Move tests out of freqtrade module

tests/optimize/test_edge_cli.py

@@ -0,0 +1,121 @@
+# pragma pylint: disable=missing-docstring, C0103, C0330
+# pragma pylint: disable=protected-access, too-many-lines, invalid-name, too-many-arguments
+
+from unittest.mock import MagicMock
+
+import pytest
+
+from freqtrade.edge import PairInfo
+from freqtrade.optimize import setup_configuration, start_edge
+from freqtrade.optimize.edge_cli import EdgeCli
+from freqtrade.state import RunMode
+from freqtrade.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:
+    patched_configuration_load_config_file(mocker, default_conf)
+
+    args = [
+        '--config', 'config.json',
+        '--strategy', 'DefaultStrategy',
+        'edge'
+    ]
+
+    config = setup_configuration(get_args(args), RunMode.EDGE)
+    assert config['runmode'] == RunMode.EDGE
+
+    assert 'max_open_trades' in config
+    assert 'stake_currency' in config
+    assert 'stake_amount' in config
+    assert 'exchange' in config
+    assert 'pair_whitelist' in config['exchange']
+    assert 'datadir' in config
+    assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
+    assert 'ticker_interval' in config
+    assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog)
+
+    assert 'refresh_pairs' not in config
+    assert not log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog)
+
+    assert 'timerange' not in config
+    assert 'stoploss_range' not in config
+
+
+@pytest.mark.filterwarnings("ignore:DEPRECATED")
+def test_setup_edge_configuration_with_arguments(mocker, edge_conf, caplog) -> None:
+    patched_configuration_load_config_file(mocker, edge_conf)
+    mocker.patch(
+        'freqtrade.configuration.configuration.create_datadir',
+        lambda c, x: x
+    )
+
+    args = [
+        '--config', 'config.json',
+        '--strategy', 'DefaultStrategy',
+        '--datadir', '/foo/bar',
+        'edge',
+        '--ticker-interval', '1m',
+        '--refresh-pairs-cached',
+        '--timerange', ':100',
+        '--stoplosses=-0.01,-0.10,-0.001'
+    ]
+
+    config = setup_configuration(get_args(args), RunMode.EDGE)
+    assert 'max_open_trades' in config
+    assert 'stake_currency' in config
+    assert 'stake_amount' in config
+    assert 'exchange' in config
+    assert 'pair_whitelist' in config['exchange']
+    assert 'datadir' in config
+    assert config['runmode'] == RunMode.EDGE
+    assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
+    assert 'ticker_interval' in config
+    assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
+                   caplog)
+
+    assert 'refresh_pairs' in config
+    assert log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog)
+    assert 'timerange' in config
+    assert log_has('Parameter --timerange detected: {} ...'.format(config['timerange']), caplog)
+
+
+def test_start(mocker, fee, edge_conf, caplog) -> None:
+    start_mock = MagicMock()
+    mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.optimize.edge_cli.EdgeCli.start', start_mock)
+    patched_configuration_load_config_file(mocker, edge_conf)
+
+    args = [
+        '--config', 'config.json',
+        '--strategy', 'DefaultStrategy',
+        'edge'
+    ]
+    args = get_args(args)
+    start_edge(args)
+    assert log_has('Starting freqtrade in Edge mode', caplog)
+    assert start_mock.call_count == 1
+
+
+def test_edge_init(mocker, edge_conf) -> None:
+    patch_exchange(mocker)
+    edge_conf['stake_amount'] = 20
+    edge_cli = EdgeCli(edge_conf)
+    assert edge_cli.config == edge_conf
+    assert edge_cli.config['stake_amount'] == 'unlimited'
+    assert callable(edge_cli.edge.calculate)
+
+
+def test_generate_edge_table(edge_conf, mocker):
+    patch_exchange(mocker)
+    edge_cli = EdgeCli(edge_conf)
+
+    results = {}
+    results['ETH/BTC'] = PairInfo(-0.01, 0.60, 2, 1, 3, 10, 60)
+
+    assert edge_cli._generate_edge_table(results).count(':|') == 7
+    assert edge_cli._generate_edge_table(results).count('| ETH/BTC |') == 1
+    assert edge_cli._generate_edge_table(results).count(
+        '|   risk reward ratio |   required risk reward |   expectancy |') == 1