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Merge branch 'develop' into pr/Bloodhunter4rc/8819

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This commit is contained in:
Matthias
2023-07-08 07:37:00 +02:00
parent 1c5ea317e6 31faad776e
commit 3d6d006e84
47 changed files with 672 additions and 559 deletions
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tests/exchange/test_ccxt_compat.py
+18 -2
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@@ -43,6 +43,7 @@ EXCHANGES = {
'hasQuoteVolumeFutures': True,
'leverage_tiers_public': False,
'leverage_in_spot_market': False,
'trades_lookback_hours': 4,
'private_methods': [
'fapiPrivateGetPositionSideDual',
'fapiPrivateGetMultiAssetsMargin'
@@ -98,6 +99,7 @@ EXCHANGES = {
'timeframe': '1h',
'leverage_tiers_public': False,
'leverage_in_spot_market': True,
'trades_lookback_hours': 12,
},
'kucoin': {
'pair': 'XRP/USDT',
@@ -342,7 +344,7 @@ def exchange_futures(request, exchange_conf, class_mocker):
@pytest.mark.longrun
class TestCCXTExchange():
class TestCCXTExchange:
def test_load_markets(self, exchange: EXCHANGE_FIXTURE_TYPE):
exch, exchangename = exchange
@@ -640,7 +642,21 @@ class TestCCXTExchange():
assert isinstance(funding_fee, float)
# assert funding_fee > 0
# TODO: tests fetch_trades (?)
def test_ccxt__async_get_trade_history(self, exchange: EXCHANGE_FIXTURE_TYPE):
exch, exchangename = exchange
if not (lookback := EXCHANGES[exchangename].get('trades_lookback_hours')):
pytest.skip('test_fetch_trades not enabled for this exchange')
pair = EXCHANGES[exchangename]['pair']
since = int((datetime.now(timezone.utc) - timedelta(hours=lookback)).timestamp() * 1000)
res = exch.loop.run_until_complete(
exch._async_get_trade_history(pair, since, None, None)
)
assert len(res) == 2
res_pair, res_trades = res
assert res_pair == pair
assert isinstance(res_trades, list)
assert res_trades[0][0] >= since
assert len(res_trades) > 1200
def test_ccxt_get_fee(self, exchange: EXCHANGE_FIXTURE_TYPE):
exch, exchangename = exchange
tests/optimize/test_backtesting.py
+3 -1
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@@ -1437,9 +1437,11 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
strattable_mock = MagicMock()
strat_summary = MagicMock()
mocker.patch.multiple('freqtrade.optimize.optimize_reports',
mocker.patch.multiple('freqtrade.optimize.optimize_reports.bt_output',
text_table_bt_results=text_table_mock,
text_table_strategy=strattable_mock,
)
mocker.patch.multiple('freqtrade.optimize.optimize_reports.optimize_reports',
generate_pair_metrics=MagicMock(),
generate_exit_reason_stats=sell_reason_mock,
generate_strategy_comparison=strat_summary,
tests/optimize/test_optimize_reports.py
+7 -5
View File
@@ -14,15 +14,16 @@ from freqtrade.data.btanalysis import (get_latest_backtest_filename, load_backte
load_backtest_stats)
from freqtrade.edge import PairInfo
from freqtrade.enums import ExitType
from freqtrade.optimize.optimize_reports import (_get_resample_from_period, generate_backtest_stats,
generate_daily_stats, generate_edge_table,
generate_exit_reason_stats, generate_pair_metrics,
from freqtrade.optimize.optimize_reports import (generate_backtest_stats, generate_daily_stats,
generate_edge_table, generate_exit_reason_stats,
generate_pair_metrics,
generate_periodic_breakdown_stats,
generate_strategy_comparison,
generate_trading_stats, show_sorted_pairlist,
store_backtest_analysis_results,
store_backtest_stats, text_table_bt_results,
text_table_exit_reason, text_table_strategy)
from freqtrade.optimize.optimize_reports.optimize_reports import _get_resample_from_period
from freqtrade.resolvers.strategy_resolver import StrategyResolver
from freqtrade.util import dt_ts
from freqtrade.util.datetime_helpers import dt_from_ts, dt_utc
@@ -209,7 +210,7 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
def test_store_backtest_stats(testdatadir, mocker):
dump_mock = mocker.patch('freqtrade.optimize.optimize_reports.file_dump_json')
dump_mock = mocker.patch('freqtrade.optimize.optimize_reports.bt_storage.file_dump_json')
store_backtest_stats(testdatadir, {'metadata': {}}, '2022_01_01_15_05_13')
@@ -228,7 +229,8 @@ def test_store_backtest_stats(testdatadir, mocker):
def test_store_backtest_candles(testdatadir, mocker):
dump_mock = mocker.patch('freqtrade.optimize.optimize_reports.file_dump_joblib')
dump_mock = mocker.patch(
'freqtrade.optimize.optimize_reports.bt_storage.file_dump_joblib')
candle_dict = {'DefStrat': {'UNITTEST/BTC': pd.DataFrame()}}
tests/test_misc.py
+1 -15
View File
@@ -1,6 +1,5 @@
# pragma pylint: disable=missing-docstring,C0103
import datetime
from copy import deepcopy
from pathlib import Path
from unittest.mock import MagicMock
@@ -9,7 +8,7 @@ import pandas as pd
import pytest
from freqtrade.misc import (dataframe_to_json, decimals_per_coin, deep_merge_dicts, file_dump_json,
file_load_json, format_ms_time, json_to_dataframe, pair_to_filename,
file_load_json, json_to_dataframe, pair_to_filename,
parse_db_uri_for_logging, plural, render_template,
render_template_with_fallback, round_coin_value, safe_value_fallback,
safe_value_fallback2)
@@ -91,19 +90,6 @@ def test_pair_to_filename(pair, expected_result):
assert pair_s == expected_result
def test_format_ms_time() -> None:
# Date 2018-04-10 18:02:01
date_in_epoch_ms = 1523383321000
date = format_ms_time(date_in_epoch_ms)
assert type(date) is str
res = datetime.datetime(2018, 4, 10, 18, 2, 1, tzinfo=datetime.timezone.utc)
assert date == res.astimezone(None).strftime('%Y-%m-%dT%H:%M:%S')
res = datetime.datetime(2017, 12, 13, 8, 2, 1, tzinfo=datetime.timezone.utc)
# Date 2017-12-13 08:02:01
date_in_epoch_ms = 1513152121000
assert format_ms_time(date_in_epoch_ms) == res.astimezone(None).strftime('%Y-%m-%dT%H:%M:%S')
def test_safe_value_fallback():
dict1 = {'keya': None, 'keyb': 2, 'keyc': 5, 'keyd': None}
assert safe_value_fallback(dict1, 'keya', 'keyb') == 2
tests/utils/test_datetime_helpers.py
+15 -2
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@@ -3,8 +3,8 @@ from datetime import datetime, timedelta, timezone
import pytest
import time_machine
from freqtrade.util import dt_floor_day, dt_from_ts, dt_now, dt_ts, dt_utc, shorten_date
from freqtrade.util.datetime_helpers import dt_humanize
from freqtrade.util import (dt_floor_day, dt_from_ts, dt_humanize, dt_now, dt_ts, dt_utc,
format_ms_time, shorten_date)
def test_dt_now():
@@ -57,3 +57,16 @@ def test_dt_humanize() -> None:
assert dt_humanize(dt_now()) == 'just now'
assert dt_humanize(dt_now(), only_distance=True) == 'instantly'
assert dt_humanize(dt_now() - timedelta(hours=16), only_distance=True) == '16 hours'
def test_format_ms_time() -> None:
# Date 2018-04-10 18:02:01
date_in_epoch_ms = 1523383321000
date = format_ms_time(date_in_epoch_ms)
assert type(date) is str
res = datetime(2018, 4, 10, 18, 2, 1, tzinfo=timezone.utc)
assert date == res.astimezone(None).strftime('%Y-%m-%dT%H:%M:%S')
res = datetime(2017, 12, 13, 8, 2, 1, tzinfo=timezone.utc)
# Date 2017-12-13 08:02:01
date_in_epoch_ms = 1513152121000
assert format_ms_time(date_in_epoch_ms) == res.astimezone(None).strftime('%Y-%m-%dT%H:%M:%S')