Merge pull request #292 from jblestang/fix_pair_black_list

Bug in blacklist pair handling

freqtrade/main.py

@@ -35,9 +35,12 @@ def refresh_whitelist(whitelist: List[str]) -> List[str]:
     known_pairs = set()
     for status in health:
         pair = '{}_{}'.format(_CONF['stake_currency'], status['Currency'])
-        known_pairs.add(pair)
+        # pair is not int the generated dynamic market, or in the blacklist ... ignore it
         if pair not in whitelist or pair in _CONF['exchange'].get('pair_blacklist', []):
             continue
+        # else the pair is valid
+        known_pairs.add(pair)
+        # Market is not active
         if not status['IsActive']:
             sanitized_whitelist.remove(pair)
             logger.info(

freqtrade/tests/test_acl_pair.py

@@ -1,4 +1,4 @@
-from freqtrade.main import refresh_whitelist
+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
@@ -23,18 +23,65 @@ def whitelist_conf():
     }
 
 
+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,
+             'IsActive': True
-             'BaseVolume': 42
              },
             {'Currency': 'TKN',
-             'IsActive': True,
+             'IsActive': True
-             'BaseVolume': 1664
              },
             {'Currency': 'BLK',
-             'IsActive': True,
+             'IsActive': True
-             'BaseVolume': 4096
              }
             ]
 
@@ -72,9 +119,11 @@ def test_refresh_whitelist_dynamic(mocker):
     mocker.patch.dict('freqtrade.main._CONF', conf)
     mocker.patch.multiple('freqtrade.main.exchange',
                           get_wallet_health=get_health)
+    mocker.patch.multiple('freqtrade.main.exchange',
+                          get_market_summaries=get_market_summaries)
     # argument: use the whitelist dynamically by exchange-volume
     whitelist = ['BTC_TKN', 'BTC_ETH']
-    refreshedwhitelist = refresh_whitelist(whitelist)
+    refreshedwhitelist = refresh_whitelist(gen_pair_whitelist(conf['stake_currency']))
     assert whitelist == refreshedwhitelist