adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Add first tests for volatilityFilter

Browse Source
This commit is contained in:
Matthias 2020-11-21 15:39:04 +01:00
parent 109824c9a8
commit 191616e4e5
1 changed files with 9 additions and 0 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

9
tests/pairlist/test_pairlist.py
View File

@ -340,6 +340,10 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
([{"method": "VolumePairList", "number_assets": 20, "sort_key": "quoteVolume"}, ([{"method": "VolumePairList", "number_assets": 20, "sort_key": "quoteVolume"},
{"method": "PriceFilter", "low_price_ratio": 0.02}], {"method": "PriceFilter", "low_price_ratio": 0.02}],
"USDT", ['ETH/USDT', 'NANO/USDT']), "USDT", ['ETH/USDT', 'NANO/USDT']),
([{"method": "StaticPairList"},
{"method": "VolatilityFilter", "volatility_over_days": 10,
"min_volatility": 0.01, "refresh_period": 1440}],
"BTC", ['ETH/BTC', 'TKN/BTC', 'HOT/BTC']),
]) ])
def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers, def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
ohlcv_history_list, pairlists, base_currency, ohlcv_history_list, pairlists, base_currency,
@ -617,6 +621,11 @@ def test_agefilter_caching(mocker, markets, whitelist_conf_3, tickers, ohlcv_his
None, None,
"PriceFilter requires max_price to be >= 0" "PriceFilter requires max_price to be >= 0"
), # OperationalException expected ), # OperationalException expected
({"method": "VolatilityFilter", "volatility_over_days": 10, "min_volatility": 0.01},
"[{'VolatilityFilter': 'VolatilityFilter - Filtering pairs with volatility below 0.01 "
"over the last days.'}]",
None
),
]) ])
def test_pricefilter_desc(mocker, whitelist_conf, markets, pairlistconfig, def test_pricefilter_desc(mocker, whitelist_conf, markets, pairlistconfig,
desc_expected, exception_expected): desc_expected, exception_expected):