620 lines
22 KiB
Python
620 lines
22 KiB
Python
# pragma pylint: disable=missing-docstring, protected-access, invalid-name
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import json
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import logging
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from argparse import Namespace
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from copy import deepcopy
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from unittest.mock import MagicMock
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from pathlib import Path
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import pytest
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from jsonschema import Draft4Validator, ValidationError, validate
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from freqtrade import OperationalException, constants
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from freqtrade.arguments import Arguments
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from freqtrade.configuration import Configuration, set_loggers
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from freqtrade.constants import DEFAULT_DB_DRYRUN_URL, DEFAULT_DB_PROD_URL
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from freqtrade.state import RunMode
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from freqtrade.tests.conftest import log_has
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def test_load_config_invalid_pair(default_conf) -> None:
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default_conf['exchange']['pair_whitelist'].append('ETH-BTC')
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with pytest.raises(ValidationError, match=r'.*does not match.*'):
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configuration = Configuration(Namespace())
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configuration._validate_config_schema(default_conf)
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def test_load_config_missing_attributes(default_conf) -> None:
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default_conf.pop('exchange')
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with pytest.raises(ValidationError, match=r'.*\'exchange\' is a required property.*'):
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configuration = Configuration(Namespace())
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configuration._validate_config_schema(default_conf)
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def test_load_config_incorrect_stake_amount(default_conf) -> None:
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default_conf['stake_amount'] = 'fake'
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with pytest.raises(ValidationError, match=r'.*\'fake\' does not match \'unlimited\'.*'):
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configuration = Configuration(Namespace())
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configuration._validate_config_schema(default_conf)
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def test_load_config_file(default_conf, mocker, caplog) -> None:
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file_mock = mocker.patch('freqtrade.configuration.open', mocker.mock_open(
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read_data=json.dumps(default_conf)
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))
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configuration = Configuration(Namespace())
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validated_conf = configuration._load_config_file('somefile')
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assert file_mock.call_count == 1
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assert validated_conf.items() >= default_conf.items()
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def test_load_config_max_open_trades_zero(default_conf, mocker, caplog) -> None:
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default_conf['max_open_trades'] = 0
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mocker.patch('freqtrade.configuration.open', mocker.mock_open(
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read_data=json.dumps(default_conf)
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))
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args = Arguments([], '').get_parsed_arg()
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configuration = Configuration(args)
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validated_conf = configuration.load_config()
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assert validated_conf['max_open_trades'] == 0
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assert 'internals' in validated_conf
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assert log_has('Validating configuration ...', caplog.record_tuples)
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def test_load_config_combine_dicts(default_conf, mocker, caplog) -> None:
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conf1 = deepcopy(default_conf)
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conf2 = deepcopy(default_conf)
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del conf1['exchange']['key']
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del conf1['exchange']['secret']
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del conf2['exchange']['name']
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conf2['exchange']['pair_whitelist'] += ['NANO/BTC']
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config_files = [conf1, conf2]
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configsmock = MagicMock(side_effect=config_files)
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mocker.patch('freqtrade.configuration.Configuration._load_config_file', configsmock)
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arg_list = ['-c', 'test_conf.json', '--config', 'test2_conf.json', ]
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args = Arguments(arg_list, '').get_parsed_arg()
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configuration = Configuration(args)
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validated_conf = configuration.load_config()
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exchange_conf = default_conf['exchange']
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assert validated_conf['exchange']['name'] == exchange_conf['name']
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assert validated_conf['exchange']['key'] == exchange_conf['key']
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assert validated_conf['exchange']['secret'] == exchange_conf['secret']
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assert validated_conf['exchange']['pair_whitelist'] != conf1['exchange']['pair_whitelist']
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assert validated_conf['exchange']['pair_whitelist'] == conf2['exchange']['pair_whitelist']
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assert 'internals' in validated_conf
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assert log_has('Validating configuration ...', caplog.record_tuples)
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def test_load_config_max_open_trades_minus_one(default_conf, mocker, caplog) -> None:
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default_conf['max_open_trades'] = -1
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mocker.patch('freqtrade.configuration.open', mocker.mock_open(
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read_data=json.dumps(default_conf)
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))
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args = Arguments([], '').get_parsed_arg()
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configuration = Configuration(args)
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validated_conf = configuration.load_config()
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assert validated_conf['max_open_trades'] > 999999999
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assert validated_conf['max_open_trades'] == float('inf')
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assert log_has('Validating configuration ...', caplog.record_tuples)
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assert "runmode" in validated_conf
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assert validated_conf['runmode'] == RunMode.DRY_RUN
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def test_load_config_file_exception(mocker) -> None:
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mocker.patch(
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'freqtrade.configuration.open',
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MagicMock(side_effect=FileNotFoundError('File not found'))
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)
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configuration = Configuration(Namespace())
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with pytest.raises(OperationalException, match=r'.*Config file "somefile" not found!*'):
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configuration._load_config_file('somefile')
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def test_load_config(default_conf, mocker) -> None:
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mocker.patch('freqtrade.configuration.open', mocker.mock_open(
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read_data=json.dumps(default_conf)
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))
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args = Arguments([], '').get_parsed_arg()
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configuration = Configuration(args)
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validated_conf = configuration.load_config()
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assert validated_conf.get('strategy') == 'DefaultStrategy'
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assert validated_conf.get('strategy_path') is None
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assert 'edge' not in validated_conf
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def test_load_config_with_params(default_conf, mocker) -> None:
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mocker.patch('freqtrade.configuration.open', mocker.mock_open(
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read_data=json.dumps(default_conf)
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))
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arglist = [
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'--dynamic-whitelist', '10',
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'--strategy', 'TestStrategy',
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'--strategy-path', '/some/path',
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'--db-url', 'sqlite:///someurl',
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]
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args = Arguments(arglist, '').get_parsed_arg()
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configuration = Configuration(args)
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validated_conf = configuration.load_config()
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assert validated_conf.get('pairlist', {}).get('method') == 'VolumePairList'
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assert validated_conf.get('pairlist', {}).get('config').get('number_assets') == 10
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assert validated_conf.get('strategy') == 'TestStrategy'
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assert validated_conf.get('strategy_path') == '/some/path'
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assert validated_conf.get('db_url') == 'sqlite:///someurl'
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# Test conf provided db_url prod
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conf = default_conf.copy()
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conf["dry_run"] = False
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conf["db_url"] = "sqlite:///path/to/db.sqlite"
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mocker.patch('freqtrade.configuration.open', mocker.mock_open(
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read_data=json.dumps(conf)
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))
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arglist = [
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'--strategy', 'TestStrategy',
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'--strategy-path', '/some/path'
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]
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args = Arguments(arglist, '').get_parsed_arg()
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configuration = Configuration(args)
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validated_conf = configuration.load_config()
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assert validated_conf.get('db_url') == "sqlite:///path/to/db.sqlite"
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# Test conf provided db_url dry_run
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conf = default_conf.copy()
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conf["dry_run"] = True
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conf["db_url"] = "sqlite:///path/to/db.sqlite"
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mocker.patch('freqtrade.configuration.open', mocker.mock_open(
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read_data=json.dumps(conf)
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))
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arglist = [
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'--strategy', 'TestStrategy',
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'--strategy-path', '/some/path'
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]
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args = Arguments(arglist, '').get_parsed_arg()
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configuration = Configuration(args)
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validated_conf = configuration.load_config()
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assert validated_conf.get('db_url') == "sqlite:///path/to/db.sqlite"
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# Test args provided db_url prod
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conf = default_conf.copy()
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conf["dry_run"] = False
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del conf["db_url"]
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mocker.patch('freqtrade.configuration.open', mocker.mock_open(
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read_data=json.dumps(conf)
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))
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arglist = [
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'--strategy', 'TestStrategy',
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'--strategy-path', '/some/path'
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]
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args = Arguments(arglist, '').get_parsed_arg()
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configuration = Configuration(args)
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validated_conf = configuration.load_config()
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assert validated_conf.get('db_url') == DEFAULT_DB_PROD_URL
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assert "runmode" in validated_conf
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assert validated_conf['runmode'] == RunMode.LIVE
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# Test args provided db_url dry_run
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conf = default_conf.copy()
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conf["dry_run"] = True
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conf["db_url"] = DEFAULT_DB_PROD_URL
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mocker.patch('freqtrade.configuration.open', mocker.mock_open(
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read_data=json.dumps(conf)
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))
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arglist = [
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'--strategy', 'TestStrategy',
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'--strategy-path', '/some/path'
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]
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args = Arguments(arglist, '').get_parsed_arg()
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configuration = Configuration(args)
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validated_conf = configuration.load_config()
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assert validated_conf.get('db_url') == DEFAULT_DB_DRYRUN_URL
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def test_load_custom_strategy(default_conf, mocker) -> None:
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default_conf.update({
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'strategy': 'CustomStrategy',
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'strategy_path': '/tmp/strategies',
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})
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mocker.patch('freqtrade.configuration.open', mocker.mock_open(
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read_data=json.dumps(default_conf)
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))
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args = Arguments([], '').get_parsed_arg()
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configuration = Configuration(args)
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validated_conf = configuration.load_config()
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assert validated_conf.get('strategy') == 'CustomStrategy'
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assert validated_conf.get('strategy_path') == '/tmp/strategies'
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def test_show_info(default_conf, mocker, caplog) -> None:
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mocker.patch('freqtrade.configuration.open', mocker.mock_open(
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read_data=json.dumps(default_conf)
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))
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arglist = [
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'--dynamic-whitelist', '10',
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'--strategy', 'TestStrategy',
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'--db-url', 'sqlite:///tmp/testdb',
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]
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args = Arguments(arglist, '').get_parsed_arg()
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configuration = Configuration(args)
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configuration.get_config()
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assert log_has(
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'Parameter --dynamic-whitelist has been deprecated, '
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'and will be completely replaced by the whitelist dict in the future. '
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'For now: using dynamically generated whitelist based on VolumePairList. '
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'(not applicable with Backtesting and Hyperopt)',
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caplog.record_tuples
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)
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assert log_has('Using DB: "sqlite:///tmp/testdb"', caplog.record_tuples)
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assert log_has('Dry run is enabled', caplog.record_tuples)
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def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> None:
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mocker.patch('freqtrade.configuration.open', mocker.mock_open(
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read_data=json.dumps(default_conf)
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))
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arglist = [
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'--config', 'config.json',
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'--strategy', 'DefaultStrategy',
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'backtesting'
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]
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args = Arguments(arglist, '').get_parsed_arg()
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configuration = Configuration(args)
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config = configuration.get_config()
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assert 'max_open_trades' in config
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assert 'stake_currency' in config
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assert 'stake_amount' in config
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assert 'exchange' in config
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assert 'pair_whitelist' in config['exchange']
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assert 'datadir' in config
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assert log_has(
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'Using data folder: {} ...'.format(config['datadir']),
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caplog.record_tuples
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)
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assert 'ticker_interval' in config
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assert not log_has('Parameter -i/--ticker-interval detected ...', caplog.record_tuples)
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assert 'live' not in config
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assert not log_has('Parameter -l/--live detected ...', caplog.record_tuples)
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assert 'position_stacking' not in config
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assert not log_has('Parameter --enable-position-stacking detected ...', caplog.record_tuples)
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assert 'refresh_pairs' not in config
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assert not log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples)
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assert 'timerange' not in config
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assert 'export' not in config
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def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> None:
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mocker.patch('freqtrade.configuration.open', mocker.mock_open(
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read_data=json.dumps(default_conf)
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))
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mocker.patch('freqtrade.configuration.Configuration._create_datadir', lambda s, c, x: x)
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arglist = [
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'--config', 'config.json',
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'--strategy', 'DefaultStrategy',
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'--datadir', '/foo/bar',
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'backtesting',
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'--ticker-interval', '1m',
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'--live',
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'--enable-position-stacking',
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'--disable-max-market-positions',
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'--refresh-pairs-cached',
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'--timerange', ':100',
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'--export', '/bar/foo'
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]
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args = Arguments(arglist, '').get_parsed_arg()
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configuration = Configuration(args)
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config = configuration.get_config()
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assert 'max_open_trades' in config
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assert 'stake_currency' in config
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assert 'stake_amount' in config
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assert 'exchange' in config
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assert 'pair_whitelist' in config['exchange']
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assert 'datadir' in config
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assert log_has(
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'Using data folder: {} ...'.format(config['datadir']),
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caplog.record_tuples
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)
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assert 'ticker_interval' in config
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assert log_has('Parameter -i/--ticker-interval detected ...', caplog.record_tuples)
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assert log_has(
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'Using ticker_interval: 1m ...',
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caplog.record_tuples
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)
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assert 'live' in config
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assert log_has('Parameter -l/--live detected ...', caplog.record_tuples)
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assert 'position_stacking'in config
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assert log_has('Parameter --enable-position-stacking detected ...', caplog.record_tuples)
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assert 'use_max_market_positions' in config
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assert log_has('Parameter --disable-max-market-positions detected ...', caplog.record_tuples)
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assert log_has('max_open_trades set to unlimited ...', caplog.record_tuples)
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assert 'refresh_pairs'in config
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assert log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples)
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assert 'timerange' in config
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assert log_has(
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'Parameter --timerange detected: {} ...'.format(config['timerange']),
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caplog.record_tuples
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)
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assert 'export' in config
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assert log_has(
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'Parameter --export detected: {} ...'.format(config['export']),
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caplog.record_tuples
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)
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def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> None:
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"""
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Test setup_configuration() function
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"""
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mocker.patch('freqtrade.configuration.open', mocker.mock_open(
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read_data=json.dumps(default_conf)
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))
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arglist = [
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'--config', 'config.json',
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'backtesting',
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'--ticker-interval', '1m',
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'--export', '/bar/foo',
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'--strategy-list',
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'DefaultStrategy',
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'TestStrategy'
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]
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args = Arguments(arglist, '').get_parsed_arg()
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configuration = Configuration(args, RunMode.BACKTEST)
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config = configuration.get_config()
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assert config['runmode'] == RunMode.BACKTEST
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assert 'max_open_trades' in config
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assert 'stake_currency' in config
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assert 'stake_amount' in config
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assert 'exchange' in config
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assert 'pair_whitelist' in config['exchange']
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assert 'datadir' in config
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assert log_has(
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'Using data folder: {} ...'.format(config['datadir']),
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caplog.record_tuples
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)
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assert 'ticker_interval' in config
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assert log_has('Parameter -i/--ticker-interval detected ...', caplog.record_tuples)
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assert log_has(
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'Using ticker_interval: 1m ...',
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caplog.record_tuples
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)
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assert 'strategy_list' in config
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assert log_has('Using strategy list of 2 Strategies', caplog.record_tuples)
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assert 'position_stacking' not in config
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assert 'use_max_market_positions' not in config
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assert 'timerange' not in config
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assert 'export' in config
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assert log_has(
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'Parameter --export detected: {} ...'.format(config['export']),
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caplog.record_tuples
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)
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def test_hyperopt_with_arguments(mocker, default_conf, caplog) -> None:
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mocker.patch('freqtrade.configuration.open', mocker.mock_open(
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read_data=json.dumps(default_conf)
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))
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arglist = [
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'hyperopt',
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'--epochs', '10',
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'--spaces', 'all',
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]
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args = Arguments(arglist, '').get_parsed_arg()
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configuration = Configuration(args, RunMode.HYPEROPT)
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config = configuration.get_config()
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assert 'epochs' in config
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assert int(config['epochs']) == 10
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assert log_has('Parameter --epochs detected ...', caplog.record_tuples)
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assert log_has('Will run Hyperopt with for 10 epochs ...', caplog.record_tuples)
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assert 'spaces' in config
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assert config['spaces'] == ['all']
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assert log_has('Parameter -s/--spaces detected: [\'all\']', caplog.record_tuples)
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assert "runmode" in config
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assert config['runmode'] == RunMode.HYPEROPT
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def test_check_exchange(default_conf, caplog) -> None:
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configuration = Configuration(Namespace())
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# Test a valid exchange
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default_conf.get('exchange').update({'name': 'BITTREX'})
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assert configuration.check_exchange(default_conf)
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# Test a valid exchange
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default_conf.get('exchange').update({'name': 'binance'})
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assert configuration.check_exchange(default_conf)
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# Test a invalid exchange
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default_conf.get('exchange').update({'name': 'unknown_exchange'})
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configuration.config = default_conf
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with pytest.raises(
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OperationalException,
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match=r'.*Exchange "unknown_exchange" not supported.*'
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):
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configuration.check_exchange(default_conf)
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# Test ccxt_rate_limit depreciation
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default_conf.get('exchange').update({'name': 'binance'})
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default_conf['exchange']['ccxt_rate_limit'] = True
|
|
configuration.check_exchange(default_conf)
|
|
assert log_has("`ccxt_rate_limit` has been deprecated in favor of "
|
|
"`ccxt_config` and `ccxt_async_config` and will be removed "
|
|
"in a future version.",
|
|
caplog.record_tuples)
|
|
|
|
|
|
def test_cli_verbose_with_params(default_conf, mocker, caplog) -> None:
|
|
mocker.patch('freqtrade.configuration.open', mocker.mock_open(
|
|
read_data=json.dumps(default_conf)))
|
|
# Prevent setting loggers
|
|
mocker.patch('freqtrade.configuration.set_loggers', MagicMock)
|
|
arglist = ['-vvv']
|
|
args = Arguments(arglist, '').get_parsed_arg()
|
|
|
|
configuration = Configuration(args)
|
|
validated_conf = configuration.load_config()
|
|
|
|
assert validated_conf.get('verbosity') == 3
|
|
assert log_has('Verbosity set to 3', caplog.record_tuples)
|
|
|
|
|
|
def test_set_loggers() -> None:
|
|
# Reset Logging to Debug, otherwise this fails randomly as it's set globally
|
|
logging.getLogger('requests').setLevel(logging.DEBUG)
|
|
logging.getLogger("urllib3").setLevel(logging.DEBUG)
|
|
logging.getLogger('ccxt.base.exchange').setLevel(logging.DEBUG)
|
|
logging.getLogger('telegram').setLevel(logging.DEBUG)
|
|
|
|
previous_value1 = logging.getLogger('requests').level
|
|
previous_value2 = logging.getLogger('ccxt.base.exchange').level
|
|
previous_value3 = logging.getLogger('telegram').level
|
|
|
|
set_loggers()
|
|
|
|
value1 = logging.getLogger('requests').level
|
|
assert previous_value1 is not value1
|
|
assert value1 is logging.INFO
|
|
|
|
value2 = logging.getLogger('ccxt.base.exchange').level
|
|
assert previous_value2 is not value2
|
|
assert value2 is logging.INFO
|
|
|
|
value3 = logging.getLogger('telegram').level
|
|
assert previous_value3 is not value3
|
|
assert value3 is logging.INFO
|
|
|
|
set_loggers(log_level=2)
|
|
|
|
assert logging.getLogger('requests').level is logging.DEBUG
|
|
assert logging.getLogger('ccxt.base.exchange').level is logging.INFO
|
|
assert logging.getLogger('telegram').level is logging.INFO
|
|
|
|
set_loggers(log_level=3)
|
|
|
|
assert logging.getLogger('requests').level is logging.DEBUG
|
|
assert logging.getLogger('ccxt.base.exchange').level is logging.DEBUG
|
|
assert logging.getLogger('telegram').level is logging.INFO
|
|
|
|
|
|
def test_set_logfile(default_conf, mocker):
|
|
mocker.patch('freqtrade.configuration.open',
|
|
mocker.mock_open(read_data=json.dumps(default_conf)))
|
|
|
|
arglist = [
|
|
'--logfile', 'test_file.log',
|
|
]
|
|
args = Arguments(arglist, '').get_parsed_arg()
|
|
configuration = Configuration(args)
|
|
validated_conf = configuration.load_config()
|
|
|
|
assert validated_conf['logfile'] == "test_file.log"
|
|
f = Path("test_file.log")
|
|
assert f.is_file()
|
|
f.unlink()
|
|
|
|
|
|
def test_load_config_warn_forcebuy(default_conf, mocker, caplog) -> None:
|
|
default_conf['forcebuy_enable'] = True
|
|
mocker.patch('freqtrade.configuration.open', mocker.mock_open(
|
|
read_data=json.dumps(default_conf)
|
|
))
|
|
|
|
args = Arguments([], '').get_parsed_arg()
|
|
configuration = Configuration(args)
|
|
validated_conf = configuration.load_config()
|
|
|
|
assert validated_conf.get('forcebuy_enable')
|
|
assert log_has('`forcebuy` RPC message enabled.', caplog.record_tuples)
|
|
|
|
|
|
def test_validate_default_conf(default_conf) -> None:
|
|
validate(default_conf, constants.CONF_SCHEMA, Draft4Validator)
|
|
|
|
|
|
def test__create_datadir(mocker, default_conf, caplog) -> None:
|
|
mocker.patch('os.path.isdir', MagicMock(return_value=False))
|
|
md = MagicMock()
|
|
mocker.patch('os.makedirs', md)
|
|
cfg = Configuration(Namespace())
|
|
cfg._create_datadir(default_conf, '/foo/bar')
|
|
assert md.call_args[0][0] == "/foo/bar"
|
|
assert log_has('Created data directory: /foo/bar', caplog.record_tuples)
|
|
|
|
|
|
def test_validate_tsl(default_conf):
|
|
default_conf['trailing_stop'] = True
|
|
default_conf['trailing_stop_positive'] = 0
|
|
default_conf['trailing_stop_positive_offset'] = 0
|
|
|
|
default_conf['trailing_only_offset_is_reached'] = True
|
|
with pytest.raises(OperationalException,
|
|
match=r'The config trailing_only_offset_is_reached needs '
|
|
'trailing_stop_positive_offset to be more than 0 in your config.'):
|
|
configuration = Configuration(Namespace())
|
|
configuration._validate_config_consistency(default_conf)
|
|
|
|
default_conf['trailing_stop_positive_offset'] = 0.01
|
|
default_conf['trailing_stop_positive'] = 0.015
|
|
with pytest.raises(OperationalException,
|
|
match=r'The config trailing_stop_positive_offset needs '
|
|
'to be greater than trailing_stop_positive_offset in your config.'):
|
|
configuration = Configuration(Namespace())
|
|
configuration._validate_config_consistency(default_conf)
|
|
|
|
default_conf['trailing_stop_positive'] = 0.01
|
|
default_conf['trailing_stop_positive_offset'] = 0.015
|
|
Configuration(Namespace())
|
|
configuration._validate_config_consistency(default_conf)
|