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Merge branch 'develop' into feature/proceed-exit-while-open-order

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This commit is contained in:
Axel CH
2024-10-08 00:51:30 -04:00
committed by GitHub
parent c01996d1d1 ddeb64964d
commit f8807cf659
208 changed files with 4580 additions and 3046 deletions
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tests/commands/test_build_config.py
+9 -9
View File
@@ -4,10 +4,10 @@ from unittest.mock import MagicMock
import pytest
import rapidjson
from freqtrade.commands.build_config_commands import (
from freqtrade.commands.build_config_commands import start_new_config
from freqtrade.configuration.deploy_config import (
ask_user_config,
ask_user_overwrite,
start_new_config,
validate_is_float,
validate_is_int,
)
@@ -39,7 +39,7 @@ def test_start_new_config(mocker, caplog, exchange):
wt_mock = mocker.patch.object(Path, "write_text", MagicMock())
mocker.patch.object(Path, "exists", MagicMock(return_value=True))
unlink_mock = mocker.patch.object(Path, "unlink", MagicMock())
mocker.patch("freqtrade.commands.build_config_commands.ask_user_overwrite", return_value=True)
mocker.patch("freqtrade.configuration.deploy_config.ask_user_overwrite", return_value=True)
sample_selections = {
"max_open_trades": 3,
@@ -62,7 +62,7 @@ def test_start_new_config(mocker, caplog, exchange):
"api_server_password": "MoneyMachine",
}
mocker.patch(
"freqtrade.commands.build_config_commands.ask_user_config", return_value=sample_selections
"freqtrade.configuration.deploy_config.ask_user_config", return_value=sample_selections
)
args = ["new-config", "--config", "coolconfig.json"]
start_new_config(get_args(args))
@@ -80,7 +80,7 @@ def test_start_new_config(mocker, caplog, exchange):
def test_start_new_config_exists(mocker, caplog):
mocker.patch.object(Path, "exists", MagicMock(return_value=True))
mocker.patch("freqtrade.commands.build_config_commands.ask_user_overwrite", return_value=False)
mocker.patch("freqtrade.configuration.deploy_config.ask_user_overwrite", return_value=False)
args = ["new-config", "--config", "coolconfig.json"]
with pytest.raises(OperationalException, match=r"Configuration .* already exists\."):
start_new_config(get_args(args))
@@ -91,14 +91,14 @@ def test_ask_user_overwrite(mocker):
Once https://github.com/tmbo/questionary/issues/35 is implemented, improve this test.
"""
prompt_mock = mocker.patch(
"freqtrade.commands.build_config_commands.prompt", return_value={"overwrite": False}
"freqtrade.configuration.deploy_config.prompt", return_value={"overwrite": False}
)
assert not ask_user_overwrite(Path("test.json"))
assert prompt_mock.call_count == 1
prompt_mock.reset_mock()
prompt_mock = mocker.patch(
"freqtrade.commands.build_config_commands.prompt", return_value={"overwrite": True}
"freqtrade.configuration.deploy_config.prompt", return_value={"overwrite": True}
)
assert ask_user_overwrite(Path("test.json"))
assert prompt_mock.call_count == 1
@@ -109,13 +109,13 @@ def test_ask_user_config(mocker):
Once https://github.com/tmbo/questionary/issues/35 is implemented, improve this test.
"""
prompt_mock = mocker.patch(
"freqtrade.commands.build_config_commands.prompt", return_value={"overwrite": False}
"freqtrade.configuration.deploy_config.prompt", return_value={"overwrite": False}
)
answers = ask_user_config()
assert isinstance(answers, dict)
assert prompt_mock.call_count == 1
prompt_mock = mocker.patch("freqtrade.commands.build_config_commands.prompt", return_value={})
prompt_mock = mocker.patch("freqtrade.configuration.deploy_config.prompt", return_value={})
with pytest.raises(OperationalException, match=r"User interrupted interactive questions\."):
ask_user_config()
tests/commands/test_commands.py
+29 -29
View File
@@ -31,7 +31,7 @@ from freqtrade.commands import (
start_webserver,
)
from freqtrade.commands.db_commands import start_convert_db
from freqtrade.commands.deploy_commands import (
from freqtrade.commands.deploy_ui import (
clean_ui_subdir,
download_and_install_ui,
get_ui_download_url,
@@ -571,8 +571,12 @@ def test_create_datadir_failed(caplog):
def test_create_datadir(caplog, mocker):
cud = mocker.patch("freqtrade.commands.deploy_commands.create_userdata_dir", MagicMock())
csf = mocker.patch("freqtrade.commands.deploy_commands.copy_sample_files", MagicMock())
cud = mocker.patch(
"freqtrade.configuration.directory_operations.create_userdata_dir", MagicMock()
)
csf = mocker.patch(
"freqtrade.configuration.directory_operations.copy_sample_files", MagicMock()
)
args = ["create-userdir", "--userdir", "/temp/freqtrade/test"]
start_create_userdir(get_args(args))
@@ -591,7 +595,7 @@ def test_start_new_strategy(mocker, caplog):
assert "CoolNewStrategy" in wt_mock.call_args_list[0][0][0]
assert log_has_re("Writing strategy to .*", caplog)
mocker.patch("freqtrade.commands.deploy_commands.setup_utils_configuration")
mocker.patch("freqtrade.configuration.setup_utils_configuration")
mocker.patch.object(Path, "exists", MagicMock(return_value=True))
with pytest.raises(
OperationalException, match=r".* already exists. Please choose another Strategy Name\."
@@ -608,13 +612,13 @@ def test_start_new_strategy_no_arg(mocker, caplog):
def test_start_install_ui(mocker):
clean_mock = mocker.patch("freqtrade.commands.deploy_commands.clean_ui_subdir")
clean_mock = mocker.patch("freqtrade.commands.deploy_ui.clean_ui_subdir")
get_url_mock = mocker.patch(
"freqtrade.commands.deploy_commands.get_ui_download_url",
"freqtrade.commands.deploy_ui.get_ui_download_url",
return_value=("https://example.com/whatever", "0.0.1"),
)
download_mock = mocker.patch("freqtrade.commands.deploy_commands.download_and_install_ui")
mocker.patch("freqtrade.commands.deploy_commands.read_ui_version", return_value=None)
download_mock = mocker.patch("freqtrade.commands.deploy_ui.download_and_install_ui")
mocker.patch("freqtrade.commands.deploy_ui.read_ui_version", return_value=None)
args = [
"install-ui",
]
@@ -638,13 +642,13 @@ def test_start_install_ui(mocker):
def test_clean_ui_subdir(mocker, tmp_path, caplog):
mocker.patch("freqtrade.commands.deploy_commands.Path.is_dir", side_effect=[True, True])
mocker.patch("freqtrade.commands.deploy_commands.Path.is_file", side_effect=[False, True])
rd_mock = mocker.patch("freqtrade.commands.deploy_commands.Path.rmdir")
ul_mock = mocker.patch("freqtrade.commands.deploy_commands.Path.unlink")
mocker.patch("freqtrade.commands.deploy_ui.Path.is_dir", side_effect=[True, True])
mocker.patch("freqtrade.commands.deploy_ui.Path.is_file", side_effect=[False, True])
rd_mock = mocker.patch("freqtrade.commands.deploy_ui.Path.rmdir")
ul_mock = mocker.patch("freqtrade.commands.deploy_ui.Path.unlink")
mocker.patch(
"freqtrade.commands.deploy_commands.Path.glob",
"freqtrade.commands.deploy_ui.Path.glob",
return_value=[Path("test1"), Path("test2"), Path(".gitkeep")],
)
folder = tmp_path / "uitests"
@@ -664,10 +668,10 @@ def test_download_and_install_ui(mocker, tmp_path):
file_like_object.seek(0)
requests_mock.content = file_like_object.read()
mocker.patch("freqtrade.commands.deploy_commands.requests.get", return_value=requests_mock)
mocker.patch("freqtrade.commands.deploy_ui.requests.get", return_value=requests_mock)
mocker.patch("freqtrade.commands.deploy_commands.Path.is_dir", side_effect=[True, False])
wb_mock = mocker.patch("freqtrade.commands.deploy_commands.Path.write_bytes")
mocker.patch("freqtrade.commands.deploy_ui.Path.is_dir", side_effect=[True, False])
wb_mock = mocker.patch("freqtrade.commands.deploy_ui.Path.write_bytes")
folder = tmp_path / "uitests_dl"
folder.mkdir(exist_ok=True)
@@ -689,9 +693,7 @@ def test_get_ui_download_url(mocker):
[{"browser_download_url": "http://download.zip"}],
]
)
get_mock = mocker.patch(
"freqtrade.commands.deploy_commands.requests.get", return_value=response
)
get_mock = mocker.patch("freqtrade.commands.deploy_ui.requests.get", return_value=response)
x, last_version = get_ui_download_url()
assert get_mock.call_count == 2
assert last_version == "0.0.1"
@@ -714,9 +716,7 @@ def test_get_ui_download_url_direct(mocker):
},
]
)
get_mock = mocker.patch(
"freqtrade.commands.deploy_commands.requests.get", return_value=response
)
get_mock = mocker.patch("freqtrade.commands.deploy_ui.requests.get", return_value=response)
x, last_version = get_ui_download_url()
assert get_mock.call_count == 1
assert last_version == "0.0.2"
@@ -734,7 +734,7 @@ def test_get_ui_download_url_direct(mocker):
def test_download_data_keyboardInterrupt(mocker, markets):
dl_mock = mocker.patch(
"freqtrade.commands.data_commands.download_data_main",
"freqtrade.data.history.download_data_main",
MagicMock(side_effect=KeyboardInterrupt),
)
patch_exchange(mocker)
@@ -972,7 +972,7 @@ def test_download_data_data_invalid(mocker):
def test_start_convert_trades(mocker):
convert_mock = mocker.patch(
"freqtrade.commands.data_commands.convert_trades_to_ohlcv", MagicMock(return_value=[])
"freqtrade.data.converter.convert_trades_to_ohlcv", MagicMock(return_value=[])
)
patch_exchange(mocker)
mocker.patch(f"{EXMS}.get_markets")
@@ -1522,7 +1522,7 @@ def test_hyperopt_show(mocker, capsys):
mocker.patch(
"freqtrade.optimize.hyperopt_tools.HyperoptTools._read_results", side_effect=fake_iterator
)
mocker.patch("freqtrade.commands.hyperopt_commands.show_backtest_result")
mocker.patch("freqtrade.optimize.optimize_reports.show_backtest_result")
args = [
"hyperopt-show",
@@ -1579,8 +1579,8 @@ def test_hyperopt_show(mocker, capsys):
def test_convert_data(mocker, testdatadir):
ohlcv_mock = mocker.patch("freqtrade.commands.data_commands.convert_ohlcv_format")
trades_mock = mocker.patch("freqtrade.commands.data_commands.convert_trades_format")
ohlcv_mock = mocker.patch("freqtrade.data.converter.convert_ohlcv_format")
trades_mock = mocker.patch("freqtrade.data.converter.convert_trades_format")
args = [
"convert-data",
"--format-from",
@@ -1601,8 +1601,8 @@ def test_convert_data(mocker, testdatadir):
def test_convert_data_trades(mocker, testdatadir):
ohlcv_mock = mocker.patch("freqtrade.commands.data_commands.convert_ohlcv_format")
trades_mock = mocker.patch("freqtrade.commands.data_commands.convert_trades_format")
ohlcv_mock = mocker.patch("freqtrade.data.converter.convert_ohlcv_format")
trades_mock = mocker.patch("freqtrade.data.converter.convert_trades_format")
args = [
"convert-trade-data",
"--format-from",
tests/commands/test_startup_time.py
+17
View File
@@ -0,0 +1,17 @@
import subprocess
import time
MAXIMUM_STARTUP_TIME = 0.5
def test_startup_time():
# warm up to generate pyc
subprocess.run(["freqtrade", "-h"])
start = time.time()
subprocess.run(["freqtrade", "-h"])
elapsed = time.time() - start
assert (
elapsed < MAXIMUM_STARTUP_TIME
), "The startup time is too long, try to use lazy import in the command entry function"
tests/exchange/test_binance.py
+93 -22
View File
@@ -7,6 +7,7 @@ import pytest
from freqtrade.enums import CandleType, MarginMode, TradingMode
from freqtrade.exceptions import DependencyException, InvalidOrderException, OperationalException
from freqtrade.persistence import Trade
from tests.conftest import EXMS, get_mock_coro, get_patched_exchange, log_has_re
from tests.exchange.test_exchange import ccxt_exceptionhandlers
@@ -171,59 +172,101 @@ def test_stoploss_adjust_binance(mocker, default_conf, sl1, sl2, sl3, side):
@pytest.mark.parametrize(
"is_short, trading_mode, margin_mode, wallet_balance, "
"mm_ex_1, upnl_ex_1, maintenance_amt, amount, open_rate, "
"pair, is_short, trading_mode, margin_mode, wallet_balance, "
"maintenance_amt, amount, open_rate, open_trades,"
"mm_ratio, expected",
[
(
"ETH/USDT:USDT",
False,
"futures",
"isolated",
1535443.01,
0.0,
0.0,
135365.00,
3683.979,
1456.84,
[],
0.10,
1114.78,
),
(
"ETH/USDT:USDT",
False,
"futures",
"isolated",
1535443.01,
0.0,
0.0,
16300.000,
109.488,
32481.980,
[],
0.025,
18778.73,
),
(
"ETH/USDT:USDT",
False,
"futures",
"cross",
1535443.01,
71200.81144,
-56354.57,
135365.00,
3683.979,
1456.84,
3683.979, # amount
1456.84, # open_rate
[
{
# From calc example
"pair": "BTC/USDT:USDT",
"open_rate": 32481.98,
"amount": 109.488,
"stake_amount": 3556387.02624, # open_rate * amount
"mark_price": 31967.27,
"mm_ratio": 0.025,
"maintenance_amt": 16300.0,
},
{
# From calc example
"pair": "ETH/USDT:USDT",
"open_rate": 1456.84,
"amount": 3683.979,
"stake_amount": 5366967.96,
"mark_price": 1335.18,
"mm_ratio": 0.10,
"maintenance_amt": 135365.00,
},
],
0.10,
1153.26,
),
(
"BTC/USDT:USDT",
False,
"futures",
"cross",
1535443.01,
356512.508,
-448192.89,
16300.000,
109.488,
32481.980,
16300.0,
109.488, # amount
32481.980, # open_rate
[
{
# From calc example
"pair": "BTC/USDT:USDT",
"open_rate": 32481.98,
"amount": 109.488,
"stake_amount": 3556387.02624, # open_rate * amount
"mark_price": 31967.27,
"mm_ratio": 0.025,
"maintenance_amt": 16300.0,
},
{
# From calc example
"pair": "ETH/USDT:USDT",
"open_rate": 1456.84,
"amount": 3683.979,
"stake_amount": 5366967.96,
"mark_price": 1335.18,
"mm_ratio": 0.10,
"maintenance_amt": 135365.00,
},
],
0.025,
26316.89,
),
@@ -232,15 +275,15 @@ def test_stoploss_adjust_binance(mocker, default_conf, sl1, sl2, sl3, side):
def test_liquidation_price_binance(
mocker,
default_conf,
open_rate,
pair,
is_short,
trading_mode,
margin_mode,
wallet_balance,
mm_ex_1,
upnl_ex_1,
maintenance_amt,
amount,
open_rate,
open_trades,
mm_ratio,
expected,
):
@@ -248,20 +291,48 @@ def test_liquidation_price_binance(
default_conf["margin_mode"] = margin_mode
default_conf["liquidation_buffer"] = 0.0
exchange = get_patched_exchange(mocker, default_conf, exchange="binance")
exchange.get_maintenance_ratio_and_amt = MagicMock(return_value=(mm_ratio, maintenance_amt))
def get_maint_ratio(pair_, stake_amount):
if pair_ != pair:
oc = [c for c in open_trades if c["pair"] == pair_][0]
return oc["mm_ratio"], oc["maintenance_amt"]
return mm_ratio, maintenance_amt
def fetch_funding_rates(*args, **kwargs):
return {
t["pair"]: {
"symbol": t["pair"],
"markPrice": t["mark_price"],
}
for t in open_trades
}
exchange.get_maintenance_ratio_and_amt = get_maint_ratio
exchange.fetch_funding_rates = fetch_funding_rates
open_trade_objects = [
Trade(
pair=t["pair"],
open_rate=t["open_rate"],
amount=t["amount"],
stake_amount=t["stake_amount"],
fee_open=0,
)
for t in open_trades
]
assert (
pytest.approx(
round(
exchange.get_liquidation_price(
pair="DOGE/USDT",
pair=pair,
open_rate=open_rate,
is_short=is_short,
wallet_balance=wallet_balance,
mm_ex_1=mm_ex_1,
upnl_ex_1=upnl_ex_1,
amount=amount,
stake_amount=open_rate * amount,
leverage=5,
open_trades=open_trade_objects,
),
2,
)
tests/exchange/test_exchange.py
+2 -2
View File
@@ -5524,8 +5524,6 @@ def test_liquidation_price_is_none(
stake_amount=open_rate * 71200.81144,
leverage=5,
wallet_balance=-56354.57,
mm_ex_1=0.10,
upnl_ex_1=0.0,
)
is None
)
@@ -6011,6 +6009,7 @@ def test_get_liquidation_price1(mocker, default_conf):
stake_amount=18.884 * 0.8,
leverage=leverage,
wallet_balance=18.884 * 0.8,
open_trades=[],
)
@@ -6141,6 +6140,7 @@ def test_get_liquidation_price(
wallet_balance=amount * open_rate / leverage,
leverage=leverage,
is_short=is_short,
open_trades=[],
)
if expected_liq is None:
assert liq is None
tests/exchange_online/conftest.py
+2 -3
View File
@@ -1,6 +1,5 @@
from copy import deepcopy
from pathlib import Path
from typing import Tuple
import pytest
@@ -10,8 +9,8 @@ from freqtrade.resolvers.exchange_resolver import ExchangeResolver
from tests.conftest import EXMS, get_default_conf_usdt
EXCHANGE_FIXTURE_TYPE = Tuple[Exchange, str]
EXCHANGE_WS_FIXTURE_TYPE = Tuple[Exchange, str, str]
EXCHANGE_FIXTURE_TYPE = tuple[Exchange, str]
EXCHANGE_WS_FIXTURE_TYPE = tuple[Exchange, str, str]
# Exchanges that should be tested online
tests/exchange_online/test_ccxt_compat.py
+2
View File
@@ -457,6 +457,7 @@ class TestCCXTExchange:
stake_amount=100,
leverage=5,
wallet_balance=100,
open_trades=[],
)
assert isinstance(liquidation_price, float)
assert liquidation_price >= 0.0
@@ -469,6 +470,7 @@ class TestCCXTExchange:
stake_amount=100,
leverage=5,
wallet_balance=100,
open_trades=[],
)
assert isinstance(liquidation_price, float)
assert liquidation_price >= 0.0
tests/freqai/conftest.py
+2 -2
View File
@@ -2,7 +2,7 @@ import platform
import sys
from copy import deepcopy
from pathlib import Path
from typing import Any, Dict
from typing import Any
from unittest.mock import MagicMock
import pytest
@@ -112,7 +112,7 @@ def make_rl_config(conf):
return conf
def mock_pytorch_mlp_model_training_parameters() -> Dict[str, Any]:
def mock_pytorch_mlp_model_training_parameters() -> dict[str, Any]:
return {
"learning_rate": 3e-4,
"trainer_kwargs": {
tests/freqtradebot/test_freqtradebot.py
+4 -5
View File
@@ -5,7 +5,6 @@ import logging
import time
from copy import deepcopy
from datetime import timedelta
from typing import List
from unittest.mock import ANY, MagicMock, PropertyMock, patch
import pytest
@@ -5443,7 +5442,7 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
assert trade.amount == 10
assert trade.stake_amount == 110
assert not trade.fee_updated("buy")
trades: List[Trade] = Trade.get_open_trades_without_assigned_fees()
trades: list[Trade] = Trade.get_open_trades_without_assigned_fees()
assert len(trades) == 1
assert trade.is_open
assert not trade.fee_updated("buy")
@@ -5469,7 +5468,7 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
assert orders
assert len(orders) == 2
# Assert that the trade is found as open and without fees
trades: List[Trade] = Trade.get_open_trades_without_assigned_fees()
trades: list[Trade] = Trade.get_open_trades_without_assigned_fees()
assert len(trades) == 1
# Assert trade is as expected
trade = Trade.session.scalars(select(Trade)).first()
@@ -5526,7 +5525,7 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
assert order.order_id == "651"
# Assert that the trade is not found as open and without fees
trades: List[Trade] = Trade.get_open_trades_without_assigned_fees()
trades: list[Trade] = Trade.get_open_trades_without_assigned_fees()
assert len(trades) == 1
# Add a second DCA
@@ -5726,7 +5725,7 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
exit_check=ExitCheckTuple(exit_type=ExitType.PARTIAL_EXIT),
sub_trade_amt=amount,
)
trades: List[Trade] = trade.get_open_trades_without_assigned_fees()
trades: list[Trade] = trade.get_open_trades_without_assigned_fees()
assert len(trades) == 1
# Assert trade is as expected (averaged dca)
tests/leverage/test_update_liquidation_price.py
+57
View File
@@ -0,0 +1,57 @@
from unittest.mock import MagicMock
import pytest
from freqtrade.enums.marginmode import MarginMode
from freqtrade.leverage.liquidation_price import update_liquidation_prices
@pytest.mark.parametrize("dry_run", [False, True])
@pytest.mark.parametrize("margin_mode", [MarginMode.CROSS, MarginMode.ISOLATED])
def test_update_liquidation_prices(mocker, margin_mode, dry_run):
# Heavily mocked test - Only testing the logic of the function
# update liquidation price for trade in isolated mode
# update liquidation price for all trades in cross mode
exchange = MagicMock()
exchange.margin_mode = margin_mode
wallets = MagicMock()
trade_mock = MagicMock()
mocker.patch("freqtrade.persistence.Trade.get_open_trades", return_value=[trade_mock])
update_liquidation_prices(
trade=trade_mock,
exchange=exchange,
wallets=wallets,
stake_currency="USDT",
dry_run=dry_run,
)
assert trade_mock.set_liquidation_price.call_count == 1
assert wallets.get_total.call_count == (
0 if margin_mode == MarginMode.ISOLATED or not dry_run else 1
)
# Test with multiple trades
trade_mock.reset_mock()
trade_mock_2 = MagicMock()
mocker.patch(
"freqtrade.persistence.Trade.get_open_trades", return_value=[trade_mock, trade_mock_2]
)
update_liquidation_prices(
trade=trade_mock,
exchange=exchange,
wallets=wallets,
stake_currency="USDT",
dry_run=dry_run,
)
# Trade2 is only updated in cross mode
assert trade_mock_2.set_liquidation_price.call_count == (
1 if margin_mode == MarginMode.CROSS else 0
)
assert trade_mock.set_liquidation_price.call_count == 1
assert wallets.call_count == 0 if not dry_run else 1
tests/optimize/__init__.py
+4 -4
View File
@@ -1,5 +1,5 @@
from datetime import timedelta
from typing import Dict, List, NamedTuple, Optional
from typing import NamedTuple, Optional
from pandas import DataFrame
@@ -29,10 +29,10 @@ class BTContainer(NamedTuple):
Minimal BacktestContainer defining Backtest inputs and results.
"""
data: List[List[float]]
data: list[list[float]]
stop_loss: float
roi: Dict[str, float]
trades: List[BTrade]
roi: dict[str, float]
trades: list[BTrade]
profit_perc: float
trailing_stop: bool = False
trailing_only_offset_is_reached: bool = False
tests/optimize/test_hyperopt_tools.py
+1 -2
View File
@@ -1,7 +1,6 @@
import logging
import re
from pathlib import Path
from typing import Dict, List
import numpy as np
import pytest
@@ -14,7 +13,7 @@ from tests.conftest import CURRENT_TEST_STRATEGY, log_has, log_has_re
# Functions for recurrent object patching
def create_results() -> List[Dict]:
def create_results() -> list[dict]:
return [{"loss": 1, "result": "foo", "params": {}, "is_best": True}]
tests/rpc/test_rpc_apiserver.py
+1 -1
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@@ -185,7 +185,7 @@ def test_api_ui_fallback(botclient, mocker):
def test_api_ui_version(botclient, mocker):
_ftbot, client = botclient
mocker.patch("freqtrade.commands.deploy_commands.read_ui_version", return_value="0.1.2")
mocker.patch("freqtrade.commands.deploy_ui.read_ui_version", return_value="0.1.2")
rc = client_get(client, "/ui_version")
assert rc.status_code == 200
assert rc.json()["version"] == "0.1.2"
tests/strategy/strats/freqai_rl_test_strat.py
+4 -5
View File
@@ -1,6 +1,5 @@
import logging
from functools import reduce
from typing import Dict
import talib.abstract as ta
from pandas import DataFrame
@@ -26,19 +25,19 @@ class freqai_rl_test_strat(IStrategy):
can_short = False
def feature_engineering_expand_all(
self, dataframe: DataFrame, period: int, metadata: Dict, **kwargs
self, dataframe: DataFrame, period: int, metadata: dict, **kwargs
):
dataframe["%-rsi-period"] = ta.RSI(dataframe, timeperiod=period)
return dataframe
def feature_engineering_expand_basic(self, dataframe: DataFrame, metadata: Dict, **kwargs):
def feature_engineering_expand_basic(self, dataframe: DataFrame, metadata: dict, **kwargs):
dataframe["%-pct-change"] = dataframe["close"].pct_change()
dataframe["%-raw_volume"] = dataframe["volume"]
return dataframe
def feature_engineering_standard(self, dataframe: DataFrame, metadata: Dict, **kwargs):
def feature_engineering_standard(self, dataframe: DataFrame, metadata: dict, **kwargs):
dataframe["%-day_of_week"] = dataframe["date"].dt.dayofweek
dataframe["%-hour_of_day"] = dataframe["date"].dt.hour
@@ -49,7 +48,7 @@ class freqai_rl_test_strat(IStrategy):
return dataframe
def set_freqai_targets(self, dataframe: DataFrame, metadata: Dict, **kwargs):
def set_freqai_targets(self, dataframe: DataFrame, metadata: dict, **kwargs):
dataframe["&-action"] = 0
return dataframe
tests/strategy/strats/freqai_test_classifier.py
+4 -5
View File
@@ -1,6 +1,5 @@
import logging
from functools import reduce
from typing import Dict
import numpy as np
import talib.abstract as ta
@@ -58,7 +57,7 @@ class freqai_test_classifier(IStrategy):
return informative_pairs
def feature_engineering_expand_all(
self, dataframe: DataFrame, period: int, metadata: Dict, **kwargs
self, dataframe: DataFrame, period: int, metadata: dict, **kwargs
):
dataframe["%-rsi-period"] = ta.RSI(dataframe, timeperiod=period)
dataframe["%-mfi-period"] = ta.MFI(dataframe, timeperiod=period)
@@ -66,20 +65,20 @@ class freqai_test_classifier(IStrategy):
return dataframe
def feature_engineering_expand_basic(self, dataframe: DataFrame, metadata: Dict, **kwargs):
def feature_engineering_expand_basic(self, dataframe: DataFrame, metadata: dict, **kwargs):
dataframe["%-pct-change"] = dataframe["close"].pct_change()
dataframe["%-raw_volume"] = dataframe["volume"]
dataframe["%-raw_price"] = dataframe["close"]
return dataframe
def feature_engineering_standard(self, dataframe: DataFrame, metadata: Dict, **kwargs):
def feature_engineering_standard(self, dataframe: DataFrame, metadata: dict, **kwargs):
dataframe["%-day_of_week"] = dataframe["date"].dt.dayofweek
dataframe["%-hour_of_day"] = dataframe["date"].dt.hour
return dataframe
def set_freqai_targets(self, dataframe: DataFrame, metadata: Dict, **kwargs):
def set_freqai_targets(self, dataframe: DataFrame, metadata: dict, **kwargs):
self.freqai.class_names = ["down", "up"]
dataframe["&s-up_or_down"] = np.where(
dataframe["close"].shift(-100) > dataframe["close"], "up", "down"
tests/strategy/strats/freqai_test_multimodel_classifier_strat.py
+4 -5
View File
@@ -1,6 +1,5 @@
import logging
from functools import reduce
from typing import Dict
import numpy as np
import talib.abstract as ta
@@ -45,7 +44,7 @@ class freqai_test_multimodel_classifier_strat(IStrategy):
max_roi_time_long = IntParameter(0, 800, default=400, space="sell", optimize=False, load=True)
def feature_engineering_expand_all(
self, dataframe: DataFrame, period: int, metadata: Dict, **kwargs
self, dataframe: DataFrame, period: int, metadata: dict, **kwargs
):
dataframe["%-rsi-period"] = ta.RSI(dataframe, timeperiod=period)
dataframe["%-mfi-period"] = ta.MFI(dataframe, timeperiod=period)
@@ -53,20 +52,20 @@ class freqai_test_multimodel_classifier_strat(IStrategy):
return dataframe
def feature_engineering_expand_basic(self, dataframe: DataFrame, metadata: Dict, **kwargs):
def feature_engineering_expand_basic(self, dataframe: DataFrame, metadata: dict, **kwargs):
dataframe["%-pct-change"] = dataframe["close"].pct_change()
dataframe["%-raw_volume"] = dataframe["volume"]
dataframe["%-raw_price"] = dataframe["close"]
return dataframe
def feature_engineering_standard(self, dataframe: DataFrame, metadata: Dict, **kwargs):
def feature_engineering_standard(self, dataframe: DataFrame, metadata: dict, **kwargs):
dataframe["%-day_of_week"] = dataframe["date"].dt.dayofweek
dataframe["%-hour_of_day"] = dataframe["date"].dt.hour
return dataframe
def set_freqai_targets(self, dataframe: DataFrame, metadata: Dict, **kwargs):
def set_freqai_targets(self, dataframe: DataFrame, metadata: dict, **kwargs):
dataframe["&s-up_or_down"] = np.where(
dataframe["close"].shift(-50) > dataframe["close"], "up", "down"
)
tests/strategy/strats/freqai_test_multimodel_strat.py
+4 -5
View File
@@ -1,6 +1,5 @@
import logging
from functools import reduce
from typing import Dict
import talib.abstract as ta
from pandas import DataFrame
@@ -44,7 +43,7 @@ class freqai_test_multimodel_strat(IStrategy):
max_roi_time_long = IntParameter(0, 800, default=400, space="sell", optimize=False, load=True)
def feature_engineering_expand_all(
self, dataframe: DataFrame, period: int, metadata: Dict, **kwargs
self, dataframe: DataFrame, period: int, metadata: dict, **kwargs
):
dataframe["%-rsi-period"] = ta.RSI(dataframe, timeperiod=period)
dataframe["%-mfi-period"] = ta.MFI(dataframe, timeperiod=period)
@@ -52,20 +51,20 @@ class freqai_test_multimodel_strat(IStrategy):
return dataframe
def feature_engineering_expand_basic(self, dataframe: DataFrame, metadata: Dict, **kwargs):
def feature_engineering_expand_basic(self, dataframe: DataFrame, metadata: dict, **kwargs):
dataframe["%-pct-change"] = dataframe["close"].pct_change()
dataframe["%-raw_volume"] = dataframe["volume"]
dataframe["%-raw_price"] = dataframe["close"]
return dataframe
def feature_engineering_standard(self, dataframe: DataFrame, metadata: Dict, **kwargs):
def feature_engineering_standard(self, dataframe: DataFrame, metadata: dict, **kwargs):
dataframe["%-day_of_week"] = dataframe["date"].dt.dayofweek
dataframe["%-hour_of_day"] = dataframe["date"].dt.hour
return dataframe
def set_freqai_targets(self, dataframe: DataFrame, metadata: Dict, **kwargs):
def set_freqai_targets(self, dataframe: DataFrame, metadata: dict, **kwargs):
dataframe["&-s_close"] = (
dataframe["close"]
.shift(-self.freqai_info["feature_parameters"]["label_period_candles"])
tests/strategy/strats/freqai_test_strat.py
+4 -5
View File
@@ -1,6 +1,5 @@
import logging
from functools import reduce
from typing import Dict
import talib.abstract as ta
from pandas import DataFrame
@@ -44,7 +43,7 @@ class freqai_test_strat(IStrategy):
max_roi_time_long = IntParameter(0, 800, default=400, space="sell", optimize=False, load=True)
def feature_engineering_expand_all(
self, dataframe: DataFrame, period: int, metadata: Dict, **kwargs
self, dataframe: DataFrame, period: int, metadata: dict, **kwargs
):
dataframe["%-rsi-period"] = ta.RSI(dataframe, timeperiod=period)
dataframe["%-mfi-period"] = ta.MFI(dataframe, timeperiod=period)
@@ -52,20 +51,20 @@ class freqai_test_strat(IStrategy):
return dataframe
def feature_engineering_expand_basic(self, dataframe: DataFrame, metadata: Dict, **kwargs):
def feature_engineering_expand_basic(self, dataframe: DataFrame, metadata: dict, **kwargs):
dataframe["%-pct-change"] = dataframe["close"].pct_change()
dataframe["%-raw_volume"] = dataframe["volume"]
dataframe["%-raw_price"] = dataframe["close"]
return dataframe
def feature_engineering_standard(self, dataframe: DataFrame, metadata: Dict, **kwargs):
def feature_engineering_standard(self, dataframe: DataFrame, metadata: dict, **kwargs):
dataframe["%-day_of_week"] = dataframe["date"].dt.dayofweek
dataframe["%-hour_of_day"] = dataframe["date"].dt.hour
return dataframe
def set_freqai_targets(self, dataframe: DataFrame, metadata: Dict, **kwargs):
def set_freqai_targets(self, dataframe: DataFrame, metadata: dict, **kwargs):
dataframe["&-s_close"] = (
dataframe["close"]
.shift(-self.freqai_info["feature_parameters"]["label_period_candles"])
tests/strategy/strats/strategy_test_v3_recursive_issue.py
+3
View File
@@ -33,6 +33,9 @@ class strategy_test_v3_recursive_issue(IStrategy):
# Has both bias1 and bias2
dataframe["rsi_lookahead"] = ta.RSI(dataframe, timeperiod=50).shift(-1)
# String columns shouldn't cause issues
dataframe["test_string_column"] = f"a{len(dataframe)}"
return dataframe
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
tests/strategy/test_interface.py
-7
View File
@@ -296,13 +296,6 @@ def test_assert_df(ohlcv_history, caplog):
ohlcv_history.loc[df_len, "close"],
ohlcv_history.loc[0, "date"],
)
with pytest.raises(StrategyError, match="enter_long/buy column not set."):
_STRATEGY.assert_df(
ohlcv_history.drop("enter_long", axis=1),
len(ohlcv_history),
ohlcv_history.loc[df_len, "close"],
ohlcv_history.loc[0, "date"],
)
_STRATEGY.disable_dataframe_checks = True
caplog.clear()
tests/test_main.py
+3 -3
View File
@@ -121,7 +121,7 @@ def test_main_operational_exception(mocker, default_conf, caplog) -> None:
def test_main_operational_exception1(mocker, default_conf, caplog) -> None:
patch_exchange(mocker)
mocker.patch(
"freqtrade.commands.list_commands.list_available_exchanges",
"freqtrade.exchange.list_available_exchanges",
MagicMock(side_effect=ValueError("Oh snap!")),
)
patched_configuration_load_config_file(mocker, default_conf)
@@ -135,7 +135,7 @@ def test_main_operational_exception1(mocker, default_conf, caplog) -> None:
assert log_has("Fatal exception!", caplog)
assert not log_has_re(r"SIGINT.*", caplog)
mocker.patch(
"freqtrade.commands.list_commands.list_available_exchanges",
"freqtrade.exchange.list_available_exchanges",
MagicMock(side_effect=KeyboardInterrupt),
)
with pytest.raises(SystemExit):
@@ -147,7 +147,7 @@ def test_main_operational_exception1(mocker, default_conf, caplog) -> None:
def test_main_ConfigurationError(mocker, default_conf, caplog) -> None:
patch_exchange(mocker)
mocker.patch(
"freqtrade.commands.list_commands.list_available_exchanges",
"freqtrade.exchange.list_available_exchanges",
MagicMock(side_effect=ConfigurationError("Oh snap!")),
)
patched_configuration_load_config_file(mocker, default_conf)
tests/test_strategy_updater.py
-7
View File
@@ -2,20 +2,13 @@
import re
import shutil
import sys
from pathlib import Path
import pytest
from freqtrade.commands.strategy_utils_commands import start_strategy_update
from freqtrade.strategy.strategyupdater import StrategyUpdater
from tests.conftest import get_args
if sys.version_info < (3, 9):
pytest.skip("StrategyUpdater is not compatible with Python 3.8", allow_module_level=True)
def test_strategy_updater_start(user_dir, capsys) -> None:
# Effective test without mocks.
teststrats = Path(__file__).parent / "strategy/strats"