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