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Merge branch 'develop' into interface_ordertimeoutcallback

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Matthias
2020-03-15 14:56:14 +01:00
parent 0f2d771634 3b89e7d393
commit a1bbeaa668
101 changed files with 2205 additions and 1228 deletions
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50
tests/strategy/test_interface.py
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@@ -21,69 +21,69 @@ from .strats.default_strategy import DefaultStrategy
_STRATEGY = DefaultStrategy(config={})
def test_returns_latest_buy_signal(mocker, default_conf, ticker_history):
def test_returns_latest_buy_signal(mocker, default_conf, ohlcv_history):
mocker.patch.object(
_STRATEGY, '_analyze_ticker_internal',
return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}])
)
assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (True, False)
assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (True, False)
mocker.patch.object(
_STRATEGY, '_analyze_ticker_internal',
return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}])
)
assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (False, True)
assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (False, True)
def test_returns_latest_sell_signal(mocker, default_conf, ticker_history):
def test_returns_latest_sell_signal(mocker, default_conf, ohlcv_history):
mocker.patch.object(
_STRATEGY, '_analyze_ticker_internal',
return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}])
)
assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (False, True)
assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (False, True)
mocker.patch.object(
_STRATEGY, '_analyze_ticker_internal',
return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}])
)
assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (True, False)
assert _STRATEGY.get_signal('ETH/BTC', '5m', ohlcv_history) == (True, False)
def test_get_signal_empty(default_conf, mocker, caplog):
assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'],
DataFrame())
assert log_has('Empty ticker history for pair foo', caplog)
assert log_has('Empty candle (OHLCV) data for pair foo', caplog)
caplog.clear()
assert (False, False) == _STRATEGY.get_signal('bar', default_conf['ticker_interval'],
[])
assert log_has('Empty ticker history for pair bar', caplog)
assert log_has('Empty candle (OHLCV) data for pair bar', caplog)
def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ticker_history):
def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ohlcv_history):
caplog.set_level(logging.INFO)
mocker.patch.object(
_STRATEGY, '_analyze_ticker_internal',
side_effect=ValueError('xyz')
)
assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'],
ticker_history)
ohlcv_history)
assert log_has_re(r'Strategy caused the following exception: xyz.*', caplog)
def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ticker_history):
def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ohlcv_history):
caplog.set_level(logging.INFO)
mocker.patch.object(
_STRATEGY, '_analyze_ticker_internal',
return_value=DataFrame([])
)
assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
ticker_history)
ohlcv_history)
assert log_has('Empty dataframe for pair xyz', caplog)
def test_get_signal_old_dataframe(default_conf, mocker, caplog, ticker_history):
def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
caplog.set_level(logging.INFO)
# default_conf defines a 5m interval. we check interval * 2 + 5m
# this is necessary as the last candle is removed (partial candles) by default
@@ -94,7 +94,7 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ticker_history):
return_value=DataFrame(ticks)
)
assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
ticker_history)
ohlcv_history)
assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog)
@@ -107,15 +107,15 @@ def test_get_signal_handles_exceptions(mocker, default_conf):
assert _STRATEGY.get_signal(exchange, 'ETH/BTC', '5m') == (False, False)
def test_tickerdata_to_dataframe(default_conf, testdatadir) -> None:
def test_ohlcvdata_to_dataframe(default_conf, testdatadir) -> None:
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
timerange = TimeRange.parse_timerange('1510694220-1510700340')
tickerlist = load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange,
fill_up_missing=True)
data = strategy.tickerdata_to_dataframe(tickerlist)
assert len(data['UNITTEST/BTC']) == 102 # partial candle was removed
data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange,
fill_up_missing=True)
processed = strategy.ohlcvdata_to_dataframe(data)
assert len(processed['UNITTEST/BTC']) == 102 # partial candle was removed
def test_min_roi_reached(default_conf, fee) -> None:
@@ -226,7 +226,7 @@ def test_min_roi_reached3(default_conf, fee) -> None:
assert strategy.min_roi_reached(trade, 0.31, arrow.utcnow().shift(minutes=-2).datetime)
def test_analyze_ticker_default(ticker_history, mocker, caplog) -> None:
def test_analyze_ticker_default(ohlcv_history, mocker, caplog) -> None:
caplog.set_level(logging.DEBUG)
ind_mock = MagicMock(side_effect=lambda x, meta: x)
buy_mock = MagicMock(side_effect=lambda x, meta: x)
@@ -239,7 +239,7 @@ def test_analyze_ticker_default(ticker_history, mocker, caplog) -> None:
)
strategy = DefaultStrategy({})
strategy.analyze_ticker(ticker_history, {'pair': 'ETH/BTC'})
strategy.analyze_ticker(ohlcv_history, {'pair': 'ETH/BTC'})
assert ind_mock.call_count == 1
assert buy_mock.call_count == 1
assert buy_mock.call_count == 1
@@ -248,7 +248,7 @@ def test_analyze_ticker_default(ticker_history, mocker, caplog) -> None:
assert not log_has('Skipping TA Analysis for already analyzed candle', caplog)
caplog.clear()
strategy.analyze_ticker(ticker_history, {'pair': 'ETH/BTC'})
strategy.analyze_ticker(ohlcv_history, {'pair': 'ETH/BTC'})
# No analysis happens as process_only_new_candles is true
assert ind_mock.call_count == 2
assert buy_mock.call_count == 2
@@ -257,7 +257,7 @@ def test_analyze_ticker_default(ticker_history, mocker, caplog) -> None:
assert not log_has('Skipping TA Analysis for already analyzed candle', caplog)
def test__analyze_ticker_internal_skip_analyze(ticker_history, mocker, caplog) -> None:
def test__analyze_ticker_internal_skip_analyze(ohlcv_history, mocker, caplog) -> None:
caplog.set_level(logging.DEBUG)
ind_mock = MagicMock(side_effect=lambda x, meta: x)
buy_mock = MagicMock(side_effect=lambda x, meta: x)
@@ -272,7 +272,7 @@ def test__analyze_ticker_internal_skip_analyze(ticker_history, mocker, caplog) -
strategy = DefaultStrategy({})
strategy.process_only_new_candles = True
ret = strategy._analyze_ticker_internal(ticker_history, {'pair': 'ETH/BTC'})
ret = strategy._analyze_ticker_internal(ohlcv_history, {'pair': 'ETH/BTC'})
assert 'high' in ret.columns
assert 'low' in ret.columns
assert 'close' in ret.columns
@@ -284,7 +284,7 @@ def test__analyze_ticker_internal_skip_analyze(ticker_history, mocker, caplog) -
assert not log_has('Skipping TA Analysis for already analyzed candle', caplog)
caplog.clear()
ret = strategy._analyze_ticker_internal(ticker_history, {'pair': 'ETH/BTC'})
ret = strategy._analyze_ticker_internal(ohlcv_history, {'pair': 'ETH/BTC'})
# No analysis happens as process_only_new_candles is true
assert ind_mock.call_count == 1
assert buy_mock.call_count == 1