mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-10 18:23:55 +00:00
198 lines
7.0 KiB
Python
198 lines
7.0 KiB
Python
# pragma pylint: disable=missing-docstring, C0103
|
|
|
|
"""
|
|
Unit test file for analyse.py
|
|
"""
|
|
|
|
import datetime
|
|
import logging
|
|
from unittest.mock import MagicMock
|
|
|
|
import arrow
|
|
from pandas import DataFrame
|
|
|
|
from freqtrade.analyze import Analyze, SignalType
|
|
from freqtrade.optimize.__init__ import load_tickerdata_file
|
|
from freqtrade.arguments import TimeRange
|
|
from freqtrade.tests.conftest import log_has, get_patched_exchange
|
|
|
|
# Avoid to reinit the same object again and again
|
|
_ANALYZE = Analyze({'strategy': 'DefaultStrategy'})
|
|
|
|
|
|
def test_signaltype_object() -> None:
|
|
"""
|
|
Test the SignalType object has the mandatory Constants
|
|
:return: None
|
|
"""
|
|
assert hasattr(SignalType, 'BUY')
|
|
assert hasattr(SignalType, 'SELL')
|
|
|
|
|
|
def test_analyze_object() -> None:
|
|
"""
|
|
Test the Analyze object has the mandatory methods
|
|
:return: None
|
|
"""
|
|
assert hasattr(Analyze, 'parse_ticker_dataframe')
|
|
assert hasattr(Analyze, 'populate_indicators')
|
|
assert hasattr(Analyze, 'populate_buy_trend')
|
|
assert hasattr(Analyze, 'populate_sell_trend')
|
|
assert hasattr(Analyze, 'analyze_ticker')
|
|
assert hasattr(Analyze, 'get_signal')
|
|
assert hasattr(Analyze, 'should_sell')
|
|
assert hasattr(Analyze, 'min_roi_reached')
|
|
|
|
|
|
def test_dataframe_correct_length(result):
|
|
dataframe = Analyze.parse_ticker_dataframe(result)
|
|
assert len(result.index) - 1 == len(dataframe.index) # last partial candle removed
|
|
|
|
|
|
def test_dataframe_correct_columns(result):
|
|
assert result.columns.tolist() == \
|
|
['date', 'open', 'high', 'low', 'close', 'volume']
|
|
|
|
|
|
def test_populates_buy_trend(result):
|
|
# Load the default strategy for the unit test, because this logic is done in main.py
|
|
dataframe = _ANALYZE.populate_buy_trend(_ANALYZE.populate_indicators(result))
|
|
assert 'buy' in dataframe.columns
|
|
|
|
|
|
def test_populates_sell_trend(result):
|
|
# Load the default strategy for the unit test, because this logic is done in main.py
|
|
dataframe = _ANALYZE.populate_sell_trend(_ANALYZE.populate_indicators(result))
|
|
assert 'sell' in dataframe.columns
|
|
|
|
|
|
def test_returns_latest_buy_signal(mocker, default_conf):
|
|
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=MagicMock())
|
|
exchange = get_patched_exchange(mocker, default_conf)
|
|
mocker.patch.multiple(
|
|
'freqtrade.analyze.Analyze',
|
|
analyze_ticker=MagicMock(
|
|
return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}])
|
|
)
|
|
)
|
|
assert _ANALYZE.get_signal(exchange, 'ETH/BTC', '5m') == (True, False)
|
|
|
|
mocker.patch.multiple(
|
|
'freqtrade.analyze.Analyze',
|
|
analyze_ticker=MagicMock(
|
|
return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}])
|
|
)
|
|
)
|
|
assert _ANALYZE.get_signal(exchange, 'ETH/BTC', '5m') == (False, True)
|
|
|
|
|
|
def test_returns_latest_sell_signal(mocker, default_conf):
|
|
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=MagicMock())
|
|
exchange = get_patched_exchange(mocker, default_conf)
|
|
mocker.patch.multiple(
|
|
'freqtrade.analyze.Analyze',
|
|
analyze_ticker=MagicMock(
|
|
return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}])
|
|
)
|
|
)
|
|
|
|
assert _ANALYZE.get_signal(exchange, 'ETH/BTC', '5m') == (False, True)
|
|
|
|
mocker.patch.multiple(
|
|
'freqtrade.analyze.Analyze',
|
|
analyze_ticker=MagicMock(
|
|
return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}])
|
|
)
|
|
)
|
|
assert _ANALYZE.get_signal(exchange, 'ETH/BTC', '5m') == (True, False)
|
|
|
|
|
|
def test_get_signal_empty(default_conf, mocker, caplog):
|
|
caplog.set_level(logging.INFO)
|
|
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=None)
|
|
exchange = get_patched_exchange(mocker, default_conf)
|
|
assert (False, False) == _ANALYZE.get_signal(exchange, 'foo', default_conf['ticker_interval'])
|
|
assert log_has('Empty ticker history for pair foo', caplog.record_tuples)
|
|
|
|
|
|
def test_get_signal_exception_valueerror(default_conf, mocker, caplog):
|
|
caplog.set_level(logging.INFO)
|
|
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=1)
|
|
exchange = get_patched_exchange(mocker, default_conf)
|
|
mocker.patch.multiple(
|
|
'freqtrade.analyze.Analyze',
|
|
analyze_ticker=MagicMock(
|
|
side_effect=ValueError('xyz')
|
|
)
|
|
)
|
|
assert (False, False) == _ANALYZE.get_signal(exchange, 'foo', default_conf['ticker_interval'])
|
|
assert log_has('Unable to analyze ticker for pair foo: xyz', caplog.record_tuples)
|
|
|
|
|
|
def test_get_signal_empty_dataframe(default_conf, mocker, caplog):
|
|
caplog.set_level(logging.INFO)
|
|
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=1)
|
|
exchange = get_patched_exchange(mocker, default_conf)
|
|
mocker.patch.multiple(
|
|
'freqtrade.analyze.Analyze',
|
|
analyze_ticker=MagicMock(
|
|
return_value=DataFrame([])
|
|
)
|
|
)
|
|
assert (False, False) == _ANALYZE.get_signal(exchange, 'xyz', default_conf['ticker_interval'])
|
|
assert log_has('Empty dataframe for pair xyz', caplog.record_tuples)
|
|
|
|
|
|
def test_get_signal_old_dataframe(default_conf, mocker, caplog):
|
|
caplog.set_level(logging.INFO)
|
|
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=1)
|
|
exchange = get_patched_exchange(mocker, default_conf)
|
|
# FIX: The get_signal function has hardcoded 10, which we must inturn hardcode
|
|
oldtime = arrow.utcnow() - datetime.timedelta(minutes=11)
|
|
ticks = DataFrame([{'buy': 1, 'date': oldtime}])
|
|
mocker.patch.multiple(
|
|
'freqtrade.analyze.Analyze',
|
|
analyze_ticker=MagicMock(
|
|
return_value=DataFrame(ticks)
|
|
)
|
|
)
|
|
assert (False, False) == _ANALYZE.get_signal(exchange, 'xyz', default_conf['ticker_interval'])
|
|
assert log_has(
|
|
'Outdated history for pair xyz. Last tick is 11 minutes old',
|
|
caplog.record_tuples
|
|
)
|
|
|
|
|
|
def test_get_signal_handles_exceptions(mocker, default_conf):
|
|
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=MagicMock())
|
|
exchange = get_patched_exchange(mocker, default_conf)
|
|
mocker.patch.multiple(
|
|
'freqtrade.analyze.Analyze',
|
|
analyze_ticker=MagicMock(
|
|
side_effect=Exception('invalid ticker history ')
|
|
)
|
|
)
|
|
|
|
assert _ANALYZE.get_signal(exchange, 'ETH/BTC', '5m') == (False, False)
|
|
|
|
|
|
def test_parse_ticker_dataframe(ticker_history):
|
|
columns = ['date', 'open', 'high', 'low', 'close', 'volume']
|
|
|
|
# Test file with BV data
|
|
dataframe = Analyze.parse_ticker_dataframe(ticker_history)
|
|
assert dataframe.columns.tolist() == columns
|
|
|
|
|
|
def test_tickerdata_to_dataframe(default_conf) -> None:
|
|
"""
|
|
Test Analyze.tickerdata_to_dataframe() method
|
|
"""
|
|
analyze = Analyze(default_conf)
|
|
|
|
timerange = TimeRange(None, 'line', 0, -100)
|
|
tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange)
|
|
tickerlist = {'UNITTEST/BTC': tick}
|
|
data = analyze.tickerdata_to_dataframe(tickerlist)
|
|
assert len(data['UNITTEST/BTC']) == 99 # partial candle was removed
|