# pragma pylint: disable=missing-docstring, protected-access, C0103 import logging import warnings from base64 import urlsafe_b64encode from pathlib import Path import pytest from pandas import DataFrame from freqtrade.exceptions import OperationalException from freqtrade.resolvers import StrategyResolver from freqtrade.strategy.interface import IStrategy from tests.conftest import log_has, log_has_re def test_search_strategy(): default_location = Path(__file__).parent / 'strats' s, _ = StrategyResolver._search_object( directory=default_location, object_name='StrategyTestV2', add_source=True, ) assert issubclass(s, IStrategy) s, _ = StrategyResolver._search_object( directory=default_location, object_name='NotFoundStrategy', add_source=True, ) assert s is None def test_search_all_strategies_no_failed(): directory = Path(__file__).parent / "strats" strategies = StrategyResolver.search_all_objects(directory, enum_failed=False) assert isinstance(strategies, list) assert len(strategies) == 4 assert isinstance(strategies[0], dict) def test_search_all_strategies_with_failed(): directory = Path(__file__).parent / "strats" strategies = StrategyResolver.search_all_objects(directory, enum_failed=True) assert isinstance(strategies, list) assert len(strategies) == 5 # with enum_failed=True search_all_objects() shall find 2 good strategies # and 1 which fails to load assert len([x for x in strategies if x['class'] is not None]) == 4 assert len([x for x in strategies if x['class'] is None]) == 1 def test_load_strategy(default_conf, result): default_conf.update({'strategy': 'SampleStrategy', 'strategy_path': str(Path(__file__).parents[2] / 'freqtrade/templates') }) strategy = StrategyResolver.load_strategy(default_conf) assert isinstance(strategy.__source__, str) assert 'class SampleStrategy' in strategy.__source__ assert isinstance(strategy.__file__, str) assert 'rsi' in strategy.advise_indicators(result, {'pair': 'ETH/BTC'}) def test_load_strategy_base64(result, caplog, default_conf): with (Path(__file__).parents[2] / 'freqtrade/templates/sample_strategy.py').open("rb") as file: encoded_string = urlsafe_b64encode(file.read()).decode("utf-8") default_conf.update({'strategy': 'SampleStrategy:{}'.format(encoded_string)}) strategy = StrategyResolver.load_strategy(default_conf) assert 'rsi' in strategy.advise_indicators(result, {'pair': 'ETH/BTC'}) # Make sure strategy was loaded from base64 (using temp directory)!! assert log_has_re(r"Using resolved strategy SampleStrategy from '" r".*(/|\\).*(/|\\)SampleStrategy\.py'\.\.\.", caplog) def test_load_strategy_invalid_directory(result, caplog, default_conf): default_conf['strategy'] = 'StrategyTestV2' extra_dir = Path.cwd() / 'some/path' with pytest.raises(OperationalException): StrategyResolver._load_strategy('StrategyTestV2', config=default_conf, extra_dir=extra_dir) assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog) def test_load_not_found_strategy(default_conf): default_conf['strategy'] = 'NotFoundStrategy' with pytest.raises(OperationalException, match=r"Impossible to load Strategy 'NotFoundStrategy'. " r"This class does not exist or contains Python code errors."): StrategyResolver.load_strategy(default_conf) def test_load_strategy_noname(default_conf): default_conf['strategy'] = '' with pytest.raises(OperationalException, match="No strategy set. Please use `--strategy` to specify " "the strategy class to use."): StrategyResolver.load_strategy(default_conf) def test_strategy(result, default_conf): default_conf.update({'strategy': 'StrategyTestV2'}) strategy = StrategyResolver.load_strategy(default_conf) metadata = {'pair': 'ETH/BTC'} assert strategy.minimal_roi[0] == 0.04 assert default_conf["minimal_roi"]['0'] == 0.04 assert strategy.stoploss == -0.10 assert default_conf['stoploss'] == -0.10 assert strategy.timeframe == '5m' assert strategy.ticker_interval == '5m' assert default_conf['timeframe'] == '5m' df_indicators = strategy.advise_indicators(result, metadata=metadata) assert 'adx' in df_indicators dataframe = strategy.advise_buy(df_indicators, metadata=metadata) assert 'buy' in dataframe.columns dataframe = strategy.advise_sell(df_indicators, metadata=metadata) assert 'sell' in dataframe.columns def test_strategy_override_minimal_roi(caplog, default_conf): caplog.set_level(logging.INFO) default_conf.update({ 'strategy': 'StrategyTestV2', 'minimal_roi': { "20": 0.1, "0": 0.5 } }) strategy = StrategyResolver.load_strategy(default_conf) assert strategy.minimal_roi[0] == 0.5 assert log_has( "Override strategy 'minimal_roi' with value in config file: {'20': 0.1, '0': 0.5}.", caplog) def test_strategy_override_stoploss(caplog, default_conf): caplog.set_level(logging.INFO) default_conf.update({ 'strategy': 'StrategyTestV2', 'stoploss': -0.5 }) strategy = StrategyResolver.load_strategy(default_conf) assert strategy.stoploss == -0.5 assert log_has("Override strategy 'stoploss' with value in config file: -0.5.", caplog) def test_strategy_override_trailing_stop(caplog, default_conf): caplog.set_level(logging.INFO) default_conf.update({ 'strategy': 'StrategyTestV2', 'trailing_stop': True }) strategy = StrategyResolver.load_strategy(default_conf) assert strategy.trailing_stop assert isinstance(strategy.trailing_stop, bool) assert log_has("Override strategy 'trailing_stop' with value in config file: True.", caplog) def test_strategy_override_trailing_stop_positive(caplog, default_conf): caplog.set_level(logging.INFO) default_conf.update({ 'strategy': 'StrategyTestV2', 'trailing_stop_positive': -0.1, 'trailing_stop_positive_offset': -0.2 }) strategy = StrategyResolver.load_strategy(default_conf) assert strategy.trailing_stop_positive == -0.1 assert log_has("Override strategy 'trailing_stop_positive' with value in config file: -0.1.", caplog) assert strategy.trailing_stop_positive_offset == -0.2 assert log_has("Override strategy 'trailing_stop_positive' with value in config file: -0.1.", caplog) def test_strategy_override_timeframe(caplog, default_conf): caplog.set_level(logging.INFO) default_conf.update({ 'strategy': 'StrategyTestV2', 'timeframe': 60, 'stake_currency': 'ETH' }) strategy = StrategyResolver.load_strategy(default_conf) assert strategy.timeframe == 60 assert strategy.stake_currency == 'ETH' assert log_has("Override strategy 'timeframe' with value in config file: 60.", caplog) def test_strategy_override_process_only_new_candles(caplog, default_conf): caplog.set_level(logging.INFO) default_conf.update({ 'strategy': 'StrategyTestV2', 'process_only_new_candles': True }) strategy = StrategyResolver.load_strategy(default_conf) assert strategy.process_only_new_candles assert log_has("Override strategy 'process_only_new_candles' with value in config file: True.", caplog) def test_strategy_override_order_types(caplog, default_conf): caplog.set_level(logging.INFO) order_types = { 'buy': 'market', 'sell': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': True, } default_conf.update({ 'strategy': 'StrategyTestV2', 'order_types': order_types }) strategy = StrategyResolver.load_strategy(default_conf) assert strategy.order_types for method in ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']: assert strategy.order_types[method] == order_types[method] assert log_has("Override strategy 'order_types' with value in config file:" " {'buy': 'market', 'sell': 'limit', 'stoploss': 'limit'," " 'stoploss_on_exchange': True}.", caplog) default_conf.update({ 'strategy': 'StrategyTestV2', 'order_types': {'buy': 'market'} }) # Raise error for invalid configuration with pytest.raises(ImportError, match=r"Impossible to load Strategy 'StrategyTestV2'. " r"Order-types mapping is incomplete."): StrategyResolver.load_strategy(default_conf) def test_strategy_override_order_tif(caplog, default_conf): caplog.set_level(logging.INFO) order_time_in_force = { 'buy': 'fok', 'sell': 'gtc', } default_conf.update({ 'strategy': 'StrategyTestV2', 'order_time_in_force': order_time_in_force }) strategy = StrategyResolver.load_strategy(default_conf) assert strategy.order_time_in_force for method in ['buy', 'sell']: assert strategy.order_time_in_force[method] == order_time_in_force[method] assert log_has("Override strategy 'order_time_in_force' with value in config file:" " {'buy': 'fok', 'sell': 'gtc'}.", caplog) default_conf.update({ 'strategy': 'StrategyTestV2', 'order_time_in_force': {'buy': 'fok'} }) # Raise error for invalid configuration with pytest.raises(ImportError, match=r"Impossible to load Strategy 'StrategyTestV2'. " r"Order-time-in-force mapping is incomplete."): StrategyResolver.load_strategy(default_conf) def test_strategy_override_use_sell_signal(caplog, default_conf): caplog.set_level(logging.INFO) default_conf.update({ 'strategy': 'StrategyTestV2', }) strategy = StrategyResolver.load_strategy(default_conf) assert strategy.use_sell_signal assert isinstance(strategy.use_sell_signal, bool) # must be inserted to configuration assert 'use_sell_signal' in default_conf assert default_conf['use_sell_signal'] default_conf.update({ 'strategy': 'StrategyTestV2', 'use_sell_signal': False, }) strategy = StrategyResolver.load_strategy(default_conf) assert not strategy.use_sell_signal assert isinstance(strategy.use_sell_signal, bool) assert log_has("Override strategy 'use_sell_signal' with value in config file: False.", caplog) def test_strategy_override_use_sell_profit_only(caplog, default_conf): caplog.set_level(logging.INFO) default_conf.update({ 'strategy': 'StrategyTestV2', }) strategy = StrategyResolver.load_strategy(default_conf) assert not strategy.sell_profit_only assert isinstance(strategy.sell_profit_only, bool) # must be inserted to configuration assert 'sell_profit_only' in default_conf assert not default_conf['sell_profit_only'] default_conf.update({ 'strategy': 'StrategyTestV2', 'sell_profit_only': True, }) strategy = StrategyResolver.load_strategy(default_conf) assert strategy.sell_profit_only assert isinstance(strategy.sell_profit_only, bool) assert log_has("Override strategy 'sell_profit_only' with value in config file: True.", caplog) @pytest.mark.filterwarnings("ignore:deprecated") def test_deprecate_populate_indicators(result, default_conf): default_location = Path(__file__).parent / "strats" default_conf.update({'strategy': 'TestStrategyLegacyV1', 'strategy_path': default_location}) strategy = StrategyResolver.load_strategy(default_conf) with warnings.catch_warnings(record=True) as w: # Cause all warnings to always be triggered. warnings.simplefilter("always") indicators = strategy.advise_indicators(result, {'pair': 'ETH/BTC'}) assert len(w) == 1 assert issubclass(w[-1].category, DeprecationWarning) assert "deprecated - check out the Sample strategy to see the current function headers!" \ in str(w[-1].message) with warnings.catch_warnings(record=True) as w: # Cause all warnings to always be triggered. warnings.simplefilter("always") strategy.advise_buy(indicators, {'pair': 'ETH/BTC'}) assert len(w) == 1 assert issubclass(w[-1].category, DeprecationWarning) assert "deprecated - check out the Sample strategy to see the current function headers!" \ in str(w[-1].message) with warnings.catch_warnings(record=True) as w: # Cause all warnings to always be triggered. warnings.simplefilter("always") strategy.advise_sell(indicators, {'pair': 'ETH_BTC'}) assert len(w) == 1 assert issubclass(w[-1].category, DeprecationWarning) assert "deprecated - check out the Sample strategy to see the current function headers!" \ in str(w[-1].message) @pytest.mark.filterwarnings("ignore:deprecated") def test_call_deprecated_function(result, monkeypatch, default_conf, caplog): default_location = Path(__file__).parent / "strats" del default_conf['timeframe'] default_conf.update({'strategy': 'TestStrategyLegacyV1', 'strategy_path': default_location}) strategy = StrategyResolver.load_strategy(default_conf) metadata = {'pair': 'ETH/BTC'} # Make sure we are using a legacy function assert strategy._populate_fun_len == 2 assert strategy._buy_fun_len == 2 assert strategy._sell_fun_len == 2 assert strategy.INTERFACE_VERSION == 1 assert strategy.timeframe == '5m' assert strategy.ticker_interval == '5m' indicator_df = strategy.advise_indicators(result, metadata=metadata) assert isinstance(indicator_df, DataFrame) assert 'adx' in indicator_df.columns enterdf = strategy.advise_buy(result, metadata=metadata) assert isinstance(enterdf, DataFrame) assert 'buy' in enterdf.columns exitdf = strategy.advise_sell(result, metadata=metadata) assert isinstance(exitdf, DataFrame) assert 'sell' in exitdf assert log_has("DEPRECATED: Please migrate to using 'timeframe' instead of 'ticker_interval'.", caplog) def test_strategy_interface_versioning(result, monkeypatch, default_conf): default_conf.update({'strategy': 'StrategyTestV2'}) strategy = StrategyResolver.load_strategy(default_conf) metadata = {'pair': 'ETH/BTC'} # Make sure we are using a legacy function assert strategy._populate_fun_len == 3 assert strategy._buy_fun_len == 3 assert strategy._sell_fun_len == 3 assert strategy.INTERFACE_VERSION == 2 indicator_df = strategy.advise_indicators(result, metadata=metadata) assert isinstance(indicator_df, DataFrame) assert 'adx' in indicator_df.columns enterdf = strategy.advise_buy(result, metadata=metadata) assert isinstance(enterdf, DataFrame) assert 'buy' in enterdf.columns exitdf = strategy.advise_sell(result, metadata=metadata) assert isinstance(exitdf, DataFrame) assert 'sell' in exitdf