mirror of
https://github.com/freqtrade/freqtrade.git
synced 2025-12-02 01:53:05 +00:00
Merge branch 'develop' into verify_date_on_new_candle_on_get_signal
This commit is contained in:
hroff-1902
@@ -4,82 +4,91 @@ import logging
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from unittest.mock import MagicMock
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import arrow
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import pytest
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from pandas import DataFrame
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from freqtrade.configuration import TimeRange
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from freqtrade.data.history import load_data
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from freqtrade.exceptions import StrategyError
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from freqtrade.persistence import Trade
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from freqtrade.resolvers import StrategyResolver
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from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
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from tests.conftest import get_patched_exchange, log_has, log_has_re
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from .strats.default_strategy import DefaultStrategy
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from tests.conftest import get_patched_exchange, log_has
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# Avoid to reinit the same object again and again
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_STRATEGY = DefaultStrategy(config={})
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def test_returns_latest_buy_signal(mocker, default_conf, ticker_history):
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mocker.patch.object(
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_STRATEGY, '_analyze_ticker_internal',
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return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}])
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)
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assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (True, False)
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def test_returns_latest_signal(mocker, default_conf, ohlcv_history):
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ohlcv_history.loc[1, 'date'] = arrow.utcnow()
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# Take a copy to correctly modify the call
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mocked_history = ohlcv_history.copy()
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mocked_history['sell'] = 0
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mocked_history['buy'] = 0
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mocked_history.loc[1, 'sell'] = 1
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mocker.patch.object(
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_STRATEGY, '_analyze_ticker_internal',
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return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}])
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)
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assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (False, True)
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def test_returns_latest_sell_signal(mocker, default_conf, ticker_history):
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mocker.patch.object(
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_STRATEGY, '_analyze_ticker_internal',
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return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}])
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return_value=mocked_history
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)
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assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (False, True)
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assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (False, True)
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mocked_history.loc[1, 'sell'] = 0
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mocked_history.loc[1, 'buy'] = 1
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mocker.patch.object(
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_STRATEGY, '_analyze_ticker_internal',
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return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}])
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return_value=mocked_history
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)
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assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (True, False)
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assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (True, False)
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mocked_history.loc[1, 'sell'] = 0
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mocked_history.loc[1, 'buy'] = 0
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mocker.patch.object(
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_STRATEGY, '_analyze_ticker_internal',
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return_value=mocked_history
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)
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assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (False, False)
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def test_get_signal_empty(default_conf, mocker, caplog):
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assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'],
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DataFrame())
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assert log_has('Empty ticker history for pair foo', caplog)
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assert log_has('Empty candle (OHLCV) data for pair foo', caplog)
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caplog.clear()
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assert (False, False) == _STRATEGY.get_signal('bar', default_conf['ticker_interval'],
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[])
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assert log_has('Empty ticker history for pair bar', caplog)
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assert log_has('Empty candle (OHLCV) data for pair bar', caplog)
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def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ticker_history):
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def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ohlcv_history):
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caplog.set_level(logging.INFO)
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mocker.patch.object(
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_STRATEGY, '_analyze_ticker_internal',
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side_effect=ValueError('xyz')
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)
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assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'],
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ticker_history)
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assert log_has('Unable to analyze ticker for pair foo: xyz', caplog)
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ohlcv_history)
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assert log_has_re(r'Strategy caused the following exception: xyz.*', caplog)
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def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ticker_history):
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def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ohlcv_history):
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caplog.set_level(logging.INFO)
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mocker.patch.object(
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_STRATEGY, '_analyze_ticker_internal',
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return_value=DataFrame([])
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)
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mocker.patch.object(_STRATEGY, 'assert_df')
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assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
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ticker_history)
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ohlcv_history)
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assert log_has('Empty dataframe for pair xyz', caplog)
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def test_get_signal_old_candle(default_conf, mocker, caplog, ticker_history):
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def test_get_signal_old_candle(default_conf, mocker, caplog, ohlcv_history):
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caplog.set_level(logging.INFO)
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# default_conf defines a 5m interval. we check interval of previous candle
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# this is necessary as the last candle is removed (partial candles) by default
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@@ -90,23 +99,69 @@ def test_get_signal_old_candle(default_conf, mocker, caplog, ticker_history):
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return_value=DataFrame(ticks)
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)
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assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
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ticker_history)
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ohlcv_history)
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assert log_has('Old candle for pair xyz. Last candle is 10 minutes old', caplog)
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def test_get_signal_old_dataframe(default_conf, mocker, caplog, ticker_history):
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caplog.set_level(logging.INFO)
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def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
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# default_conf defines a 5m interval. we check interval * 2 + 5m
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# this is necessary as the last candle is removed (partial candles) by default
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oldtime = arrow.utcnow().shift(minutes=-16)
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ticks = DataFrame([{'buy': 1, 'date': oldtime}])
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ohlcv_history.loc[1, 'date'] = arrow.utcnow().shift(minutes=-16)
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# Take a copy to correctly modify the call
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mocked_history = ohlcv_history.copy()
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mocked_history['sell'] = 0
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mocked_history['buy'] = 0
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mocked_history.loc[1, 'buy'] = 1
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caplog.set_level(logging.INFO)
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mocker.patch.object(
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_STRATEGY, '_analyze_ticker_internal',
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return_value=DataFrame(ticks)
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return_value=mocked_history
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)
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mocker.patch.object(_STRATEGY, 'assert_df')
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assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
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ohlcv_history)
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assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog)
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def test_assert_df_raise(default_conf, mocker, caplog, ohlcv_history):
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# default_conf defines a 5m interval. we check interval * 2 + 5m
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# this is necessary as the last candle is removed (partial candles) by default
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ohlcv_history.loc[1, 'date'] = arrow.utcnow().shift(minutes=-16)
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# Take a copy to correctly modify the call
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mocked_history = ohlcv_history.copy()
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mocked_history['sell'] = 0
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mocked_history['buy'] = 0
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mocked_history.loc[1, 'buy'] = 1
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caplog.set_level(logging.INFO)
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mocker.patch.object(
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_STRATEGY, 'assert_df',
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side_effect=StrategyError('Dataframe returned...')
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)
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assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
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ticker_history)
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assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog)
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ohlcv_history)
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assert log_has('Unable to analyze candle (OHLCV) data for pair xyz: Dataframe returned...',
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caplog)
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def test_assert_df(default_conf, mocker, ohlcv_history):
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# Ensure it's running when passed correctly
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_STRATEGY.assert_df(ohlcv_history, len(ohlcv_history),
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ohlcv_history.loc[1, 'close'], ohlcv_history.loc[1, 'date'])
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with pytest.raises(StrategyError, match=r"Dataframe returned from strategy.*length\."):
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_STRATEGY.assert_df(ohlcv_history, len(ohlcv_history) + 1,
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ohlcv_history.loc[1, 'close'], ohlcv_history.loc[1, 'date'])
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with pytest.raises(StrategyError,
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match=r"Dataframe returned from strategy.*last close price\."):
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_STRATEGY.assert_df(ohlcv_history, len(ohlcv_history),
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ohlcv_history.loc[1, 'close'] + 0.01, ohlcv_history.loc[1, 'date'])
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with pytest.raises(StrategyError,
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match=r"Dataframe returned from strategy.*last date\."):
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_STRATEGY.assert_df(ohlcv_history, len(ohlcv_history),
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ohlcv_history.loc[1, 'close'], ohlcv_history.loc[0, 'date'])
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def test_get_signal_handles_exceptions(mocker, default_conf):
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@@ -118,15 +173,28 @@ def test_get_signal_handles_exceptions(mocker, default_conf):
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assert _STRATEGY.get_signal(exchange, 'ETH/BTC', '5m') == (False, False)
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def test_tickerdata_to_dataframe(default_conf, testdatadir) -> None:
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def test_ohlcvdata_to_dataframe(default_conf, testdatadir) -> None:
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default_conf.update({'strategy': 'DefaultStrategy'})
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strategy = StrategyResolver.load_strategy(default_conf)
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timerange = TimeRange.parse_timerange('1510694220-1510700340')
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tickerlist = load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange,
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fill_up_missing=True)
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data = strategy.tickerdata_to_dataframe(tickerlist)
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assert len(data['UNITTEST/BTC']) == 102 # partial candle was removed
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data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange,
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fill_up_missing=True)
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processed = strategy.ohlcvdata_to_dataframe(data)
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assert len(processed['UNITTEST/BTC']) == 102 # partial candle was removed
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def test_ohlcvdata_to_dataframe_copy(mocker, default_conf, testdatadir) -> None:
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default_conf.update({'strategy': 'DefaultStrategy'})
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strategy = StrategyResolver.load_strategy(default_conf)
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aimock = mocker.patch('freqtrade.strategy.interface.IStrategy.advise_indicators')
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timerange = TimeRange.parse_timerange('1510694220-1510700340')
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data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange,
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fill_up_missing=True)
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strategy.ohlcvdata_to_dataframe(data)
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assert aimock.call_count == 1
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# Ensure that a copy of the dataframe is passed to advice_indicators
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assert aimock.call_args_list[0][0][0] is not data
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def test_min_roi_reached(default_conf, fee) -> None:
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@@ -237,7 +305,7 @@ def test_min_roi_reached3(default_conf, fee) -> None:
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assert strategy.min_roi_reached(trade, 0.31, arrow.utcnow().shift(minutes=-2).datetime)
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def test_analyze_ticker_default(ticker_history, mocker, caplog) -> None:
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def test_analyze_ticker_default(ohlcv_history, mocker, caplog) -> None:
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caplog.set_level(logging.DEBUG)
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ind_mock = MagicMock(side_effect=lambda x, meta: x)
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buy_mock = MagicMock(side_effect=lambda x, meta: x)
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@@ -250,7 +318,7 @@ def test_analyze_ticker_default(ticker_history, mocker, caplog) -> None:
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)
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strategy = DefaultStrategy({})
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strategy.analyze_ticker(ticker_history, {'pair': 'ETH/BTC'})
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strategy.analyze_ticker(ohlcv_history, {'pair': 'ETH/BTC'})
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assert ind_mock.call_count == 1
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assert buy_mock.call_count == 1
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assert buy_mock.call_count == 1
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@@ -259,7 +327,7 @@ def test_analyze_ticker_default(ticker_history, mocker, caplog) -> None:
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assert not log_has('Skipping TA Analysis for already analyzed candle', caplog)
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caplog.clear()
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strategy.analyze_ticker(ticker_history, {'pair': 'ETH/BTC'})
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strategy.analyze_ticker(ohlcv_history, {'pair': 'ETH/BTC'})
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# No analysis happens as process_only_new_candles is true
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assert ind_mock.call_count == 2
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assert buy_mock.call_count == 2
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@@ -268,7 +336,7 @@ def test_analyze_ticker_default(ticker_history, mocker, caplog) -> None:
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assert not log_has('Skipping TA Analysis for already analyzed candle', caplog)
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def test__analyze_ticker_internal_skip_analyze(ticker_history, mocker, caplog) -> None:
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def test__analyze_ticker_internal_skip_analyze(ohlcv_history, mocker, caplog) -> None:
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caplog.set_level(logging.DEBUG)
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ind_mock = MagicMock(side_effect=lambda x, meta: x)
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buy_mock = MagicMock(side_effect=lambda x, meta: x)
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@@ -283,7 +351,7 @@ def test__analyze_ticker_internal_skip_analyze(ticker_history, mocker, caplog) -
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strategy = DefaultStrategy({})
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strategy.process_only_new_candles = True
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ret = strategy._analyze_ticker_internal(ticker_history, {'pair': 'ETH/BTC'})
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ret = strategy._analyze_ticker_internal(ohlcv_history, {'pair': 'ETH/BTC'})
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assert 'high' in ret.columns
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assert 'low' in ret.columns
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assert 'close' in ret.columns
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@@ -295,7 +363,7 @@ def test__analyze_ticker_internal_skip_analyze(ticker_history, mocker, caplog) -
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assert not log_has('Skipping TA Analysis for already analyzed candle', caplog)
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caplog.clear()
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ret = strategy._analyze_ticker_internal(ticker_history, {'pair': 'ETH/BTC'})
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ret = strategy._analyze_ticker_internal(ohlcv_history, {'pair': 'ETH/BTC'})
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# No analysis happens as process_only_new_candles is true
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assert ind_mock.call_count == 1
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assert buy_mock.call_count == 1
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@@ -337,3 +405,38 @@ def test_is_pair_locked(default_conf):
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pair = 'ETH/BTC'
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strategy.unlock_pair(pair)
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assert not strategy.is_pair_locked(pair)
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@pytest.mark.parametrize('error', [
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ValueError, KeyError, Exception,
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])
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def test_strategy_safe_wrapper_error(caplog, error):
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def failing_method():
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raise error('This is an error.')
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def working_method(argumentpassedin):
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return argumentpassedin
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with pytest.raises(StrategyError, match=r'This is an error.'):
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strategy_safe_wrapper(failing_method, message='DeadBeef')()
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assert log_has_re(r'DeadBeef.*', caplog)
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ret = strategy_safe_wrapper(failing_method, message='DeadBeef', default_retval=True)()
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assert isinstance(ret, bool)
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assert ret
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@pytest.mark.parametrize('value', [
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1, 22, 55, True, False, {'a': 1, 'b': '112'},
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[1, 2, 3, 4], (4, 2, 3, 6)
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])
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def test_strategy_safe_wrapper(value):
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def working_method(argumentpassedin):
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return argumentpassedin
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ret = strategy_safe_wrapper(working_method, message='DeadBeef')(value)
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assert type(ret) == type(value)
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assert ret == value
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