def test_get_fee(default_conf, mocker):
api_mock = MagicMock()
api_mock.calculate_fee = MagicMock(return_value={
'type': 'taker',
'currency': 'BTC',
'rate': 0.025,
'cost': 0.05
})
exchange = get_patched_exchange(mocker, default_conf, api_mock)
assert exchange.get_fee() == 0.025
# test Exceptions
with pytest.raises(OperationalException):
api_mock = MagicMock()
api_mock.calculate_fee = MagicMock(side_effect=ccxt.BaseError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_fee()
with pytest.raises(TemporaryError):
api_mock = MagicMock()
api_mock.calculate_fee = MagicMock(side_effect=ccxt.NetworkError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_fee()
assert api_mock.calculate_fee.call_count == API_RETRY_COUNT + 1
def test_get_balances_prod(default_conf, mocker):
balance_item = {'free': 10.0, 'total': 10.0, 'used': 0.0}
api_mock = MagicMock()
api_mock.fetch_balance = MagicMock(return_value={
'1ST': balance_item,
'2ST': balance_item,
'3ST': balance_item
})
default_conf['dry_run'] = False
exchange = get_patched_exchange(mocker, default_conf, api_mock)
assert len(exchange.get_balances()) == 3
assert exchange.get_balances()['1ST']['free'] == 10.0
assert exchange.get_balances()['1ST']['total'] == 10.0
assert exchange.get_balances()['1ST']['used'] == 0.0
with pytest.raises(TemporaryError):
api_mock.fetch_balance = MagicMock(side_effect=ccxt.NetworkError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_balances()
assert api_mock.fetch_balance.call_count == API_RETRY_COUNT + 1
with pytest.raises(OperationalException):
api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_balances()
assert api_mock.fetch_balance.call_count == 1
def test_get_candle_history(default_conf, mocker):
api_mock = MagicMock()
tick = [[
1511686200000, # unix timestamp ms
1, # open
2, # high
3, # low
4, # close
5, # volume (in quote currency)
]]
type(api_mock).has = PropertyMock(return_value={'fetchOHLCV': True})
api_mock.fetch_ohlcv = MagicMock(side_effect=make_fetch_ohlcv_mock(tick))
exchange = get_patched_exchange(mocker, default_conf, api_mock)
# retrieve original ticker
ticks = exchange.get_candle_history('ETH/BTC',
default_conf['ticker_interval'])
assert ticks[0][0] == 1511686200000
assert ticks[0][1] == 1
assert ticks[0][2] == 2
assert ticks[0][3] == 3
assert ticks[0][4] == 4
assert ticks[0][5] == 5
# change ticker and ensure tick changes
new_tick = [[
1511686210000, # unix timestamp ms
6, # open
7, # high
8, # low
9, # close
10, # volume (in quote currency)
]]
api_mock.fetch_ohlcv = MagicMock(
side_effect=make_fetch_ohlcv_mock(new_tick))
exchange = get_patched_exchange(mocker, default_conf, api_mock)
ticks = exchange.get_candle_history('ETH/BTC',
default_conf['ticker_interval'])
assert ticks[0][0] == 1511686210000
assert ticks[0][1] == 6
assert ticks[0][2] == 7
assert ticks[0][3] == 8
assert ticks[0][4] == 9
assert ticks[0][5] == 10
ccxt_exceptionhandlers(mocker,
default_conf,
api_mock,
"get_candle_history",
"fetch_ohlcv",
pair='ABCD/BTC',
tick_interval=default_conf['ticker_interval'])
with pytest.raises(OperationalException,
match=r'Exchange .* does not support.*'):
api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NotSupported)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_candle_history(
pair='ABCD/BTC', tick_interval=default_conf['ticker_interval'])
def test_cancel_order(default_conf, mocker):
default_conf['dry_run'] = False
api_mock = MagicMock()
api_mock.cancel_order = MagicMock(return_value=123)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
assert exchange.cancel_order(order_id='_', pair='TKN/BTC') == 123
with pytest.raises(TemporaryError):
api_mock.cancel_order = MagicMock(side_effect=ccxt.NetworkError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.cancel_order(order_id='_', pair='TKN/BTC')
assert api_mock.cancel_order.call_count == API_RETRY_COUNT + 1
with pytest.raises(DependencyException):
api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.cancel_order(order_id='_', pair='TKN/BTC')
assert api_mock.cancel_order.call_count == API_RETRY_COUNT + 1
with pytest.raises(OperationalException):
api_mock.cancel_order = MagicMock(side_effect=ccxt.BaseError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.cancel_order(order_id='_', pair='TKN/BTC')
assert api_mock.cancel_order.call_count == 1
def test_get_order(default_conf, mocker):
default_conf['dry_run'] = True
order = MagicMock()
order.myid = 123
exchange = get_patched_exchange(mocker, default_conf)
exchange._dry_run_open_orders['X'] = order
print(exchange.get_order('X', 'TKN/BTC'))
assert exchange.get_order('X', 'TKN/BTC').myid == 123
default_conf['dry_run'] = False
api_mock = MagicMock()
api_mock.fetch_order = MagicMock(return_value=456)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
assert exchange.get_order('X', 'TKN/BTC') == 456
with pytest.raises(TemporaryError):
api_mock.fetch_order = MagicMock(side_effect=ccxt.NetworkError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_order(order_id='_', pair='TKN/BTC')
assert api_mock.fetch_order.call_count == API_RETRY_COUNT + 1
with pytest.raises(DependencyException):
api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_order(order_id='_', pair='TKN/BTC')
assert api_mock.fetch_order.call_count == API_RETRY_COUNT + 1
with pytest.raises(OperationalException):
api_mock.fetch_order = MagicMock(side_effect=ccxt.BaseError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_order(order_id='_', pair='TKN/BTC')
assert api_mock.fetch_order.call_count == 1
def test_get_ticker_history(default_conf, mocker):
api_mock = MagicMock()
tick = [[
1511686200000, # unix timestamp ms
1, # open
2, # high
3, # low
4, # close
5, # volume (in quote currency)
]]
type(api_mock).has = PropertyMock(return_value={'fetchOHLCV': True})
api_mock.fetch_ohlcv = MagicMock(side_effect=make_fetch_ohlcv_mock(tick))
exchange = get_patched_exchange(mocker, default_conf, api_mock)
# retrieve original ticker
ticks = exchange.get_ticker_history('ETH/BTC',
default_conf['ticker_interval'])
assert ticks[0][0] == 1511686200000
assert ticks[0][1] == 1
assert ticks[0][2] == 2
assert ticks[0][3] == 3
assert ticks[0][4] == 4
assert ticks[0][5] == 5
# change ticker and ensure tick changes
new_tick = [[
1511686210000, # unix timestamp ms
6, # open
7, # high
8, # low
9, # close
10, # volume (in quote currency)
]]
api_mock.fetch_ohlcv = MagicMock(
side_effect=make_fetch_ohlcv_mock(new_tick))
exchange = get_patched_exchange(mocker, default_conf, api_mock)
ticks = exchange.get_ticker_history('ETH/BTC',
default_conf['ticker_interval'])
assert ticks[0][0] == 1511686210000
assert ticks[0][1] == 6
assert ticks[0][2] == 7
assert ticks[0][3] == 8
assert ticks[0][4] == 9
assert ticks[0][5] == 10
with pytest.raises(TemporaryError): # test retrier
api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NetworkError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
# new symbol to get around cache
exchange.get_ticker_history('ABCD/BTC',
default_conf['ticker_interval'])
with pytest.raises(OperationalException):
api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.BaseError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
# new symbol to get around cache
exchange.get_ticker_history('EFGH/BTC',
default_conf['ticker_interval'])
def test_get_ticker(default_conf, mocker):
api_mock = MagicMock()
tick = {
'symbol': 'ETH/BTC',
'bid': 0.00001098,
'ask': 0.00001099,
'last': 0.0001,
}
api_mock.fetch_ticker = MagicMock(return_value=tick)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
# retrieve original ticker
ticker = exchange.get_ticker(pair='ETH/BTC')
assert ticker['bid'] == 0.00001098
assert ticker['ask'] == 0.00001099
# change the ticker
tick = {
'symbol': 'ETH/BTC',
'bid': 0.5,
'ask': 1,
'last': 42,
}
api_mock.fetch_ticker = MagicMock(return_value=tick)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
# if not caching the result we should get the same ticker
# if not fetching a new result we should get the cached ticker
ticker = exchange.get_ticker(pair='ETH/BTC')
assert api_mock.fetch_ticker.call_count == 1
assert ticker['bid'] == 0.5
assert ticker['ask'] == 1
assert 'ETH/BTC' in exchange._cached_ticker
assert exchange._cached_ticker['ETH/BTC']['bid'] == 0.5
assert exchange._cached_ticker['ETH/BTC']['ask'] == 1
# Test caching
api_mock.fetch_ticker = MagicMock()
exchange.get_ticker(pair='ETH/BTC', refresh=False)
assert api_mock.fetch_ticker.call_count == 0
with pytest.raises(TemporaryError): # test retrier
api_mock.fetch_ticker = MagicMock(side_effect=ccxt.NetworkError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_ticker(pair='ETH/BTC', refresh=True)
with pytest.raises(OperationalException):
api_mock.fetch_ticker = MagicMock(side_effect=ccxt.BaseError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_ticker(pair='ETH/BTC', refresh=True)
api_mock.fetch_ticker = MagicMock(return_value={})
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_ticker(pair='ETH/BTC', refresh=True)
def test_stoploss_limit_order(default_conf, mocker):
api_mock = MagicMock()
order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
order_type = 'stop_loss_limit'
api_mock.create_order = MagicMock(return_value={
'id': order_id,
'info': {
'foo': 'bar'
}
})
default_conf['dry_run'] = False
mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
with pytest.raises(OperationalException):
order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=190, rate=200)
api_mock.create_order.reset_mock()
order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
assert 'id' in order
assert 'info' in order
assert order['id'] == order_id
assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
assert api_mock.create_order.call_args[0][1] == order_type
assert api_mock.create_order.call_args[0][2] == 'sell'
assert api_mock.create_order.call_args[0][3] == 1
assert api_mock.create_order.call_args[0][4] == 200
assert api_mock.create_order.call_args[0][5] == {'stopPrice': 220}
# test exception handling
with pytest.raises(DependencyException):
api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
with pytest.raises(InvalidOrderException):
api_mock.create_order = MagicMock(
side_effect=ccxt.InvalidOrder("binance Order would trigger immediately."))
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
with pytest.raises(TemporaryError):
api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No connection"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
with pytest.raises(OperationalException, match=r".*DeadBeef.*"):
api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
def test_get_ticker(default_conf, mocker):
api_mock = MagicMock()
tick = {
'symbol': 'ETH/BTC',
'bid': 0.00001098,
'ask': 0.00001099,
'last': 0.0001,
}
api_mock.fetch_ticker = MagicMock(return_value=tick)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
# retrieve original ticker
ticker = exchange.get_ticker(pair='ETH/BTC')
assert ticker['bid'] == 0.00001098
assert ticker['ask'] == 0.00001099
# change the ticker
tick = {
'symbol': 'ETH/BTC',
'bid': 0.5,
'ask': 1,
'last': 42,
}
api_mock.fetch_ticker = MagicMock(return_value=tick)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
# if not caching the result we should get the same ticker
# if not fetching a new result we should get the cached ticker
ticker = exchange.get_ticker(pair='ETH/BTC')
assert api_mock.fetch_ticker.call_count == 1
assert ticker['bid'] == 0.5
assert ticker['ask'] == 1
assert 'ETH/BTC' in exchange._cached_ticker
assert exchange._cached_ticker['ETH/BTC']['bid'] == 0.5
assert exchange._cached_ticker['ETH/BTC']['ask'] == 1
# Test caching
api_mock.fetch_ticker = MagicMock()
exchange.get_ticker(pair='ETH/BTC', refresh=False)
assert api_mock.fetch_ticker.call_count == 0
ccxt_exceptionhandlers(mocker,
default_conf,
api_mock,
"get_ticker",
"fetch_ticker",
pair='ETH/BTC',
refresh=True)
api_mock.fetch_ticker = MagicMock(return_value={})
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_ticker(pair='ETH/BTC', refresh=True)
async def async_ccxt_exception(mocker, default_conf, api_mock, fun, mock_ccxt_fun, **kwargs):
with pytest.raises(TemporaryError):
api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
await getattr(exchange, fun)(**kwargs)
assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1
with pytest.raises(OperationalException):
api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
await getattr(exchange, fun)(**kwargs)
assert api_mock.__dict__[mock_ccxt_fun].call_count == 1
def test_exchange_has(default_conf, mocker):
exchange = get_patched_exchange(mocker, default_conf)
assert not exchange.exchange_has('ASDFASDF')
api_mock = MagicMock()
type(api_mock).has = PropertyMock(return_value={'deadbeef': True})
exchange = get_patched_exchange(mocker, default_conf, api_mock)
assert exchange.exchange_has("deadbeef")
type(api_mock).has = PropertyMock(return_value={'deadbeef': False})
exchange = get_patched_exchange(mocker, default_conf, api_mock)
assert not exchange.exchange_has("deadbeef")
def test_get_trades_for_order(default_conf, mocker):
order_id = 'ABCD-ABCD'
since = datetime(2018, 5, 5)
default_conf["dry_run"] = False
mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True)
api_mock = MagicMock()
api_mock.fetch_my_trades = MagicMock(return_value=[{
'id': 'TTR67E-3PFBD-76IISV',
'order': 'ABCD-ABCD',
'info': {
'pair': 'XLTCZBTC',
'time': 1519860024.4388,
'type': 'buy',
'ordertype': 'limit',
'price': '20.00000',
'cost': '38.62000',
'fee': '0.06179',
'vol': '5',
'id': 'ABCD-ABCD'
},
'timestamp': 1519860024438,
'datetime': '2018-02-28T23:20:24.438Z',
'symbol': 'LTC/BTC',
'type': 'limit',
'side': 'buy',
'price': 165.0,
'amount': 0.2340606,
'fee': {
'cost': 0.06179,
'currency': 'BTC'
}
}])
exchange = get_patched_exchange(mocker, default_conf, api_mock)
orders = exchange.get_trades_for_order(order_id, 'LTC/BTC', since)
assert len(orders) == 1
assert orders[0]['price'] == 165
# test Exceptions
with pytest.raises(OperationalException):
api_mock = MagicMock()
api_mock.fetch_my_trades = MagicMock(side_effect=ccxt.BaseError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_trades_for_order(order_id, 'LTC/BTC', since)
with pytest.raises(TemporaryError):
api_mock = MagicMock()
api_mock.fetch_my_trades = MagicMock(side_effect=ccxt.NetworkError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_trades_for_order(order_id, 'LTC/BTC', since)
assert api_mock.fetch_my_trades.call_count == API_RETRY_COUNT + 1
def test_get_balance_prod(default_conf, mocker):
api_mock = MagicMock()
api_mock.fetch_balance = MagicMock(return_value={'BTC': {'free': 123.4}})
default_conf['dry_run'] = False
exchange = get_patched_exchange(mocker, default_conf, api_mock)
assert exchange.get_balance(currency='BTC') == 123.4
with pytest.raises(OperationalException):
api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_balance(currency='BTC')
def test_get_order_book_exception(default_conf, mocker):
api_mock = MagicMock()
with pytest.raises(OperationalException):
api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NotSupported)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_order_book(pair='ETH/BTC', limit=50)
with pytest.raises(TemporaryError):
api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NetworkError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_order_book(pair='ETH/BTC', limit=50)
with pytest.raises(OperationalException):
api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.BaseError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_order_book(pair='ETH/BTC', limit=50)
def test_sell_dry_run(default_conf, mocker):
default_conf['dry_run'] = True
exchange = get_patched_exchange(mocker, default_conf)
order = exchange.sell(pair='ETH/BTC', rate=200, amount=1)
assert 'id' in order
assert 'dry_run_sell_' in order['id']
async def test_async_get_candles_history(default_conf, mocker):
tick = [
[
1511686200000, # unix timestamp ms
1, # open
2, # high
3, # low
4, # close
5, # volume (in quote currency)
]
]
async def mock_get_candle_hist(pair, tick_interval, since_ms=None):
return (pair, tick)
exchange = get_patched_exchange(mocker, default_conf)
# Monkey-patch async function
exchange._api_async.fetch_ohlcv = get_mock_coro(tick)
exchange._async_get_candle_history = Mock(wraps=mock_get_candle_hist)
pairs = ['ETH/BTC', 'XRP/BTC']
res = await exchange.async_get_candles_history(pairs, "5m")
assert type(res) is list
assert len(res) == 2
assert type(res[0]) is tuple
assert res[0][0] == pairs[0]
assert res[0][1] == tick
assert res[1][0] == pairs[1]
assert res[1][1] == tick
assert exchange._async_get_candle_history.call_count == 2
def test_refresh_tickers(mocker, default_conf, caplog) -> None:
tick = [
[
1511686200000, # unix timestamp ms
1, # open
2, # high
3, # low
4, # close
5, # volume (in quote currency)
]
]
caplog.set_level(logging.DEBUG)
exchange = get_patched_exchange(mocker, default_conf)
exchange._api_async.fetch_ohlcv = get_mock_coro(tick)
pairs = ['IOTA/ETH', 'XRP/ETH']
# empty dicts
assert not exchange.klines
exchange.refresh_tickers(['IOTA/ETH', 'XRP/ETH'], '5m')
assert log_has(f'Refreshing klines for {len(pairs)} pairs', caplog.record_tuples)
assert exchange.klines
for pair in pairs:
assert exchange.klines[pair]
def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog, default_conf) -> None:
"""
Test load_pair_history() with 1 min ticker
"""
mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history_list)
exchange = get_patched_exchange(mocker, default_conf)
file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
_backup_file(file)
# do not download a new pair if refresh_pairs isn't set
history.load_pair_history(datadir=None,
ticker_interval='1m',
refresh_pairs=False,
pair='MEME/BTC')
assert os.path.isfile(file) is False
assert log_has('No data for pair: "MEME/BTC", Interval: 1m. '
'Use --refresh-pairs-cached to download the data',
caplog.record_tuples)
# download a new pair if refresh_pairs is set
history.load_pair_history(datadir=None,
ticker_interval='1m',
refresh_pairs=True,
exchange=exchange,
pair='MEME/BTC')
assert os.path.isfile(file) is True
assert log_has('Download the pair: "MEME/BTC", Interval: 1m', caplog.record_tuples)
with pytest.raises(OperationalException, match=r'Exchange needs to be initialized when.*'):
history.load_pair_history(datadir=None,
ticker_interval='1m',
refresh_pairs=True,
exchange=None,
pair='MEME/BTC')
_clean_test_file(file)
def test_ohlcv(mocker, default_conf, ticker_history):
default_conf["runmode"] = RunMode.DRY_RUN
tick_interval = default_conf["ticker_interval"]
exchange = get_patched_exchange(mocker, default_conf)
exchange._klines[("XRP/BTC", tick_interval)] = ticker_history
exchange._klines[("UNITTEST/BTC", tick_interval)] = ticker_history
dp = DataProvider(default_conf, exchange)
assert dp.runmode == RunMode.DRY_RUN
assert ticker_history.equals(dp.ohlcv("UNITTEST/BTC", tick_interval))
assert isinstance(dp.ohlcv("UNITTEST/BTC", tick_interval), DataFrame)
assert dp.ohlcv("UNITTEST/BTC", tick_interval) is not ticker_history
assert dp.ohlcv("UNITTEST/BTC", tick_interval,
copy=False) is ticker_history
assert not dp.ohlcv("UNITTEST/BTC", tick_interval).empty
assert dp.ohlcv("NONESENSE/AAA", tick_interval).empty
# Test with and without parameter
assert dp.ohlcv("UNITTEST/BTC",
tick_interval).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", tick_interval), DataFrame)
default_conf["runmode"] = RunMode.BACKTEST
dp = DataProvider(default_conf, exchange)
assert dp.runmode == RunMode.BACKTEST
assert dp.ohlcv("UNITTEST/BTC", tick_interval).empty
def test_download_backtesting_testdata(ticker_history, mocker,
default_conf) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_history',
return_value=ticker_history)
exchange = get_patched_exchange(mocker, default_conf)
# Download a 1 min ticker file
file1 = os.path.join(os.path.dirname(__file__), '..', 'testdata',
'XEL_BTC-1m.json')
_backup_file(file1)
download_backtesting_testdata(None,
exchange,
pair="XEL/BTC",
tick_interval='1m')
assert os.path.isfile(file1) is True
_clean_test_file(file1)
# Download a 5 min ticker file
file2 = os.path.join(os.path.dirname(__file__), '..', 'testdata',
'STORJ_BTC-5m.json')
_backup_file(file2)
download_backtesting_testdata(None,
exchange,
pair="STORJ/BTC",
tick_interval='5m')
assert os.path.isfile(file2) is True
_clean_test_file(file2)
def test_load_data_with_new_pair_1min(ticker_history, mocker, caplog,
default_conf) -> None:
"""
Test load_data() with 1 min ticker
"""
mocker.patch('freqtrade.exchange.Exchange.get_history',
return_value=ticker_history)
exchange = get_patched_exchange(mocker, default_conf)
file = os.path.join(os.path.dirname(__file__), '..', 'testdata',
'MEME_BTC-1m.json')
_backup_file(file)
# do not download a new pair if refresh_pairs isn't set
optimize.load_data(None,
ticker_interval='1m',
refresh_pairs=False,
pairs=['MEME/BTC'])
assert os.path.isfile(file) is False
assert log_has(
'No data for pair: "MEME/BTC", Interval: 1m. '
'Use --refresh-pairs-cached to download the data',
caplog.record_tuples)
# download a new pair if refresh_pairs is set
optimize.load_data(None,
ticker_interval='1m',
refresh_pairs=True,
exchange=exchange,
pairs=['MEME/BTC'])
assert os.path.isfile(file) is True
assert log_has('Download the pair: "MEME/BTC", Interval: 1m',
caplog.record_tuples)
_clean_test_file(file)
def test_refresh(mocker, default_conf, ticker_history):
refresh_mock = MagicMock()
mocker.patch("freqtrade.exchange.Exchange.refresh_latest_ohlcv",
refresh_mock)
exchange = get_patched_exchange(mocker, default_conf, id="binance")
tick_interval = default_conf["ticker_interval"]
pairs = [("XRP/BTC", tick_interval), ("UNITTEST/BTC", tick_interval)]
pairs_non_trad = [("ETH/USDT", tick_interval), ("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_get_history(default_conf, mocker, caplog):
exchange = get_patched_exchange(mocker, default_conf)
tick = [
[
arrow.utcnow().timestamp * 1000, # unix timestamp ms
1, # open
2, # high
3, # low
4, # close
5, # volume (in quote currency)
]
]
pair = 'ETH/BTC'
async def mock_candle_hist(pair, tick_interval, since_ms):
return pair, tick
exchange._async_get_candle_history = Mock(wraps=mock_candle_hist)
# one_call calculation * 1.8 should do 2 calls
since = 5 * 60 * 500 * 1.8
print(f"since = {since}")
ret = exchange.get_history(pair, "5m", int((arrow.utcnow().timestamp - since) * 1000))
assert exchange._async_get_candle_history.call_count == 2
# Returns twice the above tick
assert len(ret) == 2
def test_get_signal_handles_exceptions(mocker, default_conf):
exchange = get_patched_exchange(mocker, default_conf)
mocker.patch.object(
_STRATEGY, 'analyze_ticker',
side_effect=Exception('invalid ticker history ')
)
assert _STRATEGY.get_signal(exchange, 'ETH/BTC', '5m') == (False, False)
def test_get_signal_handles_exceptions(mocker, default_conf):
mocker.patch('freqtrade.exchange.Exchange.get_candle_history', return_value=MagicMock())
exchange = get_patched_exchange(mocker, default_conf)
mocker.patch.object(
_STRATEGY, 'analyze_ticker',
side_effect=Exception('invalid ticker history ')
)
assert _STRATEGY.get_signal(exchange, 'ETH/BTC', '5m') == (False, False)
def test_init(default_conf, mocker) -> None:
exchange = get_patched_exchange(mocker, default_conf)
assert {} == history.load_data(
datadir='',
exchange=exchange,
pairs=[],
refresh_pairs=True,
ticker_interval=default_conf['ticker_interval'])
def test_get_tickers(default_conf, mocker):
api_mock = MagicMock()
tick = {
'ETH/BTC': {
'symbol': 'ETH/BTC',
'bid': 0.5,
'ask': 1,
'last': 42,
},
'BCH/BTC': {
'symbol': 'BCH/BTC',
'bid': 0.6,
'ask': 0.5,
'last': 41,
}
}
api_mock.fetch_tickers = MagicMock(return_value=tick)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
# retrieve original ticker
tickers = exchange.get_tickers()
assert 'ETH/BTC' in tickers
assert 'BCH/BTC' in tickers
assert tickers['ETH/BTC']['bid'] == 0.5
assert tickers['ETH/BTC']['ask'] == 1
assert tickers['BCH/BTC']['bid'] == 0.6
assert tickers['BCH/BTC']['ask'] == 0.5
with pytest.raises(TemporaryError): # test retrier
api_mock.fetch_tickers = MagicMock(side_effect=ccxt.NetworkError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_tickers()
with pytest.raises(OperationalException):
api_mock.fetch_tickers = MagicMock(side_effect=ccxt.BaseError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_tickers()
with pytest.raises(OperationalException):
api_mock.fetch_tickers = MagicMock(side_effect=ccxt.NotSupported)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_tickers()
api_mock.fetch_tickers = MagicMock(return_value={})
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_tickers()
def test_get_signal_empty(default_conf, mocker, caplog):
caplog.set_level(logging.INFO)
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history',
return_value=None)
exchange = get_patched_exchange(mocker, default_conf)
assert (False,
False) == _ANALYZE.get_signal(exchange, 'foo',
default_conf['ticker_interval'])
assert log_has('Empty ticker history for pair foo', caplog.record_tuples)
def test_download_pair_history(ticker_history_list, mocker,
default_conf) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_history',
return_value=ticker_history_list)
exchange = get_patched_exchange(mocker, default_conf)
file1_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata',
'MEME_BTC-1m.json')
file1_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata',
'MEME_BTC-5m.json')
file2_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata',
'CFI_BTC-1m.json')
file2_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata',
'CFI_BTC-5m.json')
_backup_file(file1_1)
_backup_file(file1_5)
_backup_file(file2_1)
_backup_file(file2_5)
assert os.path.isfile(file1_1) is False
assert os.path.isfile(file2_1) is False
assert download_pair_history(datadir=None,
exchange=exchange,
pair='MEME/BTC',
ticker_interval='1m')
assert download_pair_history(datadir=None,
exchange=exchange,
pair='CFI/BTC',
ticker_interval='1m')
assert not exchange._pairs_last_refresh_time
assert os.path.isfile(file1_1) is True
assert os.path.isfile(file2_1) is True
# clean files freshly downloaded
_clean_test_file(file1_1)
_clean_test_file(file2_1)
assert os.path.isfile(file1_5) is False
assert os.path.isfile(file2_5) is False
assert download_pair_history(datadir=None,
exchange=exchange,
pair='MEME/BTC',
ticker_interval='5m')
assert download_pair_history(datadir=None,
exchange=exchange,
pair='CFI/BTC',
ticker_interval='5m')
assert not exchange._pairs_last_refresh_time
assert os.path.isfile(file1_5) is True
assert os.path.isfile(file2_5) is True
# clean files freshly downloaded
_clean_test_file(file1_5)
_clean_test_file(file2_5)
def test_get_amount_lots(default_conf, mocker):
api_mock = MagicMock()
api_mock.amount_to_lots = MagicMock(return_value=1.0)
api_mock.markets = None
marketmock = MagicMock()
api_mock.load_markets = marketmock
exchange = get_patched_exchange(mocker, default_conf, api_mock)
assert exchange.get_amount_lots('LTC/BTC', 1.54) == 1
assert marketmock.call_count == 1
