def test_file_load_json(mocker) -> None:
# 7m .json does not exist
ret = file_load_json(
make_testdata_path(None).joinpath('UNITTEST_BTC-7m.json'))
assert not ret
# 1m json exists (but no .gz exists)
ret = file_load_json(
make_testdata_path(None).joinpath('UNITTEST_BTC-1m.json'))
assert ret
# 8 .json is empty and will fail if it's loaded. .json.gz is a copy of 1.json
ret = file_load_json(
make_testdata_path(None).joinpath('UNITTEST_BTC-8m.json'))
assert ret
def test_generate_profit_graph():
filename = history.make_testdata_path(None) / "backtest-result_test.json"
trades = load_backtest_data(filename)
timerange = Arguments.parse_timerange("20180110-20180112")
pairs = ["POWR/BTC", "XLM/BTC"]
tickers = history.load_data(datadir=None,
pairs=pairs,
ticker_interval='5m',
timerange=timerange)
trades = trades[trades['pair'].isin(pairs)]
fig = generate_profit_graph(pairs, tickers, trades)
assert isinstance(fig, go.Figure)
assert fig.layout.title.text == "Profit plot"
figure = fig.layout.figure
assert len(figure.data) == 4
avgclose = find_trace_in_fig_data(figure.data, "Avg close price")
assert isinstance(avgclose, go.Scattergl)
profit = find_trace_in_fig_data(figure.data, "Profit")
assert isinstance(profit, go.Scattergl)
for pair in pairs:
profit_pair = find_trace_in_fig_data(figure.data, f"Profit {pair}")
assert isinstance(profit_pair, go.Scattergl)
def test_plot_trades(caplog):
fig1 = generage_empty_figure()
# nothing happens when no trades are available
fig = plot_trades(fig1, None)
assert fig == fig1
assert log_has("No trades found.", caplog.record_tuples)
pair = "ADA/BTC"
filename = history.make_testdata_path(None) / "backtest-result_test.json"
trades = load_backtest_data(filename)
trades = trades.loc[trades['pair'] == pair]
fig = plot_trades(fig, trades)
figure = fig1.layout.figure
# Check buys - color, should be in first graph, ...
trade_buy = find_trace_in_fig_data(figure.data, "trade_buy")
assert isinstance(trade_buy, go.Scatter)
assert trade_buy.yaxis == 'y'
assert len(trades) == len(trade_buy.x)
assert trade_buy.marker.color == 'green'
trade_sell = find_trace_in_fig_data(figure.data, "trade_sell")
assert isinstance(trade_sell, go.Scatter)
assert trade_sell.yaxis == 'y'
assert len(trades) == len(trade_sell.x)
assert trade_sell.marker.color == 'red'
def test_init_plotscript(default_conf, mocker):
default_conf['timerange'] = "20180110-20180112"
default_conf['trade_source'] = "file"
default_conf['ticker_interval'] = "5m"
default_conf["datadir"] = history.make_testdata_path(None)
default_conf['exportfilename'] = str(
history.make_testdata_path(None) / "backtest-result_test.json")
ret = init_plotscript(default_conf)
assert "tickers" in ret
assert "trades" in ret
assert "pairs" in ret
default_conf['pairs'] = ["POWR/BTC", "XLM/BTC"]
ret = init_plotscript(default_conf)
assert "tickers" in ret
assert "POWR/BTC" in ret["tickers"]
assert "XLM/BTC" in ret["tickers"]
def test_plot_profit(default_conf, mocker, caplog):
default_conf['trade_source'] = 'file'
default_conf["datadir"] = history.make_testdata_path(None)
default_conf['exportfilename'] = str(
history.make_testdata_path(None) / "backtest-result_test.json")
default_conf['pairs'] = ["ETH/BTC", "LTC/BTC"]
profit_mock = MagicMock()
store_mock = MagicMock()
mocker.patch.multiple("freqtrade.plot.plotting",
generate_profit_graph=profit_mock,
store_plot_file=store_mock)
plot_profit(default_conf)
# Plot-profit generates one combined plot
assert profit_mock.call_count == 1
assert store_mock.call_count == 1
assert profit_mock.call_args_list[0][0][0] == default_conf['pairs']
assert store_mock.call_args_list[0][1]['auto_open'] is True
def test_load_backtest_data():
filename = make_testdata_path(None) / "backtest-result_test.json"
bt_data = load_backtest_data(filename)
assert isinstance(bt_data, DataFrame)
assert list(bt_data.columns) == BT_DATA_COLUMNS + ["profitabs"]
assert len(bt_data) == 179
# Test loading from string (must yield same result)
bt_data2 = load_backtest_data(str(filename))
assert bt_data.equals(bt_data2)
with pytest.raises(ValueError, match=r"File .* does not exist\."):
load_backtest_data(str("filename") + "nofile")
def test_create_cum_profit():
filename = make_testdata_path(None) / "backtest-result_test.json"
bt_data = load_backtest_data(filename)
timerange = TimeRange.parse_timerange("20180110-20180112")
df = load_pair_history(pair="POWR/BTC", ticker_interval='5m',
datadir=None, timerange=timerange)
cum_profits = create_cum_profit(df.set_index('date'),
bt_data[bt_data["pair"] == 'POWR/BTC'],
"cum_profits")
assert "cum_profits" in cum_profits.columns
assert cum_profits.iloc[0]['cum_profits'] == 0
assert cum_profits.iloc[-1]['cum_profits'] == 0.0798005
def test_analyse_and_plot_pairs(default_conf, mocker, caplog):
default_conf['trade_source'] = 'file'
default_conf["datadir"] = history.make_testdata_path(None)
default_conf['exportfilename'] = str(
history.make_testdata_path(None) / "backtest-result_test.json")
default_conf['indicators1'] = ["sma5", "ema10"]
default_conf['indicators2'] = ["macd"]
default_conf['pairs'] = ["ETH/BTC", "LTC/BTC"]
candle_mock = MagicMock()
store_mock = MagicMock()
mocker.patch.multiple("freqtrade.plot.plotting",
generate_candlestick_graph=candle_mock,
store_plot_file=store_mock)
analyse_and_plot_pairs(default_conf)
# Both mocks should be called once per pair
assert candle_mock.call_count == 2
assert store_mock.call_count == 2
assert candle_mock.call_args_list[0][1]['indicators1'] == ['sma5', 'ema10']
assert candle_mock.call_args_list[0][1]['indicators2'] == ['macd']
assert log_has("End of plotting process. 2 plots generated", caplog)
def test_download_data_no_markets(mocker, default_conf, caplog):
dl_mock = mocker.patch('freqtrade.data.history.download_pair_history',
MagicMock())
mocker.patch('freqtrade.exchange.Exchange.markets',
PropertyMock(return_value={}))
ex = get_patched_exchange(mocker, default_conf)
timerange = TimeRange.parse_timerange("20190101-20190102")
unav_pairs = refresh_backtest_ohlcv_data(exchange=ex,
pairs=["ETH/BTC", "XRP/BTC"],
timeframes=["1m", "5m"],
dl_path=make_testdata_path(None),
timerange=timerange,
erase=False)
assert dl_mock.call_count == 0
assert "ETH/BTC" in unav_pairs
assert "XRP/BTC" in unav_pairs
assert log_has("Skipping pair ETH/BTC...", caplog)
def test_add_profit():
filename = history.make_testdata_path(None) / "backtest-result_test.json"
bt_data = load_backtest_data(filename)
timerange = TimeRange.parse_timerange("20180110-20180112")
df = history.load_pair_history(pair="POWR/BTC", ticker_interval='5m',
datadir=None, timerange=timerange)
fig = generage_empty_figure()
cum_profits = create_cum_profit(df.set_index('date'),
bt_data[bt_data["pair"] == 'POWR/BTC'],
"cum_profits")
fig1 = add_profit(fig, row=2, data=cum_profits, column='cum_profits', name='Profits')
figure = fig1.layout.figure
profits = find_trace_in_fig_data(figure.data, "Profits")
assert isinstance(profits, go.Scattergl)
assert profits.yaxis == "y2"
def test_refresh_backtest_ohlcv_data(mocker, default_conf, markets, caplog):
dl_mock = mocker.patch('freqtrade.data.history.download_pair_history',
MagicMock())
mocker.patch('freqtrade.exchange.Exchange.markets',
PropertyMock(return_value=markets))
mocker.patch.object(Path, "exists", MagicMock(return_value=True))
mocker.patch.object(Path, "unlink", MagicMock())
ex = get_patched_exchange(mocker, default_conf)
timerange = TimeRange.parse_timerange("20190101-20190102")
refresh_backtest_ohlcv_data(exchange=ex,
pairs=["ETH/BTC", "XRP/BTC"],
timeframes=["1m", "5m"],
dl_path=make_testdata_path(None),
timerange=timerange,
erase=True)
assert dl_mock.call_count == 4
assert dl_mock.call_args[1]['timerange'].starttype == 'date'
assert log_has("Downloading pair ETH/BTC, interval 1m.", caplog)
def test_testdata_path() -> None:
assert str(Path('freqtrade') / 'tests' / 'testdata') in str(
make_testdata_path(None))
