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https://github.com/freqtrade/freqtrade.git
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ruff format: tests/data
This commit is contained in:
Matthias
@@ -11,10 +11,13 @@ from freqtrade.plugins.pairlistmanager import PairListManager
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from tests.conftest import EXMS, generate_test_data, get_patched_exchange
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@pytest.mark.parametrize('candle_type', [
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'mark',
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'',
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])
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@pytest.mark.parametrize(
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"candle_type",
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[
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"mark",
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"",
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],
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)
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def test_dp_ohlcv(mocker, default_conf, ohlcv_history, candle_type):
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default_conf["runmode"] = RunMode.DRY_RUN
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timeframe = default_conf["timeframe"]
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@@ -33,11 +36,9 @@ def test_dp_ohlcv(mocker, default_conf, ohlcv_history, candle_type):
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assert dp.ohlcv("NONSENSE/AAA", timeframe, candle_type=candletype).empty
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# Test with and without parameter
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assert dp.ohlcv(
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"UNITTEST/BTC",
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timeframe,
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candle_type=candletype
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).equals(dp.ohlcv("UNITTEST/BTC", candle_type=candle_type))
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assert dp.ohlcv("UNITTEST/BTC", timeframe, candle_type=candletype).equals(
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dp.ohlcv("UNITTEST/BTC", candle_type=candle_type)
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)
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default_conf["runmode"] = RunMode.LIVE
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dp = DataProvider(default_conf, exchange)
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@@ -66,10 +67,12 @@ def test_historic_ohlcv_dataformat(mocker, default_conf, ohlcv_history):
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featherloadmock = MagicMock(return_value=ohlcv_history)
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mocker.patch(
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"freqtrade.data.history.datahandlers.hdf5datahandler.HDF5DataHandler._ohlcv_load",
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hdf5loadmock)
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hdf5loadmock,
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)
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mocker.patch(
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"freqtrade.data.history.datahandlers.featherdatahandler.FeatherDataHandler._ohlcv_load",
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featherloadmock)
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featherloadmock,
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)
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default_conf["runmode"] = RunMode.BACKTEST
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exchange = get_patched_exchange(mocker, default_conf)
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@@ -90,11 +93,14 @@ def test_historic_ohlcv_dataformat(mocker, default_conf, ohlcv_history):
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featherloadmock.assert_not_called()
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@pytest.mark.parametrize('candle_type', [
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'mark',
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'futures',
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'',
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])
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@pytest.mark.parametrize(
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"candle_type",
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[
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"mark",
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"futures",
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"",
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],
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)
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def test_get_pair_dataframe(mocker, default_conf, ohlcv_history, candle_type):
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default_conf["runmode"] = RunMode.DRY_RUN
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timeframe = default_conf["timeframe"]
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@@ -105,26 +111,33 @@ def test_get_pair_dataframe(mocker, default_conf, ohlcv_history, candle_type):
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dp = DataProvider(default_conf, exchange)
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assert dp.runmode == RunMode.DRY_RUN
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assert ohlcv_history.equals(dp.get_pair_dataframe(
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"UNITTEST/BTC", timeframe, candle_type=candle_type))
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assert ohlcv_history.equals(dp.get_pair_dataframe(
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"UNITTEST/BTC", timeframe, candle_type=candletype))
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assert isinstance(dp.get_pair_dataframe(
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"UNITTEST/BTC", timeframe, candle_type=candle_type), DataFrame)
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assert dp.get_pair_dataframe("UNITTEST/BTC", timeframe,
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candle_type=candle_type) is not ohlcv_history
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assert ohlcv_history.equals(
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dp.get_pair_dataframe("UNITTEST/BTC", timeframe, candle_type=candle_type)
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)
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assert ohlcv_history.equals(
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dp.get_pair_dataframe("UNITTEST/BTC", timeframe, candle_type=candletype)
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)
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assert isinstance(
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dp.get_pair_dataframe("UNITTEST/BTC", timeframe, candle_type=candle_type), DataFrame
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)
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assert (
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dp.get_pair_dataframe("UNITTEST/BTC", timeframe, candle_type=candle_type)
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is not ohlcv_history
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)
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assert not dp.get_pair_dataframe("UNITTEST/BTC", timeframe, candle_type=candle_type).empty
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assert dp.get_pair_dataframe("NONSENSE/AAA", timeframe, candle_type=candle_type).empty
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# Test with and without parameter
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assert dp.get_pair_dataframe("UNITTEST/BTC", timeframe, candle_type=candle_type)\
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.equals(dp.get_pair_dataframe("UNITTEST/BTC", candle_type=candle_type))
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assert dp.get_pair_dataframe("UNITTEST/BTC", timeframe, candle_type=candle_type).equals(
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dp.get_pair_dataframe("UNITTEST/BTC", candle_type=candle_type)
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)
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default_conf["runmode"] = RunMode.LIVE
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dp = DataProvider(default_conf, exchange)
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assert dp.runmode == RunMode.LIVE
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assert isinstance(dp.get_pair_dataframe(
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"UNITTEST/BTC", timeframe, candle_type=candle_type), DataFrame)
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assert isinstance(
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dp.get_pair_dataframe("UNITTEST/BTC", timeframe, candle_type=candle_type), DataFrame
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)
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assert dp.get_pair_dataframe("NONSENSE/AAA", timeframe, candle_type=candle_type).empty
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historymock = MagicMock(return_value=ohlcv_history)
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@@ -136,7 +149,7 @@ def test_get_pair_dataframe(mocker, default_conf, ohlcv_history, candle_type):
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assert isinstance(df, DataFrame)
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assert len(df) == 3 # ohlcv_history mock has just 3 rows
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dp._set_dataframe_max_date(ohlcv_history.iloc[-1]['date'])
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dp._set_dataframe_max_date(ohlcv_history.iloc[-1]["date"])
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df = dp.get_pair_dataframe("UNITTEST/BTC", timeframe, candle_type=candle_type)
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assert isinstance(df, DataFrame)
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assert len(df) == 2 # ohlcv_history is limited to 2 rows now
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@@ -150,7 +163,10 @@ def test_available_pairs(mocker, default_conf, ohlcv_history):
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dp = DataProvider(default_conf, exchange)
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assert len(dp.available_pairs) == 2
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assert dp.available_pairs == [("XRP/BTC", timeframe), ("UNITTEST/BTC", timeframe), ]
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assert dp.available_pairs == [
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("XRP/BTC", timeframe),
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("UNITTEST/BTC", timeframe),
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]
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def test_producer_pairs(default_conf):
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@@ -172,9 +188,9 @@ def test_producer_pairs(default_conf):
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def test_get_producer_df(default_conf):
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dataprovider = DataProvider(default_conf, None)
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ohlcv_history = generate_test_data('5m', 150)
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pair = 'BTC/USDT'
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timeframe = default_conf['timeframe']
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ohlcv_history = generate_test_data("5m", 150)
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pair = "BTC/USDT"
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timeframe = default_conf["timeframe"]
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candle_type = CandleType.SPOT
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empty_la = datetime.fromtimestamp(0, tz=timezone.utc)
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@@ -192,20 +208,20 @@ def test_get_producer_df(default_conf):
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assert la > empty_la
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# no data on this producer, should return empty dataframe
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dataframe, la = dataprovider.get_producer_df(pair, producer_name='bad')
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dataframe, la = dataprovider.get_producer_df(pair, producer_name="bad")
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assert dataframe.empty
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assert la == empty_la
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# non existent timeframe, empty dataframe
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_dataframe, la = dataprovider.get_producer_df(pair, timeframe='1h')
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_dataframe, la = dataprovider.get_producer_df(pair, timeframe="1h")
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assert dataframe.empty
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assert la == empty_la
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def test_emit_df(mocker, default_conf, ohlcv_history):
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mocker.patch('freqtrade.rpc.rpc_manager.RPCManager.__init__', MagicMock())
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rpc_mock = mocker.patch('freqtrade.rpc.rpc_manager.RPCManager', MagicMock())
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send_mock = mocker.patch('freqtrade.rpc.rpc_manager.RPCManager.send_msg', MagicMock())
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mocker.patch("freqtrade.rpc.rpc_manager.RPCManager.__init__", MagicMock())
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rpc_mock = mocker.patch("freqtrade.rpc.rpc_manager.RPCManager", MagicMock())
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send_mock = mocker.patch("freqtrade.rpc.rpc_manager.RPCManager.send_msg", MagicMock())
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dataprovider = DataProvider(default_conf, exchange=None, rpc=rpc_mock)
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dataprovider_no_rpc = DataProvider(default_conf, exchange=None)
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@@ -262,14 +278,14 @@ def test_orderbook(mocker, default_conf, order_book_l2):
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exchange = get_patched_exchange(mocker, default_conf, api_mock=api_mock)
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dp = DataProvider(default_conf, exchange)
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res = dp.orderbook('ETH/BTC', 5)
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res = dp.orderbook("ETH/BTC", 5)
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assert order_book_l2.call_count == 1
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assert order_book_l2.call_args_list[0][0][0] == 'ETH/BTC'
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assert order_book_l2.call_args_list[0][0][0] == "ETH/BTC"
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assert order_book_l2.call_args_list[0][0][1] >= 5
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assert isinstance(res, dict)
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assert 'bids' in res
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assert 'asks' in res
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assert "bids" in res
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assert "asks" in res
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def test_market(mocker, default_conf, markets):
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@@ -278,41 +294,39 @@ def test_market(mocker, default_conf, markets):
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exchange = get_patched_exchange(mocker, default_conf, api_mock=api_mock)
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dp = DataProvider(default_conf, exchange)
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res = dp.market('ETH/BTC')
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res = dp.market("ETH/BTC")
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assert isinstance(res, dict)
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assert 'symbol' in res
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assert res['symbol'] == 'ETH/BTC'
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assert "symbol" in res
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assert res["symbol"] == "ETH/BTC"
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res = dp.market('UNITTEST/BTC')
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res = dp.market("UNITTEST/BTC")
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assert res is None
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def test_ticker(mocker, default_conf, tickers):
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ticker_mock = MagicMock(return_value=tickers()['ETH/BTC'])
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ticker_mock = MagicMock(return_value=tickers()["ETH/BTC"])
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mocker.patch(f"{EXMS}.fetch_ticker", ticker_mock)
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exchange = get_patched_exchange(mocker, default_conf)
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dp = DataProvider(default_conf, exchange)
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res = dp.ticker('ETH/BTC')
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res = dp.ticker("ETH/BTC")
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assert isinstance(res, dict)
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assert 'symbol' in res
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assert res['symbol'] == 'ETH/BTC'
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assert "symbol" in res
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assert res["symbol"] == "ETH/BTC"
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ticker_mock = MagicMock(side_effect=ExchangeError('Pair not found'))
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ticker_mock = MagicMock(side_effect=ExchangeError("Pair not found"))
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mocker.patch(f"{EXMS}.fetch_ticker", ticker_mock)
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exchange = get_patched_exchange(mocker, default_conf)
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dp = DataProvider(default_conf, exchange)
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res = dp.ticker('UNITTEST/BTC')
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res = dp.ticker("UNITTEST/BTC")
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assert res == {}
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def test_current_whitelist(mocker, default_conf, tickers):
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# patch default conf to volumepairlist
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default_conf['pairlists'][0] = {'method': 'VolumePairList', "number_assets": 5}
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default_conf["pairlists"][0] = {"method": "VolumePairList", "number_assets": 5}
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mocker.patch.multiple(EXMS,
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exchange_has=MagicMock(return_value=True),
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get_tickers=tickers)
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mocker.patch.multiple(EXMS, exchange_has=MagicMock(return_value=True), get_tickers=tickers)
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exchange = get_patched_exchange(mocker, default_conf)
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pairlist = PairListManager(exchange, default_conf)
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@@ -331,7 +345,6 @@ def test_current_whitelist(mocker, default_conf, tickers):
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def test_get_analyzed_dataframe(mocker, default_conf, ohlcv_history):
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default_conf["runmode"] = RunMode.DRY_RUN
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timeframe = default_conf["timeframe"]
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@@ -384,28 +397,27 @@ def test_no_exchange_mode(default_conf):
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dp.refresh([()])
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with pytest.raises(OperationalException, match=message):
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dp.ohlcv('XRP/USDT', '5m', '')
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dp.ohlcv("XRP/USDT", "5m", "")
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with pytest.raises(OperationalException, match=message):
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dp.market('XRP/USDT')
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dp.market("XRP/USDT")
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with pytest.raises(OperationalException, match=message):
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dp.ticker('XRP/USDT')
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dp.ticker("XRP/USDT")
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with pytest.raises(OperationalException, match=message):
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dp.orderbook('XRP/USDT', 20)
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dp.orderbook("XRP/USDT", 20)
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with pytest.raises(OperationalException, match=message):
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dp.available_pairs()
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def test_dp_send_msg(default_conf):
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default_conf["runmode"] = RunMode.DRY_RUN
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default_conf["timeframe"] = '1h'
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default_conf["timeframe"] = "1h"
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dp = DataProvider(default_conf, None)
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msg = 'Test message'
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msg = "Test message"
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dp.send_msg(msg)
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assert msg in dp._msg_queue
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@@ -424,81 +436,81 @@ def test_dp_send_msg(default_conf):
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def test_dp__add_external_df(default_conf_usdt):
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timeframe = '1h'
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timeframe = "1h"
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default_conf_usdt["timeframe"] = timeframe
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dp = DataProvider(default_conf_usdt, None)
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df = generate_test_data(timeframe, 24, '2022-01-01 00:00:00+00:00')
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df = generate_test_data(timeframe, 24, "2022-01-01 00:00:00+00:00")
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last_analyzed = datetime.now(timezone.utc)
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res = dp._add_external_df('ETH/USDT', df, last_analyzed, timeframe, CandleType.SPOT)
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res = dp._add_external_df("ETH/USDT", df, last_analyzed, timeframe, CandleType.SPOT)
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assert res[0] is False
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# Why 1000 ??
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assert res[1] == 1000
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# Hard add dataframe
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dp._replace_external_df('ETH/USDT', df, last_analyzed, timeframe, CandleType.SPOT)
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dp._replace_external_df("ETH/USDT", df, last_analyzed, timeframe, CandleType.SPOT)
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# BTC is not stored yet
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res = dp._add_external_df('BTC/USDT', df, last_analyzed, timeframe, CandleType.SPOT)
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res = dp._add_external_df("BTC/USDT", df, last_analyzed, timeframe, CandleType.SPOT)
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assert res[0] is False
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df_res, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT)
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df_res, _ = dp.get_producer_df("ETH/USDT", timeframe, CandleType.SPOT)
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assert len(df_res) == 24
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# Add the same dataframe again - dataframe size shall not change.
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res = dp._add_external_df('ETH/USDT', df, last_analyzed, timeframe, CandleType.SPOT)
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res = dp._add_external_df("ETH/USDT", df, last_analyzed, timeframe, CandleType.SPOT)
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assert res[0] is True
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assert isinstance(res[1], int)
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assert res[1] == 0
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df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT)
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df, _ = dp.get_producer_df("ETH/USDT", timeframe, CandleType.SPOT)
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assert len(df) == 24
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# Add a new day.
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df2 = generate_test_data(timeframe, 24, '2022-01-02 00:00:00+00:00')
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df2 = generate_test_data(timeframe, 24, "2022-01-02 00:00:00+00:00")
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res = dp._add_external_df('ETH/USDT', df2, last_analyzed, timeframe, CandleType.SPOT)
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res = dp._add_external_df("ETH/USDT", df2, last_analyzed, timeframe, CandleType.SPOT)
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assert res[0] is True
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assert isinstance(res[1], int)
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assert res[1] == 0
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df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT)
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df, _ = dp.get_producer_df("ETH/USDT", timeframe, CandleType.SPOT)
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assert len(df) == 48
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# Add a dataframe with a 12 hour offset - so 12 candles are overlapping, and 12 valid.
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df3 = generate_test_data(timeframe, 24, '2022-01-02 12:00:00+00:00')
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df3 = generate_test_data(timeframe, 24, "2022-01-02 12:00:00+00:00")
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res = dp._add_external_df('ETH/USDT', df3, last_analyzed, timeframe, CandleType.SPOT)
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res = dp._add_external_df("ETH/USDT", df3, last_analyzed, timeframe, CandleType.SPOT)
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assert res[0] is True
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assert isinstance(res[1], int)
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assert res[1] == 0
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df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT)
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df, _ = dp.get_producer_df("ETH/USDT", timeframe, CandleType.SPOT)
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# New length = 48 + 12 (since we have a 12 hour offset).
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assert len(df) == 60
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assert df.iloc[-1]['date'] == df3.iloc[-1]['date']
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assert df.iloc[-1]['date'] == Timestamp('2022-01-03 11:00:00+00:00')
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assert df.iloc[-1]["date"] == df3.iloc[-1]["date"]
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assert df.iloc[-1]["date"] == Timestamp("2022-01-03 11:00:00+00:00")
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# Generate 1 new candle
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df4 = generate_test_data(timeframe, 1, '2022-01-03 12:00:00+00:00')
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res = dp._add_external_df('ETH/USDT', df4, last_analyzed, timeframe, CandleType.SPOT)
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df4 = generate_test_data(timeframe, 1, "2022-01-03 12:00:00+00:00")
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res = dp._add_external_df("ETH/USDT", df4, last_analyzed, timeframe, CandleType.SPOT)
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# assert res[0] is True
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# assert res[1] == 0
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df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT)
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df, _ = dp.get_producer_df("ETH/USDT", timeframe, CandleType.SPOT)
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# New length = 61 + 1
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assert len(df) == 61
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assert df.iloc[-2]['date'] == Timestamp('2022-01-03 11:00:00+00:00')
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assert df.iloc[-1]['date'] == Timestamp('2022-01-03 12:00:00+00:00')
|
||||
assert df.iloc[-2]["date"] == Timestamp("2022-01-03 11:00:00+00:00")
|
||||
assert df.iloc[-1]["date"] == Timestamp("2022-01-03 12:00:00+00:00")
|
||||
|
||||
# Gap in the data ...
|
||||
df4 = generate_test_data(timeframe, 1, '2022-01-05 00:00:00+00:00')
|
||||
res = dp._add_external_df('ETH/USDT', df4, last_analyzed, timeframe, CandleType.SPOT)
|
||||
df4 = generate_test_data(timeframe, 1, "2022-01-05 00:00:00+00:00")
|
||||
res = dp._add_external_df("ETH/USDT", df4, last_analyzed, timeframe, CandleType.SPOT)
|
||||
assert res[0] is False
|
||||
# 36 hours - from 2022-01-03 12:00:00+00:00 to 2022-01-05 00:00:00+00:00
|
||||
assert isinstance(res[1], int)
|
||||
assert res[1] == 36
|
||||
df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT)
|
||||
df, _ = dp.get_producer_df("ETH/USDT", timeframe, CandleType.SPOT)
|
||||
# New length = 61 + 1
|
||||
assert len(df) == 61
|
||||
|
||||
# Empty dataframe
|
||||
df4 = generate_test_data(timeframe, 0, '2022-01-05 00:00:00+00:00')
|
||||
res = dp._add_external_df('ETH/USDT', df4, last_analyzed, timeframe, CandleType.SPOT)
|
||||
df4 = generate_test_data(timeframe, 0, "2022-01-05 00:00:00+00:00")
|
||||
res = dp._add_external_df("ETH/USDT", df4, last_analyzed, timeframe, CandleType.SPOT)
|
||||
assert res[0] is False
|
||||
# 36 hours - from 2022-01-03 12:00:00+00:00 to 2022-01-05 00:00:00+00:00
|
||||
assert isinstance(res[1], int)
|
||||
@@ -506,59 +518,59 @@ def test_dp__add_external_df(default_conf_usdt):
|
||||
|
||||
|
||||
def test_dp_get_required_startup(default_conf_usdt):
|
||||
timeframe = '1h'
|
||||
timeframe = "1h"
|
||||
default_conf_usdt["timeframe"] = timeframe
|
||||
dp = DataProvider(default_conf_usdt, None)
|
||||
|
||||
# No FreqAI config
|
||||
assert dp.get_required_startup('5m') == 0
|
||||
assert dp.get_required_startup('1h') == 0
|
||||
assert dp.get_required_startup('1d') == 0
|
||||
assert dp.get_required_startup("5m") == 0
|
||||
assert dp.get_required_startup("1h") == 0
|
||||
assert dp.get_required_startup("1d") == 0
|
||||
|
||||
dp._config['startup_candle_count'] = 20
|
||||
assert dp.get_required_startup('5m') == 20
|
||||
assert dp.get_required_startup('1h') == 20
|
||||
assert dp.get_required_startup('1h') == 20
|
||||
dp._config["startup_candle_count"] = 20
|
||||
assert dp.get_required_startup("5m") == 20
|
||||
assert dp.get_required_startup("1h") == 20
|
||||
assert dp.get_required_startup("1h") == 20
|
||||
|
||||
# With freqAI config
|
||||
|
||||
dp._config['freqai'] = {
|
||||
'enabled': True,
|
||||
'train_period_days': 20,
|
||||
'feature_parameters': {
|
||||
'indicator_periods_candles': [
|
||||
dp._config["freqai"] = {
|
||||
"enabled": True,
|
||||
"train_period_days": 20,
|
||||
"feature_parameters": {
|
||||
"indicator_periods_candles": [
|
||||
5,
|
||||
20,
|
||||
]
|
||||
}
|
||||
},
|
||||
}
|
||||
assert dp.get_required_startup('5m') == 5780
|
||||
assert dp.get_required_startup('1h') == 500
|
||||
assert dp.get_required_startup('1d') == 40
|
||||
assert dp.get_required_startup("5m") == 5780
|
||||
assert dp.get_required_startup("1h") == 500
|
||||
assert dp.get_required_startup("1d") == 40
|
||||
|
||||
# FreqAI kindof ignores startup_candle_count if it's below indicator_periods_candles
|
||||
dp._config['startup_candle_count'] = 0
|
||||
assert dp.get_required_startup('5m') == 5780
|
||||
assert dp.get_required_startup('1h') == 500
|
||||
assert dp.get_required_startup('1d') == 40
|
||||
dp._config["startup_candle_count"] = 0
|
||||
assert dp.get_required_startup("5m") == 5780
|
||||
assert dp.get_required_startup("1h") == 500
|
||||
assert dp.get_required_startup("1d") == 40
|
||||
|
||||
dp._config['freqai']['feature_parameters']['indicator_periods_candles'][1] = 50
|
||||
assert dp.get_required_startup('5m') == 5810
|
||||
assert dp.get_required_startup('1h') == 530
|
||||
assert dp.get_required_startup('1d') == 70
|
||||
dp._config["freqai"]["feature_parameters"]["indicator_periods_candles"][1] = 50
|
||||
assert dp.get_required_startup("5m") == 5810
|
||||
assert dp.get_required_startup("1h") == 530
|
||||
assert dp.get_required_startup("1d") == 70
|
||||
|
||||
# scenario from issue https://github.com/freqtrade/freqtrade/issues/9432
|
||||
dp._config['freqai'] = {
|
||||
'enabled': True,
|
||||
'train_period_days': 180,
|
||||
'feature_parameters': {
|
||||
'indicator_periods_candles': [
|
||||
dp._config["freqai"] = {
|
||||
"enabled": True,
|
||||
"train_period_days": 180,
|
||||
"feature_parameters": {
|
||||
"indicator_periods_candles": [
|
||||
10,
|
||||
20,
|
||||
]
|
||||
}
|
||||
},
|
||||
}
|
||||
dp._config['startup_candle_count'] = 40
|
||||
assert dp.get_required_startup('5m') == 51880
|
||||
assert dp.get_required_startup('1h') == 4360
|
||||
assert dp.get_required_startup('1d') == 220
|
||||
dp._config["startup_candle_count"] = 40
|
||||
assert dp.get_required_startup("5m") == 51880
|
||||
assert dp.get_required_startup("1h") == 4360
|
||||
assert dp.get_required_startup("1d") == 220
|
||||
|
||||
Reference in New Issue
Block a user