|
|
|
|
@ -1,17 +1,16 @@
|
|
|
|
|
# pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103, unused-argument
|
|
|
|
|
|
|
|
|
|
from unittest.mock import PropertyMock
|
|
|
|
|
from pathlib import Path
|
|
|
|
|
from unittest.mock import MagicMock, PropertyMock
|
|
|
|
|
|
|
|
|
|
import numpy as np
|
|
|
|
|
import pytest
|
|
|
|
|
|
|
|
|
|
import freqtrade.commands.arguments
|
|
|
|
|
import freqtrade.optimize.lookahead_analysis
|
|
|
|
|
from freqtrade.configuration import TimeRange
|
|
|
|
|
from freqtrade.data import history
|
|
|
|
|
from freqtrade.data.converter import clean_ohlcv_dataframe
|
|
|
|
|
from freqtrade.commands.optimize_commands import start_lookahead_analysis
|
|
|
|
|
from freqtrade.data.history import get_timerange
|
|
|
|
|
from tests.conftest import generate_test_data, patch_exchange
|
|
|
|
|
from freqtrade.exceptions import OperationalException
|
|
|
|
|
from tests.conftest import CURRENT_TEST_STRATEGY, get_args, patch_exchange
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
@pytest.fixture
|
|
|
|
|
@ -22,11 +21,46 @@ def lookahead_conf(default_conf_usdt):
|
|
|
|
|
return default_conf_usdt
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
def trim_dictlist(dict_list, num):
|
|
|
|
|
new = {}
|
|
|
|
|
for pair, pair_data in dict_list.items():
|
|
|
|
|
new[pair] = pair_data[num:].reset_index()
|
|
|
|
|
return new
|
|
|
|
|
def test_start_start_lookahead_analysis(mocker):
|
|
|
|
|
single_mock = MagicMock()
|
|
|
|
|
mocker.patch.multiple(
|
|
|
|
|
'freqtrade.optimize.lookahead_analysis.LookaheadAnalysisSubFunctions',
|
|
|
|
|
initialize_single_lookahead_analysis=single_mock,
|
|
|
|
|
text_table_lookahead_analysis_instances=MagicMock(),
|
|
|
|
|
)
|
|
|
|
|
args = [
|
|
|
|
|
"lookahead-analysis",
|
|
|
|
|
"--strategy",
|
|
|
|
|
CURRENT_TEST_STRATEGY,
|
|
|
|
|
"--strategy-path",
|
|
|
|
|
str(Path(__file__).parent.parent / "strategy" / "strats"),
|
|
|
|
|
]
|
|
|
|
|
pargs = get_args(args)
|
|
|
|
|
pargs['config'] = None
|
|
|
|
|
|
|
|
|
|
start_lookahead_analysis(pargs)
|
|
|
|
|
assert single_mock.call_count == 1
|
|
|
|
|
|
|
|
|
|
single_mock.reset_mock()
|
|
|
|
|
|
|
|
|
|
# Test invalid config
|
|
|
|
|
args = [
|
|
|
|
|
"lookahead-analysis",
|
|
|
|
|
"--strategy",
|
|
|
|
|
CURRENT_TEST_STRATEGY,
|
|
|
|
|
"--strategy-path",
|
|
|
|
|
str(Path(__file__).parent.parent / "strategy" / "strats"),
|
|
|
|
|
"--targeted-trade-amount",
|
|
|
|
|
"10",
|
|
|
|
|
"--minimum-trade-amount",
|
|
|
|
|
"20",
|
|
|
|
|
]
|
|
|
|
|
pargs = get_args(args)
|
|
|
|
|
pargs['config'] = None
|
|
|
|
|
with pytest.raises(OperationalException,
|
|
|
|
|
match=r"targeted trade amount can't be smaller than .*"):
|
|
|
|
|
start_lookahead_analysis(pargs)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
def test_biased_strategy(lookahead_conf, mocker, caplog) -> None:
|
|
|
|
|
|