freqtrade_origin/freqtrade/tests/strategy/test_strategy.py

144 lines
4.8 KiB
Python

# pragma pylint: disable=missing-docstring, protected-access, C0103
import logging
from freqtrade.strategy.strategy import Strategy
def test_sanitize_module_name():
assert Strategy._sanitize_module_name('default_strategy') == 'default_strategy'
assert Strategy._sanitize_module_name('default_strategy.py') == 'default_strategy'
assert Strategy._sanitize_module_name('../default_strategy.py') == 'default_strategy'
assert Strategy._sanitize_module_name('../default_strategy') == 'default_strategy'
assert Strategy._sanitize_module_name('.default_strategy') == '.default_strategy'
assert Strategy._sanitize_module_name('foo-bar') == 'foo-bar'
assert Strategy._sanitize_module_name('foo/bar') == 'bar'
def test_search_strategy():
assert Strategy._search_strategy('default_strategy') == '.'
assert Strategy._search_strategy('test_strategy') == 'user_data.strategies.'
assert Strategy._search_strategy('super_duper') is None
def test_strategy_structure():
assert hasattr(Strategy, 'populate_indicators')
assert hasattr(Strategy, 'populate_buy_trend')
assert hasattr(Strategy, 'populate_sell_trend')
def test_load_strategy(result):
strategy = Strategy()
strategy.logger = logging.getLogger(__name__)
assert not hasattr(Strategy, 'custom_strategy')
strategy._load_strategy('test_strategy')
assert not hasattr(Strategy, 'custom_strategy')
assert hasattr(strategy.custom_strategy, 'populate_indicators')
assert 'adx' in strategy.populate_indicators(result)
def test_load_not_found_strategy(caplog):
strategy = Strategy()
strategy.logger = logging.getLogger(__name__)
assert not hasattr(Strategy, 'custom_strategy')
strategy._load_strategy('NotFoundStrategy')
error_msg = "Impossible to load Strategy 'user_data/strategies/{}.py'. This file does not " \
"exist or contains Python code errors".format('NotFoundStrategy')
assert ('test_strategy', logging.ERROR, error_msg) in caplog.record_tuples
def test_strategy(result):
strategy = Strategy({'strategy': 'default_strategy'})
assert hasattr(strategy.custom_strategy, 'minimal_roi')
assert strategy.minimal_roi[0] == 0.04
assert hasattr(strategy.custom_strategy, 'stoploss')
assert strategy.stoploss == -0.10
assert hasattr(strategy.custom_strategy, 'populate_indicators')
assert 'adx' in strategy.populate_indicators(result)
assert hasattr(strategy.custom_strategy, 'populate_buy_trend')
dataframe = strategy.populate_buy_trend(strategy.populate_indicators(result))
assert 'buy' in dataframe.columns
assert hasattr(strategy.custom_strategy, 'populate_sell_trend')
dataframe = strategy.populate_sell_trend(strategy.populate_indicators(result))
assert 'sell' in dataframe.columns
def test_strategy_override_minimal_roi(caplog):
caplog.set_level(logging.INFO)
config = {
'strategy': 'default_strategy',
'minimal_roi': {
"0": 0.5
}
}
strategy = Strategy(config)
assert hasattr(strategy.custom_strategy, 'minimal_roi')
assert strategy.minimal_roi[0] == 0.5
assert ('freqtrade.strategy.strategy',
logging.INFO,
'Override strategy \'minimal_roi\' with value in config file.'
) in caplog.record_tuples
def test_strategy_override_stoploss(caplog):
caplog.set_level(logging.INFO)
config = {
'strategy': 'default_strategy',
'stoploss': -0.5
}
strategy = Strategy(config)
assert hasattr(strategy.custom_strategy, 'stoploss')
assert strategy.stoploss == -0.5
assert ('freqtrade.strategy.strategy',
logging.INFO,
'Override strategy \'stoploss\' with value in config file: -0.5.'
) in caplog.record_tuples
def test_strategy_override_ticker_interval(caplog):
caplog.set_level(logging.INFO)
config = {
'strategy': 'default_strategy',
'ticker_interval': 60
}
strategy = Strategy(config)
assert hasattr(strategy.custom_strategy, 'ticker_interval')
assert strategy.ticker_interval == 60
assert ('freqtrade.strategy.strategy',
logging.INFO,
'Override strategy \'ticker_interval\' with value in config file: 60.'
) in caplog.record_tuples
def test_strategy_fallback_default_strategy():
strategy = Strategy()
strategy.logger = logging.getLogger(__name__)
assert not hasattr(Strategy, 'custom_strategy')
strategy._load_strategy('../../super_duper')
assert not hasattr(Strategy, 'custom_strategy')
def test_strategy_singleton():
strategy1 = Strategy({'strategy': 'default_strategy'})
assert hasattr(strategy1.custom_strategy, 'minimal_roi')
assert strategy1.minimal_roi[0] == 0.04
strategy2 = Strategy()
assert hasattr(strategy2.custom_strategy, 'minimal_roi')
assert strategy2.minimal_roi[0] == 0.04