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merged with feat/short

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Sam Germain
2021-09-19 17:02:09 -06:00
parent ddc203ca69
commit 60a678fea7
52 changed files with 3356 additions and 663 deletions
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66
tests/strategy/test_strategy_helpers.py
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@@ -4,7 +4,9 @@ import numpy as np
import pandas as pd
import pytest
from freqtrade.strategy import merge_informative_pair, stoploss_from_open, timeframe_to_minutes
from freqtrade.data.dataprovider import DataProvider
from freqtrade.strategy import (merge_informative_pair, stoploss_from_absolute, stoploss_from_open,
timeframe_to_minutes)
def generate_test_data(timeframe: str, size: int):
@@ -132,3 +134,65 @@ def test_stoploss_from_open():
assert stoploss == 0
else:
assert isclose(stop_price, expected_stop_price, rel_tol=0.00001)
def test_stoploss_from_absolute():
assert stoploss_from_absolute(90, 100) == 1 - (90 / 100)
assert stoploss_from_absolute(100, 100) == 0
assert stoploss_from_absolute(110, 100) == 0
assert stoploss_from_absolute(100, 0) == 1
assert stoploss_from_absolute(0, 100) == 1
def test_informative_decorator(mocker, default_conf):
test_data_5m = generate_test_data('5m', 40)
test_data_30m = generate_test_data('30m', 40)
test_data_1h = generate_test_data('1h', 40)
data = {
('XRP/USDT', '5m'): test_data_5m,
('XRP/USDT', '30m'): test_data_30m,
('XRP/USDT', '1h'): test_data_1h,
('LTC/USDT', '5m'): test_data_5m,
('LTC/USDT', '30m'): test_data_30m,
('LTC/USDT', '1h'): test_data_1h,
('BTC/USDT', '30m'): test_data_30m,
('BTC/USDT', '5m'): test_data_5m,
('BTC/USDT', '1h'): test_data_1h,
('ETH/USDT', '1h'): test_data_1h,
('ETH/USDT', '30m'): test_data_30m,
('ETH/BTC', '1h'): test_data_1h,
}
from .strats.informative_decorator_strategy import InformativeDecoratorTest
default_conf['stake_currency'] = 'USDT'
strategy = InformativeDecoratorTest(config=default_conf)
strategy.dp = DataProvider({}, None, None)
mocker.patch.object(strategy.dp, 'current_whitelist', return_value=[
'XRP/USDT', 'LTC/USDT', 'BTC/USDT'
])
assert len(strategy._ft_informative) == 6 # Equal to number of decorators used
informative_pairs = [('XRP/USDT', '1h'), ('LTC/USDT', '1h'), ('XRP/USDT', '30m'),
('LTC/USDT', '30m'), ('BTC/USDT', '1h'), ('BTC/USDT', '30m'),
('BTC/USDT', '5m'), ('ETH/BTC', '1h'), ('ETH/USDT', '30m')]
for inf_pair in informative_pairs:
assert inf_pair in strategy.gather_informative_pairs()
def test_historic_ohlcv(pair, timeframe):
return data[(pair, timeframe or strategy.timeframe)].copy()
mocker.patch('freqtrade.data.dataprovider.DataProvider.historic_ohlcv',
side_effect=test_historic_ohlcv)
analyzed = strategy.advise_all_indicators(
{p: data[(p, strategy.timeframe)] for p in ('XRP/USDT', 'LTC/USDT')})
expected_columns = [
'rsi_1h', 'rsi_30m', # Stacked informative decorators
'btc_usdt_rsi_1h', # BTC 1h informative
'rsi_BTC_USDT_btc_usdt_BTC/USDT_30m', # Column formatting
'rsi_from_callable', # Custom column formatter
'eth_btc_rsi_1h', # Quote currency not matching stake currency
'rsi', 'rsi_less', # Non-informative columns
'rsi_5m', # Manual informative dataframe
]
for _, dataframe in analyzed.items():
for col in expected_columns:
assert col in dataframe.columns