stable/freqtrade/tests/test_acl_pair.py

# pragma pylint: disable=missing-docstring,C0103,protected-access

import freqtrade.tests.conftest as tt  # test tools

# whitelist, blacklist, filtering, all of that will
# eventually become some rules to run on a generic ACL engine
# perhaps try to anticipate that by using some python package


def whitelist_conf():
    config = tt.default_conf()

    config['stake_currency'] = 'BTC'
    config['exchange']['pair_whitelist'] = [
        'BTC_ETH',
        'BTC_TKN',
        'BTC_TRST',
        'BTC_SWT',
        'BTC_BCC'
    ]

    config['exchange']['pair_blacklist'] = [
        'BTC_BLK'
    ]

    return config


def get_market_summaries():
    return [{
        'MarketName': 'BTC-TKN',
        'High': 0.00000919,
        'Low': 0.00000820,
        'Volume': 74339.61396015,
        'Last': 0.00000820,
        'BaseVolume': 1664,
        'TimeStamp': '2014-07-09T07:19:30.15',
        'Bid': 0.00000820,
        'Ask': 0.00000831,
        'OpenBuyOrders': 15,
        'OpenSellOrders': 15,
        'PrevDay': 0.00000821,
        'Created': '2014-03-20T06:00:00',
        'DisplayMarketName': ''
    }, {
        'MarketName': 'BTC-ETH',
        'High': 0.00000072,
        'Low': 0.00000001,
        'Volume': 166340678.42280999,
        'Last': 0.00000005,
        'BaseVolume': 42,
        'TimeStamp': '2014-07-09T07:21:40.51',
        'Bid': 0.00000004,
        'Ask': 0.00000005,
        'OpenBuyOrders': 18,
        'OpenSellOrders': 18,
        'PrevDay': 0.00000002,
        'Created': '2014-05-30T07:57:49.637',
        'DisplayMarketName': ''
    }, {
        'MarketName': 'BTC-BLK',
        'High': 0.00000072,
        'Low': 0.00000001,
        'Volume': 166340678.42280999,
        'Last': 0.00000005,
        'BaseVolume': 3,
        'TimeStamp': '2014-07-09T07:21:40.51',
        'Bid': 0.00000004,
        'Ask': 0.00000005,
        'OpenBuyOrders': 18,
        'OpenSellOrders': 18,
        'PrevDay': 0.00000002,
        'Created': '2014-05-30T07:57:49.637',
        'DisplayMarketName': ''
    }]


def get_health():
    return [{'Currency': 'ETH', 'IsActive': True},
            {'Currency': 'TKN', 'IsActive': True},
            {'Currency': 'BLK', 'IsActive': True}]


def get_health_empty():
    return []


def test_refresh_market_pair_not_in_whitelist(mocker):
    conf = whitelist_conf()

    freqtradebot = tt.get_patched_freqtradebot(mocker, conf)

    mocker.patch('freqtrade.freqtradebot.exchange.get_wallet_health', get_health)
    refreshedwhitelist = freqtradebot._refresh_whitelist(
        conf['exchange']['pair_whitelist'] + ['BTC_XXX']
    )
    # List ordered by BaseVolume
    whitelist = ['BTC_ETH', 'BTC_TKN']
    # Ensure all except those in whitelist are removed
    assert whitelist == refreshedwhitelist


def test_refresh_whitelist(mocker):
    conf = whitelist_conf()
    freqtradebot = tt.get_patched_freqtradebot(mocker, conf)

    mocker.patch('freqtrade.freqtradebot.exchange.get_wallet_health', get_health)
    refreshedwhitelist = freqtradebot._refresh_whitelist(conf['exchange']['pair_whitelist'])

    # List ordered by BaseVolume
    whitelist = ['BTC_ETH', 'BTC_TKN']
    # Ensure all except those in whitelist are removed
    assert whitelist == refreshedwhitelist


def test_refresh_whitelist_dynamic(mocker):
    conf = whitelist_conf()
    freqtradebot = tt.get_patched_freqtradebot(mocker, conf)
    mocker.patch.multiple(
        'freqtrade.freqtradebot.exchange',
        get_wallet_health=get_health,
        get_market_summaries=get_market_summaries
    )

    # argument: use the whitelist dynamically by exchange-volume
    whitelist = ['BTC_TKN', 'BTC_ETH']

    refreshedwhitelist = freqtradebot._refresh_whitelist(
        freqtradebot._gen_pair_whitelist(conf['stake_currency'])
    )

    assert whitelist == refreshedwhitelist


def test_refresh_whitelist_dynamic_empty(mocker):
    conf = whitelist_conf()
    freqtradebot = tt.get_patched_freqtradebot(mocker, conf)
    mocker.patch('freqtrade.freqtradebot.exchange.get_wallet_health', get_health_empty)

    # argument: use the whitelist dynamically by exchange-volume
    whitelist = []
    conf['exchange']['pair_whitelist'] = []
    freqtradebot._refresh_whitelist(whitelist)
    pairslist = conf['exchange']['pair_whitelist']

    assert set(whitelist) == set(pairslist)