mirror of
https://github.com/freqtrade/freqtrade.git
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313 lines
11 KiB
Python
313 lines
11 KiB
Python
# pragma pylint: disable=missing-docstring, protected-access, C0103
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import logging
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from base64 import urlsafe_b64encode
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from os import path
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from pathlib import Path
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import warnings
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import pytest
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from pandas import DataFrame
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from freqtrade.strategy import import_strategy
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from freqtrade.strategy.default_strategy import DefaultStrategy
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from freqtrade.strategy.interface import IStrategy
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from freqtrade.resolvers import StrategyResolver
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def test_import_strategy(caplog):
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caplog.set_level(logging.DEBUG)
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default_config = {}
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strategy = DefaultStrategy(default_config)
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strategy.some_method = lambda *args, **kwargs: 42
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assert strategy.__module__ == 'freqtrade.strategy.default_strategy'
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assert strategy.some_method() == 42
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imported_strategy = import_strategy(strategy, default_config)
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assert dir(strategy) == dir(imported_strategy)
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assert imported_strategy.__module__ == 'freqtrade.strategy'
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assert imported_strategy.some_method() == 42
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assert (
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'freqtrade.strategy',
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logging.DEBUG,
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'Imported strategy freqtrade.strategy.default_strategy.DefaultStrategy '
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'as freqtrade.strategy.DefaultStrategy',
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) in caplog.record_tuples
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def test_search_strategy():
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default_config = {}
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default_location = Path(__file__).parent.parent.joinpath('strategy').resolve()
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assert isinstance(
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StrategyResolver._search_object(
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directory=default_location,
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object_type=IStrategy,
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kwargs={'config': default_config},
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object_name='DefaultStrategy'
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),
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IStrategy
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)
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assert StrategyResolver._search_object(
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directory=default_location,
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object_type=IStrategy,
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kwargs={'config': default_config},
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object_name='NotFoundStrategy'
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) is None
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def test_load_strategy(result):
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resolver = StrategyResolver({'strategy': 'TestStrategy'})
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metadata = {'pair': 'ETH/BTC'}
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assert 'adx' in resolver.strategy.advise_indicators(result, metadata=metadata)
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def test_load_strategy_byte64(result):
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with open("freqtrade/tests/strategy/test_strategy.py", "r") as file:
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encoded_string = urlsafe_b64encode(file.read().encode("utf-8")).decode("utf-8")
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resolver = StrategyResolver({'strategy': 'TestStrategy:{}'.format(encoded_string)})
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assert 'adx' in resolver.strategy.advise_indicators(result, 'ETH/BTC')
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def test_load_strategy_invalid_directory(result, caplog):
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resolver = StrategyResolver()
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extra_dir = path.join('some', 'path')
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resolver._load_strategy('TestStrategy', config={}, extra_dir=extra_dir)
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assert (
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'freqtrade.resolvers.strategy_resolver',
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logging.WARNING,
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'Path "{}" does not exist'.format(extra_dir),
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) in caplog.record_tuples
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assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
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def test_load_not_found_strategy():
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strategy = StrategyResolver()
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with pytest.raises(ImportError,
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match=r"Impossible to load Strategy 'NotFoundStrategy'."
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r" This class does not exist or contains Python code errors"):
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strategy._load_strategy(strategy_name='NotFoundStrategy', config={})
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def test_strategy(result):
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config = {'strategy': 'DefaultStrategy'}
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resolver = StrategyResolver(config)
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metadata = {'pair': 'ETH/BTC'}
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assert resolver.strategy.minimal_roi[0] == 0.04
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assert config["minimal_roi"]['0'] == 0.04
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assert resolver.strategy.stoploss == -0.10
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assert config['stoploss'] == -0.10
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assert resolver.strategy.ticker_interval == '5m'
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assert config['ticker_interval'] == '5m'
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df_indicators = resolver.strategy.advise_indicators(result, metadata=metadata)
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assert 'adx' in df_indicators
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dataframe = resolver.strategy.advise_buy(df_indicators, metadata=metadata)
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assert 'buy' in dataframe.columns
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dataframe = resolver.strategy.advise_sell(df_indicators, metadata=metadata)
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assert 'sell' in dataframe.columns
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def test_strategy_override_minimal_roi(caplog):
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caplog.set_level(logging.INFO)
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config = {
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'strategy': 'DefaultStrategy',
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'minimal_roi': {
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"0": 0.5
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}
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}
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resolver = StrategyResolver(config)
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assert resolver.strategy.minimal_roi[0] == 0.5
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assert ('freqtrade.resolvers.strategy_resolver',
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logging.INFO,
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"Override strategy 'minimal_roi' with value in config file: {'0': 0.5}."
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) in caplog.record_tuples
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def test_strategy_override_stoploss(caplog):
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caplog.set_level(logging.INFO)
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config = {
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'strategy': 'DefaultStrategy',
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'stoploss': -0.5
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}
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resolver = StrategyResolver(config)
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assert resolver.strategy.stoploss == -0.5
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assert ('freqtrade.resolvers.strategy_resolver',
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logging.INFO,
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"Override strategy 'stoploss' with value in config file: -0.5."
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) in caplog.record_tuples
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def test_strategy_override_ticker_interval(caplog):
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caplog.set_level(logging.INFO)
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config = {
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'strategy': 'DefaultStrategy',
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'ticker_interval': 60
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}
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resolver = StrategyResolver(config)
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assert resolver.strategy.ticker_interval == 60
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assert ('freqtrade.resolvers.strategy_resolver',
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logging.INFO,
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"Override strategy 'ticker_interval' with value in config file: 60."
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) in caplog.record_tuples
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def test_strategy_override_process_only_new_candles(caplog):
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caplog.set_level(logging.INFO)
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config = {
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'strategy': 'DefaultStrategy',
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'process_only_new_candles': True
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}
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resolver = StrategyResolver(config)
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assert resolver.strategy.process_only_new_candles
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assert ('freqtrade.resolvers.strategy_resolver',
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logging.INFO,
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"Override process_only_new_candles 'process_only_new_candles' "
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"with value in config file: True."
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) in caplog.record_tuples
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def test_strategy_override_order_types(caplog):
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caplog.set_level(logging.INFO)
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order_types = {
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'buy': 'market',
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'sell': 'limit',
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'stoploss': 'limit',
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'stoploss_on_exchange': True,
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}
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config = {
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'strategy': 'DefaultStrategy',
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'order_types': order_types
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}
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resolver = StrategyResolver(config)
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assert resolver.strategy.order_types
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for method in ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']:
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assert resolver.strategy.order_types[method] == order_types[method]
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assert ('freqtrade.resolvers.strategy_resolver',
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logging.INFO,
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"Override strategy 'order_types' with value in config file:"
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" {'buy': 'market', 'sell': 'limit', 'stoploss': 'limit',"
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" 'stoploss_on_exchange': True}."
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) in caplog.record_tuples
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config = {
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'strategy': 'DefaultStrategy',
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'order_types': {'buy': 'market'}
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}
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# Raise error for invalid configuration
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with pytest.raises(ImportError,
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match=r"Impossible to load Strategy 'DefaultStrategy'. "
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r"Order-types mapping is incomplete."):
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StrategyResolver(config)
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def test_strategy_override_order_tif(caplog):
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caplog.set_level(logging.INFO)
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order_time_in_force = {
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'buy': 'fok',
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'sell': 'gtc',
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}
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config = {
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'strategy': 'DefaultStrategy',
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'order_time_in_force': order_time_in_force
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}
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resolver = StrategyResolver(config)
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assert resolver.strategy.order_time_in_force
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for method in ['buy', 'sell']:
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assert resolver.strategy.order_time_in_force[method] == order_time_in_force[method]
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assert ('freqtrade.resolvers.strategy_resolver',
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logging.INFO,
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"Override strategy 'order_time_in_force' with value in config file:"
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" {'buy': 'fok', 'sell': 'gtc'}."
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) in caplog.record_tuples
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config = {
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'strategy': 'DefaultStrategy',
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'order_time_in_force': {'buy': 'fok'}
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}
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# Raise error for invalid configuration
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with pytest.raises(ImportError,
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match=r"Impossible to load Strategy 'DefaultStrategy'. "
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r"Order-time-in-force mapping is incomplete."):
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StrategyResolver(config)
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def test_deprecate_populate_indicators(result):
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default_location = path.join(path.dirname(path.realpath(__file__)))
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resolver = StrategyResolver({'strategy': 'TestStrategyLegacy',
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'strategy_path': default_location})
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with warnings.catch_warnings(record=True) as w:
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# Cause all warnings to always be triggered.
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warnings.simplefilter("always")
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indicators = resolver.strategy.advise_indicators(result, 'ETH/BTC')
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assert len(w) == 1
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assert issubclass(w[-1].category, DeprecationWarning)
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assert "deprecated - check out the Sample strategy to see the current function headers!" \
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in str(w[-1].message)
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with warnings.catch_warnings(record=True) as w:
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# Cause all warnings to always be triggered.
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warnings.simplefilter("always")
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resolver.strategy.advise_buy(indicators, 'ETH/BTC')
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assert len(w) == 1
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assert issubclass(w[-1].category, DeprecationWarning)
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assert "deprecated - check out the Sample strategy to see the current function headers!" \
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in str(w[-1].message)
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with warnings.catch_warnings(record=True) as w:
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# Cause all warnings to always be triggered.
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warnings.simplefilter("always")
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resolver.strategy.advise_sell(indicators, 'ETH_BTC')
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assert len(w) == 1
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assert issubclass(w[-1].category, DeprecationWarning)
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assert "deprecated - check out the Sample strategy to see the current function headers!" \
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in str(w[-1].message)
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def test_call_deprecated_function(result, monkeypatch):
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default_location = path.join(path.dirname(path.realpath(__file__)))
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resolver = StrategyResolver({'strategy': 'TestStrategyLegacy',
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'strategy_path': default_location})
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metadata = {'pair': 'ETH/BTC'}
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# Make sure we are using a legacy function
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assert resolver.strategy._populate_fun_len == 2
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assert resolver.strategy._buy_fun_len == 2
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assert resolver.strategy._sell_fun_len == 2
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indicator_df = resolver.strategy.advise_indicators(result, metadata=metadata)
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assert isinstance(indicator_df, DataFrame)
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assert 'adx' in indicator_df.columns
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buydf = resolver.strategy.advise_buy(result, metadata=metadata)
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assert isinstance(buydf, DataFrame)
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assert 'buy' in buydf.columns
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selldf = resolver.strategy.advise_sell(result, metadata=metadata)
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assert isinstance(selldf, DataFrame)
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assert 'sell' in selldf
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