def wrapper(*args, **kwargs):
try:
return f(*args, **kwargs)
except ValueError as error:
logger.warning(f"{message}"
f"Strategy caused the following exception: {error}"
f"{f}")
if default_retval is None:
raise StrategyError(str(error)) from error
return default_retval
except Exception as error:
logger.exception(f"{message}"
f"Unexpected error {error} calling {f}")
if default_retval is None:
raise StrategyError(str(error)) from error
return default_retval
def wrapper(*args, **kwargs):
try:
if 'trade' in kwargs:
# Protect accidental modifications from within the strategy
kwargs['trade'] = deepcopy(kwargs['trade'])
return f(*args, **kwargs)
except ValueError as error:
logger.warning(f"{message}"
f"Strategy caused the following exception: {error}"
f"{f}")
if default_retval is None and not supress_error:
raise StrategyError(str(error)) from error
return default_retval
except Exception as error:
logger.exception(f"{message}"
f"Unexpected error {error} calling {f}")
if default_retval is None and not supress_error:
raise StrategyError(str(error)) from error
return default_retval
def assert_df(dataframe: DataFrame, df_len: int, df_close: float, df_date: datetime):
""" make sure data is unmodified """
message = ""
if df_len != len(dataframe):
message = "length"
elif df_close != dataframe["close"].iloc[-1]:
message = "last close price"
elif df_date != dataframe["date"].iloc[-1]:
message = "last date"
if message:
raise StrategyError(f"Dataframe returned from strategy has mismatching {message}.")
def assert_df(self, dataframe: DataFrame, df_len: int, df_close: float, df_date: datetime):
"""
Ensure dataframe (length, last candle) was not modified, and has all elements we need.
"""
message = ""
if df_len != len(dataframe):
message = "length"
elif df_close != dataframe["close"].iloc[-1]:
message = "last close price"
elif df_date != dataframe["date"].iloc[-1]:
message = "last date"
if message:
if self.disable_dataframe_checks:
logger.warning(f"Dataframe returned from strategy has mismatching {message}.")
else:
raise StrategyError(f"Dataframe returned from strategy has mismatching {message}.")
def test_assert_df_raise(mocker, caplog, ohlcv_history):
ohlcv_history.loc[1, 'date'] = arrow.utcnow().shift(minutes=-16)
# Take a copy to correctly modify the call
mocked_history = ohlcv_history.copy()
mocked_history['sell'] = 0
mocked_history['buy'] = 0
mocked_history.loc[1, 'buy'] = 1
caplog.set_level(logging.INFO)
mocker.patch.object(_STRATEGY.dp, 'ohlcv', return_value=ohlcv_history)
mocker.patch.object(_STRATEGY.dp, 'get_analyzed_dataframe', return_value=(mocked_history, 0))
mocker.patch.object(
_STRATEGY, 'assert_df',
side_effect=StrategyError('Dataframe returned...')
)
_STRATEGY.analyze_pair('xyz')
assert log_has('Unable to analyze candle (OHLCV) data for pair xyz: Dataframe returned...',
caplog)
def test_assert_df_raise(default_conf, mocker, caplog, ohlcv_history):
# default_conf defines a 5m interval. we check interval * 2 + 5m
# this is necessary as the last candle is removed (partial candles) by default
ohlcv_history.loc[1, 'date'] = arrow.utcnow().shift(minutes=-16)
# Take a copy to correctly modify the call
mocked_history = ohlcv_history.copy()
mocked_history['sell'] = 0
mocked_history['buy'] = 0
mocked_history.loc[1, 'buy'] = 1
caplog.set_level(logging.INFO)
mocker.patch.object(_STRATEGY,
'assert_df',
side_effect=StrategyError('Dataframe returned...'))
assert (False, False) == _STRATEGY.get_signal('xyz',
default_conf['timeframe'],
ohlcv_history)
assert log_has(
'Unable to analyze candle (OHLCV) data for pair xyz: Dataframe returned...',
caplog)
def assert_df(self, dataframe: DataFrame, df_len: int, df_close: float, df_date: datetime):
"""
Ensure dataframe (length, last candle) was not modified, and has all elements we need.
"""
message_template = "Dataframe returned from strategy has mismatching {}."
message = ""
if dataframe is None:
message = "No dataframe returned (return statement missing?)."
elif 'buy' not in dataframe:
message = "Buy column not set."
elif df_len != len(dataframe):
message = message_template.format("length")
elif df_close != dataframe["close"].iloc[-1]:
message = message_template.format("last close price")
elif df_date != dataframe["date"].iloc[-1]:
message = message_template.format("last date")
if message:
if self.disable_dataframe_checks:
logger.warning(message)
else:
raise StrategyError(message)
