def test_start_plot_dataframe(mocker):
aup = mocker.patch("freqtrade.plot.plotting.analyse_and_plot_pairs",
MagicMock())
args = [
"--config", "config.json.example", "plot-dataframe", "--pairs",
"ETH/BTC"
]
start_plot_dataframe(get_args(args))
assert aup.call_count == 1
called_config = aup.call_args_list[0][0][0]
assert "pairs" in called_config
assert called_config['pairs'] == ["ETH/BTC"]
def test_setup_configuration_unlimited_stake_amount(mocker, default_conf,
caplog) -> None:
default_conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
patched_configuration_load_config_file(mocker, default_conf)
args = [
'--config', 'config.json', '--strategy', 'DefaultStrategy',
'backtesting'
]
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
setup_configuration(get_args(args), RunMode.BACKTEST)
def test_setup_configuration_unlimited_stake_amount(mocker, default_conf,
caplog) -> None:
default_conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
mocker.patch('freqtrade.configuration.open',
mocker.mock_open(read_data=json.dumps(default_conf)))
args = [
'--config', 'config.json', '--strategy', 'DefaultStrategy',
'backtesting'
]
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
setup_configuration(get_args(args), RunMode.BACKTEST)
def test_list_exchanges(capsys):
args = [
"list-exchanges",
]
start_list_exchanges(get_args(args))
captured = capsys.readouterr()
assert re.match(r"Exchanges supported by ccxt and available.*", captured.out)
assert re.match(r".*binance,.*", captured.out)
assert re.match(r".*bittrex,.*", captured.out)
# Test with --one-column
args = [
"list-exchanges",
"--one-column",
]
start_list_exchanges(get_args(args))
captured = capsys.readouterr()
assert not re.match(r"Exchanges supported by ccxt and available.*", captured.out)
assert re.search(r"^binance$", captured.out, re.MULTILINE)
assert re.search(r"^bittrex$", captured.out, re.MULTILINE)
def test_start_failure(mocker, default_conf, caplog) -> None:
start_mock = MagicMock()
patched_configuration_load_config_file(mocker, default_conf)
mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.start', start_mock)
patch_exchange(mocker)
args = [
'--config', 'config.json', '--strategy', 'SampleStrategy', 'hyperopt',
'--epochs', '5'
]
args = get_args(args)
with pytest.raises(DependencyException):
start_hyperopt(args)
assert log_has("Please don't use --strategy for hyperopt.", caplog)
def test_start(mocker, default_conf, caplog) -> None:
start_mock = MagicMock()
patched_configuration_load_config_file(mocker, default_conf)
mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.start', start_mock)
patch_exchange(mocker)
args = ['--config', 'config.json', 'hyperopt', '--epochs', '5']
args = get_args(args)
start_hyperopt(args)
import pprint
pprint.pprint(caplog.record_tuples)
assert log_has('Starting freqtrade in Hyperopt mode', caplog)
assert start_mock.call_count == 1
def test_download_data_no_markets(mocker, caplog):
dl_mock = mocker.patch('freqtrade.utils.refresh_backtest_ohlcv_data',
MagicMock(return_value=["ETH/BTC", "XRP/BTC"]))
patch_exchange(mocker)
mocker.patch(
'freqtrade.exchange.Exchange.markets', PropertyMock(return_value={})
)
args = [
"download-data",
"--exchange", "binance",
"--pairs", "ETH/BTC", "XRP/BTC",
"--days", "20"
]
start_download_data(get_args(args))
assert dl_mock.call_args[1]['timerange'].starttype == "date"
assert log_has("Pairs [ETH/BTC,XRP/BTC] not available on exchange binance.", caplog)
def test_download_data_keyboardInterrupt(mocker, caplog, markets):
dl_mock = mocker.patch('freqtrade.utils.refresh_backtest_ohlcv_data',
MagicMock(side_effect=KeyboardInterrupt))
patch_exchange(mocker)
mocker.patch(
'freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)
)
args = [
"download-data",
"--exchange", "binance",
"--pairs", "ETH/BTC", "XRP/BTC",
]
with pytest.raises(SystemExit):
start_download_data(get_args(args))
assert dl_mock.call_count == 1
def test_start(mocker, fee, default_conf, caplog) -> None:
start_mock = MagicMock()
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
patch_exchange(mocker)
mocker.patch('freqtrade.optimize.backtesting.Backtesting.start',
start_mock)
patched_configuration_load_config_file(mocker, default_conf)
args = [
'--config', 'config.json', '--strategy', 'DefaultStrategy',
'backtesting'
]
args = get_args(args)
start_backtesting(args)
assert log_has('Starting freqtrade in Backtesting mode', caplog)
assert start_mock.call_count == 1
def test_start_filelock(mocker, default_conf, caplog) -> None:
start_mock = MagicMock(side_effect=Timeout(HYPEROPT_LOCKFILE))
patched_configuration_load_config_file(mocker, default_conf)
mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.start', start_mock)
patch_exchange(mocker)
args = [
'--config', 'config.json',
'hyperopt',
'--epochs', '5'
]
args = get_args(args)
start_hyperopt(args)
assert log_has(
"Another running instance of freqtrade Hyperopt detected.",
caplog.record_tuples
)
def test_start(mocker, fee, default_conf, caplog) -> None:
start_mock = MagicMock()
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
patch_exchange(mocker)
mocker.patch('freqtrade.optimize.backtesting.Backtesting.start',
start_mock)
mocker.patch('freqtrade.configuration.open',
mocker.mock_open(read_data=json.dumps(default_conf)))
args = [
'--config', 'config.json', '--strategy', 'DefaultStrategy',
'backtesting'
]
args = get_args(args)
start_backtesting(args)
assert log_has('Starting freqtrade in Backtesting mode',
caplog.record_tuples)
assert start_mock.call_count == 1
def test_start_no_data(mocker, default_conf, caplog) -> None:
patched_configuration_load_config_file(mocker, default_conf)
mocker.patch('freqtrade.optimize.hyperopt.load_data',
MagicMock(return_value={}))
mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe',
MagicMock(return_value=(datetime(2017, 12, 10),
datetime(2017, 12, 13))))
patch_exchange(mocker)
args = ['--config', 'config.json', 'hyperopt', '--epochs', '5']
args = get_args(args)
start_hyperopt(args)
import pprint
pprint.pprint(caplog.record_tuples)
assert log_has('No data found. Terminating.', caplog)
def test_backtest_start_live(default_conf, mocker, caplog):
default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
async def load_pairs(pair, timeframe, since):
return _load_pair_as_ticks(pair, timeframe)
api_mock = MagicMock()
api_mock.fetch_ohlcv = load_pairs
patch_exchange(mocker, api_mock)
mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest',
MagicMock())
mocker.patch(
'freqtrade.optimize.backtesting.Backtesting._generate_text_table',
MagicMock())
mocker.patch('freqtrade.configuration.open',
mocker.mock_open(read_data=json.dumps(default_conf)))
args = [
'--config', 'config.json', '--strategy', 'DefaultStrategy',
'--datadir', 'freqtrade/tests/testdata', 'backtesting',
'--ticker-interval', '1m', '--live', '--timerange', '-100',
'--enable-position-stacking', '--disable-max-market-positions'
]
args = get_args(args)
start_backtesting(args)
# check the logs, that will contain the backtest result
exists = [
'Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
'Parameter -l/--live detected ...',
'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
'Parameter --timerange detected: -100 ...',
'Using data folder: freqtrade/tests/testdata ...',
'Using stake_currency: BTC ...', 'Using stake_amount: 0.001 ...',
'Live: Downloading data for all defined pairs ...',
'Backtesting with data from 2017-11-14T19:31:00+00:00 '
'up to 2017-11-14T22:58:00+00:00 (0 days)..',
'Parameter --enable-position-stacking detected ...'
]
for line in exists:
assert log_has(line, caplog.record_tuples)
def test_download_data_no_markets(mocker, caplog):
dl_mock = mocker.patch('freqtrade.utils.download_pair_history',
MagicMock())
patch_exchange(mocker)
mocker.patch('freqtrade.exchange.Exchange.markets',
PropertyMock(return_value={}))
args = [
"download-data",
"--exchange",
"binance",
"--pairs",
"ETH/BTC",
"XRP/BTC",
]
start_download_data(get_args(args))
assert dl_mock.call_count == 0
assert log_has("Skipping pair ETH/BTC...", caplog)
assert log_has(
"Pairs [ETH/BTC,XRP/BTC] not available on exchange binance.", caplog)
def test_setup_configuration_without_arguments(mocker, default_conf,
caplog) -> None:
mocker.patch('freqtrade.configuration.open',
mocker.mock_open(read_data=json.dumps(default_conf)))
args = [
'--config', 'config.json', '--strategy', 'DefaultStrategy',
'backtesting'
]
config = setup_configuration(get_args(args), RunMode.BACKTEST)
assert 'max_open_trades' in config
assert 'stake_currency' in config
assert 'stake_amount' in config
assert 'exchange' in config
assert 'pair_whitelist' in config['exchange']
assert 'datadir' in config
assert log_has('Using data folder: {} ...'.format(config['datadir']),
caplog.record_tuples)
assert 'ticker_interval' in config
assert not log_has_re('Parameter -i/--ticker-interval detected .*',
caplog.record_tuples)
assert 'live' not in config
assert not log_has('Parameter -l/--live detected ...',
caplog.record_tuples)
assert 'position_stacking' not in config
assert not log_has('Parameter --enable-position-stacking detected ...',
caplog.record_tuples)
assert 'refresh_pairs' not in config
assert not log_has('Parameter -r/--refresh-pairs-cached detected ...',
caplog.record_tuples)
assert 'timerange' not in config
assert 'export' not in config
assert 'runmode' in config
assert config['runmode'] == RunMode.BACKTEST
def test_setup_edge_configuration_with_arguments(mocker, edge_conf,
caplog) -> None:
mocker.patch('freqtrade.configuration.open',
mocker.mock_open(read_data=json.dumps(edge_conf)))
mocker.patch('freqtrade.configuration.Configuration._create_datadir',
lambda s, c, x: x)
args = [
'--config', 'config.json', '--strategy', 'DefaultStrategy',
'--datadir', '/foo/bar', 'edge', '--ticker-interval', '1m',
'--refresh-pairs-cached', '--timerange', ':100',
'--stoplosses=-0.01,-0.10,-0.001'
]
config = setup_configuration(get_args(args), RunMode.EDGE)
assert 'max_open_trades' in config
assert 'stake_currency' in config
assert 'stake_amount' in config
assert 'exchange' in config
assert 'pair_whitelist' in config['exchange']
assert 'datadir' in config
assert config['runmode'] == RunMode.EDGE
assert log_has('Using data folder: {} ...'.format(config['datadir']),
caplog.record_tuples)
assert 'ticker_interval' in config
assert log_has(
'Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
caplog.record_tuples)
assert 'refresh_pairs' in config
assert log_has('Parameter -r/--refresh-pairs-cached detected ...',
caplog.record_tuples)
assert 'timerange' in config
assert log_has(
'Parameter --timerange detected: {} ...'.format(config['timerange']),
caplog.record_tuples)
def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf,
caplog) -> None:
mocker.patch('freqtrade.configuration.open',
mocker.mock_open(read_data=json.dumps(default_conf)))
mocker.patch('freqtrade.configuration.Configuration._create_datadir',
lambda s, c, x: x)
args = [
'--config', 'config.json', '--datadir', '/foo/bar', 'hyperopt',
'--ticker-interval', '1m', '--timerange', ':100',
'--refresh-pairs-cached', '--enable-position-stacking',
'--disable-max-market-positions', '--epochs', '1000', '--spaces',
'all', '--print-all'
]
config = setup_configuration(get_args(args), RunMode.HYPEROPT)
assert 'max_open_trades' in config
assert 'stake_currency' in config
assert 'stake_amount' in config
assert 'exchange' in config
assert 'pair_whitelist' in config['exchange']
assert 'datadir' in config
assert config['runmode'] == RunMode.HYPEROPT
assert log_has('Using data folder: {} ...'.format(config['datadir']),
caplog.record_tuples)
assert 'ticker_interval' in config
assert log_has(
'Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
caplog.record_tuples)
assert 'position_stacking' in config
assert log_has('Parameter --enable-position-stacking detected ...',
caplog.record_tuples)
assert 'use_max_market_positions' in config
assert log_has('Parameter --disable-max-market-positions detected ...',
caplog.record_tuples)
assert log_has('max_open_trades set to unlimited ...',
caplog.record_tuples)
assert 'refresh_pairs' in config
assert log_has('Parameter -r/--refresh-pairs-cached detected ...',
caplog.record_tuples)
assert 'timerange' in config
assert log_has(
'Parameter --timerange detected: {} ...'.format(config['timerange']),
caplog.record_tuples)
assert 'epochs' in config
assert log_has(
'Parameter --epochs detected ... Will run Hyperopt with for 1000 epochs ...',
caplog.record_tuples)
assert 'spaces' in config
assert log_has(
'Parameter -s/--spaces detected: {}'.format(config['spaces']),
caplog.record_tuples)
assert 'print_all' in config
assert log_has('Parameter --print-all detected ...', caplog.record_tuples)
def test_setup_bt_configuration_with_arguments(mocker, default_conf,
caplog) -> None:
patched_configuration_load_config_file(mocker, default_conf)
mocker.patch('freqtrade.configuration.configuration.create_datadir',
lambda c, x: x)
args = [
'--config', 'config.json', '--strategy', 'DefaultStrategy',
'--datadir', '/foo/bar', 'backtesting', '--ticker-interval', '1m',
'--live', '--enable-position-stacking',
'--disable-max-market-positions', '--refresh-pairs-cached',
'--timerange', ':100', '--export', '/bar/foo', '--export-filename',
'foo_bar.json'
]
config = setup_configuration(get_args(args), RunMode.BACKTEST)
assert 'max_open_trades' in config
assert 'stake_currency' in config
assert 'stake_amount' in config
assert 'exchange' in config
assert 'pair_whitelist' in config['exchange']
assert 'datadir' in config
assert config['runmode'] == RunMode.BACKTEST
assert log_has('Using data directory: {} ...'.format(config['datadir']),
caplog.record_tuples)
assert 'ticker_interval' in config
assert log_has(
'Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
caplog.record_tuples)
assert 'live' in config
assert log_has('Parameter -l/--live detected ...', caplog.record_tuples)
assert 'position_stacking' in config
assert log_has('Parameter --enable-position-stacking detected ...',
caplog.record_tuples)
assert 'use_max_market_positions' in config
assert log_has('Parameter --disable-max-market-positions detected ...',
caplog.record_tuples)
assert log_has('max_open_trades set to unlimited ...',
caplog.record_tuples)
assert 'refresh_pairs' in config
assert log_has('Parameter -r/--refresh-pairs-cached detected ...',
caplog.record_tuples)
assert 'timerange' in config
assert log_has(
'Parameter --timerange detected: {} ...'.format(config['timerange']),
caplog.record_tuples)
assert 'export' in config
assert log_has(
'Parameter --export detected: {} ...'.format(config['export']),
caplog.record_tuples)
assert 'exportfilename' in config
assert log_has(
'Storing backtest results to {} ...'.format(config['exportfilename']),
caplog.record_tuples)
def test_backtest_start_multi_strat(default_conf, mocker, caplog):
default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
async def load_pairs(pair, timeframe, since):
return _load_pair_as_ticks(pair, timeframe)
api_mock = MagicMock()
api_mock.fetch_ohlcv = load_pairs
patch_exchange(mocker, api_mock)
backtestmock = MagicMock()
mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest',
backtestmock)
gen_table_mock = MagicMock()
mocker.patch(
'freqtrade.optimize.backtesting.Backtesting._generate_text_table',
gen_table_mock)
gen_strattable_mock = MagicMock()
mocker.patch(
'freqtrade.optimize.backtesting.Backtesting._generate_text_table_strategy',
gen_strattable_mock)
patched_configuration_load_config_file(mocker, default_conf)
args = [
'--config',
'config.json',
'--datadir',
'freqtrade/tests/testdata',
'backtesting',
'--ticker-interval',
'1m',
'--timerange',
'-100',
'--enable-position-stacking',
'--disable-max-market-positions',
'--strategy-list',
'DefaultStrategy',
'TestStrategy',
]
args = get_args(args)
start_backtesting(args)
# 2 backtests, 4 tables
assert backtestmock.call_count == 2
assert gen_table_mock.call_count == 4
assert gen_strattable_mock.call_count == 1
# check the logs, that will contain the backtest result
exists = [
'Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
'Parameter --timerange detected: -100 ...',
'Using data directory: freqtrade/tests/testdata ...',
'Using stake_currency: BTC ...',
'Using stake_amount: 0.001 ...',
'Backtesting with data from 2017-11-14T21:17:00+00:00 '
'up to 2017-11-14T22:58:00+00:00 (0 days)..',
'Parameter --enable-position-stacking detected ...',
'Running backtesting for Strategy DefaultStrategy',
'Running backtesting for Strategy TestStrategy',
]
for line in exists:
assert log_has(line, caplog)
def test_start_plot_profit_error(mocker):
args = ["plot-profit", "--pairs", "ETH/BTC"]
with pytest.raises(OperationalException):
start_plot_profit(get_args(args))
