Add/adjust tests
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@ -157,6 +157,7 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
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@pytest.mark.parametrize("pairlists,base_currency,whitelist_result", [
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@pytest.mark.parametrize("pairlists,base_currency,whitelist_result", [
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# VolumePairList only
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([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
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([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
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"BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC']),
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"BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC']),
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# Different sorting depending on quote or bid volume
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# Different sorting depending on quote or bid volume
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@ -164,9 +165,20 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
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"BTC", ['HOT/BTC', 'FUEL/BTC', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC']),
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"BTC", ['HOT/BTC', 'FUEL/BTC', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC']),
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([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
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([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
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"USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT']),
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"USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT']),
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# No pair for ETH ...
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# No pair for ETH, VolumePairList
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([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
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([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
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"ETH", []),
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"ETH", []),
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# No pair for ETH, StaticPairList
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([{"method": "StaticPairList"}],
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"ETH", []),
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# No pair for ETH, all handlers
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([{"method": "StaticPairList"},
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{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
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{"method": "PrecisionFilter"},
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{"method": "PriceFilter", "low_price_ratio": 0.03},
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{"method": "SpreadFilter", "max_spread": 0.005},
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{"method": "ShuffleFilter"}],
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"ETH", []),
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# Precisionfilter and quote volume
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# Precisionfilter and quote volume
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([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
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([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
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{"method": "PrecisionFilter"}], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
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{"method": "PrecisionFilter"}], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
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@ -184,23 +196,35 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
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# Hot is removed by precision_filter, Fuel by low_price_filter.
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# Hot is removed by precision_filter, Fuel by low_price_filter.
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([{"method": "VolumePairList", "number_assets": 6, "sort_key": "quoteVolume"},
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([{"method": "VolumePairList", "number_assets": 6, "sort_key": "quoteVolume"},
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{"method": "PrecisionFilter"},
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{"method": "PrecisionFilter"},
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{"method": "PriceFilter", "low_price_ratio": 0.02}
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{"method": "PriceFilter", "low_price_ratio": 0.02}],
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], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
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"BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
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# HOT and XRP are removed because below 1250 quoteVolume
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# HOT and XRP are removed because below 1250 quoteVolume
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([{"method": "VolumePairList", "number_assets": 5,
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([{"method": "VolumePairList", "number_assets": 5,
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"sort_key": "quoteVolume", "min_value": 1250}],
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"sort_key": "quoteVolume", "min_value": 1250}],
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"BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']),
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"BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']),
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# StaticPairlist Only
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# StaticPairlist only
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([{"method": "StaticPairList"},
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([{"method": "StaticPairList"}],
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], "BTC", ['ETH/BTC', 'TKN/BTC']),
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"BTC", ['ETH/BTC', 'TKN/BTC']),
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# Static Pairlist before VolumePairList - sorting changes
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# Static Pairlist before VolumePairList - sorting changes
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([{"method": "StaticPairList"},
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([{"method": "StaticPairList"},
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{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"},
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{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"}],
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], "BTC", ['TKN/BTC', 'ETH/BTC']),
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"BTC", ['TKN/BTC', 'ETH/BTC']),
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# SpreadFilter
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# SpreadFilter
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([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
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([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
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{"method": "SpreadFilter", "max_spread": 0.005}
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{"method": "SpreadFilter", "max_spread": 0.005}],
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], "USDT", ['ETH/USDT']),
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"USDT", ['ETH/USDT']),
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# ShuffleFilter
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([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
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{"method": "ShuffleFilter", "seed": 77}],
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"USDT", ['ETH/USDT', 'ADAHALF/USDT', 'NANO/USDT']),
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# ShuffleFilter, other seed
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([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
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{"method": "ShuffleFilter", "seed": 42}],
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"USDT", ['NANO/USDT', 'ETH/USDT', 'ADAHALF/USDT']),
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# ShuffleFilter, no seed
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([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
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{"method": "ShuffleFilter"}],
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"USDT", 3),
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])
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])
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def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
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def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
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pairlists, base_currency, whitelist_result,
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pairlists, base_currency, whitelist_result,
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@ -219,12 +243,16 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
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freqtrade.pairlists.refresh_pairlist()
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freqtrade.pairlists.refresh_pairlist()
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whitelist = freqtrade.pairlists.whitelist
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whitelist = freqtrade.pairlists.whitelist
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if type(whitelist_result) is list:
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assert whitelist == whitelist_result
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assert whitelist == whitelist_result
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else:
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len(whitelist) == whitelist_result
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for pairlist in pairlists:
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for pairlist in pairlists:
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if pairlist['method'] == 'PrecisionFilter':
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if pairlist['method'] == 'PrecisionFilter' and whitelist_result:
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assert log_has_re(r'^Removed .* from whitelist, because stop price .* '
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assert log_has_re(r'^Removed .* from whitelist, because stop price .* '
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r'would be <= stop limit.*', caplog)
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r'would be <= stop limit.*', caplog)
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if pairlist['method'] == 'PriceFilter':
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if pairlist['method'] == 'PriceFilter' and whitelist_result:
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assert (log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog) or
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assert (log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog) or
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log_has_re(r"^Removed .* from whitelist, because ticker\['last'\] is empty.*",
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log_has_re(r"^Removed .* from whitelist, because ticker\['last'\] is empty.*",
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caplog))
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caplog))
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