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Update PerformanceFilter to have min_profit as ratio again.

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closes #6056
This commit is contained in:
Matthias
2021-12-12 13:21:24 +01:00
parent c12f2378db
commit 3398469e55
3 changed files with 18 additions and 17 deletions
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23
tests/plugins/test_pairlist.py
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@@ -1106,33 +1106,34 @@ def test_pairlistmanager_no_pairlist(mocker, whitelist_conf):
# Happy path: Descending order, all values filled
([{"method": "StaticPairList"}, {"method": "PerformanceFilter"}],
['ETH/BTC', 'TKN/BTC'],
[{'pair': 'TKN/BTC', 'profit': 5, 'count': 3}, {'pair': 'ETH/BTC', 'profit': 4, 'count': 2}],
[{'pair': 'TKN/BTC', 'profit_ratio': 0.05, 'count': 3},
{'pair': 'ETH/BTC', 'profit_ratio': 0.04, 'count': 2}],
['TKN/BTC', 'ETH/BTC']),
# Performance data outside allow list ignored
([{"method": "StaticPairList"}, {"method": "PerformanceFilter"}],
['ETH/BTC', 'TKN/BTC'],
[{'pair': 'OTHER/BTC', 'profit': 5, 'count': 3},
{'pair': 'ETH/BTC', 'profit': 4, 'count': 2}],
[{'pair': 'OTHER/BTC', 'profit_ratio': 0.05, 'count': 3},
{'pair': 'ETH/BTC', 'profit_ratio': 0.04, 'count': 2}],
['ETH/BTC', 'TKN/BTC']),
# Partial performance data missing and sorted between positive and negative profit
([{"method": "StaticPairList"}, {"method": "PerformanceFilter"}],
['ETH/BTC', 'TKN/BTC', 'LTC/BTC'],
[{'pair': 'ETH/BTC', 'profit': -5, 'count': 100},
{'pair': 'TKN/BTC', 'profit': 4, 'count': 2}],
[{'pair': 'ETH/BTC', 'profit_ratio': -0.05, 'count': 100},
{'pair': 'TKN/BTC', 'profit_ratio': 0.04, 'count': 2}],
['TKN/BTC', 'LTC/BTC', 'ETH/BTC']),
# Tie in performance data broken by count (ascending)
([{"method": "StaticPairList"}, {"method": "PerformanceFilter"}],
['ETH/BTC', 'TKN/BTC', 'LTC/BTC'],
[{'pair': 'LTC/BTC', 'profit': -5.01, 'count': 101},
{'pair': 'TKN/BTC', 'profit': -5.01, 'count': 2},
{'pair': 'ETH/BTC', 'profit': -5.01, 'count': 100}],
[{'pair': 'LTC/BTC', 'profit_ratio': -0.0501, 'count': 101},
{'pair': 'TKN/BTC', 'profit_ratio': -0.0501, 'count': 2},
{'pair': 'ETH/BTC', 'profit_ratio': -0.0501, 'count': 100}],
['TKN/BTC', 'ETH/BTC', 'LTC/BTC']),
# Tie in performance and count, broken by alphabetical sort
([{"method": "StaticPairList"}, {"method": "PerformanceFilter"}],
['ETH/BTC', 'TKN/BTC', 'LTC/BTC'],
[{'pair': 'LTC/BTC', 'profit': -5.01, 'count': 1},
{'pair': 'TKN/BTC', 'profit': -5.01, 'count': 1},
{'pair': 'ETH/BTC', 'profit': -5.01, 'count': 1}],
[{'pair': 'LTC/BTC', 'profit_ratio': -0.0501, 'count': 1},
{'pair': 'TKN/BTC', 'profit_ratio': -0.0501, 'count': 1},
{'pair': 'ETH/BTC', 'profit_ratio': -0.0501, 'count': 1}],
['ETH/BTC', 'LTC/BTC', 'TKN/BTC']),
])
def test_performance_filter(mocker, whitelist_conf, pairlists, pair_allowlist, overall_performance,