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Merge branch 'freqtrade:develop' into feature/multiple_open_orders

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This commit is contained in:
Axel CHERUBIN
2023-08-02 23:48:13 -04:00
committed by GitHub
parent f224f743da fede847fd9
commit f397d973f3
181 changed files with 3275 additions and 1744 deletions
Download Patch File Download Diff File Expand all files Collapse all files
tests/commands/test_commands.py
+2 -8
View File
@@ -1389,8 +1389,6 @@ def test_convert_data_trades(mocker, testdatadir):
def test_start_list_data(testdatadir, capsys):
args = [
"list-data",
"--data-format-ohlcv",
"json",
"--datadir",
str(testdatadir),
]
@@ -1398,14 +1396,14 @@ def test_start_list_data(testdatadir, capsys):
pargs['config'] = None
start_list_data(pargs)
captured = capsys.readouterr()
assert "Found 17 pair / timeframe combinations." in captured.out
assert "Found 16 pair / timeframe combinations." in captured.out
assert "\n| Pair | Timeframe | Type |\n" in captured.out
assert "\n| UNITTEST/BTC | 1m, 5m, 8m, 30m | spot |\n" in captured.out
args = [
"list-data",
"--data-format-ohlcv",
"json",
"feather",
"--pairs", "XRP/ETH",
"--datadir",
str(testdatadir),
@@ -1421,8 +1419,6 @@ def test_start_list_data(testdatadir, capsys):
args = [
"list-data",
"--data-format-ohlcv",
"json",
"--trading-mode", "futures",
"--datadir",
str(testdatadir),
@@ -1439,8 +1435,6 @@ def test_start_list_data(testdatadir, capsys):
args = [
"list-data",
"--data-format-ohlcv",
"json",
"--pairs", "XRP/ETH",
"--datadir",
str(testdatadir),
tests/conftest.py
+17 -16
View File
@@ -526,6 +526,7 @@ def get_default_conf(testdatadir):
"disableparamexport": True,
"internals": {},
"export": "none",
"dataformat_ohlcv": "feather",
"candle_type_def": CandleType.SPOT,
}
return configuration
@@ -2999,85 +3000,85 @@ def mark_ohlcv():
def funding_rate_history_hourly():
return [
{
"symbol": "ADA/USDT",
"symbol": "ADA/USDT:USDT",
"fundingRate": -0.000008,
"timestamp": 1630454400000,
"datetime": "2021-09-01T00:00:00.000Z"
},
{
"symbol": "ADA/USDT",
"symbol": "ADA/USDT:USDT",
"fundingRate": -0.000004,
"timestamp": 1630458000000,
"datetime": "2021-09-01T01:00:00.000Z"
},
{
"symbol": "ADA/USDT",
"symbol": "ADA/USDT:USDT",
"fundingRate": 0.000012,
"timestamp": 1630461600000,
"datetime": "2021-09-01T02:00:00.000Z"
},
{
"symbol": "ADA/USDT",
"symbol": "ADA/USDT:USDT",
"fundingRate": -0.000003,
"timestamp": 1630465200000,
"datetime": "2021-09-01T03:00:00.000Z"
},
{
"symbol": "ADA/USDT",
"symbol": "ADA/USDT:USDT",
"fundingRate": -0.000007,
"timestamp": 1630468800000,
"datetime": "2021-09-01T04:00:00.000Z"
},
{
"symbol": "ADA/USDT",
"symbol": "ADA/USDT:USDT",
"fundingRate": 0.000003,
"timestamp": 1630472400000,
"datetime": "2021-09-01T05:00:00.000Z"
},
{
"symbol": "ADA/USDT",
"symbol": "ADA/USDT:USDT",
"fundingRate": 0.000019,
"timestamp": 1630476000000,
"datetime": "2021-09-01T06:00:00.000Z"
},
{
"symbol": "ADA/USDT",
"symbol": "ADA/USDT:USDT",
"fundingRate": 0.000003,
"timestamp": 1630479600000,
"datetime": "2021-09-01T07:00:00.000Z"
},
{
"symbol": "ADA/USDT",
"symbol": "ADA/USDT:USDT",
"fundingRate": -0.000003,
"timestamp": 1630483200000,
"datetime": "2021-09-01T08:00:00.000Z"
},
{
"symbol": "ADA/USDT",
"symbol": "ADA/USDT:USDT",
"fundingRate": 0,
"timestamp": 1630486800000,
"datetime": "2021-09-01T09:00:00.000Z"
},
{
"symbol": "ADA/USDT",
"symbol": "ADA/USDT:USDT",
"fundingRate": 0.000013,
"timestamp": 1630490400000,
"datetime": "2021-09-01T10:00:00.000Z"
},
{
"symbol": "ADA/USDT",
"symbol": "ADA/USDT:USDT",
"fundingRate": 0.000077,
"timestamp": 1630494000000,
"datetime": "2021-09-01T11:00:00.000Z"
},
{
"symbol": "ADA/USDT",
"symbol": "ADA/USDT:USDT",
"fundingRate": 0.000072,
"timestamp": 1630497600000,
"datetime": "2021-09-01T12:00:00.000Z"
},
{
"symbol": "ADA/USDT",
"symbol": "ADA/USDT:USDT",
"fundingRate": 0.000097,
"timestamp": 1630501200000,
"datetime": "2021-09-01T13:00:00.000Z"
@@ -3089,13 +3090,13 @@ def funding_rate_history_hourly():
def funding_rate_history_octohourly():
return [
{
"symbol": "ADA/USDT",
"symbol": "ADA/USDT:USDT",
"fundingRate": -0.000008,
"timestamp": 1630454400000,
"datetime": "2021-09-01T00:00:00.000Z"
},
{
"symbol": "ADA/USDT",
"symbol": "ADA/USDT:USDT",
"fundingRate": -0.000003,
"timestamp": 1630483200000,
"datetime": "2021-09-01T08:00:00.000Z"
tests/data/test_btanalysis.py
+15 -3
View File
@@ -343,12 +343,24 @@ def test_calculate_expectancy(testdatadir):
filename = testdatadir / "backtest_results/backtest-result.json"
bt_data = load_backtest_data(filename)
expectancy = calculate_expectancy(DataFrame())
expectancy, expectancy_ratio = calculate_expectancy(DataFrame())
assert expectancy == 0.0
assert expectancy_ratio == 100
expectancy = calculate_expectancy(bt_data)
expectancy, expectancy_ratio = calculate_expectancy(bt_data)
assert isinstance(expectancy, float)
assert pytest.approx(expectancy) == 0.07151374226574791
assert isinstance(expectancy_ratio, float)
assert pytest.approx(expectancy) == 5.820687070932315e-06
assert pytest.approx(expectancy_ratio) == 0.07151374226574791
data = {
'profit_abs': [100, 200, 50, -150, 300, -100, 80, -30]
}
df = DataFrame(data)
expectancy, expectancy_ratio = calculate_expectancy(df)
assert pytest.approx(expectancy) == 56.25
assert pytest.approx(expectancy_ratio) == 0.60267857
def test_calculate_sortino(testdatadir):
tests/data/test_converter.py
+73 -6
View File
@@ -135,6 +135,73 @@ def test_ohlcv_fill_up_missing_data2(caplog):
f"{len(data)} - after: {len(data2)}.*", caplog)
def test_ohlcv_to_dataframe_1M():
# Monthly ticks from 2019-09-01 to 2023-07-01
ticks = [
[1567296000000, 8042.08, 10475.54, 7700.67, 8041.96, 608742.1109999999],
[1569888000000, 8285.31, 10408.48, 7172.76, 9150.0, 2439561.887],
[1572566400000, 9149.88, 9550.0, 6510.19, 7542.93, 4042674.725],
[1575158400000, 7541.08, 7800.0, 6427.0, 7189.0, 4063882.296],
[1577836800000, 7189.43, 9599.0, 6863.44, 9364.51, 5165281.358],
[1580515200000, 9364.5, 10540.0, 8450.0, 8531.98, 4581788.124],
[1583020800000, 8532.5, 9204.0, 3621.81, 6407.1, 10859497.479],
[1585699200000, 6407.1, 9479.77, 6140.0, 8624.76, 11276526.968],
[1588291200000, 8623.61, 10080.0, 7940.0, 9446.43, 12469561.02],
[1590969600000, 9446.49, 10497.25, 8816.4, 9138.87, 6684044.201],
[1593561600000, 9138.88, 11488.0, 8900.0, 11343.68, 5709327.926],
[1596240000000, 11343.67, 12499.42, 10490.0, 11658.11, 6746487.129],
[1598918400000, 11658.11, 12061.07, 9808.58, 10773.0, 6442697.051],
[1601510400000, 10773.0, 14140.0, 10371.03, 13783.73, 7404103.004],
[1604188800000, 13783.73, 19944.0, 13195.0, 19720.0, 12328272.549],
[1606780800000, 19722.09, 29376.7, 17555.0, 28951.68, 10067314.24],
[1609459200000, 28948.19, 42125.51, 27800.0, 33126.21, 12408873.079],
[1612137600000, 33125.11, 58472.14, 32322.47, 45163.36, 8784474.482],
[1614556800000, 45162.64, 61950.0, 44972.49, 58807.24, 9459821.267],
[1617235200000, 58810.99, 64986.11, 46930.43, 57684.16, 7895051.389],
[1619827200000, 57688.29, 59654.0, 28688.0, 37243.38, 16790964.443],
[1622505600000, 37244.36, 41413.0, 28780.01, 35031.39, 23474519.886],
[1625097600000, 35031.39, 48168.6, 29242.24, 41448.11, 16932491.175],
[1627776000000, 41448.1, 50600.0, 37291.0, 47150.32, 13645800.254],
[1630454400000, 47150.32, 52950.0, 39503.58, 43796.57, 10734742.869],
[1633046400000, 43799.49, 67150.0, 43260.01, 61348.61, 9111112.847],
[1635724800000, 61347.14, 69198.7, 53245.0, 56975.0, 7111424.463],
[1638316800000, 56978.06, 59100.0, 40888.89, 46210.56, 8404449.024],
[1640995200000, 46210.57, 48000.0, 32853.83, 38439.04, 11047479.277],
[1643673600000, 38439.04, 45847.5, 34303.7, 43155.0, 10910339.91],
[1646092800000, 43155.0, 48200.0, 37134.0, 45506.0, 10459721.586],
[1648771200000, 45505.9, 47448.0, 37550.0, 37614.5, 8463568.862],
[1651363200000, 37614.4, 40071.7, 26631.0, 31797.8, 14463715.774],
[1654041600000, 31797.9, 31986.1, 17593.2, 19923.5, 20710810.306],
[1656633600000, 19923.3, 24700.0, 18780.1, 23290.1, 20582518.513],
[1659312000000, 23290.1, 25200.0, 19508.0, 20041.5, 17221921.557],
[1661990400000, 20041.4, 22850.0, 18084.3, 19411.7, 21935261.414],
[1664582400000, 19411.6, 21088.0, 17917.8, 20482.0, 16625843.584],
[1667260800000, 20482.1, 21473.7, 15443.2, 17153.3, 18460614.013],
[1669852800000, 17153.4, 18400.0, 16210.0, 16537.6, 9702408.711],
[1672531200000, 16537.5, 23962.7, 16488.0, 23119.4, 14732180.645],
[1675209600000, 23119.5, 25347.6, 21338.0, 23129.6, 15025197.415],
[1677628800000, 23129.7, 29184.8, 19521.6, 28454.9, 23317458.541],
[1680307200000, 28454.8, 31059.0, 26919.3, 29223.0, 14654208.219],
[1682899200000, 29223.0, 29840.0, 25751.0, 27201.1, 13328157.284],
[1685577600000, 27201.1, 31500.0, 24777.0, 30460.2, 14099299.273],
[1688169600000, 30460.2, 31850.0, 28830.0, 29338.8, 8760361.377]
]
data = ohlcv_to_dataframe(ticks, '1M', pair="UNITTEST/USDT",
fill_missing=False, drop_incomplete=False)
assert len(data) == len(ticks)
assert data.iloc[0]['date'].strftime('%Y-%m-%d') == '2019-09-01'
assert data.iloc[-1]['date'].strftime('%Y-%m-%d') == '2023-07-01'
# Test with filling missing data
data = ohlcv_to_dataframe(ticks, '1M', pair="UNITTEST/USDT",
fill_missing=True, drop_incomplete=False)
assert len(data) == len(ticks)
assert data.iloc[0]['date'].strftime('%Y-%m-%d') == '2019-09-01'
assert data.iloc[-1]['date'].strftime('%Y-%m-%d') == '2023-07-01'
def test_ohlcv_drop_incomplete(caplog):
timeframe = '1d'
ticks = [
@@ -304,8 +371,8 @@ def test_convert_ohlcv_format(default_conf, testdatadir, tmpdir, file_base, cand
files_temp = []
files_new = []
for file in file_base:
file_orig = testdatadir / f"{prependix}{file}.json"
file_temp = tmpdir1 / f"{prependix}{file}.json"
file_orig = testdatadir / f"{prependix}{file}.feather"
file_temp = tmpdir1 / f"{prependix}{file}.feather"
file_new = tmpdir1 / f"{prependix}{file}.json.gz"
IDataHandler.create_dir_if_needed(file_temp)
copyfile(file_orig, file_temp)
@@ -315,6 +382,8 @@ def test_convert_ohlcv_format(default_conf, testdatadir, tmpdir, file_base, cand
files_new.append(file_new)
default_conf['datadir'] = tmpdir1
default_conf['candle_types'] = [candletype]
if candletype == CandleType.SPOT:
default_conf['pairs'] = ['XRP/ETH', 'XRP/USDT', 'UNITTEST/USDT']
else:
@@ -325,10 +394,9 @@ def test_convert_ohlcv_format(default_conf, testdatadir, tmpdir, file_base, cand
convert_ohlcv_format(
default_conf,
convert_from='json',
convert_from='feather',
convert_to='jsongz',
erase=False,
candle_type=candletype
)
for file in (files_temp + files_new):
assert file.exists()
@@ -340,9 +408,8 @@ def test_convert_ohlcv_format(default_conf, testdatadir, tmpdir, file_base, cand
convert_ohlcv_format(
default_conf,
convert_from='jsongz',
convert_to='json',
convert_to='feather',
erase=True,
candle_type=candletype
)
for file in (files_temp):
assert file.exists()
tests/data/test_datahandler.py
+8 -14
View File
@@ -20,7 +20,7 @@ from tests.conftest import log_has, log_has_re
def test_datahandler_ohlcv_get_pairs(testdatadir):
pairs = JsonDataHandler.ohlcv_get_pairs(testdatadir, '5m', candle_type=CandleType.SPOT)
pairs = FeatherDataHandler.ohlcv_get_pairs(testdatadir, '5m', candle_type=CandleType.SPOT)
# Convert to set to avoid failures due to sorting
assert set(pairs) == {'UNITTEST/BTC', 'XLM/BTC', 'ETH/BTC', 'TRX/BTC', 'LTC/BTC',
'XMR/BTC', 'ZEC/BTC', 'ADA/BTC', 'ETC/BTC', 'NXT/BTC',
@@ -32,7 +32,7 @@ def test_datahandler_ohlcv_get_pairs(testdatadir):
pairs = HDF5DataHandler.ohlcv_get_pairs(testdatadir, '5m', candle_type=CandleType.SPOT)
assert set(pairs) == {'UNITTEST/BTC'}
pairs = JsonDataHandler.ohlcv_get_pairs(testdatadir, '1h', candle_type=CandleType.MARK)
pairs = FeatherDataHandler.ohlcv_get_pairs(testdatadir, '1h', candle_type=CandleType.MARK)
assert set(pairs) == {'UNITTEST/USDT:USDT', 'XRP/USDT:USDT'}
pairs = JsonGzDataHandler.ohlcv_get_pairs(testdatadir, '1h', candle_type=CandleType.FUTURES)
@@ -79,7 +79,7 @@ def test_rebuild_pair_from_filename(input, expected):
def test_datahandler_ohlcv_get_available_data(testdatadir):
paircombs = JsonDataHandler.ohlcv_get_available_data(testdatadir, TradingMode.SPOT)
paircombs = FeatherDataHandler.ohlcv_get_available_data(testdatadir, TradingMode.SPOT)
# Convert to set to avoid failures due to sorting
assert set(paircombs) == {
('UNITTEST/BTC', '5m', CandleType.SPOT),
@@ -98,10 +98,9 @@ def test_datahandler_ohlcv_get_available_data(testdatadir):
('XRP/ETH', '5m', CandleType.SPOT),
('UNITTEST/BTC', '30m', CandleType.SPOT),
('UNITTEST/BTC', '8m', CandleType.SPOT),
('NOPAIR/XXX', '4m', CandleType.SPOT),
}
paircombs = JsonDataHandler.ohlcv_get_available_data(testdatadir, TradingMode.FUTURES)
paircombs = FeatherDataHandler.ohlcv_get_available_data(testdatadir, TradingMode.FUTURES)
# Convert to set to avoid failures due to sorting
assert set(paircombs) == {
('UNITTEST/USDT:USDT', '1h', 'mark'),
@@ -140,16 +139,11 @@ def test_jsondatahandler_ohlcv_purge(mocker, testdatadir):
def test_jsondatahandler_ohlcv_load(testdatadir, caplog):
dh = JsonDataHandler(testdatadir)
df = dh.ohlcv_load('XRP/ETH', '5m', 'spot')
assert len(df) == 712
df_mark = dh.ohlcv_load('UNITTEST/USDT:USDT', '1h', candle_type="mark")
assert len(df_mark) == 100
df = dh.ohlcv_load('UNITTEST/BTC', '1m', 'spot')
assert len(df) > 0
df_no_mark = dh.ohlcv_load('UNITTEST/USDT', '1h', 'spot')
assert len(df_no_mark) == 0
# Failure case (empty array)
# # Failure case (empty array)
df1 = dh.ohlcv_load('NOPAIR/XXX', '4m', 'spot')
assert len(df1) == 0
assert log_has("Could not load data for NOPAIR/XXX.", caplog)
@@ -444,7 +438,7 @@ def test_generic_datahandler_ohlcv_load_and_resave(
tmpdir2 = tmpdir1 / 'futures'
tmpdir2.mkdir()
# Load data from one common file
dhbase = get_datahandler(testdatadir, 'json')
dhbase = get_datahandler(testdatadir, 'feather')
ohlcv = dhbase._ohlcv_load(pair, timeframe, None, candle_type=candle_type)
assert isinstance(ohlcv, DataFrame)
assert len(ohlcv) > 0
tests/data/test_dataprovider.py
+6 -5
View File
@@ -63,9 +63,10 @@ def test_historic_ohlcv(mocker, default_conf, ohlcv_history):
def test_historic_ohlcv_dataformat(mocker, default_conf, ohlcv_history):
hdf5loadmock = MagicMock(return_value=ohlcv_history)
jsonloadmock = MagicMock(return_value=ohlcv_history)
featherloadmock = MagicMock(return_value=ohlcv_history)
mocker.patch("freqtrade.data.history.hdf5datahandler.HDF5DataHandler._ohlcv_load", hdf5loadmock)
mocker.patch("freqtrade.data.history.jsondatahandler.JsonDataHandler._ohlcv_load", jsonloadmock)
mocker.patch("freqtrade.data.history.featherdatahandler.FeatherDataHandler._ohlcv_load",
featherloadmock)
default_conf["runmode"] = RunMode.BACKTEST
exchange = get_patched_exchange(mocker, default_conf)
@@ -73,17 +74,17 @@ def test_historic_ohlcv_dataformat(mocker, default_conf, ohlcv_history):
data = dp.historic_ohlcv("UNITTEST/BTC", "5m")
assert isinstance(data, DataFrame)
hdf5loadmock.assert_not_called()
jsonloadmock.assert_called_once()
featherloadmock.assert_called_once()
# Switching to dataformat hdf5
hdf5loadmock.reset_mock()
jsonloadmock.reset_mock()
featherloadmock.reset_mock()
default_conf["dataformat_ohlcv"] = "hdf5"
dp = DataProvider(default_conf, exchange)
data = dp.historic_ohlcv("UNITTEST/BTC", "5m")
assert isinstance(data, DataFrame)
hdf5loadmock.assert_called_once()
jsonloadmock.assert_not_called()
featherloadmock.assert_not_called()
@pytest.mark.parametrize('candle_type', [
tests/data/test_history.py
+18 -16
View File
@@ -68,7 +68,7 @@ def test_load_data_7min_timeframe(caplog, testdatadir) -> None:
def test_load_data_1min_timeframe(ohlcv_history, mocker, caplog, testdatadir) -> None:
mocker.patch(f'{EXMS}.get_historic_ohlcv', return_value=ohlcv_history)
file = testdatadir / 'UNITTEST_BTC-1m.json'
file = testdatadir / 'UNITTEST_BTC-1m.feather'
load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC'])
assert file.is_file()
assert not log_has(
@@ -79,7 +79,7 @@ def test_load_data_1min_timeframe(ohlcv_history, mocker, caplog, testdatadir) ->
def test_load_data_mark(ohlcv_history, mocker, caplog, testdatadir) -> None:
mocker.patch(f'{EXMS}.get_historic_ohlcv', return_value=ohlcv_history)
file = testdatadir / 'futures/UNITTEST_USDT_USDT-1h-mark.json'
file = testdatadir / 'futures/UNITTEST_USDT_USDT-1h-mark.feather'
load_data(datadir=testdatadir, timeframe='1h', pairs=['UNITTEST/BTC'], candle_type='mark')
assert file.is_file()
assert not log_has(
@@ -90,7 +90,7 @@ def test_load_data_mark(ohlcv_history, mocker, caplog, testdatadir) -> None:
def test_load_data_startup_candles(mocker, testdatadir) -> None:
ltfmock = mocker.patch(
'freqtrade.data.history.jsondatahandler.JsonDataHandler._ohlcv_load',
'freqtrade.data.history.featherdatahandler.FeatherDataHandler._ohlcv_load',
MagicMock(return_value=DataFrame()))
timerange = TimeRange('date', None, 1510639620, 0)
load_pair_history(pair='UNITTEST/BTC', timeframe='1m',
@@ -112,7 +112,7 @@ def test_load_data_with_new_pair_1min(ohlcv_history_list, mocker, caplog,
tmpdir1 = Path(tmpdir)
mocker.patch(f'{EXMS}.get_historic_ohlcv', return_value=ohlcv_history_list)
exchange = get_patched_exchange(mocker, default_conf)
file = tmpdir1 / 'MEME_BTC-1m.json'
file = tmpdir1 / 'MEME_BTC-1m.feather'
# do not download a new pair if refresh_pairs isn't set
load_pair_history(datadir=tmpdir1, timeframe='1m', pair='MEME/BTC', candle_type=candle_type)
@@ -280,10 +280,10 @@ def test_download_pair_history(
mocker.patch(f'{EXMS}.get_historic_ohlcv', return_value=ohlcv_history_list)
exchange = get_patched_exchange(mocker, default_conf)
tmpdir1 = Path(tmpdir)
file1_1 = tmpdir1 / f'{subdir}MEME_BTC-1m{file_tail}.json'
file1_5 = tmpdir1 / f'{subdir}MEME_BTC-5m{file_tail}.json'
file2_1 = tmpdir1 / f'{subdir}CFI_BTC-1m{file_tail}.json'
file2_5 = tmpdir1 / f'{subdir}CFI_BTC-5m{file_tail}.json'
file1_1 = tmpdir1 / f'{subdir}MEME_BTC-1m{file_tail}.feather'
file1_5 = tmpdir1 / f'{subdir}MEME_BTC-5m{file_tail}.feather'
file2_1 = tmpdir1 / f'{subdir}CFI_BTC-1m{file_tail}.feather'
file2_5 = tmpdir1 / f'{subdir}CFI_BTC-5m{file_tail}.feather'
assert not file1_1.is_file()
assert not file2_1.is_file()
@@ -326,7 +326,7 @@ def test_download_pair_history2(mocker, default_conf, testdatadir) -> None:
[1509836580000, 0.00161, 0.00161, 0.00161, 0.00161, 82.390199]
]
json_dump_mock = mocker.patch(
'freqtrade.data.history.jsondatahandler.JsonDataHandler.ohlcv_store',
'freqtrade.data.history.featherdatahandler.FeatherDataHandler.ohlcv_store',
return_value=None)
mocker.patch(f'{EXMS}.get_historic_ohlcv', return_value=tick)
exchange = get_patched_exchange(mocker, default_conf)
@@ -386,7 +386,7 @@ def test_load_partial_missing(testdatadir, caplog) -> None:
def test_init(default_conf) -> None:
assert {} == load_data(
datadir=Path(''),
datadir=Path(),
pairs=[],
timeframe=default_conf['timeframe']
)
@@ -395,14 +395,14 @@ def test_init(default_conf) -> None:
def test_init_with_refresh(default_conf, mocker) -> None:
exchange = get_patched_exchange(mocker, default_conf)
refresh_data(
datadir=Path(''),
datadir=Path(),
pairs=[],
timeframe=default_conf['timeframe'],
exchange=exchange,
candle_type=CandleType.SPOT
)
assert {} == load_data(
datadir=Path(''),
datadir=Path(),
pairs=[],
timeframe=default_conf['timeframe']
)
@@ -627,8 +627,8 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad
def test_convert_trades_to_ohlcv(testdatadir, tmpdir, caplog):
tmpdir1 = Path(tmpdir)
pair = 'XRP/ETH'
file1 = tmpdir1 / 'XRP_ETH-1m.json'
file5 = tmpdir1 / 'XRP_ETH-5m.json'
file1 = tmpdir1 / 'XRP_ETH-1m.feather'
file5 = tmpdir1 / 'XRP_ETH-5m.feather'
filetrades = tmpdir1 / 'XRP_ETH-trades.json.gz'
copyfile(testdatadir / file1.name, file1)
copyfile(testdatadir / file5.name, file5)
@@ -641,6 +641,7 @@ def test_convert_trades_to_ohlcv(testdatadir, tmpdir, caplog):
tr = TimeRange.parse_timerange('20191011-20191012')
convert_trades_to_ohlcv([pair], timeframes=['1m', '5m'],
data_format_trades='jsongz',
datadir=tmpdir1, timerange=tr, erase=True)
assert log_has("Deleting existing data for pair XRP/ETH, interval 1m.", caplog)
@@ -648,11 +649,12 @@ def test_convert_trades_to_ohlcv(testdatadir, tmpdir, caplog):
df_1m = load_pair_history(datadir=tmpdir1, timeframe="1m", pair=pair)
df_5m = load_pair_history(datadir=tmpdir1, timeframe="5m", pair=pair)
assert df_1m.equals(dfbak_1m)
assert df_5m.equals(dfbak_5m)
assert_frame_equal(dfbak_1m, df_1m, check_exact=True)
assert_frame_equal(dfbak_5m, df_5m, check_exact=True)
assert not log_has('Could not convert NoDatapair to OHLCV.', caplog)
convert_trades_to_ohlcv(['NoDatapair'], timeframes=['1m', '5m'],
data_format_trades='jsongz',
datadir=tmpdir1, timerange=tr, erase=True)
assert log_has('Could not convert NoDatapair to OHLCV.', caplog)
tests/exchange/test_ccxt_compat.py
+23 -9
View File
@@ -43,6 +43,7 @@ EXCHANGES = {
'hasQuoteVolumeFutures': True,
'leverage_tiers_public': False,
'leverage_in_spot_market': False,
'trades_lookback_hours': 4,
'private_methods': [
'fapiPrivateGetPositionSideDual',
'fapiPrivateGetMultiAssetsMargin'
@@ -92,12 +93,13 @@ EXCHANGES = {
}]
},
'kraken': {
'pair': 'BTC/USDT',
'stake_currency': 'USDT',
'pair': 'BTC/USD',
'stake_currency': 'USD',
'hasQuoteVolume': True,
'timeframe': '1h',
'leverage_tiers_public': False,
'leverage_in_spot_market': True,
'trades_lookback_hours': 12,
},
'kucoin': {
'pair': 'XRP/USDT',
@@ -291,11 +293,7 @@ def set_test_proxy(config: Config, use_proxy: bool) -> Config:
if use_proxy and (proxy := os.environ.get('CI_WEB_PROXY')):
config1 = deepcopy(config)
config1['exchange']['ccxt_config'] = {
"aiohttp_proxy": proxy,
'proxies': {
'https': proxy,
'http': proxy,
}
"httpsProxy": proxy,
}
return config1
@@ -342,7 +340,7 @@ 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
@@ -546,6 +544,8 @@ class TestCCXTExchange():
if exchangename in ('bittrex'):
# For some weired reason, this test returns random lengths for bittrex.
pytest.skip("Exchange doesn't provide stable ohlcv history")
if exchangename in ('bitvavo'):
pytest.skip("Exchange Downtime ")
if not exc._ft_has['ohlcv_has_history']:
pytest.skip("Exchange does not support candle history")
@@ -640,7 +640,21 @@ 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/exchange/test_exchange.py
+4 -4
View File
@@ -4343,11 +4343,11 @@ def test__fetch_and_calculate_funding_fees(
ex = get_patched_exchange(mocker, default_conf, api_mock, id=exchange)
mocker.patch(f'{EXMS}.timeframes', PropertyMock(return_value=['1h', '4h', '8h']))
funding_fees = ex._fetch_and_calculate_funding_fees(
pair='ADA/USDT', amount=amount, is_short=True, open_date=d1, close_date=d2)
pair='ADA/USDT:USDT', amount=amount, is_short=True, open_date=d1, close_date=d2)
assert pytest.approx(funding_fees) == expected_fees
# Fees for Longs are inverted
funding_fees = ex._fetch_and_calculate_funding_fees(
pair='ADA/USDT', amount=amount, is_short=False, open_date=d1, close_date=d2)
pair='ADA/USDT:USDT', amount=amount, is_short=False, open_date=d1, close_date=d2)
assert pytest.approx(funding_fees) == -expected_fees
# Return empty "refresh_latest"
@@ -4355,7 +4355,7 @@ def test__fetch_and_calculate_funding_fees(
ex = get_patched_exchange(mocker, default_conf, api_mock, id=exchange)
with pytest.raises(ExchangeError, match="Could not find funding rates."):
ex._fetch_and_calculate_funding_fees(
pair='ADA/USDT', amount=amount, is_short=False, open_date=d1, close_date=d2)
pair='ADA/USDT:USDT', amount=amount, is_short=False, open_date=d1, close_date=d2)
@pytest.mark.parametrize('exchange,expected_fees', [
@@ -5424,7 +5424,7 @@ def test_stoploss_contract_size(mocker, default_conf, contract_size, order_amoun
assert api_mock.create_order.call_args_list[0][1]['amount'] == order_amount
assert order['amount'] == 100
assert order['cost'] == 100
assert order['cost'] == order_amount
assert order['filled'] == 100
assert order['remaining'] == 100
tests/optimize/test_backtesting.py
+44 -2
View File
@@ -21,7 +21,7 @@ from freqtrade.data.history import get_timerange
from freqtrade.enums import CandleType, ExitType, RunMode
from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.exchange.exchange import timeframe_to_next_date
from freqtrade.optimize.backtest_caching import get_strategy_run_id
from freqtrade.optimize.backtest_caching import get_backtest_metadata_filename, get_strategy_run_id
from freqtrade.optimize.backtesting import Backtesting
from freqtrade.persistence import LocalTrade, Trade
from freqtrade.resolvers import StrategyResolver
@@ -601,6 +601,9 @@ def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None:
trade = backtesting._enter_trade(pair, row=row, direction='short')
assert pytest.approx(trade.liquidation_price) == 0.11787191
assert pytest.approx(trade.orders[0].cost) == (
trade.stake_amount * trade.leverage + trade.fee_open)
assert pytest.approx(trade.orders[-1].stake_amount) == trade.stake_amount
# Stake-amount too high!
mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=600.0)
@@ -1437,9 +1440,11 @@ 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,
@@ -1993,3 +1998,40 @@ def test_get_strategy_run_id(default_conf_usdt):
strategy = StrategyResolver.load_strategy(default_conf_usdt)
x = get_strategy_run_id(strategy)
assert isinstance(x, str)
def test_get_backtest_metadata_filename():
# Test with a file path
filename = Path('backtest_results.json')
expected = Path('backtest_results.meta.json')
assert get_backtest_metadata_filename(filename) == expected
# Test with a file path with multiple dots in the name
filename = Path('/path/to/backtest.results.json')
expected = Path('/path/to/backtest.results.meta.json')
assert get_backtest_metadata_filename(filename) == expected
# Test with a file path with no parent directory
filename = Path('backtest_results.json')
expected = Path('backtest_results.meta.json')
assert get_backtest_metadata_filename(filename) == expected
# Test with a string file path
filename = '/path/to/backtest_results.json'
expected = Path('/path/to/backtest_results.meta.json')
assert get_backtest_metadata_filename(filename) == expected
# Test with a string file path with no extension
filename = '/path/to/backtest_results'
expected = Path('/path/to/backtest_results.meta')
assert get_backtest_metadata_filename(filename) == expected
# Test with a string file path with multiple dots in the name
filename = '/path/to/backtest.results.json'
expected = Path('/path/to/backtest.results.meta.json')
assert get_backtest_metadata_filename(filename) == expected
# Test with a string file path with no parent directory
filename = 'backtest_results.json'
expected = Path('backtest_results.meta.json')
assert get_backtest_metadata_filename(filename) == expected
tests/optimize/test_optimize_reports.py
+37 -7
View File
@@ -14,15 +14,17 @@ 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,
calc_streak)
from freqtrade.resolvers.strategy_resolver import StrategyResolver
from freqtrade.util import dt_ts
from freqtrade.util.datetime_helpers import dt_from_ts, dt_utc
@@ -209,9 +211,10 @@ 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')
data = {'metadata': {}, 'strategy': {}, 'strategy_comparison': []}
store_backtest_stats(testdatadir, data, '2022_01_01_15_05_13')
assert dump_mock.call_count == 3
assert isinstance(dump_mock.call_args_list[0][0][0], Path)
@@ -219,7 +222,7 @@ def test_store_backtest_stats(testdatadir, mocker):
dump_mock.reset_mock()
filename = testdatadir / 'testresult.json'
store_backtest_stats(filename, {'metadata': {}}, '2022_01_01_15_05_13')
store_backtest_stats(filename, data, '2022_01_01_15_05_13')
assert dump_mock.call_count == 3
assert isinstance(dump_mock.call_args_list[0][0][0], Path)
# result will be testdatadir / testresult-<timestamp>.json
@@ -228,7 +231,8 @@ 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()}}
@@ -346,6 +350,32 @@ def test_generate_trading_stats(testdatadir):
assert res['losses'] == 0
def test_calc_streak(testdatadir):
df = pd.DataFrame({
'profit_ratio': [0.05, -0.02, -0.03, -0.05, 0.01, 0.02, 0.03, 0.04, -0.02, -0.03],
})
# 4 consecutive wins, 3 consecutive losses
res = calc_streak(df)
assert res == (4, 3)
assert isinstance(res[0], int)
assert isinstance(res[1], int)
# invert situation
df1 = df.copy()
df1['profit_ratio'] = df1['profit_ratio'] * -1
assert calc_streak(df1) == (3, 4)
df_empty = pd.DataFrame({
'profit_ratio': [],
})
assert df_empty.empty
assert calc_streak(df_empty) == (0, 0)
filename = testdatadir / "backtest_results/backtest-result.json"
bt_data = load_backtest_data(filename)
assert calc_streak(bt_data) == (7, 18)
def test_text_table_exit_reason():
results = pd.DataFrame(
tests/persistence/test_persistence.py
+2 -2
View File
@@ -559,14 +559,14 @@ def test_calc_open_close_trade_price(
exit_order = limit_order[trade.exit_side]
oobj = Order.parse_from_ccxt_object(entry_order, 'ADA/USDT', trade.entry_side)
oobj.trade = trade
oobj._trade_live = trade
oobj.update_from_ccxt_object(entry_order)
trade.update_trade(oobj)
trade.funding_fees = funding_fees
oobj = Order.parse_from_ccxt_object(exit_order, 'ADA/USDT', trade.exit_side)
oobj.trade = trade
oobj._trade_live = trade
oobj.update_from_ccxt_object(exit_order)
trade.update_trade(oobj)
tests/persistence/test_trade_fromjson.py
+8 -2
View File
@@ -1,8 +1,11 @@
from datetime import datetime, timezone
import pytest
from freqtrade.persistence.trade_model import Trade
@pytest.mark.usefixtures("init_persistence")
def test_trade_fromjson():
"""Test the Trade.from_json() method."""
trade_string = """{
@@ -168,14 +171,17 @@ def test_trade_fromjson():
]
}"""
trade = Trade.from_json(trade_string)
Trade.session.add(trade)
Trade.commit()
assert trade.id == 25
assert trade.pair == 'ETH/USDT'
assert trade.open_date == datetime(2022, 10, 18, 9, 12, 42, tzinfo=timezone.utc)
assert trade.open_date_utc == datetime(2022, 10, 18, 9, 12, 42, tzinfo=timezone.utc)
assert isinstance(trade.open_date, datetime)
assert trade.exit_reason == 'no longer good'
assert trade.realized_profit == 2.76315361
assert len(trade.orders) == 5
last_o = trade.orders[-1]
assert last_o.order_filled_date == datetime(2022, 10, 18, 9, 45, 22, tzinfo=timezone.utc)
assert last_o.order_filled_utc == datetime(2022, 10, 18, 9, 45, 22, tzinfo=timezone.utc)
assert isinstance(last_o.order_date, datetime)
tests/plugins/test_pairlist.py
+4
View File
@@ -1200,6 +1200,10 @@ def test_spreadfilter_invalid_data(mocker, default_conf, markets, tickers, caplo
"[{'ProducerPairList': 'ProducerPairList - default'}]",
None
),
({"method": "RemotePairList", "number_assets": 10, "pairlist_url": "https://example.com"},
"[{'RemotePairList': 'RemotePairList - 10 pairs from RemotePairlist.'}]",
None
),
])
def test_pricefilter_desc(mocker, whitelist_conf, markets, pairlistconfig,
desc_expected, exception_expected):
tests/plugins/test_remotepairlist.py
+161 -4
View File
@@ -1,5 +1,5 @@
import json
from unittest.mock import MagicMock
from unittest.mock import MagicMock, PropertyMock
import pytest
import requests
@@ -7,7 +7,7 @@ import requests
from freqtrade.exceptions import OperationalException
from freqtrade.plugins.pairlist.RemotePairList import RemotePairList
from freqtrade.plugins.pairlistmanager import PairListManager
from tests.conftest import get_patched_exchange, get_patched_freqtradebot, log_has
from tests.conftest import EXMS, get_patched_exchange, get_patched_freqtradebot, log_has
@pytest.fixture(scope="function")
@@ -16,11 +16,12 @@ def rpl_config(default_conf):
default_conf['exchange']['pair_whitelist'] = [
'ETH/USDT',
'BTC/USDT',
'XRP/USDT',
]
default_conf['exchange']['pair_blacklist'] = [
'BLK/USDT'
]
return default_conf
@@ -34,7 +35,7 @@ def test_gen_pairlist_with_local_file(mocker, rpl_config):
mock_file_path.exists.return_value = True
jsonparse = json.loads(mock_file.read.return_value)
mocker.patch('freqtrade.plugins.pairlist.RemotePairList.json.load', return_value=jsonparse)
mocker.patch('freqtrade.plugins.pairlist.RemotePairList.rapidjson.load', return_value=jsonparse)
rpl_config['pairlists'] = [
{
@@ -183,3 +184,159 @@ def test_fetch_pairlist_mock_response_valid(mocker, rpl_config):
assert pairs == ["ETH/USDT", "XRP/USDT", "LTC/USDT", "EOS/USDT"]
assert time_elapsed == 0.4
assert remote_pairlist._refresh_period == 60
def test_remote_pairlist_init_wrong_mode(mocker, rpl_config):
rpl_config['pairlists'] = [
{
"method": "RemotePairList",
"mode": "blacklis",
"number_assets": 20,
"pairlist_url": "http://example.com/pairlist",
"keep_pairlist_on_failure": True,
}
]
with pytest.raises(
OperationalException,
match=r'`mode` not configured correctly. Supported Modes are "whitelist","blacklist"'
):
get_patched_freqtradebot(mocker, rpl_config)
rpl_config['pairlists'] = [
{
"method": "RemotePairList",
"mode": "blacklist",
"number_assets": 20,
"pairlist_url": "http://example.com/pairlist",
"keep_pairlist_on_failure": True,
}
]
with pytest.raises(
OperationalException,
match=r'A `blacklist` mode RemotePairList can not be.*first.*'
):
get_patched_freqtradebot(mocker, rpl_config)
def test_remote_pairlist_init_wrong_proc_mode(mocker, rpl_config):
rpl_config['pairlists'] = [
{
"method": "RemotePairList",
"processing_mode": "filler",
"mode": "whitelist",
"number_assets": 20,
"pairlist_url": "http://example.com/pairlist",
"keep_pairlist_on_failure": True,
}
]
get_patched_exchange(mocker, rpl_config)
with pytest.raises(
OperationalException,
match=r'`processing_mode` not configured correctly. Supported Modes are "filter","append"'
):
get_patched_freqtradebot(mocker, rpl_config)
def test_remote_pairlist_blacklist(mocker, rpl_config, caplog, markets, tickers):
mock_response = MagicMock()
mock_response.json.return_value = {
"pairs": ["XRP/USDT"],
"refresh_period": 60
}
mock_response.headers = {
"content-type": "application/json"
}
rpl_config['pairlists'] = [
{
"method": "StaticPairList",
},
{
"method": "RemotePairList",
"mode": "blacklist",
"pairlist_url": "http://example.com/pairlist",
"number_assets": 3
}
]
mocker.patch.multiple(EXMS,
markets=PropertyMock(return_value=markets),
exchange_has=MagicMock(return_value=True),
get_tickers=tickers
)
mocker.patch("freqtrade.plugins.pairlist.RemotePairList.requests.get",
return_value=mock_response)
exchange = get_patched_exchange(mocker, rpl_config)
pairlistmanager = PairListManager(exchange, rpl_config)
remote_pairlist = RemotePairList(exchange, pairlistmanager, rpl_config,
rpl_config["pairlists"][1], 1)
pairs, time_elapsed = remote_pairlist.fetch_pairlist()
assert pairs == ["XRP/USDT"]
whitelist = remote_pairlist.filter_pairlist(rpl_config['exchange']['pair_whitelist'], {})
assert whitelist == ["ETH/USDT"]
assert log_has(f"Blacklist - Filtered out pairs: {pairs}", caplog)
@pytest.mark.parametrize("processing_mode", ["filter", "append"])
def test_remote_pairlist_whitelist(mocker, rpl_config, processing_mode, markets, tickers):
mock_response = MagicMock()
mock_response.json.return_value = {
"pairs": ["XRP/USDT"],
"refresh_period": 60
}
mock_response.headers = {
"content-type": "application/json"
}
rpl_config['pairlists'] = [
{
"method": "StaticPairList",
},
{
"method": "RemotePairList",
"mode": "whitelist",
"processing_mode": processing_mode,
"pairlist_url": "http://example.com/pairlist",
"number_assets": 3
}
]
mocker.patch.multiple(EXMS,
markets=PropertyMock(return_value=markets),
exchange_has=MagicMock(return_value=True),
get_tickers=tickers
)
mocker.patch("freqtrade.plugins.pairlist.RemotePairList.requests.get",
return_value=mock_response)
exchange = get_patched_exchange(mocker, rpl_config)
pairlistmanager = PairListManager(exchange, rpl_config)
remote_pairlist = RemotePairList(exchange, pairlistmanager, rpl_config,
rpl_config["pairlists"][1], 1)
pairs, time_elapsed = remote_pairlist.fetch_pairlist()
assert pairs == ["XRP/USDT"]
whitelist = remote_pairlist.filter_pairlist(rpl_config['exchange']['pair_whitelist'], {})
assert whitelist == (["XRP/USDT"] if processing_mode == "filter" else ['ETH/USDT', 'XRP/USDT'])
tests/rpc/test_rpc.py
+6 -1
View File
@@ -96,7 +96,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'order_date': ANY, 'order_timestamp': ANY, 'order_filled_date': ANY,
'order_filled_timestamp': ANY, 'order_type': 'limit', 'price': 1.098e-05,
'is_open': False, 'pair': 'ETH/BTC', 'order_id': ANY,
'remaining': ANY, 'status': ANY, 'ft_is_entry': True,
'remaining': ANY, 'status': ANY, 'ft_is_entry': True, 'ft_fee_base': None,
}],
}
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
@@ -401,6 +401,8 @@ def test_rpc_trade_statistics(default_conf_usdt, ticker, fee, mocker) -> None:
assert res['first_trade_timestamp'] == 0
assert res['latest_trade_date'] == ''
assert res['latest_trade_timestamp'] == 0
assert res['expectancy'] == 0
assert res['expectancy_ratio'] == 100
# Create some test data
create_mock_trades_usdt(fee)
@@ -412,6 +414,9 @@ def test_rpc_trade_statistics(default_conf_usdt, ticker, fee, mocker) -> None:
assert pytest.approx(stats['profit_all_coin']) == -77.45964918
assert pytest.approx(stats['profit_all_percent_mean']) == -57.86
assert pytest.approx(stats['profit_all_fiat']) == -85.205614098
assert pytest.approx(stats['winrate']) == 0.666666667
assert pytest.approx(stats['expectancy']) == 0.913333333
assert pytest.approx(stats['expectancy_ratio']) == 0.223308883
assert stats['trade_count'] == 7
assert stats['first_trade_humanized'] == '2 days ago'
assert stats['latest_trade_humanized'] == '17 minutes ago'
tests/rpc/test_rpc_apiserver.py
+73 -17
View File
@@ -829,7 +829,8 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
'profit_closed_percent_mean': -0.75, 'profit_closed_ratio_sum': -0.015,
'profit_closed_percent_sum': -1.5, 'profit_closed_ratio': -6.739057628404269e-06,
'profit_closed_percent': -0.0, 'winning_trades': 0, 'losing_trades': 2,
'profit_factor': 0.0, 'trading_volume': 91.074,
'profit_factor': 0.0, 'winrate': 0.0, 'expectancy': -0.0033695635,
'expectancy_ratio': -1.0, 'trading_volume': 91.074,
}
),
(
@@ -844,7 +845,8 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
'profit_closed_percent_mean': 0.75, 'profit_closed_ratio_sum': 0.015,
'profit_closed_percent_sum': 1.5, 'profit_closed_ratio': 7.391275897987988e-07,
'profit_closed_percent': 0.0, 'winning_trades': 2, 'losing_trades': 0,
'profit_factor': None, 'trading_volume': 91.074,
'profit_factor': None, 'winrate': 1.0, 'expectancy': 0.0003695635,
'expectancy_ratio': 100, 'trading_volume': 91.074,
}
),
(
@@ -859,7 +861,9 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
'profit_closed_percent_mean': 0.25, 'profit_closed_ratio_sum': 0.005,
'profit_closed_percent_sum': 0.5, 'profit_closed_ratio': -5.429078808526421e-06,
'profit_closed_percent': -0.0, 'winning_trades': 1, 'losing_trades': 1,
'profit_factor': 0.02775724835771106, 'trading_volume': 91.074,
'profit_factor': 0.02775724835771106, 'winrate': 0.5,
'expectancy': -0.0027145635000000003, 'expectancy_ratio': -0.48612137582114445,
'trading_volume': 91.074,
}
)
])
@@ -916,6 +920,9 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, is_short, expected)
'winning_trades': expected['winning_trades'],
'losing_trades': expected['losing_trades'],
'profit_factor': expected['profit_factor'],
'winrate': expected['winrate'],
'expectancy': expected['expectancy'],
'expectancy_ratio': expected['expectancy_ratio'],
'max_drawdown': ANY,
'max_drawdown_abs': ANY,
'trading_volume': expected['trading_volume'],
@@ -1464,30 +1471,47 @@ def test_api_pair_history(botclient, mocker):
"&timerange=20180111-20180112")
assert_response(rc, 422)
# Invalid strategy
rc = client_get(client,
f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC&timeframe={timeframe}"
"&timerange=20180111-20180112&strategy={CURRENT_TEST_STRATEGY}11")
assert_response(rc, 502)
# Working
rc = client_get(client,
f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC&timeframe={timeframe}"
f"&timerange=20180111-20180112&strategy={CURRENT_TEST_STRATEGY}")
assert_response(rc, 200)
assert rc.json()['length'] == 289
assert len(rc.json()['data']) == rc.json()['length']
assert 'columns' in rc.json()
assert 'data' in rc.json()
result = rc.json()
assert result['length'] == 289
assert len(result['data']) == result['length']
assert 'columns' in result
assert 'data' in result
data = result['data']
assert len(data) == 289
# analyed DF has 28 columns
assert len(result['columns']) == 28
assert len(data[0]) == 28
date_col_idx = [idx for idx, c in enumerate(result['columns']) if c == 'date'][0]
rsi_col_idx = [idx for idx, c in enumerate(result['columns']) if c == 'rsi'][0]
assert data[0][date_col_idx] == '2018-01-11 00:00:00'
assert data[0][rsi_col_idx] is not None
assert data[0][rsi_col_idx] > 0
assert lfm.call_count == 1
assert rc.json()['pair'] == 'UNITTEST/BTC'
assert rc.json()['strategy'] == CURRENT_TEST_STRATEGY
assert rc.json()['data_start'] == '2018-01-11 00:00:00+00:00'
assert rc.json()['data_start_ts'] == 1515628800000
assert rc.json()['data_stop'] == '2018-01-12 00:00:00+00:00'
assert rc.json()['data_stop_ts'] == 1515715200000
assert result['pair'] == 'UNITTEST/BTC'
assert result['strategy'] == CURRENT_TEST_STRATEGY
assert result['data_start'] == '2018-01-11 00:00:00+00:00'
assert result['data_start_ts'] == 1515628800000
assert result['data_stop'] == '2018-01-12 00:00:00+00:00'
assert result['data_stop_ts'] == 1515715200000
# No data found
rc = client_get(client,
f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC&timeframe={timeframe}"
f"&timerange=20200111-20200112&strategy={CURRENT_TEST_STRATEGY}")
assert_response(rc, 502)
assert rc.json()['error'] == ("Error querying /api/v1/pair_history: "
"No data for UNITTEST/BTC, 5m in 20200111-20200112 found.")
assert rc.json()['detail'] == ("No data for UNITTEST/BTC, 5m in 20200111-20200112 found.")
def test_api_plot_config(botclient, mocker):
@@ -1524,6 +1548,10 @@ def test_api_plot_config(botclient, mocker):
assert_response(rc)
assert rc.json()['subplots'] == {}
rc = client_get(client, f"{BASE_URI}/plot_config?strategy=NotAStrategy")
assert_response(rc, 502)
assert rc.json()['detail'] is not None
mocker.patch('freqtrade.rpc.api_server.api_v1.get_rpc_optional', return_value=None)
rc = client_get(client, f"{BASE_URI}/plot_config")
@@ -1774,7 +1802,7 @@ def test_list_available_pairs(botclient):
rc = client_get(client, f"{BASE_URI}/available_pairs")
assert_response(rc)
assert rc.json()['length'] == 13
assert rc.json()['length'] == 12
assert isinstance(rc.json()['pairs'], list)
rc = client_get(client, f"{BASE_URI}/available_pairs?timeframe=5m")
@@ -1976,7 +2004,7 @@ def test_api_backtest_history(botclient, mocker, testdatadir):
result = rc.json()
assert len(result) == 3
fn = result[0]['filename']
assert fn == "backtest-result_multistrat.json"
assert fn == "backtest-result_multistrat"
strategy = result[0]['strategy']
rc = client_get(client, f"{BASE_URI}/backtest/history/result?filename={fn}&strategy={strategy}")
assert_response(rc)
@@ -1990,6 +2018,34 @@ def test_api_backtest_history(botclient, mocker, testdatadir):
assert result2['backtest_result']['strategy'][strategy]
def test_api_delete_backtest_history_entry(botclient, mocker, tmp_path: Path):
ftbot, client = botclient
# Create a temporary directory and file
bt_results_base = tmp_path / "backtest_results"
bt_results_base.mkdir()
file_path = bt_results_base / "test.json"
file_path.touch()
meta_path = file_path.with_suffix('.meta.json')
meta_path.touch()
rc = client_delete(client, f"{BASE_URI}/backtest/history/randomFile.json")
assert_response(rc, 503)
assert rc.json()['detail'] == 'Bot is not in the correct state.'
ftbot.config['user_data_dir'] = tmp_path
ftbot.config['runmode'] = RunMode.WEBSERVER
rc = client_delete(client, f"{BASE_URI}/backtest/history/randomFile.json")
assert rc.status_code == 404
assert rc.json()['detail'] == 'File not found.'
rc = client_delete(client, f"{BASE_URI}/backtest/history/{file_path.name}")
assert rc.status_code == 200
assert not file_path.exists()
assert not meta_path.exists()
def test_health(botclient):
ftbot, client = botclient
tests/rpc/test_rpc_telegram.py
+2
View File
@@ -799,6 +799,8 @@ async def test_telegram_profit_handle(
assert '*Best Performing:* `ETH/USDT: 9.45%`' in msg_mock.call_args_list[-1][0][0]
assert '*Max Drawdown:*' in msg_mock.call_args_list[-1][0][0]
assert '*Profit factor:*' in msg_mock.call_args_list[-1][0][0]
assert '*Winrate:*' in msg_mock.call_args_list[-1][0][0]
assert '*Expectancy (Ratio):*' in msg_mock.call_args_list[-1][0][0]
assert '*Trading volume:* `126 USDT`' in msg_mock.call_args_list[-1][0][0]
tests/rpc/test_rpc_webhook.py
+7 -3
View File
@@ -381,7 +381,7 @@ def test__send_msg(default_conf, mocker, caplog):
webhook._send_msg(msg)
assert post.call_count == 1
assert post.call_args[1] == {'data': msg}
assert post.call_args[1] == {'data': msg, 'timeout': 10}
assert post.call_args[0] == (default_conf['webhook']['url'], )
post = MagicMock(side_effect=RequestException)
@@ -399,7 +399,7 @@ def test__send_msg_with_json_format(default_conf, mocker, caplog):
mocker.patch("freqtrade.rpc.webhook.post", post)
webhook._send_msg(msg)
assert post.call_args[1] == {'json': msg}
assert post.call_args[1] == {'json': msg, 'timeout': 10}
def test__send_msg_with_raw_format(default_conf, mocker, caplog):
@@ -411,7 +411,11 @@ def test__send_msg_with_raw_format(default_conf, mocker, caplog):
mocker.patch("freqtrade.rpc.webhook.post", post)
webhook._send_msg(msg)
assert post.call_args[1] == {'data': msg['data'], 'headers': {'Content-Type': 'text/plain'}}
assert post.call_args[1] == {
'data': msg['data'],
'headers': {'Content-Type': 'text/plain'},
'timeout': 10
}
def test_send_msg_discord(default_conf, mocker):
tests/test_binance_mig.py
+4 -4
View File
@@ -21,10 +21,10 @@ def test_binance_mig_data_conversion(default_conf_usdt, tmpdir, testdatadir):
futures_dst = tmpdir / 'futures'
futures_dst.mkdir()
files = [
'-1h-mark.json',
'-1h-futures.json',
'-8h-funding_rate.json',
'-8h-mark.json',
'-1h-mark.feather',
'-1h-futures.feather',
'-8h-funding_rate.feather',
'-8h-mark.feather',
]
# Copy files to tmpdir and rename to old naming
tests/test_freqtradebot.py
+57 -3
View File
@@ -2788,7 +2788,7 @@ def test_manage_open_orders_entry(
freqtrade.strategy.check_entry_timeout = MagicMock(return_value=False)
freqtrade.strategy.adjust_entry_price = MagicMock(return_value=1234)
# check it does cancel buy orders over the time limit
# check it does cancel entry orders over the time limit
freqtrade.manage_open_orders()
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 2
@@ -2800,7 +2800,7 @@ def test_manage_open_orders_entry(
).all()
nb_trades = len(trades)
assert nb_trades == 0
# Custom user buy-timeout is never called
# Custom user entry-timeout is never called
assert freqtrade.strategy.check_entry_timeout.call_count == 0
# Entry adjustment is never called
assert freqtrade.strategy.adjust_entry_price.call_count == 0
@@ -5048,7 +5048,7 @@ def test_get_real_amount_in_point(default_conf_usdt, buy_order_fee, fee, mocker,
(8.0, 0.1, 8.0, None),
(8.0, 0.1, 7.9, 0.1),
])
def test_apply_fee_conditional(default_conf_usdt, fee, mocker,
def test_apply_fee_conditional(default_conf_usdt, fee, mocker, caplog,
amount, fee_abs, wallet, amount_exp):
walletmock = mocker.patch('freqtrade.wallets.Wallets.update')
mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=wallet)
@@ -5073,6 +5073,60 @@ def test_apply_fee_conditional(default_conf_usdt, fee, mocker,
# Amount is kept as is
assert freqtrade.apply_fee_conditional(trade, 'LTC', amount, fee_abs, order) == amount_exp
assert walletmock.call_count == 1
if fee_abs != 0 and amount_exp is None:
assert log_has_re(r"Fee amount.*Eating.*dust\.", caplog)
@pytest.mark.parametrize('amount,fee_abs,wallet,amount_exp', [
(8.0, 0.0, 16, None),
(8.0, 0.0, 0, None),
(8.0, 0.1, 8, 0.1),
(8.0, 0.1, 20, None),
(8.0, 0.1, 16.0, None),
(8.0, 0.1, 7.9, 0.1),
(8.0, 0.1, 12, 0.1),
(8.0, 0.1, 15.9, 0.1),
])
def test_apply_fee_conditional_multibuy(default_conf_usdt, fee, mocker, caplog,
amount, fee_abs, wallet, amount_exp):
walletmock = mocker.patch('freqtrade.wallets.Wallets.update')
mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=wallet)
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_order_id="123456"
)
# One closed order
order = Order(
ft_order_side='buy',
order_id='10',
ft_pair=trade.pair,
ft_is_open=False,
filled=amount,
status="closed"
)
trade.orders.append(order)
# Add additional order - this should NOT eat into dust unless the wallet was bigger already.
order1 = Order(
ft_order_side='buy',
order_id='100',
ft_pair=trade.pair,
ft_is_open=True,
)
trade.orders.append(order1)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
walletmock.reset_mock()
# The new trade amount will be 2x amount - fee / wallet will have to be adapted to this.
assert freqtrade.apply_fee_conditional(trade, 'LTC', amount, fee_abs, order1) == amount_exp
assert walletmock.call_count == 1
if fee_abs != 0 and amount_exp is None:
assert log_has_re(r"Fee amount.*Eating.*dust\.", caplog)
@pytest.mark.parametrize("delta, is_high_delta", [
tests/test_integration.py
+53 -2
View File
@@ -429,6 +429,7 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker)
assert pytest.approx(trade.stop_loss) == 1.99 * (1 - 0.1 / leverage)
assert pytest.approx(trade.initial_stop_loss) == 1.96 * (1 - 0.1 / leverage)
assert trade.initial_stop_loss_pct == -0.1
assert pytest.approx(trade.orders[-1].stake_amount) == trade.stake_amount
# 2nd order - not filling
freqtrade.strategy.adjust_trade_position = MagicMock(return_value=120)
@@ -473,13 +474,38 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker)
assert pytest.approx(trade.orders[1].amount) == 30.150753768 * leverage
assert pytest.approx(trade.orders[-1].amount) == 61.538461232 * leverage
# Full exit
mocker.patch(f'{EXMS}._dry_is_price_crossed', return_value=False)
freqtrade.strategy.custom_exit = MagicMock(return_value='Exit now')
freqtrade.strategy.adjust_entry_price = MagicMock(return_value=2.02)
freqtrade.process()
trade = Trade.get_trades().first()
assert len(trade.orders) == 5
assert trade.orders[-1].side == trade.exit_side
assert trade.orders[-1].status == 'open'
assert trade.orders[-1].price == 2.02
assert pytest.approx(trade.amount) == 91.689215 * leverage
assert pytest.approx(trade.orders[-1].amount) == 91.689215 * leverage
assert freqtrade.strategy.adjust_entry_price.call_count == 0
# Process again, should not adjust entry price
freqtrade.process()
trade = Trade.get_trades().first()
assert len(trade.orders) == 5
assert trade.orders[-1].status == 'open'
assert trade.orders[-1].price == 2.02
# Adjust entry price cannot be called - this is an exit order
assert freqtrade.strategy.adjust_entry_price.call_count == 0
@pytest.mark.parametrize('leverage', [1, 2])
def test_dca_exiting(default_conf_usdt, ticker_usdt, fee, mocker, caplog, leverage) -> None:
default_conf_usdt['position_adjustment_enable'] = True
spot = leverage == 1
if not spot:
default_conf_usdt['trading_mode'] = 'futures'
default_conf_usdt['margin_mode'] = 'isolated'
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
freqtrade.trading_mode = TradingMode.FUTURES
assert freqtrade.trading_mode == TradingMode.FUTURES if not spot else TradingMode.SPOT
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
@@ -487,8 +513,11 @@ def test_dca_exiting(default_conf_usdt, ticker_usdt, fee, mocker, caplog, levera
amount_to_precision=lambda s, x, y: y,
price_to_precision=lambda s, x, y: y,
get_min_pair_stake_amount=MagicMock(return_value=10),
get_funding_fees=MagicMock(return_value=0),
)
mocker.patch(f"{EXMS}.get_max_leverage", return_value=10)
starting_amount = freqtrade.wallets.get_total('USDT')
assert starting_amount == 1000
patch_get_signal(freqtrade)
freqtrade.strategy.leverage = MagicMock(return_value=leverage)
@@ -498,8 +527,14 @@ def test_dca_exiting(default_conf_usdt, ticker_usdt, fee, mocker, caplog, levera
trade = Trade.get_trades().first()
assert len(trade.orders) == 1
assert pytest.approx(trade.stake_amount) == 60
assert trade.leverage == leverage
assert pytest.approx(trade.amount) == 30.0 * leverage
assert trade.open_rate == 2.0
assert pytest.approx(freqtrade.wallets.get_free('USDT')) == starting_amount - 60
if spot:
assert pytest.approx(freqtrade.wallets.get_total('USDT')) == starting_amount - 60
else:
assert freqtrade.wallets.get_total('USDT') == starting_amount
# Too small size
freqtrade.strategy.adjust_trade_position = MagicMock(return_value=-59)
@@ -521,6 +556,15 @@ def test_dca_exiting(default_conf_usdt, ticker_usdt, fee, mocker, caplog, levera
assert pytest.approx(trade.amount) == 20.099 * leverage
assert trade.open_rate == 2.0
assert trade.is_open
assert trade.realized_profit > 0.098 * leverage
expected_profit = starting_amount - 40.1980 + trade.realized_profit
assert pytest.approx(freqtrade.wallets.get_free('USDT')) == expected_profit
if spot:
assert pytest.approx(freqtrade.wallets.get_total('USDT')) == expected_profit
else:
# total won't change in futures mode, only free / used will.
assert freqtrade.wallets.get_total('USDT') == starting_amount + trade.realized_profit
caplog.clear()
# Sell more than what we got (we got ~20 coins left)
@@ -545,3 +589,10 @@ def test_dca_exiting(default_conf_usdt, ticker_usdt, fee, mocker, caplog, levera
assert pytest.approx(trade.stake_amount) == 40.198
assert trade.is_open
assert log_has_re('Amount to exit is 0.0 due to exchange limits - not exiting.', caplog)
expected_profit = starting_amount - 40.1980 + trade.realized_profit
assert pytest.approx(freqtrade.wallets.get_free('USDT')) == expected_profit
if spot:
assert pytest.approx(freqtrade.wallets.get_total('USDT')) == expected_profit
else:
# total won't change in futures mode, only free / used will.
assert freqtrade.wallets.get_total('USDT') == starting_amount + trade.realized_profit
tests/test_misc.py
+19 -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, is_file_in_dir, 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)
@@ -65,6 +64,24 @@ def test_file_load_json(mocker, testdatadir) -> None:
assert ret
def test_is_file_in_dir(tmp_path):
# Create a temporary directory and file
dir_path = tmp_path / "subdir"
dir_path.mkdir()
file_path = dir_path / "test.txt"
file_path.touch()
# Test that the function returns True when the file is in the directory
assert is_file_in_dir(file_path, dir_path) is True
# Test that the function returns False when the file is not in the directory
assert is_file_in_dir(file_path, tmp_path) is False
file_path2 = tmp_path / "../../test2.txt"
assert is_file_in_dir(file_path2, tmp_path) is False
@pytest.mark.parametrize("pair,expected_result", [
("ETH/BTC", 'ETH_BTC'),
("ETH/USDT", 'ETH_USDT'),
@@ -91,19 +108,6 @@ 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/test_wallets.py
+29 -1
View File
@@ -8,7 +8,8 @@ from sqlalchemy import select
from freqtrade.constants import UNLIMITED_STAKE_AMOUNT
from freqtrade.exceptions import DependencyException
from freqtrade.persistence import Trade
from tests.conftest import EXMS, create_mock_trades, get_patched_freqtradebot, patch_wallet
from tests.conftest import (EXMS, create_mock_trades, create_mock_trades_usdt,
get_patched_freqtradebot, patch_wallet)
def test_sync_wallet_at_boot(mocker, default_conf):
@@ -341,6 +342,33 @@ def test_sync_wallet_futures_live(mocker, default_conf):
assert 'ETH/USDT:USDT' not in freqtrade.wallets._positions
def test_sync_wallet_dry(mocker, default_conf_usdt, fee):
default_conf_usdt['dry_run'] = True
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
assert len(freqtrade.wallets._wallets) == 1
assert len(freqtrade.wallets._positions) == 0
assert freqtrade.wallets.get_total('USDT') == 1000
create_mock_trades_usdt(fee, is_short=None)
freqtrade.wallets.update()
assert len(freqtrade.wallets._wallets) == 5
assert len(freqtrade.wallets._positions) == 0
bal = freqtrade.wallets.get_all_balances()
assert bal['NEO'].total == 10
assert bal['XRP'].total == 10
assert bal['LTC'].total == 2
assert bal['USDT'].total == 922.74
assert freqtrade.wallets.get_starting_balance() == default_conf_usdt['dry_run_wallet']
total = freqtrade.wallets.get_total('LTC')
free = freqtrade.wallets.get_free('LTC')
used = freqtrade.wallets.get_used('LTC')
assert free != 0
assert free + used == total
def test_sync_wallet_futures_dry(mocker, default_conf, fee):
default_conf['dry_run'] = True
default_conf['trading_mode'] = 'futures'
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tests/testdata/futures/XRP_USDT_USDT-1h-mark.json
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tests/utils/test_datetime_helpers.py
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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')