stable/freqtrade/tests/test_acl_pair.py

# pragma pylint: disable=missing-docstring,C0103

from freqtrade.main import refresh_whitelist, gen_pair_whitelist

# 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():
    return {
        'stake_currency': 'BTC',
        'exchange': {
            'pair_whitelist': [
                'ETH/BTC',
                'TKN/BTC',
                'TRST/BTC',
                'SWT/BTC',
                'BCC/BTC'
            ],
            'pair_blacklist': [
                'BLK/BTC'
            ],
        },
    }


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_markets():
    return [{'symbol': 'ETH/BTC', 'base': 'ETH', 'quote':'BTC', 'active': True},
            {'symbol': 'TKN/BTC', 'base': 'TKN', 'quote':'BTC', 'active': True},
            {'symbol': 'BLK/BTC', 'base': 'BLK', 'quote':'BTC', 'active': True}]


def get_markets_empty():
    return []


def test_refresh_market_pair_not_in_whitelist(mocker):
    conf = whitelist_conf()
    mocker.patch.dict('freqtrade.main._CONF', conf)
    mocker.patch.multiple('freqtrade.main.exchange',
                          get_markets=get_markets)
    refreshedwhitelist = refresh_whitelist(
        conf['exchange']['pair_whitelist'] + ['XXX/BTC'])
    # List ordered by BaseVolume
    whitelist = ['ETH/BTC', 'TKN/BTC']
    # Ensure all except those in whitelist are removed
    assert whitelist == refreshedwhitelist


def test_refresh_whitelist(mocker):
    conf = whitelist_conf()
    mocker.patch.dict('freqtrade.main._CONF', conf)
    mocker.patch.multiple('freqtrade.main.exchange',
                          get_markets=get_markets)
    refreshedwhitelist = refresh_whitelist(conf['exchange']['pair_whitelist'])
    # List ordered by BaseVolume
    whitelist = ['ETH/BTC', 'TKN/BTC']
    # Ensure all except those in whitelist are removed
    assert whitelist == refreshedwhitelist


def test_refresh_whitelist_dynamic(mocker):
    conf = whitelist_conf()
    mocker.patch.dict('freqtrade.main._CONF', conf)
    mocker.patch.multiple('freqtrade.main.exchange',
                          get_markets=get_markets)
    mocker.patch.multiple('freqtrade.main.exchange',
                          get_market_summaries=get_market_summaries)
    # argument: use the whitelist dynamically by exchange-volume
    whitelist = ['TKN/BTC', 'ETH/BTC']
    refreshedwhitelist = refresh_whitelist(
        gen_pair_whitelist(conf['stake_currency']))
    assert whitelist == refreshedwhitelist


def test_refresh_whitelist_dynamic_empty(mocker):
    conf = whitelist_conf()
    mocker.patch.dict('freqtrade.main._CONF', conf)
    mocker.patch.multiple('freqtrade.main.exchange',
                          get_markets=get_markets_empty)
    # argument: use the whitelist dynamically by exchange-volume
    whitelist = []
    conf['exchange']['pair_whitelist'] = []
    refresh_whitelist(whitelist)
    pairslist = conf['exchange']['pair_whitelist']
    assert set(whitelist) == set(pairslist)