# pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103, unused-argument from copy import deepcopy from pathlib import Path from unittest.mock import MagicMock, PropertyMock import pytest from freqtrade.commands.optimize_commands import start_recursive_analysis from freqtrade.data.history import get_timerange from freqtrade.exceptions import OperationalException from freqtrade.optimize.analysis.recursive import RecursiveAnalysis from freqtrade.optimize.analysis.recursive_helpers import RecursiveAnalysisSubFunctions from tests.conftest import EXMS, get_args, log_has_re, patch_exchange @pytest.fixture def recursive_conf(default_conf_usdt, tmp_path): default_conf_usdt["user_data_dir"] = tmp_path default_conf_usdt["timerange"] = "20220101-20220501" default_conf_usdt["strategy_path"] = str(Path(__file__).parent.parent / "strategy/strats") default_conf_usdt["strategy"] = "strategy_test_v3_recursive_issue" default_conf_usdt["pairs"] = ["UNITTEST/USDT"] default_conf_usdt["startup_candle"] = [100] return default_conf_usdt def test_start_recursive_analysis(mocker): single_mock = MagicMock() text_table_mock = MagicMock() mocker.patch.multiple( "freqtrade.optimize.analysis.recursive_helpers.RecursiveAnalysisSubFunctions", initialize_single_recursive_analysis=single_mock, text_table_recursive_analysis_instances=text_table_mock, ) args = [ "recursive-analysis", "--strategy", "strategy_test_v3_recursive_issue", "--strategy-path", str(Path(__file__).parent.parent / "strategy/strats"), "--pairs", "UNITTEST/BTC", "--timerange", "20220101-20220201", ] pargs = get_args(args) pargs["config"] = None start_recursive_analysis(pargs) assert single_mock.call_count == 1 assert text_table_mock.call_count == 1 single_mock.reset_mock() # Missing timerange args = [ "recursive-analysis", "--strategy", "strategy_test_v3_with_recursive_bias", "--strategy-path", str(Path(__file__).parent.parent / "strategy/strats"), "--pairs", "UNITTEST/BTC", ] pargs = get_args(args) pargs["config"] = None with pytest.raises(OperationalException, match=r"Please set a timerange\..*"): start_recursive_analysis(pargs) def test_recursive_helper_no_strategy_defined(recursive_conf): conf = deepcopy(recursive_conf) conf["pairs"] = ["UNITTEST/USDT"] del conf["strategy"] with pytest.raises(OperationalException, match=r"No Strategy specified"): RecursiveAnalysisSubFunctions.start(conf) def test_recursive_helper_start(recursive_conf, mocker) -> None: single_mock = MagicMock() text_table_mock = MagicMock() mocker.patch.multiple( "freqtrade.optimize.analysis.recursive_helpers.RecursiveAnalysisSubFunctions", initialize_single_recursive_analysis=single_mock, text_table_recursive_analysis_instances=text_table_mock, ) RecursiveAnalysisSubFunctions.start(recursive_conf) assert single_mock.call_count == 1 assert text_table_mock.call_count == 1 single_mock.reset_mock() text_table_mock.reset_mock() def test_recursive_helper_text_table_recursive_analysis_instances(recursive_conf): dict_diff = dict() dict_diff["rsi"] = {} dict_diff["rsi"][100] = "0.078%" strategy_obj = { "name": "strategy_test_v3_recursive_issue", "location": Path(recursive_conf["strategy_path"], f"{recursive_conf['strategy']}.py"), } instance = RecursiveAnalysis(recursive_conf, strategy_obj) instance.dict_recursive = dict_diff data = RecursiveAnalysisSubFunctions.text_table_recursive_analysis_instances([instance]) # check row contents for a try that has too few signals assert data[0][0] == "rsi" assert data[0][1] == "0.078%" assert len(data[0]) == 2 # now check when there is no issue dict_diff = dict() instance = RecursiveAnalysis(recursive_conf, strategy_obj) instance.dict_recursive = dict_diff data = RecursiveAnalysisSubFunctions.text_table_recursive_analysis_instances([instance]) assert len(data) == 0 def test_initialize_single_recursive_analysis(recursive_conf, mocker, caplog): mocker.patch("freqtrade.data.history.get_timerange", get_timerange) patch_exchange(mocker) mocker.patch( "freqtrade.plugins.pairlistmanager.PairListManager.whitelist", PropertyMock(return_value=["UNITTEST/BTC"]), ) recursive_conf["pairs"] = ["UNITTEST/BTC"] recursive_conf["timeframe"] = "5m" recursive_conf["timerange"] = "20180119-20180122" start_mock = mocker.patch("freqtrade.optimize.analysis.recursive.RecursiveAnalysis.start") strategy_obj = { "name": "strategy_test_v3_recursive_issue", "location": Path(recursive_conf["strategy_path"], f"{recursive_conf['strategy']}.py"), } instance = RecursiveAnalysisSubFunctions.initialize_single_recursive_analysis( recursive_conf, strategy_obj ) assert log_has_re(r"Recursive test of .* started\.", caplog) assert start_mock.call_count == 1 assert instance.strategy_obj["name"] == "strategy_test_v3_recursive_issue" @pytest.mark.parametrize("scenario", ["no_bias", "bias1", "bias2"]) def test_recursive_biased_strategy(recursive_conf, mocker, caplog, scenario) -> None: patch_exchange(mocker) mocker.patch(f"{EXMS}.get_fee", return_value=0.0) mocker.patch("freqtrade.data.history.get_timerange", get_timerange) mocker.patch( "freqtrade.plugins.pairlistmanager.PairListManager.whitelist", PropertyMock(return_value=["UNITTEST/BTC"]), ) recursive_conf["pairs"] = ["UNITTEST/BTC"] recursive_conf["timeframe"] = "5m" recursive_conf["timerange"] = "20180119-20180122" recursive_conf["startup_candle"] = [100] # Patch scenario Parameter to allow for easy selection mocker.patch( "freqtrade.strategy.hyper.HyperStrategyMixin.load_params_from_file", return_value={"params": {"buy": {"scenario": scenario}}}, ) strategy_obj = {"name": "strategy_test_v3_recursive_issue"} instance = RecursiveAnalysis(recursive_conf, strategy_obj) instance.start() # Assert init correct assert log_has_re(f"Strategy Parameter: scenario = {scenario}", caplog) if scenario == "bias2": assert log_has_re("=> found lookahead in indicator rsi", caplog) diff_pct = abs(float(instance.dict_recursive["rsi"][100].replace("%", ""))) # check non-biased strategy if scenario == "no_bias": assert diff_pct < 0.01 # check biased strategy elif scenario in ("bias1", "bias2"): assert diff_pct >= 0.01