stable/freqtrade/tests/pairlist/test_pairlist.py

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# pragma pylint: disable=missing-docstring,C0103,protected-access
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from unittest.mock import MagicMock
from freqtrade import OperationalException
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from freqtrade.constants import AVAILABLE_PAIRLISTS
from freqtrade.tests.conftest import get_patched_freqtradebot
import pytest
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# whitelist, blacklist
@pytest.fixture(scope="function")
def whitelist_conf(default_conf):
default_conf['stake_currency'] = 'BTC'
default_conf['exchange']['pair_whitelist'] = [
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'ETH/BTC',
'TKN/BTC',
'TRST/BTC',
'SWT/BTC',
'BCC/BTC'
]
default_conf['exchange']['pair_blacklist'] = [
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'BLK/BTC'
]
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default_conf['whitelist'] = {'method': 'StaticPairList',
'config': {'number_assets': 3}
}
return default_conf
def test_refresh_market_pair_not_in_whitelist(mocker, markets, whitelist_conf):
freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
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mocker.patch('freqtrade.exchange.Exchange.get_markets', markets)
freqtradebot.pairlists.refresh_whitelist()
# List ordered by BaseVolume
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whitelist = ['ETH/BTC', 'TKN/BTC']
# Ensure all except those in whitelist are removed
assert set(whitelist) == set(freqtradebot.pairlists.whitelist)
# Ensure config dict hasn't been changed
assert (whitelist_conf['exchange']['pair_whitelist'] ==
freqtradebot.config['exchange']['pair_whitelist'])
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def test_refresh_pairlists(mocker, markets, whitelist_conf):
freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
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mocker.patch('freqtrade.exchange.Exchange.get_markets', markets)
freqtradebot.pairlists.refresh_whitelist()
# List ordered by BaseVolume
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whitelist = ['ETH/BTC', 'TKN/BTC']
# Ensure all except those in whitelist are removed
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assert set(whitelist) == set(freqtradebot.pairlists.whitelist)
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assert whitelist_conf['exchange']['pair_blacklist'] == freqtradebot.pairlists.blacklist
def test_refresh_whitelist_dynamic(mocker, markets, tickers, whitelist_conf):
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whitelist_conf['whitelist'] = {'method': 'VolumePairList',
'config': {'number_assets': 5}
}
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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get_markets=markets,
get_tickers=tickers,
exchange_has=MagicMock(return_value=True)
)
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freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
# argument: use the whitelist dynamically by exchange-volume
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whitelist = ['ETH/BTC', 'TKN/BTC']
freqtradebot.pairlists.refresh_whitelist()
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assert whitelist == freqtradebot.pairlists.whitelist
def test_refresh_whitelist_dynamic_empty(mocker, markets_empty, whitelist_conf):
freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
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mocker.patch('freqtrade.exchange.Exchange.get_markets', markets_empty)
# argument: use the whitelist dynamically by exchange-volume
whitelist = []
whitelist_conf['exchange']['pair_whitelist'] = []
freqtradebot.pairlists.refresh_whitelist()
pairslist = whitelist_conf['exchange']['pair_whitelist']
assert set(whitelist) == set(pairslist)
def test_gen_pair_whitelist(mocker, default_conf, tickers) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers)
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
# Test to retrieved BTC sorted on quoteVolume (default)
freqtrade.pairlists.refresh_whitelist()
whitelist = freqtrade.pairlists.whitelist
assert whitelist == ['ETH/BTC', 'TKN/BTC', 'BLK/BTC', 'LTC/BTC']
# Test to retrieve BTC sorted on bidVolume
whitelist = freqtrade._gen_pair_whitelist(base_currency='BTC', key='bidVolume')
assert whitelist == ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'BLK/BTC']
# Test with USDT sorted on quoteVolume (default)
whitelist = freqtrade._gen_pair_whitelist(base_currency='USDT')
assert whitelist == ['TKN/USDT', 'ETH/USDT', 'LTC/USDT', 'BLK/USDT']
# Test with ETH (our fixture does not have ETH, so result should be empty)
whitelist = freqtrade._gen_pair_whitelist(base_currency='ETH')
assert whitelist == []
def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None:
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default_conf['whitelist'] = {'method': 'VolumePairList',
'config': {'number_assets': 10}
}
mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers)
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=False))
with pytest.raises(OperationalException):
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get_patched_freqtradebot(mocker, default_conf)
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@pytest.mark.parametrize("pairlist", AVAILABLE_PAIRLISTS)
def test_pairlist_class(mocker, whitelist_conf, pairlist):
whitelist_conf['whitelist']['method'] = pairlist
freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
assert freqtrade.pairlists.name == pairlist
# TODO: add more tests