284 lines
6.7 KiB
Python
284 lines
6.7 KiB
Python
# pragma pylint: disable=missing-docstring
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from datetime import datetime
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from unittest.mock import MagicMock
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from functools import reduce
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import logging
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import json
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import arrow
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import pytest
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from jsonschema import validate
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from telegram import Chat, Message, Update
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from freqtrade.analyze import Analyze
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from freqtrade.constants import Constants
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from freqtrade.strategy.strategy import Strategy
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logging.getLogger('').setLevel(logging.INFO)
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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(scope="module")
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def default_conf():
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""" Returns validated configuration suitable for most tests """
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configuration = {
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"max_open_trades": 1,
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"stake_currency": "BTC",
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"stake_amount": 0.001,
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"fiat_display_currency": "USD",
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"ticker_interval": 5,
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"dry_run": True,
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"minimal_roi": {
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"40": 0.0,
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"30": 0.01,
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"20": 0.02,
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"0": 0.04
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},
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"stoploss": -0.10,
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"unfilledtimeout": 600,
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"bid_strategy": {
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"ask_last_balance": 0.0
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},
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"exchange": {
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"name": "bittrex",
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"enabled": True,
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"key": "key",
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"secret": "secret",
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"pair_whitelist": [
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"BTC_ETH",
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"BTC_TKN",
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"BTC_TRST",
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"BTC_SWT",
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"BTC_BCC"
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]
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},
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"telegram": {
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"enabled": True,
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"token": "token",
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"chat_id": "0"
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},
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"initial_state": "running"
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}
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validate(configuration, Constants.CONF_SCHEMA)
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return configuration
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@pytest.fixture
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def update():
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_update = Update(0)
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_update.message = Message(0, 0, datetime.utcnow(), Chat(0, 0))
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return _update
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@pytest.fixture
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def ticker():
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return MagicMock(return_value={
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'bid': 0.00001098,
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'ask': 0.00001099,
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'last': 0.00001098,
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})
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@pytest.fixture
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def ticker_sell_up():
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return MagicMock(return_value={
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'bid': 0.00001172,
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'ask': 0.00001173,
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'last': 0.00001172,
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})
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@pytest.fixture
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def ticker_sell_down():
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return MagicMock(return_value={
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'bid': 0.00001044,
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'ask': 0.00001043,
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'last': 0.00001044,
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})
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@pytest.fixture
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def health():
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return MagicMock(return_value=[{
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'Currency': 'BTC',
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'IsActive': True,
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'LastChecked': '2017-11-13T20:15:00.00',
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'Notice': None
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}, {
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'Currency': 'ETH',
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'IsActive': True,
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'LastChecked': '2017-11-13T20:15:00.00',
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'Notice': None
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}, {
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'Currency': 'TRST',
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'IsActive': True,
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'LastChecked': '2017-11-13T20:15:00.00',
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'Notice': None
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}, {
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'Currency': 'SWT',
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'IsActive': True,
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'LastChecked': '2017-11-13T20:15:00.00',
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'Notice': None
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}, {
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'Currency': 'BCC',
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'IsActive': False,
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'LastChecked': '2017-11-13T20:15:00.00',
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'Notice': None
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}])
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@pytest.fixture
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def limit_buy_order():
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return {
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'id': 'mocked_limit_buy',
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'type': 'LIMIT_BUY',
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'pair': 'mocked',
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'opened': str(arrow.utcnow().datetime),
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'rate': 0.00001099,
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'amount': 90.99181073,
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'remaining': 0.0,
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'closed': str(arrow.utcnow().datetime),
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}
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@pytest.fixture
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def limit_buy_order_old():
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return {
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'id': 'mocked_limit_buy_old',
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'type': 'LIMIT_BUY',
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'pair': 'BTC_ETH',
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'opened': str(arrow.utcnow().shift(minutes=-601).datetime),
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'rate': 0.00001099,
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'amount': 90.99181073,
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'remaining': 90.99181073,
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}
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@pytest.fixture
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def limit_sell_order_old():
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return {
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'id': 'mocked_limit_sell_old',
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'type': 'LIMIT_SELL',
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'pair': 'BTC_ETH',
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'opened': str(arrow.utcnow().shift(minutes=-601).datetime),
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'rate': 0.00001099,
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'amount': 90.99181073,
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'remaining': 90.99181073,
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}
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@pytest.fixture
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def limit_buy_order_old_partial():
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return {
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'id': 'mocked_limit_buy_old_partial',
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'type': 'LIMIT_BUY',
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'pair': 'BTC_ETH',
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'opened': str(arrow.utcnow().shift(minutes=-601).datetime),
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'rate': 0.00001099,
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'amount': 90.99181073,
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'remaining': 67.99181073,
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}
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@pytest.fixture
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def limit_sell_order():
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return {
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'id': 'mocked_limit_sell',
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'type': 'LIMIT_SELL',
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'pair': 'mocked',
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'opened': str(arrow.utcnow().datetime),
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'rate': 0.00001173,
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'amount': 90.99181073,
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'remaining': 0.0,
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'closed': str(arrow.utcnow().datetime),
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}
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@pytest.fixture
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def ticker_history():
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return [
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{
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"O": 8.794e-05,
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"H": 8.948e-05,
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"L": 8.794e-05,
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"C": 8.88e-05,
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"V": 991.09056638,
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"T": "2017-11-26T08:50:00",
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"BV": 0.0877869
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},
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{
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"O": 8.88e-05,
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"H": 8.942e-05,
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"L": 8.88e-05,
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"C": 8.893e-05,
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"V": 658.77935965,
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"T": "2017-11-26T08:55:00",
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"BV": 0.05874751
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},
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{
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"O": 8.891e-05,
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"H": 8.893e-05,
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"L": 8.875e-05,
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"C": 8.877e-05,
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"V": 7920.73570705,
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"T": "2017-11-26T09:00:00",
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"BV": 0.7039405
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}
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]
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@pytest.fixture
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def ticker_history_without_bv():
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return [
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{
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"O": 8.794e-05,
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"H": 8.948e-05,
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"L": 8.794e-05,
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"C": 8.88e-05,
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"V": 991.09056638,
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"T": "2017-11-26T08:50:00"
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},
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{
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"O": 8.88e-05,
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"H": 8.942e-05,
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"L": 8.88e-05,
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"C": 8.893e-05,
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"V": 658.77935965,
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"T": "2017-11-26T08:55:00"
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},
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{
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"O": 8.891e-05,
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"H": 8.893e-05,
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"L": 8.875e-05,
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"C": 8.877e-05,
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"V": 7920.73570705,
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"T": "2017-11-26T09:00:00"
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}
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]
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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 Analyze.parse_ticker_dataframe(json.load(data_file))
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@pytest.fixture
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def default_strategy():
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strategy = Strategy()
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strategy.init({'strategy': 'default_strategy'})
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return strategy
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# FIX:
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# Create an fixture/function
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# that inserts a trade of some type and open-status
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# return the open-order-id
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# See tests in rpc/main that could use this
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