mirror of
https://github.com/freqtrade/freqtrade.git
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394 lines
14 KiB
Python
394 lines
14 KiB
Python
# pragma pylint: disable=missing-docstring, protected-access, C0103
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import logging
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import warnings
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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 pytest
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from pandas import DataFrame
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from freqtrade import OperationalException
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from freqtrade.resolvers import StrategyResolver
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from freqtrade.strategy.interface import IStrategy
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from tests.conftest import log_has, log_has_re
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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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s, _ = 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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assert isinstance(s, IStrategy)
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s, _ = 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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)
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assert s is None
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def test_load_strategy(default_conf, result):
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default_conf.update({'strategy': 'SampleStrategy'})
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resolver = StrategyResolver(default_conf)
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assert 'rsi' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
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def test_load_strategy_base64(result, caplog, default_conf):
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with open("user_data/strategies/sample_strategy.py", "rb") as file:
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encoded_string = urlsafe_b64encode(file.read()).decode("utf-8")
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default_conf.update({'strategy': 'SampleStrategy:{}'.format(encoded_string)})
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resolver = StrategyResolver(default_conf)
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assert 'rsi' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
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# Make sure strategy was loaded from base64 (using temp directory)!!
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assert log_has_re(r"Using resolved strategy SampleStrategy from '"
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r".*(/|\\).*(/|\\)SampleStrategy\.py'\.\.\.", caplog)
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def test_load_strategy_invalid_directory(result, caplog, default_conf):
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default_conf['strategy'] = 'SampleStrategy'
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resolver = StrategyResolver(default_conf)
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extra_dir = Path.cwd() / 'some/path'
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resolver._load_strategy('SampleStrategy', config=default_conf, extra_dir=extra_dir)
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assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog)
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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(default_conf):
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default_conf['strategy'] = 'NotFoundStrategy'
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with pytest.raises(OperationalException,
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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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StrategyResolver(default_conf)
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def test_load_strategy_noname(default_conf):
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default_conf['strategy'] = ''
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with pytest.raises(OperationalException,
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match="No strategy set. Please use `--strategy` to specify "
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"the strategy class to use."):
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StrategyResolver(default_conf)
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def test_strategy(result, default_conf):
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default_conf.update({'strategy': 'DefaultStrategy'})
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resolver = StrategyResolver(default_conf)
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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 default_conf["minimal_roi"]['0'] == 0.04
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assert resolver.strategy.stoploss == -0.10
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assert default_conf['stoploss'] == -0.10
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assert resolver.strategy.ticker_interval == '5m'
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assert default_conf['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, default_conf):
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caplog.set_level(logging.INFO)
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default_conf.update({
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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(default_conf)
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assert resolver.strategy.minimal_roi[0] == 0.5
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assert log_has("Override strategy 'minimal_roi' with value in config file: {'0': 0.5}.", caplog)
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def test_strategy_override_stoploss(caplog, default_conf):
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caplog.set_level(logging.INFO)
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default_conf.update({
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'strategy': 'DefaultStrategy',
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'stoploss': -0.5
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})
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resolver = StrategyResolver(default_conf)
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assert resolver.strategy.stoploss == -0.5
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assert log_has("Override strategy 'stoploss' with value in config file: -0.5.", caplog)
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def test_strategy_override_trailing_stop(caplog, default_conf):
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caplog.set_level(logging.INFO)
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default_conf.update({
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'strategy': 'DefaultStrategy',
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'trailing_stop': True
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})
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resolver = StrategyResolver(default_conf)
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assert resolver.strategy.trailing_stop
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assert isinstance(resolver.strategy.trailing_stop, bool)
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assert log_has("Override strategy 'trailing_stop' with value in config file: True.", caplog)
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def test_strategy_override_trailing_stop_positive(caplog, default_conf):
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caplog.set_level(logging.INFO)
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default_conf.update({
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'strategy': 'DefaultStrategy',
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'trailing_stop_positive': -0.1,
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'trailing_stop_positive_offset': -0.2
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})
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resolver = StrategyResolver(default_conf)
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assert resolver.strategy.trailing_stop_positive == -0.1
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assert log_has("Override strategy 'trailing_stop_positive' with value in config file: -0.1.",
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caplog)
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assert resolver.strategy.trailing_stop_positive_offset == -0.2
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assert log_has("Override strategy 'trailing_stop_positive' with value in config file: -0.1.",
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caplog)
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def test_strategy_override_ticker_interval(caplog, default_conf):
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caplog.set_level(logging.INFO)
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default_conf.update({
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'strategy': 'DefaultStrategy',
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'ticker_interval': 60,
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'stake_currency': 'ETH'
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})
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resolver = StrategyResolver(default_conf)
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assert resolver.strategy.ticker_interval == 60
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assert resolver.strategy.stake_currency == 'ETH'
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assert log_has("Override strategy 'ticker_interval' with value in config file: 60.",
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caplog)
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def test_strategy_override_process_only_new_candles(caplog, default_conf):
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caplog.set_level(logging.INFO)
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default_conf.update({
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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(default_conf)
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assert resolver.strategy.process_only_new_candles
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assert log_has("Override strategy 'process_only_new_candles' with value in config file: True.",
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caplog)
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def test_strategy_override_order_types(caplog, default_conf):
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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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default_conf.update({
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'strategy': 'DefaultStrategy',
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'order_types': order_types
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})
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resolver = StrategyResolver(default_conf)
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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 log_has("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}.", caplog)
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default_conf.update({
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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(default_conf)
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def test_strategy_override_order_tif(caplog, default_conf):
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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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default_conf.update({
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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(default_conf)
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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 log_has("Override strategy 'order_time_in_force' with value in config file:"
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" {'buy': 'fok', 'sell': 'gtc'}.", caplog)
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default_conf.update({
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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(default_conf)
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def test_strategy_override_use_sell_signal(caplog, default_conf):
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caplog.set_level(logging.INFO)
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default_conf.update({
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'strategy': 'DefaultStrategy',
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})
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resolver = StrategyResolver(default_conf)
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assert resolver.strategy.use_sell_signal
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assert isinstance(resolver.strategy.use_sell_signal, bool)
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# must be inserted to configuration
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assert 'use_sell_signal' in default_conf['ask_strategy']
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assert default_conf['ask_strategy']['use_sell_signal']
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default_conf.update({
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'strategy': 'DefaultStrategy',
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'ask_strategy': {
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'use_sell_signal': False,
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},
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})
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resolver = StrategyResolver(default_conf)
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assert not resolver.strategy.use_sell_signal
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assert isinstance(resolver.strategy.use_sell_signal, bool)
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assert log_has("Override strategy 'use_sell_signal' with value in config file: False.", caplog)
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def test_strategy_override_use_sell_profit_only(caplog, default_conf):
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caplog.set_level(logging.INFO)
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default_conf.update({
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'strategy': 'DefaultStrategy',
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})
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resolver = StrategyResolver(default_conf)
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assert not resolver.strategy.sell_profit_only
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assert isinstance(resolver.strategy.sell_profit_only, bool)
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# must be inserted to configuration
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assert 'sell_profit_only' in default_conf['ask_strategy']
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assert not default_conf['ask_strategy']['sell_profit_only']
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default_conf.update({
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'strategy': 'DefaultStrategy',
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'ask_strategy': {
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'sell_profit_only': True,
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},
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})
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resolver = StrategyResolver(default_conf)
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assert resolver.strategy.sell_profit_only
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assert isinstance(resolver.strategy.sell_profit_only, bool)
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assert log_has("Override strategy 'sell_profit_only' with value in config file: True.", caplog)
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@pytest.mark.filterwarnings("ignore:deprecated")
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def test_deprecate_populate_indicators(result, default_conf):
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default_location = path.join(path.dirname(path.realpath(__file__)))
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default_conf.update({'strategy': 'TestStrategyLegacy',
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'strategy_path': default_location})
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resolver = StrategyResolver(default_conf)
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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, {'pair': '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, {'pair': '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, {'pair': '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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@pytest.mark.filterwarnings("ignore:deprecated")
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def test_call_deprecated_function(result, monkeypatch, default_conf):
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default_location = path.join(path.dirname(path.realpath(__file__)))
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default_conf.update({'strategy': 'TestStrategyLegacy',
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'strategy_path': default_location})
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resolver = StrategyResolver(default_conf)
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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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assert resolver.strategy.INTERFACE_VERSION == 1
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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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def test_strategy_interface_versioning(result, monkeypatch, default_conf):
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default_conf.update({'strategy': 'DefaultStrategy'})
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resolver = StrategyResolver(default_conf)
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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 == 3
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assert resolver.strategy._buy_fun_len == 3
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assert resolver.strategy._sell_fun_len == 3
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assert resolver.strategy.INTERFACE_VERSION == 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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