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Merge branch 'freqtrade:develop' into develop

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hippocritical
2023-05-26 08:38:32 +02:00
committed by GitHub
parent 70a0c2e625 c23a045de4
commit 9366c77e42
58 changed files with 790 additions and 662 deletions
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76
tests/strategy/test_interface.py
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@@ -4,7 +4,6 @@ from datetime import datetime, timedelta, timezone
from pathlib import Path
from unittest.mock import MagicMock
import arrow
import pytest
from pandas import DataFrame
@@ -22,6 +21,7 @@ from freqtrade.strategy.hyper import detect_parameters
from freqtrade.strategy.parameters import (BaseParameter, BooleanParameter, CategoricalParameter,
DecimalParameter, IntParameter, RealParameter)
from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
from freqtrade.util import dt_now
from tests.conftest import (CURRENT_TEST_STRATEGY, TRADE_SIDES, create_mock_trades, log_has,
log_has_re)
@@ -34,7 +34,7 @@ _STRATEGY.dp = DataProvider({}, None, None)
def test_returns_latest_signal(ohlcv_history):
ohlcv_history.loc[1, 'date'] = arrow.utcnow()
ohlcv_history.loc[1, 'date'] = dt_now()
# Take a copy to correctly modify the call
mocked_history = ohlcv_history.copy()
mocked_history['enter_long'] = 0
@@ -159,7 +159,7 @@ def test_get_signal_exception_valueerror(mocker, caplog, ohlcv_history):
def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
# default_conf defines a 5m interval. we check interval * 2 + 5m
# this is necessary as the last candle is removed (partial candles) by default
ohlcv_history.loc[1, 'date'] = arrow.utcnow().shift(minutes=-16)
ohlcv_history.loc[1, 'date'] = dt_now() - timedelta(minutes=16)
# Take a copy to correctly modify the call
mocked_history = ohlcv_history.copy()
mocked_history['exit_long'] = 0
@@ -180,7 +180,7 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
def test_get_signal_no_sell_column(default_conf, mocker, caplog, ohlcv_history):
# default_conf defines a 5m interval. we check interval * 2 + 5m
# this is necessary as the last candle is removed (partial candles) by default
ohlcv_history.loc[1, 'date'] = arrow.utcnow()
ohlcv_history.loc[1, 'date'] = dt_now()
# Take a copy to correctly modify the call
mocked_history = ohlcv_history.copy()
# Intentionally don't set sell column
@@ -224,7 +224,7 @@ def test_ignore_expired_candle(default_conf):
def test_assert_df_raise(mocker, caplog, ohlcv_history):
ohlcv_history.loc[1, 'date'] = arrow.utcnow().shift(minutes=-16)
ohlcv_history.loc[1, 'date'] = dt_now() - timedelta(minutes=16)
# Take a copy to correctly modify the call
mocked_history = ohlcv_history.copy()
mocked_history['sell'] = 0
@@ -323,21 +323,21 @@ def test_min_roi_reached(default_conf, fee) -> None:
pair='ETH/BTC',
stake_amount=0.001,
amount=5,
open_date=arrow.utcnow().shift(hours=-1).datetime,
open_date=dt_now() - timedelta(hours=1),
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='binance',
open_rate=1,
)
assert not strategy.min_roi_reached(trade, 0.02, arrow.utcnow().shift(minutes=-56).datetime)
assert strategy.min_roi_reached(trade, 0.12, arrow.utcnow().shift(minutes=-56).datetime)
assert not strategy.min_roi_reached(trade, 0.02, dt_now() - timedelta(minutes=56))
assert strategy.min_roi_reached(trade, 0.12, dt_now() - timedelta(minutes=56))
assert not strategy.min_roi_reached(trade, 0.04, arrow.utcnow().shift(minutes=-39).datetime)
assert strategy.min_roi_reached(trade, 0.06, arrow.utcnow().shift(minutes=-39).datetime)
assert not strategy.min_roi_reached(trade, 0.04, dt_now() - timedelta(minutes=39))
assert strategy.min_roi_reached(trade, 0.06, dt_now() - timedelta(minutes=39))
assert not strategy.min_roi_reached(trade, -0.01, arrow.utcnow().shift(minutes=-1).datetime)
assert strategy.min_roi_reached(trade, 0.02, arrow.utcnow().shift(minutes=-1).datetime)
assert not strategy.min_roi_reached(trade, -0.01, dt_now() - timedelta(minutes=1))
assert strategy.min_roi_reached(trade, 0.02, dt_now() - timedelta(minutes=1))
def test_min_roi_reached2(default_conf, fee) -> None:
@@ -361,25 +361,25 @@ def test_min_roi_reached2(default_conf, fee) -> None:
pair='ETH/BTC',
stake_amount=0.001,
amount=5,
open_date=arrow.utcnow().shift(hours=-1).datetime,
open_date=dt_now() - timedelta(hours=1),
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='binance',
open_rate=1,
)
assert not strategy.min_roi_reached(trade, 0.02, arrow.utcnow().shift(minutes=-56).datetime)
assert strategy.min_roi_reached(trade, 0.12, arrow.utcnow().shift(minutes=-56).datetime)
assert not strategy.min_roi_reached(trade, 0.02, dt_now() - timedelta(minutes=56))
assert strategy.min_roi_reached(trade, 0.12, dt_now() - timedelta(minutes=56))
assert not strategy.min_roi_reached(trade, 0.04, arrow.utcnow().shift(minutes=-39).datetime)
assert strategy.min_roi_reached(trade, 0.071, arrow.utcnow().shift(minutes=-39).datetime)
assert not strategy.min_roi_reached(trade, 0.04, dt_now() - timedelta(minutes=39))
assert strategy.min_roi_reached(trade, 0.071, dt_now() - timedelta(minutes=39))
assert not strategy.min_roi_reached(trade, 0.04, arrow.utcnow().shift(minutes=-26).datetime)
assert strategy.min_roi_reached(trade, 0.06, arrow.utcnow().shift(minutes=-26).datetime)
assert not strategy.min_roi_reached(trade, 0.04, dt_now() - timedelta(minutes=26))
assert strategy.min_roi_reached(trade, 0.06, dt_now() - timedelta(minutes=26))
# Should not trigger with 20% profit since after 55 minutes only 30% is active.
assert not strategy.min_roi_reached(trade, 0.20, arrow.utcnow().shift(minutes=-2).datetime)
assert strategy.min_roi_reached(trade, 0.31, arrow.utcnow().shift(minutes=-2).datetime)
assert not strategy.min_roi_reached(trade, 0.20, dt_now() - timedelta(minutes=2))
assert strategy.min_roi_reached(trade, 0.31, dt_now() - timedelta(minutes=2))
def test_min_roi_reached3(default_conf, fee) -> None:
@@ -395,25 +395,25 @@ def test_min_roi_reached3(default_conf, fee) -> None:
pair='ETH/BTC',
stake_amount=0.001,
amount=5,
open_date=arrow.utcnow().shift(hours=-1).datetime,
open_date=dt_now() - timedelta(hours=1),
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='binance',
open_rate=1,
)
assert not strategy.min_roi_reached(trade, 0.02, arrow.utcnow().shift(minutes=-56).datetime)
assert not strategy.min_roi_reached(trade, 0.12, arrow.utcnow().shift(minutes=-56).datetime)
assert not strategy.min_roi_reached(trade, 0.02, dt_now() - timedelta(minutes=56))
assert not strategy.min_roi_reached(trade, 0.12, dt_now() - timedelta(minutes=56))
assert not strategy.min_roi_reached(trade, 0.04, arrow.utcnow().shift(minutes=-39).datetime)
assert strategy.min_roi_reached(trade, 0.071, arrow.utcnow().shift(minutes=-39).datetime)
assert not strategy.min_roi_reached(trade, 0.04, dt_now() - timedelta(minutes=39))
assert strategy.min_roi_reached(trade, 0.071, dt_now() - timedelta(minutes=39))
assert not strategy.min_roi_reached(trade, 0.04, arrow.utcnow().shift(minutes=-26).datetime)
assert strategy.min_roi_reached(trade, 0.06, arrow.utcnow().shift(minutes=-26).datetime)
assert not strategy.min_roi_reached(trade, 0.04, dt_now() - timedelta(minutes=26))
assert strategy.min_roi_reached(trade, 0.06, dt_now() - timedelta(minutes=26))
# Should not trigger with 20% profit since after 55 minutes only 30% is active.
assert not strategy.min_roi_reached(trade, 0.20, arrow.utcnow().shift(minutes=-2).datetime)
assert strategy.min_roi_reached(trade, 0.31, arrow.utcnow().shift(minutes=-2).datetime)
assert not strategy.min_roi_reached(trade, 0.20, dt_now() - timedelta(minutes=2))
assert strategy.min_roi_reached(trade, 0.31, dt_now() - timedelta(minutes=2))
@pytest.mark.parametrize(
@@ -449,7 +449,7 @@ def test_ft_stoploss_reached(default_conf, fee, profit, adjusted, expected, liq,
pair='ETH/BTC',
stake_amount=0.01,
amount=1,
open_date=arrow.utcnow().shift(hours=-1).datetime,
open_date=dt_now() - timedelta(hours=1),
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='binance',
@@ -464,7 +464,7 @@ def test_ft_stoploss_reached(default_conf, fee, profit, adjusted, expected, liq,
if custom_stop:
strategy.custom_stoploss = custom_stop
now = arrow.utcnow().datetime
now = dt_now()
current_rate = trade.open_rate * (1 + profit)
sl_flag = strategy.ft_stoploss_reached(current_rate=current_rate, trade=trade,
current_time=now, current_profit=profit,
@@ -498,14 +498,14 @@ def test_custom_exit(default_conf, fee, caplog) -> None:
pair='ETH/BTC',
stake_amount=0.01,
amount=1,
open_date=arrow.utcnow().shift(hours=-1).datetime,
open_date=dt_now() - timedelta(hours=1),
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='binance',
open_rate=1,
)
now = arrow.utcnow().datetime
now = dt_now()
res = strategy.should_exit(trade, 1, now,
enter=False, exit_=False,
low=None, high=None)
@@ -547,13 +547,13 @@ def test_should_sell(default_conf, fee) -> None:
pair='ETH/BTC',
stake_amount=0.01,
amount=1,
open_date=arrow.utcnow().shift(hours=-1).datetime,
open_date=dt_now() - timedelta(hours=1),
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='binance',
open_rate=1,
)
now = arrow.utcnow().datetime
now = dt_now()
res = strategy.should_exit(trade, 1, now,
enter=False, exit_=False,
low=None, high=None)
@@ -728,7 +728,7 @@ def test_is_pair_locked(default_conf):
pair = 'ETH/BTC'
assert not strategy.is_pair_locked(pair)
strategy.lock_pair(pair, arrow.now(timezone.utc).shift(minutes=4).datetime)
strategy.lock_pair(pair, dt_now() + timedelta(minutes=4))
# ETH/BTC locked for 4 minutes
assert strategy.is_pair_locked(pair)
@@ -746,7 +746,7 @@ def test_is_pair_locked(default_conf):
# Lock with reason
reason = "TestLockR"
strategy.lock_pair(pair, arrow.now(timezone.utc).shift(minutes=4).datetime, reason)
strategy.lock_pair(pair, dt_now() + timedelta(minutes=4), reason)
assert strategy.is_pair_locked(pair)
strategy.unlock_reason(reason)
assert not strategy.is_pair_locked(pair)