freqtrade_origin/tests/data/test_dataprovider.py
2020-06-02 09:41:42 +02:00

197 lines
7.6 KiB
Python

from unittest.mock import MagicMock
from pandas import DataFrame
import pytest
from freqtrade.data.dataprovider import DataProvider
from freqtrade.pairlist.pairlistmanager import PairListManager
from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.state import RunMode
from tests.conftest import get_patched_exchange
def test_ohlcv(mocker, default_conf, ohlcv_history):
default_conf["runmode"] = RunMode.DRY_RUN
timeframe = default_conf["timeframe"]
exchange = get_patched_exchange(mocker, default_conf)
exchange._klines[("XRP/BTC", timeframe)] = ohlcv_history
exchange._klines[("UNITTEST/BTC", timeframe)] = ohlcv_history
dp = DataProvider(default_conf, exchange)
assert dp.runmode == RunMode.DRY_RUN
assert ohlcv_history.equals(dp.ohlcv("UNITTEST/BTC", timeframe))
assert isinstance(dp.ohlcv("UNITTEST/BTC", timeframe), DataFrame)
assert dp.ohlcv("UNITTEST/BTC", timeframe) is not ohlcv_history
assert dp.ohlcv("UNITTEST/BTC", timeframe, copy=False) is ohlcv_history
assert not dp.ohlcv("UNITTEST/BTC", timeframe).empty
assert dp.ohlcv("NONESENSE/AAA", timeframe).empty
# Test with and without parameter
assert dp.ohlcv("UNITTEST/BTC", timeframe).equals(dp.ohlcv("UNITTEST/BTC"))
default_conf["runmode"] = RunMode.LIVE
dp = DataProvider(default_conf, exchange)
assert dp.runmode == RunMode.LIVE
assert isinstance(dp.ohlcv("UNITTEST/BTC", timeframe), DataFrame)
default_conf["runmode"] = RunMode.BACKTEST
dp = DataProvider(default_conf, exchange)
assert dp.runmode == RunMode.BACKTEST
assert dp.ohlcv("UNITTEST/BTC", timeframe).empty
def test_historic_ohlcv(mocker, default_conf, ohlcv_history):
historymock = MagicMock(return_value=ohlcv_history)
mocker.patch("freqtrade.data.dataprovider.load_pair_history", historymock)
dp = DataProvider(default_conf, None)
data = dp.historic_ohlcv("UNITTEST/BTC", "5m")
assert isinstance(data, DataFrame)
assert historymock.call_count == 1
assert historymock.call_args_list[0][1]["timeframe"] == "5m"
def test_get_pair_dataframe(mocker, default_conf, ohlcv_history):
default_conf["runmode"] = RunMode.DRY_RUN
timeframe = default_conf["timeframe"]
exchange = get_patched_exchange(mocker, default_conf)
exchange._klines[("XRP/BTC", timeframe)] = ohlcv_history
exchange._klines[("UNITTEST/BTC", timeframe)] = ohlcv_history
dp = DataProvider(default_conf, exchange)
assert dp.runmode == RunMode.DRY_RUN
assert ohlcv_history.equals(dp.get_pair_dataframe("UNITTEST/BTC", timeframe))
assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", timeframe), DataFrame)
assert dp.get_pair_dataframe("UNITTEST/BTC", timeframe) is not ohlcv_history
assert not dp.get_pair_dataframe("UNITTEST/BTC", timeframe).empty
assert dp.get_pair_dataframe("NONESENSE/AAA", timeframe).empty
# Test with and without parameter
assert dp.get_pair_dataframe("UNITTEST/BTC", timeframe)\
.equals(dp.get_pair_dataframe("UNITTEST/BTC"))
default_conf["runmode"] = RunMode.LIVE
dp = DataProvider(default_conf, exchange)
assert dp.runmode == RunMode.LIVE
assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", timeframe), DataFrame)
assert dp.get_pair_dataframe("NONESENSE/AAA", timeframe).empty
historymock = MagicMock(return_value=ohlcv_history)
mocker.patch("freqtrade.data.dataprovider.load_pair_history", historymock)
default_conf["runmode"] = RunMode.BACKTEST
dp = DataProvider(default_conf, exchange)
assert dp.runmode == RunMode.BACKTEST
assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", timeframe), DataFrame)
# assert dp.get_pair_dataframe("NONESENSE/AAA", timeframe).empty
def test_available_pairs(mocker, default_conf, ohlcv_history):
exchange = get_patched_exchange(mocker, default_conf)
timeframe = default_conf["timeframe"]
exchange._klines[("XRP/BTC", timeframe)] = ohlcv_history
exchange._klines[("UNITTEST/BTC", timeframe)] = ohlcv_history
dp = DataProvider(default_conf, exchange)
assert len(dp.available_pairs) == 2
assert dp.available_pairs == [("XRP/BTC", timeframe), ("UNITTEST/BTC", timeframe), ]
def test_refresh(mocker, default_conf, ohlcv_history):
refresh_mock = MagicMock()
mocker.patch("freqtrade.exchange.Exchange.refresh_latest_ohlcv", refresh_mock)
exchange = get_patched_exchange(mocker, default_conf, id="binance")
timeframe = default_conf["timeframe"]
pairs = [("XRP/BTC", timeframe), ("UNITTEST/BTC", timeframe)]
pairs_non_trad = [("ETH/USDT", timeframe), ("BTC/TUSD", "1h")]
dp = DataProvider(default_conf, exchange)
dp.refresh(pairs)
assert refresh_mock.call_count == 1
assert len(refresh_mock.call_args[0]) == 1
assert len(refresh_mock.call_args[0][0]) == len(pairs)
assert refresh_mock.call_args[0][0] == pairs
refresh_mock.reset_mock()
dp.refresh(pairs, pairs_non_trad)
assert refresh_mock.call_count == 1
assert len(refresh_mock.call_args[0]) == 1
assert len(refresh_mock.call_args[0][0]) == len(pairs) + len(pairs_non_trad)
assert refresh_mock.call_args[0][0] == pairs + pairs_non_trad
def test_orderbook(mocker, default_conf, order_book_l2):
api_mock = MagicMock()
api_mock.fetch_l2_order_book = order_book_l2
exchange = get_patched_exchange(mocker, default_conf, api_mock=api_mock)
dp = DataProvider(default_conf, exchange)
res = dp.orderbook('ETH/BTC', 5)
assert order_book_l2.call_count == 1
assert order_book_l2.call_args_list[0][0][0] == 'ETH/BTC'
assert order_book_l2.call_args_list[0][0][1] == 5
assert type(res) is dict
assert 'bids' in res
assert 'asks' in res
def test_market(mocker, default_conf, markets):
api_mock = MagicMock()
api_mock.markets = markets
exchange = get_patched_exchange(mocker, default_conf, api_mock=api_mock)
dp = DataProvider(default_conf, exchange)
res = dp.market('ETH/BTC')
assert type(res) is dict
assert 'symbol' in res
assert res['symbol'] == 'ETH/BTC'
res = dp.market('UNITTEST/BTC')
assert res is None
def test_ticker(mocker, default_conf, tickers):
ticker_mock = MagicMock(return_value=tickers()['ETH/BTC'])
mocker.patch("freqtrade.exchange.Exchange.fetch_ticker", ticker_mock)
exchange = get_patched_exchange(mocker, default_conf)
dp = DataProvider(default_conf, exchange)
res = dp.ticker('ETH/BTC')
assert type(res) is dict
assert 'symbol' in res
assert res['symbol'] == 'ETH/BTC'
ticker_mock = MagicMock(side_effect=DependencyException('Pair not found'))
mocker.patch("freqtrade.exchange.Exchange.fetch_ticker", ticker_mock)
exchange = get_patched_exchange(mocker, default_conf)
dp = DataProvider(default_conf, exchange)
res = dp.ticker('UNITTEST/BTC')
assert res == {}
def test_current_whitelist(mocker, default_conf, tickers):
# patch default conf to volumepairlist
default_conf['pairlists'][0] = {'method': 'VolumePairList', "number_assets": 5}
mocker.patch.multiple('freqtrade.exchange.Exchange',
exchange_has=MagicMock(return_value=True),
get_tickers=tickers)
exchange = get_patched_exchange(mocker, default_conf)
pairlist = PairListManager(exchange, default_conf)
dp = DataProvider(default_conf, exchange, pairlist)
# Simulate volumepairs from exchange.
pairlist.refresh_pairlist()
assert dp.current_whitelist() == pairlist._whitelist
# The identity of the 2 lists should be identical
assert dp.current_whitelist() is pairlist._whitelist
with pytest.raises(OperationalException):
dp = DataProvider(default_conf, exchange)
dp.current_whitelist()