216 lines
7.1 KiB
Python
216 lines
7.1 KiB
Python
# pragma pylint: disable=missing-docstring, protected-access, C0103
|
|
import logging
|
|
from os import path
|
|
from unittest.mock import MagicMock
|
|
import warnings
|
|
|
|
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)
|
|
default_config = {}
|
|
|
|
strategy = DefaultStrategy(default_config)
|
|
strategy.some_method = lambda *args, **kwargs: 42
|
|
|
|
assert strategy.__module__ == 'freqtrade.strategy.default_strategy'
|
|
assert strategy.some_method() == 42
|
|
|
|
imported_strategy = import_strategy(strategy, default_config)
|
|
|
|
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_config = {}
|
|
default_location = path.join(path.dirname(
|
|
path.realpath(__file__)), '..', '..', 'strategy'
|
|
)
|
|
assert isinstance(
|
|
StrategyResolver._search_strategy(
|
|
default_location,
|
|
config=default_config,
|
|
strategy_name='DefaultStrategy'
|
|
),
|
|
IStrategy
|
|
)
|
|
assert StrategyResolver._search_strategy(
|
|
default_location,
|
|
config=default_config,
|
|
strategy_name='NotFoundStrategy'
|
|
) is None
|
|
|
|
|
|
def test_load_strategy(result):
|
|
resolver = StrategyResolver({'strategy': 'TestStrategy'})
|
|
pair = 'ETH/BTC'
|
|
assert 'adx' in resolver.strategy.advise_indicators(result, pair=pair)
|
|
|
|
|
|
def test_load_strategy_invalid_directory(result, caplog):
|
|
resolver = StrategyResolver()
|
|
extra_dir = path.join('some', 'path')
|
|
resolver._load_strategy('TestStrategy', config={}, extra_dir=extra_dir)
|
|
|
|
assert (
|
|
'freqtrade.strategy.resolver',
|
|
logging.WARNING,
|
|
'Path "{}" does not exist'.format(extra_dir),
|
|
) in caplog.record_tuples
|
|
|
|
assert 'adx' in resolver.strategy.advise_indicators(result, 'ETH/BTC')
|
|
|
|
|
|
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(strategy_name='NotFoundStrategy', config={})
|
|
|
|
|
|
def test_strategy(result):
|
|
config = {'strategy': 'DefaultStrategy'}
|
|
|
|
resolver = StrategyResolver(config)
|
|
pair = 'ETH/BTC'
|
|
assert resolver.strategy.minimal_roi[0] == 0.04
|
|
assert config["minimal_roi"]['0'] == 0.04
|
|
|
|
assert resolver.strategy.stoploss == -0.10
|
|
assert config['stoploss'] == -0.10
|
|
|
|
assert resolver.strategy.ticker_interval == '5m'
|
|
assert config['ticker_interval'] == '5m'
|
|
|
|
df_indicators = resolver.strategy.advise_indicators(result, pair=pair)
|
|
assert 'adx' in df_indicators
|
|
|
|
dataframe = resolver.strategy.advise_buy(df_indicators, pair=pair)
|
|
assert 'buy' in dataframe.columns
|
|
|
|
dataframe = resolver.strategy.advise_sell(df_indicators, pair='ETH/BTC')
|
|
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 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 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 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
|
|
|
|
|
|
def test_deprecate_populate_indicators(result):
|
|
resolver = StrategyResolver({'strategy': 'TestStrategy'})
|
|
with warnings.catch_warnings(record=True) as w:
|
|
# Cause all warnings to always be triggered.
|
|
warnings.simplefilter("always")
|
|
resolver.strategy.populate_indicators(result)
|
|
assert len(w) == 1
|
|
assert issubclass(w[-1].category, DeprecationWarning)
|
|
assert "deprecated - please replace this method with advise_indicators!" in str(
|
|
w[-1].message)
|
|
|
|
|
|
def test_deprecate_populate_buy_trend(result):
|
|
resolver = StrategyResolver({'strategy': 'TestStrategy'})
|
|
with warnings.catch_warnings(record=True) as w:
|
|
# Cause all warnings to always be triggered.
|
|
warnings.simplefilter("always")
|
|
resolver.strategy.populate_buy_trend(result)
|
|
assert len(w) == 1
|
|
assert issubclass(w[-1].category, DeprecationWarning)
|
|
assert "deprecated - please replace this method with advise_buy!" in str(
|
|
w[-1].message)
|
|
|
|
|
|
def test_deprecate_populate_sell_trend(result):
|
|
resolver = StrategyResolver({'strategy': 'TestStrategy'})
|
|
with warnings.catch_warnings(record=True) as w:
|
|
# Cause all warnings to always be triggered.
|
|
warnings.simplefilter("always")
|
|
resolver.strategy.populate_sell_trend(result)
|
|
assert len(w) == 1
|
|
assert issubclass(w[-1].category, DeprecationWarning)
|
|
assert "deprecated - please replace this method with advise_sell!" in str(
|
|
w[-1].message)
|
|
|
|
|
|
def test_call_deprecated_function(result, monkeypatch):
|
|
default_location = path.join(path.dirname(path.realpath(__file__)))
|
|
resolver = StrategyResolver({'strategy': 'TestStrategyLegacy',
|
|
'strategy_path': default_location})
|
|
pair = 'ETH/BTC'
|
|
indicators_mock = MagicMock()
|
|
buy_trend_mock = MagicMock()
|
|
sell_trend_mock = MagicMock()
|
|
|
|
monkeypatch.setattr(resolver.strategy, 'populate_indicators', indicators_mock)
|
|
resolver.strategy.advise_indicators(result, pair=pair)
|
|
assert indicators_mock.call_count == 1
|
|
|
|
monkeypatch.setattr(resolver.strategy, 'populate_buy_trend', buy_trend_mock)
|
|
resolver.strategy.advise_buy(result, pair=pair)
|
|
assert buy_trend_mock.call_count == 1
|
|
|
|
monkeypatch.setattr(resolver.strategy, 'populate_sell_trend', sell_trend_mock)
|
|
resolver.strategy.advise_sell(result, pair=pair)
|
|
assert sell_trend_mock.call_count == 1
|