freqtrade_origin/tests/optimize/test_lookahead_analysis.py
2023-05-20 11:28:52 +02:00

81 lines
2.5 KiB
Python

# pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103, unused-argument
from pathlib import Path
from unittest.mock import MagicMock, PropertyMock
import pytest
import freqtrade.commands.arguments
import freqtrade.optimize.lookahead_analysis
from freqtrade.commands.optimize_commands import start_lookahead_analysis
from freqtrade.data.history import get_timerange
from freqtrade.exceptions import OperationalException
from tests.conftest import CURRENT_TEST_STRATEGY, get_args, patch_exchange
@pytest.fixture
def lookahead_conf(default_conf_usdt):
default_conf_usdt['minimum_trade_amount'] = 10
default_conf_usdt['targeted_trade_amount'] = 20
return default_conf_usdt
def test_start_start_lookahead_analysis(mocker):
single_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.optimize.lookahead_analysis.LookaheadAnalysisSubFunctions',
initialize_single_lookahead_analysis=single_mock,
text_table_lookahead_analysis_instances=MagicMock(),
)
args = [
"lookahead-analysis",
"--strategy",
CURRENT_TEST_STRATEGY,
"--strategy-path",
str(Path(__file__).parent.parent / "strategy" / "strats"),
]
pargs = get_args(args)
pargs['config'] = None
start_lookahead_analysis(pargs)
assert single_mock.call_count == 1
single_mock.reset_mock()
# Test invalid config
args = [
"lookahead-analysis",
"--strategy",
CURRENT_TEST_STRATEGY,
"--strategy-path",
str(Path(__file__).parent.parent / "strategy" / "strats"),
"--targeted-trade-amount",
"10",
"--minimum-trade-amount",
"20",
]
pargs = get_args(args)
pargs['config'] = None
with pytest.raises(OperationalException,
match=r"targeted trade amount can't be smaller than .*"):
start_lookahead_analysis(pargs)
def test_biased_strategy(lookahead_conf, mocker, caplog) -> None:
mocker.patch('freqtrade.data.history.get_timerange', get_timerange)
patch_exchange(mocker)
mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
PropertyMock(return_value=['UNITTEST/BTC']))
lookahead_conf['timeframe'] = '5m'
lookahead_conf['timerange'] = '-1510694220'
lookahead_conf['strategy'] = 'strategy_test_v3_with_lookahead_bias'
strategy_obj = {}
strategy_obj['name'] = "strategy_test_v3_with_lookahead_bias"
freqtrade.optimize.lookahead_analysis.LookaheadAnalysis(lookahead_conf, strategy_obj)
pass