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stable/freqtrade/tests/data/test_history.py

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# pragma pylint: disable=missing-docstring, protected-access, C0103
import json
import os
import uuid
from shutil import copyfile
import arrow
from freqtrade.arguments import TimeRange
from freqtrade.data import history
from freqtrade.data.history import (download_backtesting_testdata,
download_pairs,
load_cached_data_for_updating,
load_tickerdata_file,
make_testdata_path,
trim_tickerlist)
from freqtrade.misc import file_dump_json
from freqtrade.tests.conftest import get_patched_exchange, log_has
# Change this if modifying UNITTEST/BTC testdatafile
_BTC_UNITTEST_LENGTH = 13681
def _backup_file(file: str, copy_file: bool = False) -> None:
"""
Backup existing file to avoid deleting the user file
:param file: complete path to the file
:param touch_file: create an empty file in replacement
:return: None
"""
file_swp = file + '.swp'
if os.path.isfile(file):
os.rename(file, file_swp)
if copy_file:
copyfile(file_swp, file)
def _clean_test_file(file: str) -> None:
"""
Backup existing file to avoid deleting the user file
:param file: complete path to the file
:return: None
"""
file_swp = file + '.swp'
# 1. Delete file from the test
if os.path.isfile(file):
os.remove(file)
# 2. Rollback to the initial file
if os.path.isfile(file_swp):
os.rename(file_swp, file)
def test_load_data_30min_ticker(ticker_history, mocker, caplog, default_conf) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history)
file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-30m.json')
_backup_file(file, copy_file=True)
ld = history.load_data(None, pairs=['UNITTEST/BTC'], ticker_interval='30m')
assert isinstance(ld, dict)
assert os.path.isfile(file) is True
assert not log_has('Download the pair: "UNITTEST/BTC", Interval: 30m', caplog.record_tuples)
_clean_test_file(file)
def test_load_data_5min_ticker(ticker_history, mocker, caplog, default_conf) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history)
file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-5m.json')
_backup_file(file, copy_file=True)
history.load_data(None, pairs=['UNITTEST/BTC'], ticker_interval='5m')
assert os.path.isfile(file) is True
assert not log_has('Download the pair: "UNITTEST/BTC", Interval: 5m', caplog.record_tuples)
_clean_test_file(file)
def test_load_data_1min_ticker(ticker_history, mocker, caplog) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history)
file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-1m.json')
_backup_file(file, copy_file=True)
history.load_data(None, ticker_interval='1m', pairs=['UNITTEST/BTC'])
assert os.path.isfile(file) is True
assert not log_has('Download the pair: "UNITTEST/BTC", Interval: 1m', caplog.record_tuples)
_clean_test_file(file)
def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog, default_conf) -> None:
"""
Test load_data() with 1 min ticker
"""
mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history_list)
exchange = get_patched_exchange(mocker, default_conf)
file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
_backup_file(file)
# do not download a new pair if refresh_pairs isn't set
history.load_data(None,
ticker_interval='1m',
refresh_pairs=False,
pairs=['MEME/BTC'])
assert os.path.isfile(file) is False
assert log_has('No data for pair: "MEME/BTC", Interval: 1m. '
'Use --refresh-pairs-cached to download the data',
caplog.record_tuples)
# download a new pair if refresh_pairs is set
history.load_data(None,
ticker_interval='1m',
refresh_pairs=True,
exchange=exchange,
pairs=['MEME/BTC'])
assert os.path.isfile(file) is True
assert log_has('Download the pair: "MEME/BTC", Interval: 1m', caplog.record_tuples)
_clean_test_file(file)
def test_testdata_path() -> None:
assert os.path.join('freqtrade', 'tests', 'testdata') in make_testdata_path(None)
def test_download_pairs(ticker_history_list, mocker, default_conf) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history_list)
exchange = get_patched_exchange(mocker, default_conf)
file1_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
file1_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-5m.json')
file2_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'CFI_BTC-1m.json')
file2_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'CFI_BTC-5m.json')
_backup_file(file1_1)
_backup_file(file1_5)
_backup_file(file2_1)
_backup_file(file2_5)
assert os.path.isfile(file1_1) is False
assert os.path.isfile(file2_1) is False
assert download_pairs(None, exchange,
pairs=['MEME/BTC', 'CFI/BTC'], ticker_interval='1m') is True
assert os.path.isfile(file1_1) is True
assert os.path.isfile(file2_1) is True
# clean files freshly downloaded
_clean_test_file(file1_1)
_clean_test_file(file2_1)
assert os.path.isfile(file1_5) is False
assert os.path.isfile(file2_5) is False
assert download_pairs(None, exchange,
pairs=['MEME/BTC', 'CFI/BTC'], ticker_interval='5m') is True
assert os.path.isfile(file1_5) is True
assert os.path.isfile(file2_5) is True
# clean files freshly downloaded
_clean_test_file(file1_5)
_clean_test_file(file2_5)
def test_load_cached_data_for_updating(mocker) -> None:
datadir = os.path.join(os.path.dirname(__file__), '..', 'testdata')
test_data = None
test_filename = os.path.join(datadir, 'UNITTEST_BTC-1m.json')
with open(test_filename, "rt") as file:
test_data = json.load(file)
# change now time to test 'line' cases
# now = last cached item + 1 hour
now_ts = test_data[-1][0] / 1000 + 60 * 60
mocker.patch('arrow.utcnow', return_value=arrow.get(now_ts))
# timeframe starts earlier than the cached data
# should fully update data
timerange = TimeRange('date', None, test_data[0][0] / 1000 - 1, 0)
data, start_ts = load_cached_data_for_updating(test_filename,
'1m',
timerange)
assert data == []
assert start_ts == test_data[0][0] - 1000
# same with 'line' timeframe
num_lines = (test_data[-1][0] - test_data[1][0]) / 1000 / 60 + 120
data, start_ts = load_cached_data_for_updating(test_filename,
'1m',
TimeRange(None, 'line', 0, -num_lines))
assert data == []
assert start_ts < test_data[0][0] - 1
# timeframe starts in the center of the cached data
# should return the chached data w/o the last item
timerange = TimeRange('date', None, test_data[0][0] / 1000 + 1, 0)
data, start_ts = load_cached_data_for_updating(test_filename,
'1m',
timerange)
assert data == test_data[:-1]
assert test_data[-2][0] < start_ts < test_data[-1][0]
# same with 'line' timeframe
num_lines = (test_data[-1][0] - test_data[1][0]) / 1000 / 60 + 30
timerange = TimeRange(None, 'line', 0, -num_lines)
data, start_ts = load_cached_data_for_updating(test_filename,
'1m',
timerange)
assert data == test_data[:-1]
assert test_data[-2][0] < start_ts < test_data[-1][0]
# timeframe starts after the chached data
# should return the chached data w/o the last item
timerange = TimeRange('date', None, test_data[-1][0] / 1000 + 1, 0)
data, start_ts = load_cached_data_for_updating(test_filename,
'1m',
timerange)
assert data == test_data[:-1]
assert test_data[-2][0] < start_ts < test_data[-1][0]
# same with 'line' timeframe
num_lines = 30
timerange = TimeRange(None, 'line', 0, -num_lines)
data, start_ts = load_cached_data_for_updating(test_filename,
'1m',
timerange)
assert data == test_data[:-1]
assert test_data[-2][0] < start_ts < test_data[-1][0]
# no timeframe is set
# should return the chached data w/o the last item
num_lines = 30
timerange = TimeRange(None, 'line', 0, -num_lines)
data, start_ts = load_cached_data_for_updating(test_filename,
'1m',
timerange)
assert data == test_data[:-1]
assert test_data[-2][0] < start_ts < test_data[-1][0]
# no datafile exist
# should return timestamp start time
timerange = TimeRange('date', None, now_ts - 10000, 0)
data, start_ts = load_cached_data_for_updating(test_filename + 'unexist',
'1m',
timerange)
assert data == []
assert start_ts == (now_ts - 10000) * 1000
# same with 'line' timeframe
num_lines = 30
timerange = TimeRange(None, 'line', 0, -num_lines)
data, start_ts = load_cached_data_for_updating(test_filename + 'unexist',
'1m',
timerange)
assert data == []
assert start_ts == (now_ts - num_lines * 60) * 1000
# no datafile exist, no timeframe is set
# should return an empty array and None
data, start_ts = load_cached_data_for_updating(test_filename + 'unexist',
'1m',
None)
assert data == []
assert start_ts is None
def test_download_pairs_exception(ticker_history, mocker, caplog, default_conf) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history)
mocker.patch('freqtrade.data.history.download_backtesting_testdata',
side_effect=BaseException('File Error'))
exchange = get_patched_exchange(mocker, default_conf)
file1_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
file1_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-5m.json')
_backup_file(file1_1)
_backup_file(file1_5)
download_pairs(None, exchange, pairs=['MEME/BTC'], ticker_interval='1m')
# clean files freshly downloaded
_clean_test_file(file1_1)
_clean_test_file(file1_5)
assert log_has('Failed to download the pair: "MEME/BTC", Interval: 1m', caplog.record_tuples)
def test_download_backtesting_testdata(ticker_history_list, mocker, default_conf) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history_list)
exchange = get_patched_exchange(mocker, default_conf)
# Tst that pairs-cached is not touched.
assert not exchange._pairs_last_refresh_time
# Download a 1 min ticker file
file1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'XEL_BTC-1m.json')
_backup_file(file1)
download_backtesting_testdata(None, exchange, pair="XEL/BTC", tick_interval='1m')
assert os.path.isfile(file1) is True
_clean_test_file(file1)
assert not exchange._pairs_last_refresh_time
# Download a 5 min ticker file
file2 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'STORJ_BTC-5m.json')
_backup_file(file2)
download_backtesting_testdata(None, exchange, pair="STORJ/BTC", tick_interval='5m')
assert os.path.isfile(file2) is True
_clean_test_file(file2)
assert not exchange._pairs_last_refresh_time
def test_download_backtesting_testdata2(mocker, default_conf) -> None:
tick = [
[1509836520000, 0.00162008, 0.00162008, 0.00162008, 0.00162008, 108.14853839],
[1509836580000, 0.00161, 0.00161, 0.00161, 0.00161, 82.390199]
]
json_dump_mock = mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=tick)
exchange = get_patched_exchange(mocker, default_conf)
download_backtesting_testdata(None, exchange, pair="UNITTEST/BTC", tick_interval='1m')
download_backtesting_testdata(None, exchange, pair="UNITTEST/BTC", tick_interval='3m')
assert json_dump_mock.call_count == 2
def test_load_tickerdata_file() -> None:
# 7 does not exist in either format.
assert not load_tickerdata_file(None, 'UNITTEST/BTC', '7m')
# 1 exists only as a .json
tickerdata = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
assert _BTC_UNITTEST_LENGTH == len(tickerdata)
# 8 .json is empty and will fail if it's loaded. .json.gz is a copy of 1.json
tickerdata = load_tickerdata_file(None, 'UNITTEST/BTC', '8m')
assert _BTC_UNITTEST_LENGTH == len(tickerdata)
def test_load_partial_missing(caplog) -> None:
# Make sure we start fresh - test missing data at start
start = arrow.get('2018-01-01T00:00:00')
end = arrow.get('2018-01-11T00:00:00')
tickerdata = history.load_data(None, '5m', ['UNITTEST/BTC'],
refresh_pairs=False,
timerange=TimeRange('date', 'date',
start.timestamp, end.timestamp))
# timedifference in 5 minutes
td = ((end - start).total_seconds() // 60 // 5) + 1
assert td != len(tickerdata['UNITTEST/BTC'])
start_real = arrow.get(tickerdata['UNITTEST/BTC'][0][0] / 1000)
assert log_has(f'Missing data at start for pair '
f'UNITTEST/BTC, data starts at {start_real.strftime("%Y-%m-%d %H:%M:%S")}',
caplog.record_tuples)
# Make sure we start fresh - test missing data at end
caplog.clear()
start = arrow.get('2018-01-10T00:00:00')
end = arrow.get('2018-02-20T00:00:00')
tickerdata = history.load_data(None, '5m', ['UNITTEST/BTC'],
refresh_pairs=False,
timerange=TimeRange('date', 'date',
start.timestamp, end.timestamp))
# timedifference in 5 minutes
td = ((end - start).total_seconds() // 60 // 5) + 1
assert td != len(tickerdata['UNITTEST/BTC'])
end_real = arrow.get(tickerdata['UNITTEST/BTC'][-1][0] / 1000)
assert log_has(f'Missing data at end for pair '
f'UNITTEST/BTC, data ends at {end_real.strftime("%Y-%m-%d %H:%M:%S")}',
caplog.record_tuples)
def test_init(default_conf, mocker) -> None:
exchange = get_patched_exchange(mocker, default_conf)
assert {} == history.load_data(
'',
exchange=exchange,
pairs=[],
refresh_pairs=True,
ticker_interval=default_conf['ticker_interval']
)
def test_trim_tickerlist() -> None:
file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-1m.json')
with open(file) as data_file:
ticker_list = json.load(data_file)
ticker_list_len = len(ticker_list)
# Test the pattern ^(-\d+)$
# This pattern uses the latest N elements
timerange = TimeRange(None, 'line', 0, -5)
ticker = trim_tickerlist(ticker_list, timerange)
ticker_len = len(ticker)
assert ticker_len == 5
assert ticker_list[0] is not ticker[0] # The first element should be different
assert ticker_list[-1] is ticker[-1] # The last element must be the same
# Test the pattern ^(\d+)-$
# This pattern keep X element from the end
timerange = TimeRange('line', None, 5, 0)
ticker = trim_tickerlist(ticker_list, timerange)
ticker_len = len(ticker)
assert ticker_len == 5
assert ticker_list[0] is ticker[0] # The first element must be the same
assert ticker_list[-1] is not ticker[-1] # The last element should be different
# Test the pattern ^(\d+)-(\d+)$
# This pattern extract a window
timerange = TimeRange('index', 'index', 5, 10)
ticker = trim_tickerlist(ticker_list, timerange)
ticker_len = len(ticker)
assert ticker_len == 5
assert ticker_list[0] is not ticker[0] # The first element should be different
assert ticker_list[5] is ticker[0] # The list starts at the index 5
assert ticker_list[9] is ticker[-1] # The list ends at the index 9 (5 elements)
# Test the pattern ^(\d{8})-(\d{8})$
# This pattern extract a window between the dates
timerange = TimeRange('date', 'date', ticker_list[5][0] / 1000, ticker_list[10][0] / 1000 - 1)
ticker = trim_tickerlist(ticker_list, timerange)
ticker_len = len(ticker)
assert ticker_len == 5
assert ticker_list[0] is not ticker[0] # The first element should be different
assert ticker_list[5] is ticker[0] # The list starts at the index 5
assert ticker_list[9] is ticker[-1] # The list ends at the index 9 (5 elements)
# Test the pattern ^-(\d{8})$
# This pattern extracts elements from the start to the date
timerange = TimeRange(None, 'date', 0, ticker_list[10][0] / 1000 - 1)
ticker = trim_tickerlist(ticker_list, timerange)
ticker_len = len(ticker)
assert ticker_len == 10
assert ticker_list[0] is ticker[0] # The start of the list is included
assert ticker_list[9] is ticker[-1] # The element 10 is not included
# Test the pattern ^(\d{8})-$
# This pattern extracts elements from the date to now
timerange = TimeRange('date', None, ticker_list[10][0] / 1000 - 1, None)
ticker = trim_tickerlist(ticker_list, timerange)
ticker_len = len(ticker)
assert ticker_len == ticker_list_len - 10
assert ticker_list[10] is ticker[0] # The first element is element #10
assert ticker_list[-1] is ticker[-1] # The last element is the same
# Test a wrong pattern
# This pattern must return the list unchanged
timerange = TimeRange(None, None, None, 5)
ticker = trim_tickerlist(ticker_list, timerange)
ticker_len = len(ticker)
assert ticker_list_len == ticker_len
def test_file_dump_json() -> None:
file = os.path.join(os.path.dirname(__file__), '..', 'testdata',
'test_{id}.json'.format(id=str(uuid.uuid4())))
data = {'bar': 'foo'}
# check the file we will create does not exist
assert os.path.isfile(file) is False
# Create the Json file
file_dump_json(file, data)
# Check the file was create
assert os.path.isfile(file) is True
# Open the Json file created and test the data is in it
with open(file) as data_file:
json_from_file = json.load(data_file)
assert 'bar' in json_from_file
assert json_from_file['bar'] == 'foo'
# Remove the file
_clean_test_file(file)
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