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Fix remaining arrow testcases

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This commit is contained in:
Matthias 2023-05-14 18:31:09 +02:00
parent 3ec55885bd
commit 261822147c
12 changed files with 56 additions and 66 deletions
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2
freqtrade/strategy/interface.py
View File

@ -954,7 +954,7 @@ class IStrategy(ABC, HyperStrategyMixin):
latest_date = dataframe['date'].max()
latest = dataframe.loc[dataframe['date'] == latest_date].iloc[-1]
# Explicitly convert to arrow object to ensure the below comparison does not fail
# Explicitly convert to datetime object to ensure the below comparison does not fail
latest_date = latest_date.to_pydatetime()
# Check if dataframe is out of date

9
tests/commands/test_commands.py
View File

@ -1,12 +1,11 @@
import json
import re
from datetime import datetime
from datetime import datetime, timedelta
from io import BytesIO
from pathlib import Path
from unittest.mock import MagicMock, PropertyMock
from zipfile import ZipFile
import arrow
import pytest
from freqtrade.commands import (start_backtesting_show, start_convert_data, start_convert_trades,
@ -25,6 +24,7 @@ from freqtrade.enums import RunMode
from freqtrade.exceptions import OperationalException
from freqtrade.persistence.models import init_db
from freqtrade.persistence.pairlock_middleware import PairLocks
from freqtrade.util import dt_floor_day, dt_now, dt_utc
from tests.conftest import (CURRENT_TEST_STRATEGY, EXMS, create_mock_trades, get_args, log_has,
log_has_re, patch_exchange, patched_configuration_load_config_file)
from tests.conftest_trades import MOCK_TRADE_COUNT
@ -689,7 +689,7 @@ def test_download_data_timerange(mocker, markets):
start_download_data(pargs)
assert dl_mock.call_count == 1
# 20days ago
days_ago = arrow.get(arrow.now().shift(days=-20).date()).int_timestamp
days_ago = dt_floor_day(dt_now() - timedelta(days=20)).timestamp()
assert dl_mock.call_args_list[0][1]['timerange'].startts == days_ago
dl_mock.reset_mock()
@ -704,8 +704,7 @@ def test_download_data_timerange(mocker, markets):
start_download_data(pargs)
assert dl_mock.call_count == 1
assert dl_mock.call_args_list[0][1]['timerange'].startts == arrow.Arrow(
2020, 1, 1).int_timestamp
assert dl_mock.call_args_list[0][1]['timerange'].startts == int(dt_utc(2020, 1, 1).timestamp())
def test_download_data_no_markets(mocker, caplog):

29
tests/conftest.py
View File

@ -8,7 +8,6 @@ from pathlib import Path
from typing import Optional
from unittest.mock import MagicMock, Mock, PropertyMock
import arrow
import numpy as np
import pandas as pd
import pytest
@ -1693,8 +1692,8 @@ def limit_buy_order_old():
'type': 'limit',
'side': 'buy',
'symbol': 'mocked',
'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
'timestamp': arrow.utcnow().shift(minutes=-601).int_timestamp * 1000,
'datetime': (dt_now() - timedelta(minutes=601)).isoformat(),
'timestamp': dt_ts(dt_now() - timedelta(minutes=601)),
'price': 0.00001099,
'amount': 90.99181073,
'filled': 0.0,
@ -1710,8 +1709,8 @@ def limit_sell_order_old():
'type': 'limit',
'side': 'sell',
'symbol': 'ETH/BTC',
'timestamp': arrow.utcnow().shift(minutes=-601).int_timestamp * 1000,
'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
'timestamp': dt_ts(dt_now() - timedelta(minutes=601)),
'datetime': (dt_now() - timedelta(minutes=601)).isoformat(),
'price': 0.00001099,
'amount': 90.99181073,
'filled': 0.0,
@ -1727,8 +1726,8 @@ def limit_buy_order_old_partial():
'type': 'limit',
'side': 'buy',
'symbol': 'ETH/BTC',
'timestamp': arrow.utcnow().shift(minutes=-601).int_timestamp * 1000,
'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
'timestamp': dt_ts(dt_now() - timedelta(minutes=601)),
'datetime': (dt_now() - timedelta(minutes=601)).isoformat(),
'price': 0.00001099,
'amount': 90.99181073,
'filled': 23.0,
@ -1758,8 +1757,8 @@ def limit_buy_order_canceled_empty(request):
'info': {},
'id': 'AZNPFF-4AC4N-7MKTAT',
'clientOrderId': None,
'timestamp': arrow.utcnow().shift(minutes=-601).int_timestamp * 1000,
'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
'timestamp': dt_ts(dt_now() - timedelta(minutes=601)),
'datetime': dt_now() - timedelta(minutes=601).isoformat(),
'lastTradeTimestamp': None,
'status': 'canceled',
'symbol': 'LTC/USDT',
@ -1779,8 +1778,8 @@ def limit_buy_order_canceled_empty(request):
'info': {},
'id': '1234512345',
'clientOrderId': 'alb1234123',
'timestamp': arrow.utcnow().shift(minutes=-601).int_timestamp * 1000,
'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
'timestamp': dt_ts(dt_now() - timedelta(minutes=601)),
'datetime': dt_now() - timedelta(minutes=601).isoformat(),
'lastTradeTimestamp': None,
'symbol': 'LTC/USDT',
'type': 'limit',
@ -1800,8 +1799,8 @@ def limit_buy_order_canceled_empty(request):
'info': {},
'id': '1234512345',
'clientOrderId': 'alb1234123',
'timestamp': arrow.utcnow().shift(minutes=-601).int_timestamp * 1000,
'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
'timestamp': dt_ts(dt_now() - timedelta(minutes=601)),
'datetime': (dt_now() - timedelta(minutes=601)).isoformat(),
'lastTradeTimestamp': None,
'symbol': 'LTC/USDT',
'type': 'limit',
@ -2488,8 +2487,8 @@ def buy_order_fee():
'type': 'limit',
'side': 'buy',
'symbol': 'mocked',
'timestamp': arrow.utcnow().shift(minutes=-601).int_timestamp * 1000,
'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
'timestamp': dt_ts(dt_now() - timedelta(minutes=601)),
'datetime': (dt_now() - timedelta(minutes=601)).isoformat(),
'price': 0.245441,
'amount': 8.0,
'cost': 1.963528,

4
tests/data/test_btanalysis.py
View File

@ -3,7 +3,6 @@ from pathlib import Path
from unittest.mock import MagicMock
import pytest
from arrow import Arrow
from pandas import DataFrame, DateOffset, Timestamp, to_datetime
from freqtrade.configuration import TimeRange
@ -19,6 +18,7 @@ from freqtrade.data.metrics import (calculate_cagr, calculate_calmar, calculate_
calculate_underwater, combine_dataframes_with_mean,
create_cum_profit)
from freqtrade.exceptions import OperationalException
from freqtrade.util import dt_utc
from tests.conftest import CURRENT_TEST_STRATEGY, create_mock_trades
from tests.conftest_trades import MOCK_TRADE_COUNT
@ -421,7 +421,7 @@ def test_calculate_max_drawdown2():
-0.025782, 0.010400, 0.012374, 0.012467, 0.114741, 0.010303, 0.010088,
-0.033961, 0.010680, 0.010886, -0.029274, 0.011178, 0.010693, 0.010711]
dates = [Arrow(2020, 1, 1).shift(days=i) for i in range(len(values))]
dates = [dt_utc(2020, 1, 1) + timedelta(days=i) for i in range(len(values))]
df = DataFrame(zip(values, dates), columns=['profit', 'open_date'])
# sort by profit and reset index
df = df.sort_values('profit').reset_index(drop=True)

17
tests/data/test_history.py
View File

@ -6,7 +6,6 @@ from pathlib import Path
from shutil import copyfile
from unittest.mock import MagicMock, PropertyMock
import arrow
import pytest
from pandas import DataFrame
from pandas.testing import assert_frame_equal
@ -26,6 +25,7 @@ from freqtrade.enums import CandleType
from freqtrade.exchange import timeframe_to_minutes
from freqtrade.misc import file_dump_json
from freqtrade.resolvers import StrategyResolver
from freqtrade.util import dt_utc
from tests.conftest import (CURRENT_TEST_STRATEGY, EXMS, get_patched_exchange, log_has, log_has_re,
patch_exchange)
@ -198,7 +198,6 @@ def test_load_cached_data_for_updating(mocker, testdatadir) -> None:
fill_missing=False, drop_incomplete=False)
# now = last cached item + 1 hour
now_ts = test_data[-1][0] / 1000 + 60 * 60
mocker.patch('arrow.utcnow', return_value=arrow.get(now_ts))
# timeframe starts earlier than the cached data
# should fully update data
@ -353,10 +352,10 @@ def test_download_backtesting_data_exception(mocker, caplog, default_conf, tmpdi
def test_load_partial_missing(testdatadir, caplog) -> None:
# Make sure we start fresh - test missing data at start
start = arrow.get('2018-01-01T00:00:00')
end = arrow.get('2018-01-11T00:00:00')
start = dt_utc(2018, 1, 1)
end = dt_utc(2018, 1, 11)
data = load_data(testdatadir, '5m', ['UNITTEST/BTC'], startup_candles=20,
timerange=TimeRange('date', 'date', start.int_timestamp, end.int_timestamp))
timerange=TimeRange('date', 'date', start.timestamp(), end.timestamp()))
assert log_has(
'Using indicator startup period: 20 ...', caplog
)
@ -369,16 +368,16 @@ def test_load_partial_missing(testdatadir, caplog) -> None:
caplog)
# Make sure we start fresh - test missing data at end
caplog.clear()
start = arrow.get('2018-01-10T00:00:00')
end = arrow.get('2018-02-20T00:00:00')
start = dt_utc(2018, 1, 10)
end = dt_utc(2018, 2, 20)
data = load_data(datadir=testdatadir, timeframe='5m', pairs=['UNITTEST/BTC'],
timerange=TimeRange('date', 'date', start.int_timestamp, end.int_timestamp))
timerange=TimeRange('date', 'date', start.timestamp(), end.timestamp()))
# timedifference in 5 minutes
td = ((end - start).total_seconds() // 60 // 5) + 1
assert td != len(data['UNITTEST/BTC'])
# Shift endtime with +5
end_real = arrow.get(data['UNITTEST/BTC'].iloc[-1, 0])
end_real = data['UNITTEST/BTC'].iloc[-1, 0].to_pydatetime()
assert log_has(f'UNITTEST/BTC, spot, 5m, '
f'data ends at {end_real.strftime(DATETIME_PRINT_FORMAT)}',
caplog)

5
tests/edge/test_edge.py
View File

@ -5,7 +5,6 @@ import logging
import math
from unittest.mock import MagicMock
import arrow
import numpy as np
import pytest
from pandas import DataFrame
@ -14,7 +13,7 @@ from freqtrade.data.converter import ohlcv_to_dataframe
from freqtrade.edge import Edge, PairInfo
from freqtrade.enums import ExitType
from freqtrade.exceptions import OperationalException
from freqtrade.util.datetime_helpers import dt_ts
from freqtrade.util.datetime_helpers import dt_ts, dt_utc
from tests.conftest import EXMS, get_patched_freqtradebot, log_has
from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe,
_get_frame_time_from_offset)
@ -28,7 +27,7 @@ from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe,
# 5) Stoploss and sell are hit. should sell on stoploss
####################################################################
tests_start_time = arrow.get(2018, 10, 3)
tests_start_time = dt_utc(2018, 10, 3)
timeframe_in_minute = 60
# End helper functions

25
tests/exchange/test_exchange.py
View File

@ -5,7 +5,6 @@ from datetime import datetime, timedelta, timezone
from random import randint
from unittest.mock import MagicMock, Mock, PropertyMock, patch
import arrow
import ccxt
import pytest
from ccxt import DECIMAL_PLACES, ROUND, ROUND_UP, TICK_SIZE, TRUNCATE
@ -2079,7 +2078,7 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name, candle_
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
ohlcv = [
[
arrow.utcnow().int_timestamp * 1000, # unix timestamp ms
dt_ts(), # unix timestamp ms
1, # open
2, # high
3, # low
@ -2099,7 +2098,7 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name, candle_
ret = exchange.get_historic_ohlcv(
pair,
"5m",
int((arrow.utcnow().int_timestamp - since) * 1000),
dt_ts(dt_now() - timedelta(seconds=since)),
candle_type=candle_type
)
@ -2117,7 +2116,7 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name, candle_
ret = exchange.get_historic_ohlcv(
pair,
"5m",
int((arrow.utcnow().int_timestamp - since) * 1000),
dt_ts(dt_now() - timedelta(seconds=since)),
candle_type=candle_type
)
assert log_has_re(r"Async code raised an exception: .*", caplog)
@ -2169,7 +2168,7 @@ async def test__async_get_historic_ohlcv(default_conf, mocker, caplog, exchange_
def test_refresh_latest_ohlcv(mocker, default_conf, caplog, candle_type) -> None:
ohlcv = [
[
(arrow.utcnow().shift(minutes=-5).int_timestamp) * 1000, # unix timestamp ms
dt_ts(dt_now() - timedelta(minutes=5)), # unix timestamp ms
1, # open
2, # high
3, # low
@ -2177,7 +2176,7 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog, candle_type) -> None
5, # volume (in quote currency)
],
[
arrow.utcnow().int_timestamp * 1000, # unix timestamp ms
dt_ts(), # unix timestamp ms
3, # open
1, # high
4, # low
@ -2367,7 +2366,7 @@ def test_refresh_latest_ohlcv_cache(mocker, default_conf, candle_type, time_mach
async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_name):
ohlcv = [
[
arrow.utcnow().int_timestamp * 1000, # unix timestamp ms
dt_ts(), # unix timestamp ms
1, # open
2, # high
3, # low
@ -2404,7 +2403,7 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
await exchange._async_get_candle_history(pair, "5m", CandleType.SPOT,
(arrow.utcnow().int_timestamp - 2000) * 1000)
dt_ts(dt_now() - timedelta(seconds=2000)))
exchange.close()
@ -2413,7 +2412,7 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NotSupported("Not supported"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
await exchange._async_get_candle_history(pair, "5m", CandleType.SPOT,
(arrow.utcnow().int_timestamp - 2000) * 1000)
dt_ts(dt_now() - timedelta(seconds=2000)))
exchange.close()
@ -2436,7 +2435,7 @@ async def test__async_kucoin_get_candle_history(default_conf, mocker, caplog):
with pytest.raises(DDosProtection, match=r'429 Too Many Requests'):
await exchange._async_get_candle_history(
"ETH/BTC", "5m", CandleType.SPOT,
since_ms=(arrow.utcnow().int_timestamp - 2000) * 1000, count=3)
since_ms=dt_ts(dt_now() - timedelta(seconds=2000)), count=3)
assert num_log_has_re(msg, caplog) == 3
caplog.clear()
@ -2453,7 +2452,7 @@ async def test__async_kucoin_get_candle_history(default_conf, mocker, caplog):
with pytest.raises(DDosProtection, match=r'429 Too Many Requests'):
await exchange._async_get_candle_history(
"ETH/BTC", "5m", CandleType.SPOT,
(arrow.utcnow().int_timestamp - 2000) * 1000, count=3)
dt_ts(dt_now() - timedelta(seconds=2000)), count=3)
# Expect the "returned exception" message 12 times (4 retries * 3 (loop))
assert num_log_has_re(msg, caplog) == 12
assert num_log_has_re(msg2, caplog) == 9
@ -2911,14 +2910,14 @@ async def test__async_fetch_trades(default_conf, mocker, caplog, exchange_name,
with pytest.raises(OperationalException, match=r'Could not fetch trade data*'):
api_mock.fetch_trades = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
await exchange._async_fetch_trades(pair, since=(arrow.utcnow().int_timestamp - 2000) * 1000)
await exchange._async_fetch_trades(pair, since=dt_ts(dt_now() - timedelta(seconds=2000)))
exchange.close()
with pytest.raises(OperationalException, match=r'Exchange.* does not support fetching '
r'historical trade data\..*'):
api_mock.fetch_trades = MagicMock(side_effect=ccxt.NotSupported("Not supported"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
await exchange._async_fetch_trades(pair, since=(arrow.utcnow().int_timestamp - 2000) * 1000)
await exchange._async_fetch_trades(pair, since=dt_ts(dt_now() - timedelta(seconds=2000)))
exchange.close()

5
tests/optimize/test_backtesting.py
View File

@ -9,7 +9,6 @@ from unittest.mock import MagicMock, PropertyMock
import numpy as np
import pandas as pd
import pytest
from arrow import Arrow
from freqtrade import constants
from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_backtesting
@ -347,7 +346,7 @@ def test_backtest_abort(default_conf, mocker, testdatadir) -> None:
def test_backtesting_start(default_conf, mocker, caplog) -> None:
def get_timerange(input1):
return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
return dt_utc(2017, 11, 14, 21, 17), dt_utc(2017, 11, 14, 22, 59)
mocker.patch('freqtrade.data.history.get_timerange', get_timerange)
patch_exchange(mocker)
@ -386,7 +385,7 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None:
def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) -> None:
def get_timerange(input1):
return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
return dt_utc(2017, 11, 14, 21, 17), dt_utc(2017, 11, 14, 22, 59)
mocker.patch('freqtrade.data.history.history_utils.load_pair_history',
MagicMock(return_value=pd.DataFrame()))

11
tests/optimize/test_hyperopt.py
View File

@ -6,7 +6,6 @@ from unittest.mock import ANY, MagicMock, PropertyMock
import pandas as pd
import pytest
from arrow import Arrow
from filelock import Timeout
from skopt.space import Integer
@ -380,8 +379,8 @@ def test_hyperopt_format_results(hyperopt):
'backtest_end_time': 1619718665,
}
results_metrics = generate_strategy_stats(['XRP/BTC'], '', bt_result,
Arrow(2017, 11, 14, 19, 32, 00),
Arrow(2017, 12, 14, 19, 32, 00), market_change=0)
dt_utc(2017, 11, 14, 19, 32, 00),
dt_utc(2017, 12, 14, 19, 32, 00), market_change=0)
results_explanation = HyperoptTools.format_results_explanation_string(results_metrics, 'BTC')
total_profit = results_metrics['profit_total_abs']
@ -454,7 +453,7 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
mocker.patch('freqtrade.optimize.hyperopt.Backtesting.backtest', return_value=backtest_result)
mocker.patch('freqtrade.optimize.hyperopt.get_timerange',
return_value=(Arrow(2017, 12, 10), Arrow(2017, 12, 13)))
return_value=(dt_utc(2017, 12, 10), dt_utc(2017, 12, 13)))
patch_exchange(mocker)
mocker.patch.object(Path, 'open')
mocker.patch('freqtrade.configuration.config_validation.validate_config_schema')
@ -514,8 +513,8 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
}
hyperopt = Hyperopt(hyperopt_conf)
hyperopt.min_date = Arrow(2017, 12, 10)
hyperopt.max_date = Arrow(2017, 12, 13)
hyperopt.min_date = dt_utc(2017, 12, 10)
hyperopt.max_date = dt_utc(2017, 12, 13)
hyperopt.init_spaces()
generate_optimizer_value = hyperopt.generate_optimizer(list(optimizer_param.values()))
assert generate_optimizer_value == response_expected

13
tests/rpc/test_rpc_telegram.py
View File

@ -12,7 +12,6 @@ from random import choice, randint
from string import ascii_uppercase
from unittest.mock import ANY, AsyncMock, MagicMock
import arrow
import pytest
import time_machine
from pandas import DataFrame
@ -260,7 +259,7 @@ async def test_telegram_status(default_conf, update, mocker) -> None:
'pair': 'ETH/BTC',
'base_currency': 'ETH',
'quote_currency': 'BTC',
'open_date': arrow.utcnow(),
'open_date': dt_now(),
'close_date': None,
'open_rate': 1.099e-05,
'close_rate': None,
@ -2073,7 +2072,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
'enter_tag': 'buy_signal1',
'exit_reason': ExitType.STOP_LOSS.value,
'open_date': dt_now() - timedelta(hours=1),
'close_date': arrow.utcnow(),
'close_date': dt_now(),
})
assert msg_mock.call_args[0][0] == (
'\N{WARNING SIGN} *Binance (dry):* Exiting KEY/ETH (#1)\n'
@ -2109,7 +2108,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
'enter_tag': 'buy_signal1',
'exit_reason': ExitType.STOP_LOSS.value,
'open_date': dt_now() - timedelta(days=1, hours=2, minutes=30),
'close_date': arrow.utcnow(),
'close_date': dt_now(),
'stake_amount': 0.01,
'sub_trade': True,
})
@ -2146,7 +2145,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
'enter_tag': 'buy_signal1',
'exit_reason': ExitType.STOP_LOSS.value,
'open_date': dt_now() - timedelta(days=1, hours=2, minutes=30),
'close_date': arrow.utcnow(),
'close_date': dt_now(),
})
assert msg_mock.call_args[0][0] == (
'\N{WARNING SIGN} *Binance (dry):* Exiting KEY/ETH (#1)\n'
@ -2228,7 +2227,7 @@ def test_send_msg_sell_fill_notification(default_conf, mocker, direction,
'enter_tag': enter_signal,
'exit_reason': ExitType.STOP_LOSS.value,
'open_date': dt_now() - timedelta(days=1, hours=2, minutes=30),
'close_date': arrow.utcnow(),
'close_date': dt_now(),
})
leverage_text = f'*Leverage:* `{leverage}`\n' if leverage and leverage != 1.0 else ''
@ -2365,7 +2364,7 @@ def test_send_msg_sell_notification_no_fiat(
'enter_tag': enter_signal,
'exit_reason': ExitType.STOP_LOSS.value,
'open_date': dt_now() - timedelta(hours=2, minutes=35, seconds=3),
'close_date': arrow.utcnow(),
'close_date': dt_now(),
})
leverage_text = f'*Leverage:* `{leverage}`\n' if leverage and leverage != 1.0 else ''

1
tests/strategy/test_interface.py
View File

@ -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

1
tests/test_timerange.py
View File

@ -1,7 +1,6 @@
# pragma pylint: disable=missing-docstring, C0103
from datetime import datetime, timezone
import arrow
import pytest
from freqtrade.configuration import TimeRange