mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-11 02:33:55 +00:00
290 lines
10 KiB
Python
290 lines
10 KiB
Python
# pragma pylint: disable=missing-docstring, protected-access, C0103
|
|
|
|
import json
|
|
import os
|
|
import uuid
|
|
from shutil import copyfile
|
|
|
|
from freqtrade import optimize
|
|
from freqtrade.misc import file_dump_json
|
|
from freqtrade.optimize.__init__ import make_testdata_path, download_pairs, \
|
|
download_backtesting_testdata, load_tickerdata_file, trim_tickerlist
|
|
from freqtrade.tests.conftest import log_has
|
|
|
|
# Change this if modifying UNITTEST/BTC testdatafile
|
|
_BTC_UNITTEST_LENGTH = 13681
|
|
|
|
|
|
def _backup_file(file: str, copy_file: bool = False) -> None:
|
|
"""
|
|
Backup existing file to avoid deleting the user file
|
|
:param file: complete path to the file
|
|
:param touch_file: create an empty file in replacement
|
|
:return: None
|
|
"""
|
|
file_swp = file + '.swp'
|
|
if os.path.isfile(file):
|
|
os.rename(file, file_swp)
|
|
|
|
if copy_file:
|
|
copyfile(file_swp, file)
|
|
|
|
|
|
def _clean_test_file(file: str) -> None:
|
|
"""
|
|
Backup existing file to avoid deleting the user file
|
|
:param file: complete path to the file
|
|
:return: None
|
|
"""
|
|
file_swp = file + '.swp'
|
|
# 1. Delete file from the test
|
|
if os.path.isfile(file):
|
|
os.remove(file)
|
|
|
|
# 2. Rollback to the initial file
|
|
if os.path.isfile(file_swp):
|
|
os.rename(file_swp, file)
|
|
|
|
|
|
def test_load_data_30min_ticker(ticker_history, mocker, caplog) -> None:
|
|
"""
|
|
Test load_data() with 30 min ticker
|
|
"""
|
|
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
|
|
|
|
file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'ETH_BTC-30m.json')
|
|
_backup_file(file, copy_file=True)
|
|
optimize.load_data(None, pairs=['ETH/BTC'], ticker_interval='30m')
|
|
assert os.path.isfile(file) is True
|
|
assert not log_has('Download the pair: "ETH/BTC", Interval: 30m', caplog.record_tuples)
|
|
_clean_test_file(file)
|
|
|
|
|
|
def test_load_data_5min_ticker(ticker_history, mocker, caplog) -> None:
|
|
"""
|
|
Test load_data() with 5 min ticker
|
|
"""
|
|
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
|
|
|
|
file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'ETH_BTC-5m.json')
|
|
_backup_file(file, copy_file=True)
|
|
optimize.load_data(None, pairs=['ETH/BTC'], ticker_interval='5m')
|
|
assert os.path.isfile(file) is True
|
|
assert not log_has('Download the pair: "ETH/BTC", Interval: 5m', caplog.record_tuples)
|
|
_clean_test_file(file)
|
|
|
|
|
|
def test_load_data_1min_ticker(ticker_history, mocker, caplog) -> None:
|
|
"""
|
|
Test load_data() with 1 min ticker
|
|
"""
|
|
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
|
|
|
|
file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'ETH_BTC-1m.json')
|
|
_backup_file(file, copy_file=True)
|
|
optimize.load_data(None, ticker_interval='1m', pairs=['ETH/BTC'])
|
|
assert os.path.isfile(file) is True
|
|
assert not log_has('Download the pair: "ETH/BTC", Interval: 1m', caplog.record_tuples)
|
|
_clean_test_file(file)
|
|
|
|
|
|
def test_load_data_with_new_pair_1min(ticker_history, mocker, caplog) -> None:
|
|
"""
|
|
Test load_data() with 1 min ticker
|
|
"""
|
|
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
|
|
|
|
file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
|
|
|
|
_backup_file(file)
|
|
optimize.load_data(None, ticker_interval='1m', pairs=['MEME/BTC'])
|
|
assert os.path.isfile(file) is True
|
|
assert log_has('Download the pair: "MEME/BTC", Interval: 1m', caplog.record_tuples)
|
|
_clean_test_file(file)
|
|
|
|
|
|
def test_testdata_path() -> None:
|
|
assert os.path.join('freqtrade', 'tests', 'testdata') in make_testdata_path(None)
|
|
|
|
|
|
def test_download_pairs(ticker_history, mocker) -> None:
|
|
mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
|
|
|
|
file1_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
|
|
file1_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-5m.json')
|
|
file2_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'CFI_BTC-1m.json')
|
|
file2_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'CFI_BTC-5m.json')
|
|
|
|
_backup_file(file1_1)
|
|
_backup_file(file1_5)
|
|
_backup_file(file2_1)
|
|
_backup_file(file2_5)
|
|
|
|
assert os.path.isfile(file1_1) is False
|
|
assert os.path.isfile(file2_1) is False
|
|
|
|
assert download_pairs(None, pairs=['MEME/BTC', 'CFI/BTC'], ticker_interval='1m') is True
|
|
|
|
assert os.path.isfile(file1_1) is True
|
|
assert os.path.isfile(file2_1) is True
|
|
|
|
# clean files freshly downloaded
|
|
_clean_test_file(file1_1)
|
|
_clean_test_file(file2_1)
|
|
|
|
assert os.path.isfile(file1_5) is False
|
|
assert os.path.isfile(file2_5) is False
|
|
|
|
assert download_pairs(None, pairs=['MEME/BTC', 'CFI/BTC'], ticker_interval='5m') is True
|
|
|
|
assert os.path.isfile(file1_5) is True
|
|
assert os.path.isfile(file2_5) is True
|
|
|
|
# clean files freshly downloaded
|
|
_clean_test_file(file1_5)
|
|
_clean_test_file(file2_5)
|
|
|
|
|
|
def test_download_pairs_exception(ticker_history, mocker, caplog) -> None:
|
|
mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
|
|
mocker.patch('freqtrade.optimize.__init__.download_backtesting_testdata',
|
|
side_effect=BaseException('File Error'))
|
|
|
|
file1_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
|
|
file1_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-5m.json')
|
|
_backup_file(file1_1)
|
|
_backup_file(file1_5)
|
|
|
|
download_pairs(None, pairs=['MEME/BTC'], ticker_interval='1m')
|
|
# clean files freshly downloaded
|
|
_clean_test_file(file1_1)
|
|
_clean_test_file(file1_5)
|
|
assert log_has('Failed to download the pair: "MEME/BTC", Interval: 1m', caplog.record_tuples)
|
|
|
|
|
|
def test_download_backtesting_testdata(ticker_history, mocker) -> None:
|
|
mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
|
|
|
|
# Download a 1 min ticker file
|
|
file1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'XEL_BTC-1m.json')
|
|
_backup_file(file1)
|
|
download_backtesting_testdata(None, pair="XEL/BTC", interval='1m')
|
|
assert os.path.isfile(file1) is True
|
|
_clean_test_file(file1)
|
|
|
|
# Download a 5 min ticker file
|
|
file2 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'STORJ_BTC-5m.json')
|
|
_backup_file(file2)
|
|
|
|
download_backtesting_testdata(None, pair="STORJ/BTC", interval='5m')
|
|
assert os.path.isfile(file2) is True
|
|
_clean_test_file(file2)
|
|
|
|
|
|
def test_download_backtesting_testdata2(mocker) -> None:
|
|
tick = [
|
|
[1509836520000, 0.00162008, 0.00162008, 0.00162008, 0.00162008, 108.14853839],
|
|
[1509836580000, 0.00161, 0.00161, 0.00161, 0.00161, 82.390199]
|
|
]
|
|
mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
|
|
mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=tick)
|
|
assert download_backtesting_testdata(None, pair="UNITTEST/BTC", interval='1m')
|
|
assert download_backtesting_testdata(None, pair="UNITTEST/BTC", interval='3m')
|
|
|
|
|
|
def test_load_tickerdata_file() -> None:
|
|
# 7 does not exist in either format.
|
|
assert not load_tickerdata_file(None, 'UNITTEST/BTC', '7m')
|
|
# 1 exists only as a .json
|
|
tickerdata = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
|
|
assert _BTC_UNITTEST_LENGTH == len(tickerdata)
|
|
# 8 .json is empty and will fail if it's loaded. .json.gz is a copy of 1.json
|
|
tickerdata = load_tickerdata_file(None, 'UNITTEST/BTC', '8m')
|
|
assert _BTC_UNITTEST_LENGTH == len(tickerdata)
|
|
|
|
|
|
def test_init(default_conf, mocker) -> None:
|
|
conf = {'exchange': {'pair_whitelist': []}}
|
|
mocker.patch('freqtrade.optimize.hyperopt_optimize_conf', return_value=conf)
|
|
assert {} == optimize.load_data(
|
|
'',
|
|
pairs=[],
|
|
refresh_pairs=True,
|
|
ticker_interval=default_conf['ticker_interval']
|
|
)
|
|
|
|
|
|
def test_trim_tickerlist() -> None:
|
|
file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-1m.json')
|
|
with open(file) as data_file:
|
|
ticker_list = json.load(data_file)
|
|
ticker_list_len = len(ticker_list)
|
|
|
|
# Test the pattern ^(-\d+)$
|
|
# This pattern remove X element from the beginning
|
|
timerange = ((None, 'line'), None, 5)
|
|
ticker = trim_tickerlist(ticker_list, timerange)
|
|
ticker_len = len(ticker)
|
|
|
|
assert ticker_list_len == ticker_len + 5
|
|
assert ticker_list[0] is not ticker[0] # The first element should be different
|
|
assert ticker_list[-1] is ticker[-1] # The last element must be the same
|
|
|
|
# Test the pattern ^(\d+)-$
|
|
# This pattern keep X element from the end
|
|
timerange = (('line', None), 5, None)
|
|
ticker = trim_tickerlist(ticker_list, timerange)
|
|
ticker_len = len(ticker)
|
|
|
|
assert ticker_len == 5
|
|
assert ticker_list[0] is ticker[0] # The first element must be the same
|
|
assert ticker_list[-1] is not ticker[-1] # The last element should be different
|
|
|
|
# Test the pattern ^(\d+)-(\d+)$
|
|
# This pattern extract a window
|
|
timerange = (('index', 'index'), 5, 10)
|
|
ticker = trim_tickerlist(ticker_list, timerange)
|
|
ticker_len = len(ticker)
|
|
|
|
assert ticker_len == 5
|
|
assert ticker_list[0] is not ticker[0] # The first element should be different
|
|
assert ticker_list[5] is ticker[0] # The list starts at the index 5
|
|
assert ticker_list[9] is ticker[-1] # The list ends at the index 9 (5 elements)
|
|
|
|
# Test a wrong pattern
|
|
# This pattern must return the list unchanged
|
|
timerange = ((None, None), None, 5)
|
|
ticker = trim_tickerlist(ticker_list, timerange)
|
|
ticker_len = len(ticker)
|
|
|
|
assert ticker_list_len == ticker_len
|
|
|
|
|
|
def test_file_dump_json() -> None:
|
|
"""
|
|
Test file_dump_json()
|
|
:return: None
|
|
"""
|
|
file = os.path.join(os.path.dirname(__file__), '..', 'testdata',
|
|
'test_{id}.json'.format(id=str(uuid.uuid4())))
|
|
data = {'bar': 'foo'}
|
|
|
|
# check the file we will create does not exist
|
|
assert os.path.isfile(file) is False
|
|
|
|
# Create the Json file
|
|
file_dump_json(file, data)
|
|
|
|
# Check the file was create
|
|
assert os.path.isfile(file) is True
|
|
|
|
# Open the Json file created and test the data is in it
|
|
with open(file) as data_file:
|
|
json_from_file = json.load(data_file)
|
|
|
|
assert 'bar' in json_from_file
|
|
assert json_from_file['bar'] == 'foo'
|
|
|
|
# Remove the file
|
|
_clean_test_file(file)
|