def test_strategy_override_order_tif(caplog, default_conf):
caplog.set_level(logging.INFO)
order_time_in_force = {
'buy': 'fok',
'sell': 'gtc',
}
default_conf.update({
'strategy': 'DefaultStrategy',
'order_time_in_force': order_time_in_force
})
strategy = StrategyResolver.load_strategy(default_conf)
assert strategy.order_time_in_force
for method in ['buy', 'sell']:
assert strategy.order_time_in_force[method] == order_time_in_force[
method]
assert log_has(
"Override strategy 'order_time_in_force' with value in config file:"
" {'buy': 'fok', 'sell': 'gtc'}.", caplog)
default_conf.update({
'strategy': 'DefaultStrategy',
'order_time_in_force': {
'buy': 'fok'
}
})
# Raise error for invalid configuration
with pytest.raises(ImportError,
match=r"Impossible to load Strategy 'DefaultStrategy'. "
r"Order-time-in-force mapping is incomplete."):
StrategyResolver.load_strategy(default_conf)
def test_load_strategy_noname(default_conf):
default_conf['strategy'] = ''
with pytest.raises(
OperationalException,
match="No strategy set. Please use `--strategy` to specify "
"the strategy class to use."):
StrategyResolver.load_strategy(default_conf)
def test_load_not_found_strategy(default_conf):
default_conf['strategy'] = 'NotFoundStrategy'
with pytest.raises(
OperationalException,
match=r"Impossible to load Strategy 'NotFoundStrategy'. "
r"This class does not exist or contains Python code errors."):
StrategyResolver.load_strategy(default_conf)
def test_strategy_override_order_types(caplog, default_conf):
caplog.set_level(logging.INFO)
order_types = {
'buy': 'market',
'sell': 'limit',
'stoploss': 'limit',
'stoploss_on_exchange': True,
}
default_conf.update({
'strategy': 'DefaultStrategy',
'order_types': order_types
})
strategy = StrategyResolver.load_strategy(default_conf)
assert strategy.order_types
for method in ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']:
assert strategy.order_types[method] == order_types[method]
assert log_has(
"Override strategy 'order_types' with value in config file:"
" {'buy': 'market', 'sell': 'limit', 'stoploss': 'limit',"
" 'stoploss_on_exchange': True}.", caplog)
default_conf.update({
'strategy': 'DefaultStrategy',
'order_types': {
'buy': 'market'
}
})
# Raise error for invalid configuration
with pytest.raises(ImportError,
match=r"Impossible to load Strategy 'DefaultStrategy'. "
r"Order-types mapping is incomplete."):
StrategyResolver.load_strategy(default_conf)
def test_load_not_found_strategy(default_conf):
strategy = StrategyResolver(default_conf)
with pytest.raises(
OperationalException,
match=r"Impossible to load Strategy 'NotFoundStrategy'. "
r"This class does not exist or contains Python code errors."):
strategy._load_strategy(strategy_name='NotFoundStrategy',
config=default_conf)
def test_load_strategy_invalid_directory(result, caplog, default_conf):
resolver = StrategyResolver(default_conf)
extra_dir = Path.cwd() / 'some/path'
resolver._load_strategy('SampleStrategy', config=default_conf, extra_dir=extra_dir)
assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog)
assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
def test_load_strategy_invalid_directory(result, caplog, default_conf):
default_conf['strategy'] = 'DefaultStrategy'
extra_dir = Path.cwd() / 'some/path'
with pytest.raises(OperationalException):
StrategyResolver._load_strategy('DefaultStrategy', config=default_conf,
extra_dir=extra_dir)
assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog)
def test_search_strategy():
default_location = Path(__file__).parent / 'strats'
s, _ = StrategyResolver._search_object(directory=default_location,
object_name='DefaultStrategy')
assert issubclass(s, IStrategy)
s, _ = StrategyResolver._search_object(directory=default_location,
object_name='NotFoundStrategy')
assert s is None
def __init__(self, config: Dict[str, Any]) -> None:
self.config = config
# Reset keys for backtesting
remove_credentials(self.config)
self.strategylist: List[IStrategy] = []
self.exchange = ExchangeResolver.load_exchange(
self.config['exchange']['name'], self.config)
self.pairlists = PairListManager(self.exchange, self.config)
if 'VolumePairList' in self.pairlists.name_list:
raise OperationalException(
"VolumePairList not allowed for backtesting.")
self.pairlists.refresh_pairlist()
if len(self.pairlists.whitelist) == 0:
raise OperationalException("No pair in whitelist.")
if config.get('fee'):
self.fee = config['fee']
else:
self.fee = self.exchange.get_fee(
symbol=self.pairlists.whitelist[0])
if self.config.get('runmode') != RunMode.HYPEROPT:
self.dataprovider = DataProvider(self.config, self.exchange)
IStrategy.dp = self.dataprovider
if self.config.get('strategy_list', None):
for strat in list(self.config['strategy_list']):
stratconf = deepcopy(self.config)
stratconf['strategy'] = strat
self.strategylist.append(
StrategyResolver.load_strategy(stratconf))
validate_config_consistency(stratconf)
else:
# No strategy list specified, only one strategy
self.strategylist.append(
StrategyResolver.load_strategy(self.config))
validate_config_consistency(self.config)
if "ticker_interval" not in self.config:
raise OperationalException(
"Timeframe (ticker interval) needs to be set in either "
"configuration or as cli argument `--ticker-interval 5m`")
self.timeframe = str(self.config.get('ticker_interval'))
self.timeframe_min = timeframe_to_minutes(self.timeframe)
# Get maximum required startup period
self.required_startup = max(
[strat.startup_candle_count for strat in self.strategylist])
# Load one (first) strategy
self._set_strategy(self.strategylist[0])
def test_load_strategy_invalid_directory(result, caplog):
resolver = StrategyResolver()
extra_dir = path.join('some', 'path')
resolver._load_strategy('TestStrategy', config={}, extra_dir=extra_dir)
assert (
'freqtrade.resolvers.strategy_resolver',
logging.WARNING,
'Path "{}" does not exist'.format(extra_dir),
) in caplog.record_tuples
assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
def test_auto_hyperopt_interface_loadparams(default_conf, mocker, caplog):
default_conf.update({'strategy': 'HyperoptableStrategy'})
del default_conf['stoploss']
del default_conf['minimal_roi']
mocker.patch.object(Path, 'is_file', MagicMock(return_value=True))
mocker.patch.object(Path, 'open')
expected_result = {
"strategy_name": "HyperoptableStrategy",
"params": {
"stoploss": {
"stoploss": -0.05,
},
"roi": {
"0": 0.2,
"1200": 0.01
}
}
}
mocker.patch('freqtrade.strategy.hyper.json_load',
return_value=expected_result)
PairLocks.timeframe = default_conf['timeframe']
strategy = StrategyResolver.load_strategy(default_conf)
assert strategy.stoploss == -0.05
assert strategy.minimal_roi == {0: 0.2, 1200: 0.01}
expected_result = {
"strategy_name": "HyperoptableStrategy_No",
"params": {
"stoploss": {
"stoploss": -0.05,
},
"roi": {
"0": 0.2,
"1200": 0.01
}
}
}
mocker.patch('freqtrade.strategy.hyper.json_load',
return_value=expected_result)
with pytest.raises(OperationalException,
match="Invalid parameter file provided."):
StrategyResolver.load_strategy(default_conf)
mocker.patch('freqtrade.strategy.hyper.json_load',
MagicMock(side_effect=ValueError()))
StrategyResolver.load_strategy(default_conf)
assert log_has("Invalid parameter file format.", caplog)
def test_search_strategy():
default_config = {}
default_location = Path(__file__).parent.parent.joinpath(
'strategy').resolve()
assert isinstance(
StrategyResolver._search_object(directory=default_location,
object_type=IStrategy,
kwargs={'config': default_config},
object_name='DefaultStrategy'),
IStrategy)
assert StrategyResolver._search_object(
directory=default_location,
object_type=IStrategy,
kwargs={'config': default_config},
object_name='NotFoundStrategy') is None
def __init__(self, config: Dict[str, Any]) -> None:
"""
Init all variables and object the bot need to work
:param config: configuration dict, you can use the Configuration.get_config()
method to get the config dict.
"""
logger.info(
'Starting freqtrade %s',
__version__,
)
# Init bot states
self.state = State.STOPPED
# Init objects
self.config = config
self.strategy: IStrategy = StrategyResolver(self.config).strategy
self.rpc: RPCManager = RPCManager(self)
self.persistence = None
self.exchange = Exchange(self.config)
self.wallets = Wallets(self.exchange)
pairlistname = self.config.get('pairlist',
{}).get('method', 'StaticPairList')
self.pairlists = PairListResolver(pairlistname, self,
self.config).pairlist
# Initializing Edge only if enabled
self.edge = Edge(self.config, self.exchange, self.strategy) if \
self.config.get('edge', {}).get('enabled', False) else None
self.active_pair_whitelist: List[str] = self.config['exchange'][
'pair_whitelist']
self._init_modules()
def start_list_strategies(args: Dict[str, Any]) -> None:
"""
Print files with Strategy custom classes available in the directory
"""
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
directory = Path(
config.get('strategy_path',
config['user_data_dir'] / USERPATH_STRATEGIES))
strategy_objs = StrategyResolver.search_all_objects(
directory, not args['print_one_column'],
config.get('recursive_strategy_search', False))
# Sort alphabetically
strategy_objs = sorted(strategy_objs, key=lambda x: x['name'])
for obj in strategy_objs:
if obj['class']:
obj['hyperoptable'] = obj['class'].detect_all_parameters()
else:
obj['hyperoptable'] = {'count': 0}
if args['print_one_column']:
print('\n'.join([s['name'] for s in strategy_objs]))
else:
_print_objs_tabular(strategy_objs, config.get('print_colorized',
False), directory)
def get_trading_env(args: Namespace):
"""
Initalize freqtrade Exchange and Strategy, split pairs recieved in parameter
:return: Strategy
"""
global _CONF
# Load the configuration
_CONF.update(setup_configuration(args))
print(_CONF)
pairs = args.pairs.split(',')
if pairs is None:
logger.critical('Parameter --pairs mandatory;. E.g --pairs ETH/BTC,XRP/BTC')
exit()
# Load the strategy
try:
strategy = StrategyResolver(_CONF).strategy
exchange = Exchange(_CONF)
except AttributeError:
logger.critical(
'Impossible to load the strategy. Please check the file "user_data/strategies/%s.py"',
args.strategy
)
exit()
return [strategy, exchange, pairs]
def test_auto_hyperopt_interface(default_conf):
default_conf.update({'strategy': 'HyperoptableStrategy'})
PairLocks.timeframe = default_conf['timeframe']
strategy = StrategyResolver.load_strategy(default_conf)
with pytest.raises(OperationalException):
next(strategy.enumerate_parameters('deadBeef'))
assert strategy.buy_rsi.value == strategy.buy_params['buy_rsi']
# PlusDI is NOT in the buy-params, so default should be used
assert strategy.buy_plusdi.value == 0.5
assert strategy.sell_rsi.value == strategy.sell_params['sell_rsi']
assert repr(strategy.sell_rsi) == 'IntParameter(74)'
# Parameter is disabled - so value from sell_param dict will NOT be used.
assert strategy.sell_minusdi.value == 0.5
all_params = strategy.detect_all_parameters()
assert isinstance(all_params, dict)
assert len(all_params['buy']) == 2
assert len(all_params['sell']) == 2
# Number of Hyperoptable parameters
assert all_params['count'] == 6
strategy.__class__.sell_rsi = IntParameter([0, 10], default=5, space='buy')
with pytest.raises(OperationalException,
match=r"Inconclusive parameter.*"):
[x for x in strategy.detect_parameters('sell')]
def test_is_pair_locked(default_conf):
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(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)
def test_load_strategy_byte64(result):
with open("freqtrade/tests/strategy/test_strategy.py", "r") as file:
encoded_string = urlsafe_b64encode(
file.read().encode("utf-8")).decode("utf-8")
resolver = StrategyResolver(
{'strategy': 'TestStrategy:{}'.format(encoded_string)})
assert 'adx' in resolver.strategy.advise_indicators(result, 'ETH/BTC')
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:
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(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)
def test_call_deprecated_function(result, monkeypatch, default_conf):
default_location = path.join(path.dirname(path.realpath(__file__)))
default_conf.update({
'strategy': 'TestStrategyLegacy',
'strategy_path': default_location
})
resolver = StrategyResolver(default_conf)
metadata = {'pair': 'ETH/BTC'}
# Make sure we are using a legacy function
assert resolver.strategy._populate_fun_len == 2
assert resolver.strategy._buy_fun_len == 2
assert resolver.strategy._sell_fun_len == 2
assert resolver.strategy.INTERFACE_VERSION == 1
indicator_df = resolver.strategy.advise_indicators(result,
metadata=metadata)
assert isinstance(indicator_df, DataFrame)
assert 'adx' in indicator_df.columns
buydf = resolver.strategy.advise_buy(result, metadata=metadata)
assert isinstance(buydf, DataFrame)
assert 'buy' in buydf.columns
selldf = resolver.strategy.advise_sell(result, metadata=metadata)
assert isinstance(selldf, DataFrame)
assert 'sell' in selldf
def test_min_roi_reached3(default_conf, fee) -> None:
# test for issue #1948
min_roi = {20: 0.07,
30: 0.05,
55: 0.30,
}
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
strategy.minimal_roi = min_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='binance',
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_deprecate_populate_indicators(result, default_conf):
default_location = path.join(path.dirname(path.realpath(__file__)))
default_conf.update({
'strategy': 'TestStrategyLegacy',
'strategy_path': default_location
})
resolver = StrategyResolver(default_conf)
with warnings.catch_warnings(record=True) as w:
# Cause all warnings to always be triggered.
warnings.simplefilter("always")
indicators = resolver.strategy.advise_indicators(
result, {'pair': 'ETH/BTC'})
assert len(w) == 1
assert issubclass(w[-1].category, DeprecationWarning)
assert "deprecated - check out the Sample strategy to see the current function headers!" \
in str(w[-1].message)
with warnings.catch_warnings(record=True) as w:
# Cause all warnings to always be triggered.
warnings.simplefilter("always")
resolver.strategy.advise_buy(indicators, {'pair': 'ETH/BTC'})
assert len(w) == 1
assert issubclass(w[-1].category, DeprecationWarning)
assert "deprecated - check out the Sample strategy to see the current function headers!" \
in str(w[-1].message)
with warnings.catch_warnings(record=True) as w:
# Cause all warnings to always be triggered.
warnings.simplefilter("always")
resolver.strategy.advise_sell(indicators, {'pair': 'ETH_BTC'})
assert len(w) == 1
assert issubclass(w[-1].category, DeprecationWarning)
assert "deprecated - check out the Sample strategy to see the current function headers!" \
in str(w[-1].message)
def test_add_indicators(default_conf, testdatadir, caplog):
pair = "UNITTEST/BTC"
timerange = TimeRange(None, 'line', 0, -1000)
data = history.load_pair_history(pair=pair, timeframe='1m',
datadir=testdatadir, timerange=timerange)
indicators1 = {"ema10": {}}
indicators2 = {"macd": {"color": "red"}}
strategy = StrategyResolver.load_strategy(default_conf)
# Generate buy/sell signals and indicators
data = strategy.analyze_ticker(data, {'pair': pair})
fig = generate_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"
assert macd.line.color == "red"
# 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_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:
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(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='binance',
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_call_deprecated_function(result, monkeypatch, default_conf, caplog):
default_location = Path(__file__).parent / "strats"
del default_conf['timeframe']
default_conf.update({
'strategy': 'TestStrategyLegacy',
'strategy_path': default_location
})
strategy = StrategyResolver.load_strategy(default_conf)
metadata = {'pair': 'ETH/BTC'}
# Make sure we are using a legacy function
assert strategy._populate_fun_len == 2
assert strategy._buy_fun_len == 2
assert strategy._sell_fun_len == 2
assert strategy.INTERFACE_VERSION == 1
assert strategy.timeframe == '5m'
assert strategy.ticker_interval == '5m'
indicator_df = strategy.advise_indicators(result, metadata=metadata)
assert isinstance(indicator_df, DataFrame)
assert 'adx' in indicator_df.columns
buydf = strategy.advise_buy(result, metadata=metadata)
assert isinstance(buydf, DataFrame)
assert 'buy' in buydf.columns
selldf = strategy.advise_sell(result, metadata=metadata)
assert isinstance(selldf, DataFrame)
assert 'sell' in selldf
assert log_has(
"DEPRECATED: Please migrate to using 'timeframe' instead of 'ticker_interval'.",
caplog)
def test_search_all_strategies_no_failed():
directory = Path(__file__).parent / "strats"
strategies = StrategyResolver.search_all_objects(directory,
enum_failed=False)
assert isinstance(strategies, list)
assert len(strategies) == 2
assert isinstance(strategies[0], dict)
def analyse_and_plot_pairs(config: Dict[str, Any]):
"""
From arguments provided in cli:
-Initialise backtest env
-Get tickers data
-Generate Dafaframes populated with indicators and signals
-Load trades excecuted on same periods
-Generate Plotly plot objects
-Generate plot files
:return: None
"""
exchange = ExchangeResolver(config.get('exchange', {}).get('name'), config).exchange
strategy = StrategyResolver(config).strategy
if "pairs" in config:
pairs = config["pairs"].split(',')
else:
pairs = config["exchange"]["pair_whitelist"]
# Set timerange to use
timerange = Arguments.parse_timerange(config["timerange"])
ticker_interval = strategy.ticker_interval
tickers = history.load_data(
datadir=Path(str(config.get("datadir"))),
pairs=pairs,
ticker_interval=config['ticker_interval'],
refresh_pairs=config.get('refresh_pairs', False),
timerange=timerange,
exchange=exchange,
live=config.get("live", False),
)
pair_counter = 0
for pair, data in tickers.items():
pair_counter += 1
logger.info("analyse pair %s", pair)
tickers = {}
tickers[pair] = data
dataframe = generate_dataframe(strategy, tickers, pair)
if config["trade_source"] == "DB":
trades = load_trades_from_db(config["db_url"])
elif config["trade_source"] == "file":
trades = load_backtest_data(Path(config["exportfilename"]))
trades = trades.loc[trades['pair'] == pair]
trades = extract_trades_of_period(dataframe, trades)
fig = generate_graph(
pair=pair,
data=dataframe,
trades=trades,
indicators1=config["indicators1"].split(","),
indicators2=config["indicators2"].split(",")
)
generate_plot_file(fig, pair, ticker_interval)
logger.info('End of ploting process %s plots generated', pair_counter)
def test_add_areas(default_conf, testdatadir, caplog):
pair = "UNITTEST/BTC"
timerange = TimeRange(None, 'line', 0, -1000)
data = history.load_pair_history(pair=pair,
timeframe='1m',
datadir=testdatadir,
timerange=timerange)
indicators = {
"macd": {
"color": "red",
"fill_color": "black",
"fill_to": "macdhist",
"fill_label": "MACD Fill"
}
}
ind_no_label = {"macd": {"fill_color": "red", "fill_to": "macdhist"}}
ind_plain = {"macd": {"fill_to": "macdhist"}}
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
# Generate buy/sell signals and indicators
data = strategy.analyze_ticker(data, {'pair': pair})
fig = generate_empty_figure()
# indicator mentioned in fill_to does not exist
fig1 = add_areas(fig, 1, data, {'ema10': {'fill_to': 'no_fill_indicator'}})
assert fig == fig1
assert log_has_re(r'fill_to: "no_fill_indicator" ignored\..*', caplog)
# indicator does not exist
fig2 = add_areas(fig, 1, data, {'no_indicator': {'fill_to': 'ema10'}})
assert fig == fig2
assert log_has_re(r'Indicator "no_indicator" ignored\..*', caplog)
# everythin given in plot config, row 3
fig3 = add_areas(fig, 3, data, indicators)
figure = fig3.layout.figure
fill_macd = find_trace_in_fig_data(figure.data, "MACD Fill")
assert isinstance(fill_macd, go.Scatter)
assert fill_macd.yaxis == "y3"
assert fill_macd.fillcolor == "black"
# label missing, row 1
fig4 = add_areas(fig, 1, data, ind_no_label)
figure = fig4.layout.figure
fill_macd = find_trace_in_fig_data(figure.data, "macd<>macdhist")
assert isinstance(fill_macd, go.Scatter)
assert fill_macd.yaxis == "y"
assert fill_macd.fillcolor == "red"
# fit_to only
fig5 = add_areas(fig, 1, data, ind_plain)
figure = fig5.layout.figure
fill_macd = find_trace_in_fig_data(figure.data, "macd<>macdhist")
assert isinstance(fill_macd, go.Scatter)
assert fill_macd.yaxis == "y"
def test_loss_calculation_prefer_correct_trade_count(hyperopt) -> None:
StrategyResolver({'strategy': 'DefaultStrategy'})
correct = hyperopt.calculate_loss(1, hyperopt.target_trades, 20)
over = hyperopt.calculate_loss(1, hyperopt.target_trades + 100, 20)
under = hyperopt.calculate_loss(1, hyperopt.target_trades - 100, 20)
assert over > correct
assert under > correct
def test_load_staticmethod_importerror(mocker, caplog):
mocker.patch("freqtrade.resolvers.strategy_resolver.import_strategy", Mock(
side_effect=TypeError("can't pickle staticmethod objects")))
with pytest.raises(ImportError,
match=r"Impossible to load Strategy 'DefaultStrategy'."
r" This class does not exist or contains Python code errors"):
StrategyResolver()
assert log_has_re(r".*Error: can't pickle staticmethod objects", caplog.record_tuples)
