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Merge branch 'develop' into stoploss_market

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This commit is contained in:
Matthias
2020-01-26 20:33:41 +01:00
parent 1d141cd406 27d46ed06f
commit 1ef148317d
31 changed files with 1263 additions and 1191 deletions
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0
tests/commands/__init__.py Normal file
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40
tests/test_utils.py → tests/commands/test_commands.py
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@@ -4,15 +4,15 @@ from unittest.mock import MagicMock, PropertyMock
import pytest
from freqtrade.commands import (start_create_userdir, start_download_data,
start_hyperopt_list, start_hyperopt_show,
start_list_exchanges, start_list_markets,
start_list_strategies, start_list_timeframes,
start_new_hyperopt, start_new_strategy,
start_test_pairlist, start_trading)
from freqtrade.configuration import setup_utils_configuration
from freqtrade.exceptions import OperationalException
from freqtrade.state import RunMode
from freqtrade.utils import (setup_utils_configuration, start_create_userdir,
start_download_data, start_hyperopt_list,
start_hyperopt_show, start_list_exchanges,
start_list_markets, start_list_strategies,
start_list_timeframes, start_new_hyperopt,
start_new_strategy, start_test_pairlist,
start_trading)
from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
patched_configuration_load_config_file)
@@ -451,8 +451,8 @@ def test_create_datadir(caplog, mocker):
# Added assert here to analyze random test-failures ...
assert len(caplog.record_tuples) == 0
cud = mocker.patch("freqtrade.utils.create_userdata_dir", MagicMock())
csf = mocker.patch("freqtrade.utils.copy_sample_files", MagicMock())
cud = mocker.patch("freqtrade.commands.deploy_commands.create_userdata_dir", MagicMock())
csf = mocker.patch("freqtrade.commands.deploy_commands.copy_sample_files", MagicMock())
args = [
"create-userdir",
"--userdir",
@@ -538,7 +538,7 @@ def test_start_new_hyperopt_no_arg(mocker, caplog):
def test_download_data_keyboardInterrupt(mocker, caplog, markets):
dl_mock = mocker.patch('freqtrade.utils.refresh_backtest_ohlcv_data',
dl_mock = mocker.patch('freqtrade.commands.data_commands.refresh_backtest_ohlcv_data',
MagicMock(side_effect=KeyboardInterrupt))
patch_exchange(mocker)
mocker.patch(
@@ -556,7 +556,7 @@ def test_download_data_keyboardInterrupt(mocker, caplog, markets):
def test_download_data_no_markets(mocker, caplog):
dl_mock = mocker.patch('freqtrade.utils.refresh_backtest_ohlcv_data',
dl_mock = mocker.patch('freqtrade.commands.data_commands.refresh_backtest_ohlcv_data',
MagicMock(return_value=["ETH/BTC", "XRP/BTC"]))
patch_exchange(mocker, id='binance')
mocker.patch(
@@ -574,7 +574,7 @@ def test_download_data_no_markets(mocker, caplog):
def test_download_data_no_exchange(mocker, caplog):
mocker.patch('freqtrade.utils.refresh_backtest_ohlcv_data',
mocker.patch('freqtrade.commands.data_commands.refresh_backtest_ohlcv_data',
MagicMock(return_value=["ETH/BTC", "XRP/BTC"]))
patch_exchange(mocker)
mocker.patch(
@@ -594,7 +594,7 @@ def test_download_data_no_pairs(mocker, caplog):
mocker.patch.object(Path, "exists", MagicMock(return_value=False))
mocker.patch('freqtrade.utils.refresh_backtest_ohlcv_data',
mocker.patch('freqtrade.commands.data_commands.refresh_backtest_ohlcv_data',
MagicMock(return_value=["ETH/BTC", "XRP/BTC"]))
patch_exchange(mocker)
mocker.patch(
@@ -613,9 +613,9 @@ def test_download_data_no_pairs(mocker, caplog):
def test_download_data_trades(mocker, caplog):
dl_mock = mocker.patch('freqtrade.utils.refresh_backtest_trades_data',
dl_mock = mocker.patch('freqtrade.commands.data_commands.refresh_backtest_trades_data',
MagicMock(return_value=[]))
convert_mock = mocker.patch('freqtrade.utils.convert_trades_to_ohlcv',
convert_mock = mocker.patch('freqtrade.commands.data_commands.convert_trades_to_ohlcv',
MagicMock(return_value=[]))
patch_exchange(mocker)
mocker.patch(
@@ -639,7 +639,7 @@ def test_start_list_strategies(mocker, caplog, capsys):
args = [
"list-strategies",
"--strategy-path",
str(Path(__file__).parent / "strategy"),
str(Path(__file__).parent.parent / "strategy"),
"-1"
]
pargs = get_args(args)
@@ -654,7 +654,7 @@ def test_start_list_strategies(mocker, caplog, capsys):
args = [
"list-strategies",
"--strategy-path",
str(Path(__file__).parent / "strategy"),
str(Path(__file__).parent.parent / "strategy"),
]
pargs = get_args(args)
# pargs['config'] = None
@@ -665,11 +665,11 @@ def test_start_list_strategies(mocker, caplog, capsys):
assert "DefaultStrategy" in captured.out
def test_start_test_pairlist(mocker, caplog, markets, tickers, default_conf, capsys):
def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
patch_exchange(mocker, mock_markets=True)
mocker.patch.multiple('freqtrade.exchange.Exchange',
markets=PropertyMock(return_value=markets),
exchange_has=MagicMock(return_value=True),
get_tickers=tickers
get_tickers=tickers,
)
default_conf['pairlists'] = [

2
tests/conftest.py
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@@ -14,7 +14,7 @@ import pytest
from telegram import Chat, Message, Update
from freqtrade import constants, persistence
from freqtrade.configuration import Arguments
from freqtrade.commands import Arguments
from freqtrade.data.converter import parse_ticker_dataframe
from freqtrade.edge import Edge, PairInfo
from freqtrade.exchange import Exchange

12
tests/optimize/test_backtest_detail.py
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@@ -382,13 +382,11 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
data_processed = {pair: frame.copy()}
min_date, max_date = get_timerange({pair: frame})
results = backtesting.backtest(
{
'stake_amount': default_conf['stake_amount'],
'processed': data_processed,
'max_open_trades': 10,
'start_date': min_date,
'end_date': max_date,
}
processed=data_processed,
stake_amount=default_conf['stake_amount'],
start_date=min_date,
end_date=max_date,
max_open_trades=10,
)
assert len(results) == len(data.trades)

85
tests/optimize/test_backtesting.py
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@@ -12,13 +12,13 @@ from arrow import Arrow
from freqtrade import constants
from freqtrade.configuration import TimeRange
from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_backtesting
from freqtrade.data import history
from freqtrade.data.btanalysis import evaluate_result_multi
from freqtrade.data.converter import parse_ticker_dataframe
from freqtrade.data.dataprovider import DataProvider
from freqtrade.data.history import get_timerange
from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.optimize import setup_configuration, start_backtesting
from freqtrade.optimize.backtesting import Backtesting
from freqtrade.state import RunMode
from freqtrade.strategy.default_strategy import DefaultStrategy
@@ -103,14 +103,12 @@ def simple_backtest(config, contour, num_results, mocker, testdatadir) -> None:
min_date, max_date = get_timerange(processed)
assert isinstance(processed, dict)
results = backtesting.backtest(
{
'stake_amount': config['stake_amount'],
'processed': processed,
'max_open_trades': 1,
'position_stacking': False,
'start_date': min_date,
'end_date': max_date,
}
processed=processed,
stake_amount=config['stake_amount'],
start_date=min_date,
end_date=max_date,
max_open_trades=1,
position_stacking=False,
)
# results :: <class 'pandas.core.frame.DataFrame'>
assert len(results) == num_results
@@ -132,7 +130,7 @@ def _load_pair_as_ticks(pair, tickfreq):
# FIX: fixturize this?
def _make_backtest_conf(mocker, datadir, conf=None, pair='UNITTEST/BTC', record=None):
def _make_backtest_conf(mocker, datadir, conf=None, pair='UNITTEST/BTC'):
data = history.load_data(datadir=datadir, timeframe='1m', pairs=[pair])
data = trim_dictlist(data, -201)
patch_exchange(mocker)
@@ -140,13 +138,12 @@ def _make_backtest_conf(mocker, datadir, conf=None, pair='UNITTEST/BTC', record=
processed = backtesting.strategy.tickerdata_to_dataframe(data)
min_date, max_date = get_timerange(processed)
return {
'stake_amount': conf['stake_amount'],
'processed': processed,
'max_open_trades': 10,
'position_stacking': False,
'record': record,
'stake_amount': conf['stake_amount'],
'start_date': min_date,
'end_date': max_date,
'max_open_trades': 10,
'position_stacking': False,
}
@@ -180,7 +177,7 @@ def _trend_alternate(dataframe=None, metadata=None):
# Unit tests
def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> None:
def test_setup_optimize_configuration_without_arguments(mocker, default_conf, caplog) -> None:
patched_configuration_load_config_file(mocker, default_conf)
args = [
@@ -189,7 +186,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
'--strategy', 'DefaultStrategy',
]
config = setup_configuration(get_args(args), RunMode.BACKTEST)
config = setup_optimize_configuration(get_args(args), RunMode.BACKTEST)
assert 'max_open_trades' in config
assert 'stake_currency' in config
assert 'stake_amount' in config
@@ -230,7 +227,7 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
'--fee', '0',
]
config = setup_configuration(get_args(args), RunMode.BACKTEST)
config = setup_optimize_configuration(get_args(args), RunMode.BACKTEST)
assert 'max_open_trades' in config
assert 'stake_currency' in config
assert 'stake_amount' in config
@@ -263,7 +260,7 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
assert log_has('Parameter --fee detected, setting fee to: {} ...'.format(config['fee']), caplog)
def test_setup_configuration_unlimited_stake_amount(mocker, default_conf, caplog) -> None:
def test_setup_optimize_configuration_unlimited_stake_amount(mocker, default_conf, caplog) -> None:
default_conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
patched_configuration_load_config_file(mocker, default_conf)
@@ -275,7 +272,7 @@ def test_setup_configuration_unlimited_stake_amount(mocker, default_conf, caplog
]
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
setup_configuration(get_args(args), RunMode.BACKTEST)
setup_optimize_configuration(get_args(args), RunMode.BACKTEST)
def test_start(mocker, fee, default_conf, caplog) -> None:
@@ -422,14 +419,12 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
min_date, max_date = get_timerange(data_processed)
results = backtesting.backtest(
{
'stake_amount': default_conf['stake_amount'],
'processed': data_processed,
'max_open_trades': 10,
'position_stacking': False,
'start_date': min_date,
'end_date': max_date,
}
processed=data_processed,
stake_amount=default_conf['stake_amount'],
start_date=min_date,
end_date=max_date,
max_open_trades=10,
position_stacking=False,
)
assert not results.empty
assert len(results) == 2
@@ -478,14 +473,12 @@ def test_backtest_1min_ticker_interval(default_conf, fee, mocker, testdatadir) -
processed = backtesting.strategy.tickerdata_to_dataframe(data)
min_date, max_date = get_timerange(processed)
results = backtesting.backtest(
{
'stake_amount': default_conf['stake_amount'],
'processed': processed,
'max_open_trades': 1,
'position_stacking': False,
'start_date': min_date,
'end_date': max_date,
}
processed=processed,
stake_amount=default_conf['stake_amount'],
start_date=min_date,
end_date=max_date,
max_open_trades=1,
position_stacking=False,
)
assert not results.empty
assert len(results) == 1
@@ -525,7 +518,7 @@ def test_backtest_clash_buy_sell(mocker, default_conf, testdatadir):
backtesting = Backtesting(default_conf)
backtesting.strategy.advise_buy = fun # Override
backtesting.strategy.advise_sell = fun # Override
results = backtesting.backtest(backtest_conf)
results = backtesting.backtest(**backtest_conf)
assert results.empty
@@ -540,7 +533,7 @@ def test_backtest_only_sell(mocker, default_conf, testdatadir):
backtesting = Backtesting(default_conf)
backtesting.strategy.advise_buy = fun # Override
backtesting.strategy.advise_sell = fun # Override
results = backtesting.backtest(backtest_conf)
results = backtesting.backtest(**backtest_conf)
assert results.empty
@@ -553,7 +546,7 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
backtesting = Backtesting(default_conf)
backtesting.strategy.advise_buy = _trend_alternate # Override
backtesting.strategy.advise_sell = _trend_alternate # Override
results = backtesting.backtest(backtest_conf)
results = backtesting.backtest(**backtest_conf)
backtesting._store_backtest_result("test_.json", results)
# 200 candles in backtest data
# won't buy on first (shifted by 1)
@@ -598,15 +591,15 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
min_date, max_date = get_timerange(data_processed)
backtest_conf = {
'stake_amount': default_conf['stake_amount'],
'processed': data_processed,
'max_open_trades': 3,
'position_stacking': False,
'stake_amount': default_conf['stake_amount'],
'start_date': min_date,
'end_date': max_date,
'max_open_trades': 3,
'position_stacking': False,
}
results = backtesting.backtest(backtest_conf)
results = backtesting.backtest(**backtest_conf)
# Make sure we have parallel trades
assert len(evaluate_result_multi(results, '5m', 2)) > 0
@@ -614,14 +607,14 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
assert len(evaluate_result_multi(results, '5m', 3)) == 0
backtest_conf = {
'stake_amount': default_conf['stake_amount'],
'processed': data_processed,
'max_open_trades': 1,
'position_stacking': False,
'stake_amount': default_conf['stake_amount'],
'start_date': min_date,
'end_date': max_date,
'max_open_trades': 1,
'position_stacking': False,
}
results = backtesting.backtest(backtest_conf)
results = backtesting.backtest(**backtest_conf)
assert len(evaluate_result_multi(results, '5m', 1)) == 0

8
tests/optimize/test_edge_cli.py
View File

@@ -3,14 +3,14 @@
from unittest.mock import MagicMock
from freqtrade.optimize import setup_configuration, start_edge
from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_edge
from freqtrade.optimize.edge_cli import EdgeCli
from freqtrade.state import RunMode
from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
patched_configuration_load_config_file)
def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> None:
def test_setup_optimize_configuration_without_arguments(mocker, default_conf, caplog) -> None:
patched_configuration_load_config_file(mocker, default_conf)
args = [
@@ -19,7 +19,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
'--strategy', 'DefaultStrategy',
]
config = setup_configuration(get_args(args), RunMode.EDGE)
config = setup_optimize_configuration(get_args(args), RunMode.EDGE)
assert config['runmode'] == RunMode.EDGE
assert 'max_open_trades' in config
@@ -53,7 +53,7 @@ def test_setup_edge_configuration_with_arguments(mocker, edge_conf, caplog) -> N
'--stoplosses=-0.01,-0.10,-0.001'
]
config = setup_configuration(get_args(args), RunMode.EDGE)
config = setup_optimize_configuration(get_args(args), RunMode.EDGE)
assert 'max_open_trades' in config
assert 'stake_currency' in config
assert 'stake_amount' in config

8
tests/optimize/test_hyperopt.py
View File

@@ -9,10 +9,10 @@ import pytest
from arrow import Arrow
from filelock import Timeout
from freqtrade.exceptions import OperationalException
from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_hyperopt
from freqtrade.data.converter import parse_ticker_dataframe
from freqtrade.data.history import load_tickerdata_file
from freqtrade.optimize import setup_configuration, start_hyperopt
from freqtrade.exceptions import OperationalException
from freqtrade.optimize.default_hyperopt import DefaultHyperOpt
from freqtrade.optimize.default_hyperopt_loss import DefaultHyperOptLoss
from freqtrade.optimize.hyperopt import Hyperopt
@@ -77,7 +77,7 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca
'--hyperopt', 'DefaultHyperOpt',
]
config = setup_configuration(get_args(args), RunMode.HYPEROPT)
config = setup_optimize_configuration(get_args(args), RunMode.HYPEROPT)
assert 'max_open_trades' in config
assert 'stake_currency' in config
assert 'stake_amount' in config
@@ -117,7 +117,7 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo
'--print-all'
]
config = setup_configuration(get_args(args), RunMode.HYPEROPT)
config = setup_optimize_configuration(get_args(args), RunMode.HYPEROPT)
assert 'max_open_trades' in config
assert 'stake_currency' in config
assert 'stake_amount' in config

4
tests/test_arguments.py
View File

@@ -5,8 +5,8 @@ from unittest.mock import MagicMock
import pytest
from freqtrade.configuration import Arguments
from freqtrade.configuration.cli_options import check_int_positive
from freqtrade.commands import Arguments
from freqtrade.commands.cli_options import check_int_positive
# Parse common command-line-arguments. Used for all tools

3
tests/test_configuration.py
View File

@@ -10,7 +10,8 @@ from unittest.mock import MagicMock
import pytest
from jsonschema import ValidationError
from freqtrade.configuration import (Arguments, Configuration, check_exchange,
from freqtrade.commands import Arguments
from freqtrade.configuration import (Configuration, check_exchange,
remove_credentials,
validate_config_consistency)
from freqtrade.configuration.config_validation import validate_config_schema

6
tests/test_main.py
View File

@@ -5,7 +5,7 @@ from unittest.mock import MagicMock, PropertyMock
import pytest
from freqtrade.configuration import Arguments
from freqtrade.commands import Arguments
from freqtrade.exceptions import OperationalException, FreqtradeException
from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.main import main
@@ -26,7 +26,7 @@ def test_parse_args_backtesting(mocker) -> None:
Test that main() can start backtesting and also ensure we can pass some specific arguments
further argument parsing is done in test_arguments.py
"""
backtesting_mock = mocker.patch('freqtrade.optimize.start_backtesting', MagicMock())
backtesting_mock = mocker.patch('freqtrade.commands.start_backtesting')
backtesting_mock.__name__ = PropertyMock("start_backtesting")
# it's sys.exit(0) at the end of backtesting
with pytest.raises(SystemExit):
@@ -42,7 +42,7 @@ def test_parse_args_backtesting(mocker) -> None:
def test_main_start_hyperopt(mocker) -> None:
hyperopt_mock = mocker.patch('freqtrade.optimize.start_hyperopt', MagicMock())
hyperopt_mock = mocker.patch('freqtrade.commands.start_hyperopt', MagicMock())
hyperopt_mock.__name__ = PropertyMock("start_hyperopt")
# it's sys.exit(0) at the end of hyperopt
with pytest.raises(SystemExit):

2
tests/test_plotting.py
View File

@@ -11,7 +11,7 @@ from freqtrade.configuration import TimeRange
from freqtrade.data import history
from freqtrade.data.btanalysis import create_cum_profit, load_backtest_data
from freqtrade.exceptions import OperationalException
from freqtrade.plot.plot_utils import start_plot_dataframe, start_plot_profit
from freqtrade.commands import start_plot_dataframe, start_plot_profit
from freqtrade.plot.plotting import (add_indicators, add_profit,
create_plotconfig,
generate_candlestick_graph,