from copy import deepcopy from pathlib import Path from unittest.mock import MagicMock import plotly.graph_objects as go from plotly.subplots import make_subplots from freqtrade.configuration import TimeRange from freqtrade.data import history from freqtrade.data.btanalysis import create_cum_profit, load_backtest_data from freqtrade.plot.plot_utils import start_plot_dataframe from freqtrade.plot.plotting import (add_indicators, add_profit, analyse_and_plot_pairs, generate_candlestick_graph, generate_plot_filename, generate_profit_graph, init_plotscript, plot_profit, plot_trades, store_plot_file) from freqtrade.strategy.default_strategy import DefaultStrategy from freqtrade.tests.conftest import get_args, log_has, log_has_re def fig_generating_mock(fig, *args, **kwargs): """ Return Fig - used to mock add_indicators and plot_trades""" return fig def find_trace_in_fig_data(data, search_string: str): matches = (d for d in data if d.name == search_string) return next(matches) def generage_empty_figure(): return make_subplots( rows=3, cols=1, shared_xaxes=True, row_width=[1, 1, 4], vertical_spacing=0.0001, ) def test_init_plotscript(default_conf, mocker): default_conf['timerange'] = "20180110-20180112" default_conf['trade_source'] = "file" default_conf['ticker_interval'] = "5m" default_conf["datadir"] = history.make_testdata_path(None) default_conf['exportfilename'] = str( history.make_testdata_path(None) / "backtest-result_test.json") ret = init_plotscript(default_conf) assert "tickers" in ret assert "trades" in ret assert "pairs" in ret default_conf['pairs'] = ["POWR/BTC", "XLM/BTC"] ret = init_plotscript(default_conf) assert "tickers" in ret assert "POWR/BTC" in ret["tickers"] assert "XLM/BTC" in ret["tickers"] def test_add_indicators(default_conf, caplog): pair = "UNITTEST/BTC" timerange = TimeRange(None, 'line', 0, -1000) data = history.load_pair_history(pair=pair, ticker_interval='1m', datadir=None, timerange=timerange) indicators1 = ["ema10"] indicators2 = ["macd"] # Generate buy/sell signals and indicators strat = DefaultStrategy(default_conf) data = strat.analyze_ticker(data, {'pair': pair}) fig = generage_empty_figure() # Row 1 fig1 = add_indicators(fig=deepcopy(fig), row=1, indicators=indicators1, data=data) figure = fig1.layout.figure ema10 = find_trace_in_fig_data(figure.data, "ema10") assert isinstance(ema10, go.Scatter) assert ema10.yaxis == "y" fig2 = add_indicators(fig=deepcopy(fig), row=3, indicators=indicators2, data=data) figure = fig2.layout.figure macd = find_trace_in_fig_data(figure.data, "macd") assert isinstance(macd, go.Scatter) assert macd.yaxis == "y3" # No indicator found fig3 = add_indicators(fig=deepcopy(fig), row=3, indicators=['no_indicator'], data=data) assert fig == fig3 assert log_has_re(r'Indicator "no_indicator" ignored\..*', caplog) def test_plot_trades(caplog): fig1 = generage_empty_figure() # nothing happens when no trades are available fig = plot_trades(fig1, None) assert fig == fig1 assert log_has("No trades found.", caplog) pair = "ADA/BTC" filename = history.make_testdata_path(None) / "backtest-result_test.json" trades = load_backtest_data(filename) trades = trades.loc[trades['pair'] == pair] fig = plot_trades(fig, trades) figure = fig1.layout.figure # Check buys - color, should be in first graph, ... trade_buy = find_trace_in_fig_data(figure.data, "trade_buy") assert isinstance(trade_buy, go.Scatter) assert trade_buy.yaxis == 'y' assert len(trades) == len(trade_buy.x) assert trade_buy.marker.color == 'green' trade_sell = find_trace_in_fig_data(figure.data, "trade_sell") assert isinstance(trade_sell, go.Scatter) assert trade_sell.yaxis == 'y' assert len(trades) == len(trade_sell.x) assert trade_sell.marker.color == 'red' def test_generate_candlestick_graph_no_signals_no_trades(default_conf, mocker, caplog): row_mock = mocker.patch('freqtrade.plot.plotting.add_indicators', MagicMock(side_effect=fig_generating_mock)) trades_mock = mocker.patch('freqtrade.plot.plotting.plot_trades', MagicMock(side_effect=fig_generating_mock)) pair = "UNITTEST/BTC" timerange = TimeRange(None, 'line', 0, -1000) data = history.load_pair_history(pair=pair, ticker_interval='1m', datadir=None, timerange=timerange) data['buy'] = 0 data['sell'] = 0 indicators1 = [] indicators2 = [] fig = generate_candlestick_graph(pair=pair, data=data, trades=None, indicators1=indicators1, indicators2=indicators2) assert isinstance(fig, go.Figure) assert fig.layout.title.text == pair figure = fig.layout.figure assert len(figure.data) == 2 # Candlesticks are plotted first candles = find_trace_in_fig_data(figure.data, "Price") assert isinstance(candles, go.Candlestick) volume = find_trace_in_fig_data(figure.data, "Volume") assert isinstance(volume, go.Bar) assert row_mock.call_count == 2 assert trades_mock.call_count == 1 assert log_has("No buy-signals found.", caplog) assert log_has("No sell-signals found.", caplog) def test_generate_candlestick_graph_no_trades(default_conf, mocker): row_mock = mocker.patch('freqtrade.plot.plotting.add_indicators', MagicMock(side_effect=fig_generating_mock)) trades_mock = mocker.patch('freqtrade.plot.plotting.plot_trades', MagicMock(side_effect=fig_generating_mock)) pair = 'UNITTEST/BTC' timerange = TimeRange(None, 'line', 0, -1000) data = history.load_pair_history(pair=pair, ticker_interval='1m', datadir=None, timerange=timerange) # Generate buy/sell signals and indicators strat = DefaultStrategy(default_conf) data = strat.analyze_ticker(data, {'pair': pair}) indicators1 = [] indicators2 = [] fig = generate_candlestick_graph(pair=pair, data=data, trades=None, indicators1=indicators1, indicators2=indicators2) assert isinstance(fig, go.Figure) assert fig.layout.title.text == pair figure = fig.layout.figure assert len(figure.data) == 6 # Candlesticks are plotted first candles = find_trace_in_fig_data(figure.data, "Price") assert isinstance(candles, go.Candlestick) volume = find_trace_in_fig_data(figure.data, "Volume") assert isinstance(volume, go.Bar) buy = find_trace_in_fig_data(figure.data, "buy") assert isinstance(buy, go.Scatter) # All buy-signals should be plotted assert int(data.buy.sum()) == len(buy.x) sell = find_trace_in_fig_data(figure.data, "sell") assert isinstance(sell, go.Scatter) # All buy-signals should be plotted assert int(data.sell.sum()) == len(sell.x) assert find_trace_in_fig_data(figure.data, "BB lower") assert find_trace_in_fig_data(figure.data, "BB upper") assert row_mock.call_count == 2 assert trades_mock.call_count == 1 def test_generate_Plot_filename(): fn = generate_plot_filename("UNITTEST/BTC", "5m") assert fn == "freqtrade-plot-UNITTEST_BTC-5m.html" def test_generate_plot_file(mocker, caplog): fig = generage_empty_figure() plot_mock = mocker.patch("freqtrade.plot.plotting.plot", MagicMock()) store_plot_file(fig, filename="freqtrade-plot-UNITTEST_BTC-5m.html", directory=Path("user_data/plots")) assert plot_mock.call_count == 1 assert plot_mock.call_args[0][0] == fig assert (plot_mock.call_args_list[0][1]['filename'] == "user_data/plots/freqtrade-plot-UNITTEST_BTC-5m.html") assert log_has("Stored plot as user_data/plots/freqtrade-plot-UNITTEST_BTC-5m.html", caplog) def test_add_profit(): filename = history.make_testdata_path(None) / "backtest-result_test.json" bt_data = load_backtest_data(filename) timerange = TimeRange.parse_timerange("20180110-20180112") df = history.load_pair_history(pair="POWR/BTC", ticker_interval='5m', datadir=None, timerange=timerange) fig = generage_empty_figure() cum_profits = create_cum_profit(df.set_index('date'), bt_data[bt_data["pair"] == 'POWR/BTC'], "cum_profits") fig1 = add_profit(fig, row=2, data=cum_profits, column='cum_profits', name='Profits') figure = fig1.layout.figure profits = find_trace_in_fig_data(figure.data, "Profits") assert isinstance(profits, go.Scattergl) assert profits.yaxis == "y2" def test_generate_profit_graph(): filename = history.make_testdata_path(None) / "backtest-result_test.json" trades = load_backtest_data(filename) timerange = TimeRange.parse_timerange("20180110-20180112") pairs = ["POWR/BTC", "XLM/BTC"] tickers = history.load_data(datadir=None, pairs=pairs, ticker_interval='5m', timerange=timerange ) trades = trades[trades['pair'].isin(pairs)] fig = generate_profit_graph(pairs, tickers, trades) assert isinstance(fig, go.Figure) assert fig.layout.title.text == "Freqtrade Profit plot" assert fig.layout.yaxis.title.text == "Price" assert fig.layout.yaxis2.title.text == "Profit" assert fig.layout.yaxis3.title.text == "Profit" figure = fig.layout.figure assert len(figure.data) == 4 avgclose = find_trace_in_fig_data(figure.data, "Avg close price") assert isinstance(avgclose, go.Scattergl) profit = find_trace_in_fig_data(figure.data, "Profit") assert isinstance(profit, go.Scattergl) for pair in pairs: profit_pair = find_trace_in_fig_data(figure.data, f"Profit {pair}") assert isinstance(profit_pair, go.Scattergl) def test_start_plot_dataframe(mocker): aup = mocker.patch("freqtrade.plot.plotting.analyse_and_plot_pairs", MagicMock()) args = [ "--config", "config.json.example", "plot-dataframe", "--pairs", "ETH/BTC" ] start_plot_dataframe(get_args(args)) assert aup.call_count == 1 called_config = aup.call_args_list[0][0][0] assert "pairs" in called_config assert called_config['pairs'] == ["ETH/BTC"] def test_analyse_and_plot_pairs(default_conf, mocker, caplog): default_conf['trade_source'] = 'file' default_conf["datadir"] = history.make_testdata_path(None) default_conf['exportfilename'] = str( history.make_testdata_path(None) / "backtest-result_test.json") default_conf['indicators1'] = ["sma5", "ema10"] default_conf['indicators2'] = ["macd"] default_conf['pairs'] = ["ETH/BTC", "LTC/BTC"] candle_mock = MagicMock() store_mock = MagicMock() mocker.patch.multiple( "freqtrade.plot.plotting", generate_candlestick_graph=candle_mock, store_plot_file=store_mock ) analyse_and_plot_pairs(default_conf) # Both mocks should be called once per pair assert candle_mock.call_count == 2 assert store_mock.call_count == 2 assert candle_mock.call_args_list[0][1]['indicators1'] == ['sma5', 'ema10'] assert candle_mock.call_args_list[0][1]['indicators2'] == ['macd'] assert log_has("End of plotting process. 2 plots generated", caplog) def start_plot_profit(mocker): aup = mocker.patch("freqtrade.plot.plotting.plot_profit", MagicMock()) args = [ "--config", "config.json.example", "plot-profit", "--pairs", "ETH/BTC" ] start_plot_profit(get_args(args)) assert aup.call_count == 1 called_config = aup.call_args_list[0][0][0] assert "pairs" in called_config assert called_config['pairs'] == ["ETH/BTC"] def test_plot_profit(default_conf, mocker, caplog): default_conf['trade_source'] = 'file' default_conf["datadir"] = history.make_testdata_path(None) default_conf['exportfilename'] = str( history.make_testdata_path(None) / "backtest-result_test.json") default_conf['pairs'] = ["ETH/BTC", "LTC/BTC"] profit_mock = MagicMock() store_mock = MagicMock() mocker.patch.multiple( "freqtrade.plot.plotting", generate_profit_graph=profit_mock, store_plot_file=store_mock ) plot_profit(default_conf) # Plot-profit generates one combined plot assert profit_mock.call_count == 1 assert store_mock.call_count == 1 assert profit_mock.call_args_list[0][0][0] == default_conf['pairs'] assert store_mock.call_args_list[0][1]['auto_open'] is True