Merge branch 'develop' into BASE64

freqtrade/tests/strategy/test_strategy.py

@@ -1,9 +1,11 @@
 # pragma pylint: disable=missing-docstring, protected-access, C0103
 import logging
-import os
 from base64 import urlsafe_b64encode
+from os import path
+import warnings
 
 import pytest
+from pandas import DataFrame
 
 from freqtrade.strategy import import_strategy
 from freqtrade.strategy.default_strategy import DefaultStrategy
@@ -13,14 +15,15 @@ from freqtrade.strategy.resolver import StrategyResolver
 
 def test_import_strategy(caplog):
     caplog.set_level(logging.DEBUG)
+    default_config = {}
 
-    strategy = DefaultStrategy()
+    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)
+    imported_strategy = import_strategy(strategy, default_config)
 
     assert dir(strategy) == dir(imported_strategy)
 
@@ -36,19 +39,29 @@ def test_import_strategy(caplog):
 
 
 def test_search_strategy():
-    default_location = os.path.join(os.path.dirname(
-        os.path.realpath(__file__)), '..', '..', 'strategy'
+    default_config = {}
+    default_location = path.join(path.dirname(
+        path.realpath(__file__)), '..', '..', 'strategy'
     )
     assert isinstance(
-        StrategyResolver._search_strategy(default_location, 'DefaultStrategy'), IStrategy
+        StrategyResolver._search_strategy(
+            default_location,
+            config=default_config,
+            strategy_name='DefaultStrategy'
+        ),
+        IStrategy
     )
-    assert StrategyResolver._search_strategy(default_location, 'NotFoundStrategy') is None
+    assert StrategyResolver._search_strategy(
+        default_location,
+        config=default_config,
+        strategy_name='NotFoundStrategy'
+    ) is None
 
 
 def test_load_strategy(result):
     resolver = StrategyResolver({'strategy': 'TestStrategy'})
-    assert hasattr(resolver.strategy, 'populate_indicators')
-    assert 'adx' in resolver.strategy.populate_indicators(result)
+    metadata = {'pair': 'ETH/BTC'}
+    assert 'adx' in resolver.strategy.advise_indicators(result, metadata=metadata)
 
 
 def test_load_strategy_byte64(result):
@@ -61,8 +74,8 @@ def test_load_strategy_byte64(result):
 
 def test_load_strategy_invalid_directory(result, caplog):
     resolver = StrategyResolver()
-    extra_dir = os.path.join('some', 'path')
-    resolver._load_strategy('TestStrategy', extra_dir)
+    extra_dir = path.join('some', 'path')
+    resolver._load_strategy('TestStrategy', config={}, extra_dir=extra_dir)
 
     assert (
         'freqtrade.strategy.resolver',
@@ -70,8 +83,7 @@ def test_load_strategy_invalid_directory(result, caplog):
         'Path "{}" does not exist'.format(extra_dir),
     ) in caplog.record_tuples
 
-    assert hasattr(resolver.strategy, 'populate_indicators')
-    assert 'adx' in resolver.strategy.populate_indicators(result)
+    assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
 
 
 def test_load_not_found_strategy():
@@ -79,27 +91,30 @@ def test_load_not_found_strategy():
     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('NotFoundStrategy')
+        strategy._load_strategy(strategy_name='NotFoundStrategy', config={})
 
 
 def test_strategy(result):
-    resolver = StrategyResolver({'strategy': 'DefaultStrategy'})
+    config = {'strategy': 'DefaultStrategy'}
 
-    assert hasattr(resolver.strategy, 'minimal_roi')
+    resolver = StrategyResolver(config)
+    metadata = {'pair': 'ETH/BTC'}
     assert resolver.strategy.minimal_roi[0] == 0.04
+    assert config["minimal_roi"]['0'] == 0.04
 
-    assert hasattr(resolver.strategy, 'stoploss')
     assert resolver.strategy.stoploss == -0.10
+    assert config['stoploss'] == -0.10
 
-    assert hasattr(resolver.strategy, 'populate_indicators')
-    assert 'adx' in resolver.strategy.populate_indicators(result)
+    assert resolver.strategy.ticker_interval == '5m'
+    assert config['ticker_interval'] == '5m'
 
-    assert hasattr(resolver.strategy, 'populate_buy_trend')
-    dataframe = resolver.strategy.populate_buy_trend(resolver.strategy.populate_indicators(result))
+    df_indicators = resolver.strategy.advise_indicators(result, metadata=metadata)
+    assert 'adx' in df_indicators
+
+    dataframe = resolver.strategy.advise_buy(df_indicators, metadata=metadata)
     assert 'buy' in dataframe.columns
 
-    assert hasattr(resolver.strategy, 'populate_sell_trend')
-    dataframe = resolver.strategy.populate_sell_trend(resolver.strategy.populate_indicators(result))
+    dataframe = resolver.strategy.advise_sell(df_indicators, metadata=metadata)
     assert 'sell' in dataframe.columns
 
 
@@ -113,7 +128,6 @@ def test_strategy_override_minimal_roi(caplog):
     }
     resolver = StrategyResolver(config)
 
-    assert hasattr(resolver.strategy, 'minimal_roi')
     assert resolver.strategy.minimal_roi[0] == 0.5
     assert ('freqtrade.strategy.resolver',
             logging.INFO,
@@ -129,7 +143,6 @@ def test_strategy_override_stoploss(caplog):
     }
     resolver = StrategyResolver(config)
 
-    assert hasattr(resolver.strategy, 'stoploss')
     assert resolver.strategy.stoploss == -0.5
     assert ('freqtrade.strategy.resolver',
             logging.INFO,
@@ -146,9 +159,64 @@ def test_strategy_override_ticker_interval(caplog):
     }
     resolver = StrategyResolver(config)
 
-    assert hasattr(resolver.strategy, 'ticker_interval')
     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):
+    default_location = path.join(path.dirname(path.realpath(__file__)))
+    resolver = StrategyResolver({'strategy': 'TestStrategyLegacy',
+                                 'strategy_path': default_location})
+    with warnings.catch_warnings(record=True) as w:
+        # Cause all warnings to always be triggered.
+        warnings.simplefilter("always")
+        indicators = resolver.strategy.advise_indicators(result, 'ETH/BTC')
+        assert len(w) == 1
+        assert issubclass(w[-1].category, DeprecationWarning)
+        assert "deprecated - check out the Sample strategy to see the current function headers!" \
+            in str(w[-1].message)
+
+    with warnings.catch_warnings(record=True) as w:
+            # Cause all warnings to always be triggered.
+        warnings.simplefilter("always")
+        resolver.strategy.advise_buy(indicators, 'ETH/BTC')
+        assert len(w) == 1
+        assert issubclass(w[-1].category, DeprecationWarning)
+        assert "deprecated - check out the Sample strategy to see the current function headers!" \
+            in str(w[-1].message)
+
+    with warnings.catch_warnings(record=True) as w:
+        # Cause all warnings to always be triggered.
+        warnings.simplefilter("always")
+        resolver.strategy.advise_sell(indicators, 'ETH_BTC')
+        assert len(w) == 1
+        assert issubclass(w[-1].category, DeprecationWarning)
+        assert "deprecated - check out the Sample strategy to see the current function headers!" \
+            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})
+    metadata = {'pair': 'ETH/BTC'}
+
+    # Make sure we are using a legacy function
+    assert resolver.strategy._populate_fun_len == 2
+    assert resolver.strategy._buy_fun_len == 2
+    assert resolver.strategy._sell_fun_len == 2
+
+    indicator_df = resolver.strategy.advise_indicators(result, metadata=metadata)
+    assert type(indicator_df) is DataFrame
+    assert 'adx' in indicator_df.columns
+
+    buydf = resolver.strategy.advise_buy(result, metadata=metadata)
+    assert type(buydf) is DataFrame
+    assert 'buy' in buydf.columns
+
+    selldf = resolver.strategy.advise_sell(result, metadata=metadata)
+    assert type(selldf) is DataFrame
+    assert 'sell' in selldf