimal_roi')
assert hasattr(Strategy, 'stoploss')
assert hasattr(Strategy, 'populate_indicators')
assert hasattr(Strategy, 'populate_buy_trend')
assert hasattr(Strategy, 'populate_sell_trend')
def test_load_strategy(result):
strategy = Strategy()
strategy.logger = logging.getLogger(__name__)
assert not hasattr(Strategy, 'custom_strategy')
strategy._load_strategy('default_strategy')
assert not hasattr(Strategy, 'custom_strategy')
assert hasattr(strategy.custom_strategy, 'populate_indicators')
assert 'adx' in strategy.populate_indicators(result)
def test_strategy(result):
strategy = Strategy()
strategy.init({'strategy': 'default_strategy'})
assert hasattr(strategy.custom_strategy, 'minimal_roi')
assert strategy.minimal_roi['0'] == 0.04
assert hasattr(strategy.custom_strategy, 'stoploss')
assert strategy.stoploss == -0.10
assert hasattr(strategy.custom_strategy, 'populate_indicators')
assert 'adx' in strategy.populate_indicators(result)
assert hasattr(strategy.custom_strategy, 'populate_buy_trend')
dataframe = strategy.populate_buy_trend(strategy.populate_indicators(result))
assert 'buy' in dataframe.columns
assert hasattr(strategy.custom_strategy, 'populate_sell_trend')
dataframe = strategy.populate_sell_trend(strategy.populate_indicators(result))
assert 'sell' in dataframe.columns
def test_strategy_override_minimal_roi(caplog):
config = {
'strategy': 'default_strategy',
'minimal_roi': {
"0": 0.5
}
}
strategy = Strategy()
strategy.init(config)
assert hasattr(strategy.custom_strategy, 'minimal_roi')
assert strategy.minimal_roi['0'] == 0.5
assert ('freqtrade.strategy.strategy',
logging.INFO,
'Override strategy \'minimal_roi\' with value in config file.'
) in caplog.record_tuples
def test_strategy_override_stoploss(caplog):
config = {
'strategy': 'default_strategy',
'stoploss': -0.5
}
strategy = Strategy()
strategy.init(config)
assert hasattr(strategy.custom_strategy, 'stoploss')
assert strategy.stoploss == -0.5
assert ('freqtrade.strategy.strategy',
logging.INFO,
'Override strategy \'stoploss\' with value in config file: -0.5.'
) in caplog.record_tuples
def test_strategy_override_ticker_interval(caplog):
config = {
'strategy': 'default_strategy',
'ticker_interval': 60
}
strategy = Strategy()
strategy.init(config)
assert hasattr(strategy.custom_strategy, 'ticker_interval')
assert strategy.ticker_interval == 60
assert ('freqtrade.strategy.strategy',
logging.INFO,
'Override strategy \'ticker_interval\' with value in config file: 60.'
) in caplog.record_tuples
def test_strategy_fallback_default_strategy():
strategy = Strategy()
strategy.logger = logging.getLogger(__name__)
assert not hasattr(Strategy, 'custom_strategy')
strategy._load_strategy('../../super_duper')
assert not hasattr(Strategy, 'custom_strategy')
def test_strategy_singleton():
strategy1 = Strategy()
strategy1.init({'strategy': 'default_strategy'})
assert hasattr(strategy1.custom_strategy, 'minimal_roi')
assert strategy1.minimal_roi['0'] == 0.04
strategy2 = Strategy()
assert hasattr(strategy2.custom_strategy, 'minimal_roi')
assert strategy2.minimal_roi['0'] == 0.04