freqtrade_origin/freqtrade/tests/test_analyze.py

# pragma pylint: disable=missing-docstring,W0621
import json
from functools import reduce
from unittest.mock import MagicMock

import arrow
import datetime
import pytest
from pandas import DataFrame

from freqtrade.analyze import parse_ticker_dataframe, populate_buy_trend, populate_indicators, \
    get_signal, SignalType, populate_sell_trend


def log_has(line, logs):
    # caplog mocker returns log as a tuple: ('freqtrade.analyze', logging.WARNING, 'foobar')
    # and we want to match line against foobar in the tuple
    return reduce(lambda a, b: a or b,
                  filter(lambda x: x[2] == line, logs),
                  False)


@pytest.fixture
def result():
    with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file:
        return parse_ticker_dataframe(json.load(data_file))


def test_dataframe_correct_columns(result):
    assert result.columns.tolist() == \
        ['close', 'high', 'low', 'open', 'date', 'volume']


def test_dataframe_correct_length(result):
    assert len(result.index) == 14395


def test_populates_buy_trend(result):
    dataframe = populate_buy_trend(populate_indicators(result))
    assert 'buy' in dataframe.columns


def test_populates_sell_trend(result):
    dataframe = populate_sell_trend(populate_indicators(result))
    assert 'sell' in dataframe.columns


def test_returns_latest_buy_signal(mocker):
    mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock())
    mocker.patch(
        'freqtrade.analyze.analyze_ticker',
        return_value=DataFrame([{'buy': 1, 'date': arrow.utcnow()}])
    )
    assert get_signal('BTC-ETH', SignalType.BUY)

    mocker.patch(
        'freqtrade.analyze.analyze_ticker',
        return_value=DataFrame([{'buy': 0, 'date': arrow.utcnow()}])
    )
    assert not get_signal('BTC-ETH', SignalType.BUY)


def test_returns_latest_sell_signal(mocker):
    mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock())
    mocker.patch(
        'freqtrade.analyze.analyze_ticker',
        return_value=DataFrame([{'sell': 1, 'date': arrow.utcnow()}])
    )
    assert get_signal('BTC-ETH', SignalType.SELL)

    mocker.patch(
        'freqtrade.analyze.analyze_ticker',
        return_value=DataFrame([{'sell': 0, 'date': arrow.utcnow()}])
    )
    assert not get_signal('BTC-ETH', SignalType.SELL)


def test_get_signal_empty(mocker, caplog):
    mocker.patch('freqtrade.analyze.get_ticker_history', return_value=None)
    assert not get_signal('foo', SignalType.BUY)
    assert log_has('Empty ticker history for pair foo',
                   caplog.record_tuples)


def test_get_signal_execption_valueerror(mocker, caplog):
    mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
    mocker.patch('freqtrade.analyze.analyze_ticker',
                 side_effect=ValueError('xyz'))
    assert not get_signal('foo', SignalType.BUY)
    assert log_has('Unable to analyze ticker for pair foo: xyz',
                   caplog.record_tuples)


# This error should never occur becase analyze_ticker is run first,
# and that function can only add columns, it cant delete all rows from the dataframe
def test_get_signal_empty_dataframe(mocker, caplog):
    mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
    mocker.patch('freqtrade.analyze.analyze_ticker', return_value=DataFrame([]))
    assert not get_signal('xyz', SignalType.BUY)
    assert log_has('Empty dataframe for pair xyz',
                   caplog.record_tuples)


def test_get_signal_old_dataframe(mocker, caplog):
    mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
    # FIX: The get_signal function has hardcoded 10, which we must inturn hardcode
    oldtime = arrow.utcnow() - datetime.timedelta(minutes=11)
    ticks = DataFrame([{'buy': 1, 'date': oldtime}])
    mocker.patch('freqtrade.analyze.analyze_ticker', return_value=DataFrame(ticks))
    assert not get_signal('xyz', SignalType.BUY)
    assert log_has('Too old dataframe for pair xyz',
                   caplog.record_tuples)


def test_get_signal_handles_exceptions(mocker):
    mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock())
    mocker.patch('freqtrade.analyze.analyze_ticker',
                 side_effect=Exception('invalid ticker history '))

    assert not get_signal('BTC-ETH', SignalType.BUY)