def test_min_roi_reached3(default_conf, fee) -> None: # test for issue #1948 min_roi = {20: 0.07, 30: 0.05, 55: 0.30, } strategy = DefaultStrategy(default_conf) strategy.minimal_roi = min_roi trade = Trade( pair='ETH/BTC', stake_amount=0.001, open_date=arrow.utcnow().shift(hours=-1).datetime, fee_open=fee.return_value, fee_close=fee.return_value, exchange='bittrex', open_rate=1, ) assert not strategy.min_roi_reached(trade, 0.02, arrow.utcnow().shift(minutes=-56).datetime) assert not strategy.min_roi_reached(trade, 0.12, arrow.utcnow().shift(minutes=-56).datetime) assert not strategy.min_roi_reached(trade, 0.04, arrow.utcnow().shift(minutes=-39).datetime) assert strategy.min_roi_reached(trade, 0.071, arrow.utcnow().shift(minutes=-39).datetime) assert not strategy.min_roi_reached(trade, 0.04, arrow.utcnow().shift(minutes=-26).datetime) assert strategy.min_roi_reached(trade, 0.06, arrow.utcnow().shift(minutes=-26).datetime) # Should not trigger with 20% profit since after 55 minutes only 30% is active. assert not strategy.min_roi_reached(trade, 0.20, arrow.utcnow().shift(minutes=-2).datetime) assert strategy.min_roi_reached(trade, 0.31, arrow.utcnow().shift(minutes=-2).datetime)
def test_add_indicators(default_conf, caplog): pair = "UNITTEST/BTC" timerange = TimeRange(None, 'line', 0, -1000) data = history.load_pair_history(pair=pair, ticker_interval='1m', datadir=None, timerange=timerange) indicators1 = ["ema10"] indicators2 = ["macd"] # Generate buy/sell signals and indicators strat = DefaultStrategy(default_conf) data = strat.analyze_ticker(data, {'pair': pair}) fig = generage_empty_figure() # Row 1 fig1 = add_indicators(fig=deepcopy(fig), row=1, indicators=indicators1, data=data) figure = fig1.layout.figure ema10 = find_trace_in_fig_data(figure.data, "ema10") assert isinstance(ema10, go.Scatter) assert ema10.yaxis == "y" fig2 = add_indicators(fig=deepcopy(fig), row=3, indicators=indicators2, data=data) figure = fig2.layout.figure macd = find_trace_in_fig_data(figure.data, "macd") assert isinstance(macd, go.Scatter) assert macd.yaxis == "y3" # No indicator found fig3 = add_indicators(fig=deepcopy(fig), row=3, indicators=['no_indicator'], data=data) assert fig == fig3 assert log_has_re(r'Indicator "no_indicator" ignored\..*', caplog)
def test_tickerdata_to_dataframe(default_conf) -> None: strategy = DefaultStrategy(default_conf) timerange = TimeRange(None, 'line', 0, -100) tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange) tickerlist = {'UNITTEST/BTC': tick} data = strategy.tickerdata_to_dataframe(tickerlist) assert len(data['UNITTEST/BTC']) == 99 # partial candle was removed
def test_tickerdata_to_dataframe(default_conf, testdatadir) -> None: strategy = DefaultStrategy(default_conf) timerange = TimeRange.parse_timerange('1510694220-1510700340') tick = load_tickerdata_file(testdatadir, 'UNITTEST/BTC', '1m', timerange=timerange) tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', pair="UNITTEST/BTC", fill_missing=True)} data = strategy.tickerdata_to_dataframe(tickerlist) assert len(data['UNITTEST/BTC']) == 102 # partial candle was removed
def test_get_timerange(default_conf, mocker, testdatadir) -> None: patch_exchange(mocker) strategy = DefaultStrategy(default_conf) data = strategy.tickerdata_to_dataframe( load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC'])) min_date, max_date = get_timerange(data) assert min_date.isoformat() == '2017-11-04T23:02:00+00:00' assert max_date.isoformat() == '2017-11-14T22:58:00+00:00'
def test_default_strategy(result): strategy = DefaultStrategy() assert type(strategy.minimal_roi) is dict assert type(strategy.stoploss) is float assert type(strategy.ticker_interval) is str indicators = strategy.populate_indicators(result) assert type(indicators) is DataFrame assert type(strategy.populate_buy_trend(indicators)) is DataFrame assert type(strategy.populate_sell_trend(indicators)) is DataFrame
def test_min_roi_reached(default_conf, fee) -> None: # Use list to confirm sequence does not matter min_roi_list = [{20: 0.05, 55: 0.01, 0: 0.1}, {0: 0.1, 20: 0.05, 55: 0.01}] for roi in min_roi_list: strategy = DefaultStrategy(default_conf) strategy.minimal_roi = roi trade = Trade( pair='ETH/BTC', stake_amount=0.001, open_date=arrow.utcnow().shift(hours=-1).datetime, fee_open=fee.return_value, fee_close=fee.return_value, exchange='bittrex', open_rate=1, ) assert not strategy.min_roi_reached(trade, 0.02, arrow.utcnow().shift(minutes=-56).datetime) assert strategy.min_roi_reached(trade, 0.12, arrow.utcnow().shift(minutes=-56).datetime) assert not strategy.min_roi_reached(trade, 0.04, arrow.utcnow().shift(minutes=-39).datetime) assert strategy.min_roi_reached(trade, 0.06, arrow.utcnow().shift(minutes=-39).datetime) assert not strategy.min_roi_reached(trade, -0.01, arrow.utcnow().shift(minutes=-1).datetime) assert strategy.min_roi_reached(trade, 0.02, arrow.utcnow().shift(minutes=-1).datetime)
def test_min_roi_reached(default_conf, fee) -> None: strategy = DefaultStrategy(default_conf) strategy.minimal_roi = {0: 0.1, 20: 0.05, 55: 0.01} trade = Trade( pair='ETH/BTC', stake_amount=0.001, open_date=arrow.utcnow().shift(hours=-1).datetime, fee_open=fee.return_value, fee_close=fee.return_value, exchange='bittrex', open_rate=1, ) assert not strategy.min_roi_reached( trade, 0.01, arrow.utcnow().shift(minutes=-55).datetime) assert strategy.min_roi_reached(trade, 0.12, arrow.utcnow().shift(minutes=-55).datetime) assert not strategy.min_roi_reached( trade, 0.04, arrow.utcnow().shift(minutes=-39).datetime) assert strategy.min_roi_reached(trade, 0.06, arrow.utcnow().shift(minutes=-39).datetime) assert not strategy.min_roi_reached( trade, -0.01, arrow.utcnow().shift(minutes=-1).datetime) assert strategy.min_roi_reached(trade, 0.02, arrow.utcnow().shift(minutes=-1).datetime)
def test_default_strategy(result): strategy = DefaultStrategy({}) metadata = {'pair': 'ETH/BTC'} assert type(strategy.minimal_roi) is dict assert type(strategy.stoploss) is float assert type(strategy.ticker_interval) is str indicators = strategy.populate_indicators(result, metadata) assert type(indicators) is DataFrame assert type(strategy.populate_buy_trend(indicators, metadata)) is DataFrame assert type(strategy.populate_sell_trend(indicators, metadata)) is DataFrame
def test_common_datearray(default_conf) -> None: strategy = DefaultStrategy(default_conf) tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m') tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick)} dataframes = strategy.tickerdata_to_dataframe(tickerlist) dates = common_datearray(dataframes) assert dates.size == dataframes['UNITTEST/BTC']['date'].size assert dates[0] == dataframes['UNITTEST/BTC']['date'][0] assert dates[-1] == dataframes['UNITTEST/BTC']['date'][-1]
def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir): row_mock = mocker.patch('freqtrade.plot.plotting.add_indicators', MagicMock(side_effect=fig_generating_mock)) trades_mock = mocker.patch('freqtrade.plot.plotting.plot_trades', MagicMock(side_effect=fig_generating_mock)) pair = 'UNITTEST/BTC' timerange = TimeRange(None, 'line', 0, -1000) data = history.load_pair_history(pair=pair, ticker_interval='1m', datadir=testdatadir, timerange=timerange) # Generate buy/sell signals and indicators strat = DefaultStrategy(default_conf) data = strat.analyze_ticker(data, {'pair': pair}) indicators1 = [] indicators2 = [] fig = generate_candlestick_graph(pair=pair, data=data, trades=None, indicators1=indicators1, indicators2=indicators2) assert isinstance(fig, go.Figure) assert fig.layout.title.text == pair figure = fig.layout.figure assert len(figure.data) == 6 # Candlesticks are plotted first candles = find_trace_in_fig_data(figure.data, "Price") assert isinstance(candles, go.Candlestick) volume = find_trace_in_fig_data(figure.data, "Volume") assert isinstance(volume, go.Bar) buy = find_trace_in_fig_data(figure.data, "buy") assert isinstance(buy, go.Scatter) # All buy-signals should be plotted assert int(data.buy.sum()) == len(buy.x) sell = find_trace_in_fig_data(figure.data, "sell") assert isinstance(sell, go.Scatter) # All buy-signals should be plotted assert int(data.sell.sum()) == len(sell.x) assert find_trace_in_fig_data(figure.data, "BB lower") assert find_trace_in_fig_data(figure.data, "BB upper") assert row_mock.call_count == 2 assert trades_mock.call_count == 1
def test_tickerdata_to_dataframe_bt(default_conf, mocker) -> None: patch_exchange(mocker) timerange = TimeRange(None, 'line', 0, -100) tick = history.load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange) tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', fill_missing=True)} backtesting = Backtesting(default_conf) data = backtesting.strategy.tickerdata_to_dataframe(tickerlist) assert len(data['UNITTEST/BTC']) == 102 # Load strategy to compare the result between Backtesting function and strategy are the same strategy = DefaultStrategy(default_conf) data2 = strategy.tickerdata_to_dataframe(tickerlist) assert data['UNITTEST/BTC'].equals(data2['UNITTEST/BTC'])
def test_validate_backtest_data(default_conf, mocker, caplog) -> None: patch_exchange(mocker) strategy = DefaultStrategy(default_conf) timerange = TimeRange('index', 'index', 200, 250) data = strategy.tickerdata_to_dataframe( history.load_data(datadir=None, ticker_interval='5m', pairs=['UNITTEST/BTC'], timerange=timerange)) min_date, max_date = optimize.get_timeframe(data) caplog.clear() assert not optimize.validate_backtest_data( data, min_date, max_date, constants.TICKER_INTERVAL_MINUTES["5m"]) assert len(caplog.record_tuples) == 0
def test_validate_backtest_data_warn(default_conf, mocker, caplog) -> None: patch_exchange(mocker) strategy = DefaultStrategy(default_conf) data = strategy.tickerdata_to_dataframe( history.load_data(datadir=None, ticker_interval='1m', pairs=['UNITTEST/BTC'])) min_date, max_date = optimize.get_timeframe(data) caplog.clear() assert optimize.validate_backtest_data( data, min_date, max_date, constants.TICKER_INTERVAL_MINUTES["1m"]) assert len(caplog.record_tuples) == 1 assert log_has( "UNITTEST/BTC has missing frames: expected 14396, got 13680, that's 716 missing values", caplog.record_tuples)
def test_tickerdata_to_dataframe(default_conf) -> None: strategy = DefaultStrategy(default_conf) timerange = TimeRange(None, 'line', 0, -100) tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange) tickerlist = { 'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', pair="UNITTEST/BTC", fill_missing=True) } data = strategy.tickerdata_to_dataframe(tickerlist) assert len(data['UNITTEST/BTC']) == 102 # partial candle was removed
def test_validate_backtest_data(default_conf, mocker, caplog) -> None: patch_exchange(mocker) strategy = DefaultStrategy(default_conf) timerange = TimeRange('index', 'index', 200, 250) data = strategy.tickerdata_to_dataframe( history.load_data(datadir=None, ticker_interval='5m', pairs=['UNITTEST/BTC'], timerange=timerange)) min_date, max_date = history.get_timeframe(data) caplog.clear() assert not history.validate_backtest_data( data['UNITTEST/BTC'], 'UNITTEST/BTC', min_date, max_date, timeframe_to_minutes('5m')) assert len(caplog.record_tuples) == 0
def test_validate_backtest_data_warn(default_conf, mocker, caplog) -> None: patch_exchange(mocker) strategy = DefaultStrategy(default_conf) data = strategy.tickerdata_to_dataframe( history.load_data(datadir=None, ticker_interval='1m', pairs=['UNITTEST/BTC'], fill_up_missing=False)) min_date, max_date = history.get_timeframe(data) caplog.clear() assert history.validate_backtest_data(data['UNITTEST/BTC'], 'UNITTEST/BTC', min_date, max_date, timeframe_to_minutes('1m')) assert len(caplog.record_tuples) == 1 assert log_has( "UNITTEST/BTC has missing frames: expected 14396, got 13680, that's 716 missing values", caplog.record_tuples)
def test__analyze_ticker_internal_skip_analyze(ticker_history, mocker, caplog) -> None: caplog.set_level(logging.DEBUG) ind_mock = MagicMock(side_effect=lambda x, meta: x) buy_mock = MagicMock(side_effect=lambda x, meta: x) sell_mock = MagicMock(side_effect=lambda x, meta: x) mocker.patch.multiple( 'freqtrade.strategy.interface.IStrategy', advise_indicators=ind_mock, advise_buy=buy_mock, advise_sell=sell_mock, ) strategy = DefaultStrategy({}) strategy.process_only_new_candles = True ret = strategy._analyze_ticker_internal(ticker_history, {'pair': 'ETH/BTC'}) assert 'high' in ret.columns assert 'low' in ret.columns assert 'close' in ret.columns assert isinstance(ret, DataFrame) assert ind_mock.call_count == 1 assert buy_mock.call_count == 1 assert buy_mock.call_count == 1 assert log_has('TA Analysis Launched', caplog) assert not log_has('Skipping TA Analysis for already analyzed candle', caplog) caplog.clear() ret = strategy._analyze_ticker_internal(ticker_history, {'pair': 'ETH/BTC'}) # No analysis happens as process_only_new_candles is true assert ind_mock.call_count == 1 assert buy_mock.call_count == 1 assert buy_mock.call_count == 1 # only skipped analyze adds buy and sell columns, otherwise it's all mocked assert 'buy' in ret.columns assert 'sell' in ret.columns assert ret['buy'].sum() == 0 assert ret['sell'].sum() == 0 assert not log_has('TA Analysis Launched', caplog) assert log_has('Skipping TA Analysis for already analyzed candle', caplog)
def test_import_strategy(caplog): caplog.set_level(logging.DEBUG) default_config = {} strategy = DefaultStrategy(default_config) strategy.some_method = lambda *args, **kwargs: 42 assert strategy.__module__ == 'freqtrade.strategy.default_strategy' assert strategy.some_method() == 42 imported_strategy = import_strategy(strategy, default_config) assert dir(strategy) == dir(imported_strategy) assert imported_strategy.__module__ == 'freqtrade.strategy' assert imported_strategy.some_method() == 42 assert log_has( 'Imported strategy freqtrade.strategy.default_strategy.DefaultStrategy ' 'as freqtrade.strategy.DefaultStrategy', caplog)
def test_analyze_ticker_default(ticker_history, mocker, caplog) -> None: caplog.set_level(logging.DEBUG) ind_mock = MagicMock(side_effect=lambda x, meta: x) buy_mock = MagicMock(side_effect=lambda x, meta: x) sell_mock = MagicMock(side_effect=lambda x, meta: x) mocker.patch.multiple( 'freqtrade.strategy.interface.IStrategy', advise_indicators=ind_mock, advise_buy=buy_mock, advise_sell=sell_mock, ) strategy = DefaultStrategy({}) strategy.analyze_ticker(ticker_history, {'pair': 'ETH/BTC'}) assert ind_mock.call_count == 1 assert buy_mock.call_count == 1 assert buy_mock.call_count == 1 assert log_has('TA Analysis Launched', caplog.record_tuples) assert not log_has('Skippinig TA Analysis for already analyzed candle', caplog.record_tuples) caplog.clear() strategy.analyze_ticker(ticker_history, {'pair': 'ETH/BTC'}) # No analysis happens as process_only_new_candles is true assert ind_mock.call_count == 2 assert buy_mock.call_count == 2 assert buy_mock.call_count == 2 assert log_has('TA Analysis Launched', caplog.record_tuples) assert not log_has('Skippinig TA Analysis for already analyzed candle', caplog.record_tuples)
def test_import_strategy(caplog): caplog.set_level(logging.DEBUG) strategy = DefaultStrategy() strategy.some_method = lambda *args, **kwargs: 42 assert strategy.__module__ == 'freqtrade.strategy.default_strategy' assert strategy.some_method() == 42 imported_strategy = import_strategy(strategy) assert dir(strategy) == dir(imported_strategy) assert imported_strategy.__module__ == 'freqtrade.strategy' assert imported_strategy.some_method() == 42 assert ( 'freqtrade.strategy', logging.DEBUG, 'Imported strategy freqtrade.strategy.default_strategy.DefaultStrategy ' 'as freqtrade.strategy.DefaultStrategy', ) in caplog.record_tuples
def test_is_pair_locked(default_conf): strategy = DefaultStrategy(default_conf) # dict should be empty assert not strategy._pair_locked_until pair = 'ETH/BTC' assert not strategy.is_pair_locked(pair) strategy.lock_pair(pair, arrow.utcnow().shift(minutes=4).datetime) # ETH/BTC locked for 4 minutes assert strategy.is_pair_locked(pair) # XRP/BTC should not be locked now pair = 'XRP/BTC' assert not strategy.is_pair_locked(pair)
def test_min_roi_reached2(default_conf, fee) -> None: # test with ROI raising after last interval min_roi_list = [ { 20: 0.07, 30: 0.05, 55: 0.30, 0: 0.1 }, { 0: 0.1, 20: 0.07, 30: 0.05, 55: 0.30 }, ] for roi in min_roi_list: strategy = DefaultStrategy(default_conf) strategy.minimal_roi = roi trade = Trade( pair='ETH/BTC', stake_amount=0.001, amount=5, open_date=arrow.utcnow().shift(hours=-1).datetime, fee_open=fee.return_value, fee_close=fee.return_value, exchange='bittrex', open_rate=1, ) assert not strategy.min_roi_reached( trade, 0.02, arrow.utcnow().shift(minutes=-56).datetime) assert strategy.min_roi_reached( trade, 0.12, arrow.utcnow().shift(minutes=-56).datetime) assert not strategy.min_roi_reached( trade, 0.04, arrow.utcnow().shift(minutes=-39).datetime) assert strategy.min_roi_reached( trade, 0.071, arrow.utcnow().shift(minutes=-39).datetime) assert not strategy.min_roi_reached( trade, 0.04, arrow.utcnow().shift(minutes=-26).datetime) assert strategy.min_roi_reached( trade, 0.06, arrow.utcnow().shift(minutes=-26).datetime) # Should not trigger with 20% profit since after 55 minutes only 30% is active. assert not strategy.min_roi_reached( trade, 0.20, arrow.utcnow().shift(minutes=-2).datetime) assert strategy.min_roi_reached( trade, 0.31, arrow.utcnow().shift(minutes=-2).datetime)
import logging from unittest.mock import MagicMock import arrow from pandas import DataFrame from freqtrade.arguments import TimeRange from freqtrade.data.converter import parse_ticker_dataframe from freqtrade.data.history import load_tickerdata_file from freqtrade.persistence import Trade from freqtrade.tests.conftest import get_patched_exchange, log_has from freqtrade.strategy.default_strategy import DefaultStrategy # Avoid to reinit the same object again and again _STRATEGY = DefaultStrategy(config={}) def test_returns_latest_buy_signal(mocker, default_conf, ticker_history): mocker.patch.object(_STRATEGY, 'analyze_ticker', return_value=DataFrame([{ 'buy': 1, 'sell': 0, 'date': arrow.utcnow() }])) assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (True, False) mocker.patch.object(_STRATEGY, 'analyze_ticker',
def test_is_pair_locked(default_conf): strategy = DefaultStrategy(default_conf) # dict should be empty assert not strategy._pair_locked_until pair = 'ETH/BTC' assert not strategy.is_pair_locked(pair) strategy.lock_pair(pair, arrow.utcnow().shift(minutes=4).datetime) # ETH/BTC locked for 4 minutes assert strategy.is_pair_locked(pair) # Test lock does not change lock = strategy._pair_locked_until[pair] strategy.lock_pair(pair, arrow.utcnow().shift(minutes=2).datetime) assert lock == strategy._pair_locked_until[pair] # XRP/BTC should not be locked now pair = 'XRP/BTC' assert not strategy.is_pair_locked(pair) # Unlocking a pair that's not locked should not raise an error strategy.unlock_pair(pair) # Unlock original pair pair = 'ETH/BTC' strategy.unlock_pair(pair) assert not strategy.is_pair_locked(pair)