def test_forming_candles():
reset_config()
router.set_routes([(exchanges.SANDBOX, 'BTC-USDT', timeframes.MINUTE_5,
'Test19')])
router.set_extra_candles([(exchanges.SANDBOX, 'BTC-USDT',
timeframes.MINUTE_15)])
store.reset(True)
candles = {}
key = jh.key(exchanges.SANDBOX, 'BTC-USDT')
candles[key] = {
'exchange': exchanges.SANDBOX,
'symbol': 'BTC-USDT',
'candles': test_candles_0
}
backtest_mode.run('2019-04-01', '2019-04-02', candles)
# use math.ceil because it must include forming candle too
assert len(
store.candles.get_candles(exchanges.SANDBOX, 'BTC-USDT',
timeframes.MINUTE_5)) == math.ceil(1382 / 5)
assert len(
store.candles.get_candles(exchanges.SANDBOX, 'BTC-USDT',
timeframes.MINUTE_15)) == math.ceil(1382 /
15)
def test_routes():
# re-define routes
router.set_routes([
(exchanges.BITFINEX, 'ETHUSD', timeframes.HOUR_3, 'Test19'),
(exchanges.SANDBOX, 'BTCUSD', timeframes.MINUTE_15, 'Test19'),
])
router.set_extra_candles([
(exchanges.BITFINEX, 'EOSUSD', timeframes.HOUR_3),
(exchanges.BITFINEX, 'EOSUSD', timeframes.HOUR_1),
])
# reset store for new routes to take affect
store.reset(True)
# now assert it's working as expected
assert set(config['app']['trading_exchanges']) == set(
[exchanges.SANDBOX, exchanges.BITFINEX])
assert set(config['app']['trading_symbols']) == set(['BTCUSD', 'ETHUSD'])
assert set(config['app']['trading_timeframes']) == set(
[timeframes.HOUR_3, timeframes.MINUTE_15])
assert set(config['app']['considering_exchanges']) == set(
[exchanges.SANDBOX, exchanges.BITFINEX])
assert set(config['app']['considering_symbols']) == set(
['BTCUSD', 'ETHUSD', 'EOSUSD'])
assert set(config['app']['considering_timeframes']) == set([
timeframes.MINUTE_1, timeframes.HOUR_3, timeframes.MINUTE_15,
timeframes.HOUR_1
])
def set_up(routes, fee=0):
reset_config()
config['env']['exchanges'][exchanges.SANDBOX]['starting_balance'] = 10000
config['env']['exchanges'][exchanges.SANDBOX]['fee'] = fee
router.set_routes(routes)
router.set_extra_candles([])
store.reset(True)
def inject_local_routes() -> None:
"""
injects routes from local routes folder
"""
local_router = locate('routes')
from jesse.routes import router
router.set_routes(local_router.routes)
router.set_extra_candles(local_router.extra_candles)
def set_up(routes, fee=0):
reset_config()
config['env']['exchanges'][exchanges.SANDBOX]['assets'] = [
{'asset': 'USDT', 'balance': 1000},
{'asset': 'BTC', 'balance': 0},
]
config['env']['exchanges'][exchanges.SANDBOX]['type'] = 'margin'
config['env']['exchanges'][exchanges.SANDBOX]['fee'] = fee
router.set_routes(routes)
router.set_extra_candles([])
store.reset(True)
def test_routes():
# re-define routes
router.set_routes([
{
'exchange': exchanges.BITFINEX,
'symbol': 'ETH-USD',
'timeframe': timeframes.HOUR_3,
'strategy': 'Test19'
},
{
'exchange': exchanges.SANDBOX,
'symbol': 'BTC-USD',
'timeframe': timeframes.MINUTE_15,
'strategy': 'Test19'
},
])
router.set_extra_candles([
{
'exchange': exchanges.BITFINEX,
'symbol': 'EOS-USD',
'timeframe': timeframes.HOUR_3
},
{
'exchange': exchanges.BITFINEX,
'symbol': 'EOS-USD',
'timeframe': timeframes.HOUR_1
},
])
# reset store for new routes to take affect
store.reset(True)
# now assert it's working as expected
assert set(config['app']['trading_exchanges']) == set(
[exchanges.SANDBOX, exchanges.BITFINEX])
assert set(config['app']['trading_symbols']) == set(['BTC-USD', 'ETH-USD'])
assert set(config['app']['trading_timeframes']) == set(
[timeframes.HOUR_3, timeframes.MINUTE_15])
assert set(config['app']['considering_exchanges']) == set(
[exchanges.SANDBOX, exchanges.BITFINEX])
assert set(config['app']['considering_symbols']) == set(
['BTC-USD', 'ETH-USD', 'EOS-USD'])
assert set(config['app']['considering_timeframes']) == set([
timeframes.MINUTE_1, timeframes.HOUR_3, timeframes.MINUTE_15,
timeframes.HOUR_1
])
def set_up():
reset_config()
from jesse.routes import router
router.set_routes([{
'exchange': 'Sandbox',
'symbol': 'BTC-USD',
'timeframe': '1m',
'strategy': 'Test01'
}])
router.set_extra_candles([{
'exchange': 'Sandbox',
'symbol': 'BTC-USD',
'timeframe': '5m'
}])
config['app']['considering_timeframes'] = ['1m', '5m']
config['app']['considering_symbols'] = ['BTC-USD']
config['app']['considering_exchanges'] = ['Sandbox']
store.reset(True)
store.candles.init_storage()
