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Add Tests for AgeFilter caching

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closes #5552
This commit is contained in:
Matthias 2021-09-14 06:45:26 +02:00
parent c9ba52d732
commit 3ce5197e8d
4 changed files with 54 additions and 31 deletions
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2
freqtrade/configuration/__init__.py
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@ -1,8 +1,8 @@
# flake8: noqa: F401
from freqtrade.configuration.PeriodicCache import PeriodicCache
from freqtrade.configuration.check_exchange import check_exchange, remove_credentials
from freqtrade.configuration.config_setup import setup_utils_configuration
from freqtrade.configuration.config_validation import validate_config_consistency
from freqtrade.configuration.configuration import Configuration
from freqtrade.configuration.PeriodicCache import PeriodicCache
from freqtrade.configuration.timerange import TimeRange

11
freqtrade/plugins/pairlist/AgeFilter.py
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@ -8,10 +8,10 @@ from typing import Any, Dict, List, Optional
import arrow
from pandas import DataFrame
from freqtrade.configuration import PeriodicCache
from freqtrade.exceptions import OperationalException
from freqtrade.misc import plural
from freqtrade.plugins.pairlist.IPairList import IPairList
from freqtrade.configuration import PeriodicCache
logger = logging.getLogger(__name__)
@ -26,7 +26,7 @@ class AgeFilter(IPairList):
# Checked symbols cache (dictionary of ticker symbol => timestamp)
self._symbolsChecked: Dict[str, int] = {}
self._too_young_pairs = PeriodicCache(maxsize=1000, ttl=86_400)
self._symbolsCheckFailed = PeriodicCache(maxsize=1000, ttl=86_400)
self._min_days_listed = pairlistconfig.get('min_days_listed', 10)
self._max_days_listed = pairlistconfig.get('max_days_listed', None)
@ -73,9 +73,10 @@ class AgeFilter(IPairList):
"""
needed_pairs = [
(p, '1d') for p in pairlist
if p not in self._symbolsChecked and p not in self._too_young_pairs]
if p not in self._symbolsChecked and p not in self._symbolsCheckFailed]
if not needed_pairs:
return pairlist
# Remove pairs that have been removed before
return [p for p in pairlist if p not in self._symbolsCheckFailed]
logger.info(f"needed pairs {needed_pairs}")
since_days = -(
self._max_days_listed if self._max_days_listed else self._min_days_listed
@ -122,6 +123,6 @@ class AgeFilter(IPairList):
" or more than "
f"{self._max_days_listed} {plural(self._max_days_listed, 'day')}"
) if self._max_days_listed else ''), logger.info)
self._too_young_pairs[pair] = arrow.utcnow().int_timestamp * 1000
self._symbolsCheckFailed[pair] = arrow.utcnow().int_timestamp * 1000
return False
return False

69
tests/plugins/test_pairlist.py
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@ -4,6 +4,7 @@ import time
from unittest.mock import MagicMock, PropertyMock
import pytest
import time_machine
from freqtrade.constants import AVAILABLE_PAIRLISTS
from freqtrade.exceptions import OperationalException
@ -815,32 +816,52 @@ def test_agefilter_min_days_listed_too_large(mocker, default_conf, markets, tick
def test_agefilter_caching(mocker, markets, whitelist_conf_agefilter, tickers, ohlcv_history):
ohlcv_data = {
('ETH/BTC', '1d'): ohlcv_history,
('TKN/BTC', '1d'): ohlcv_history,
('LTC/BTC', '1d'): ohlcv_history,
}
mocker.patch.multiple('freqtrade.exchange.Exchange',
markets=PropertyMock(return_value=markets),
exchange_has=MagicMock(return_value=True),
get_tickers=tickers
)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
refresh_latest_ohlcv=MagicMock(return_value=ohlcv_data),
)
with time_machine.travel("2021-09-01 05:00:00 +00:00") as t:
ohlcv_data = {
('ETH/BTC', '1d'): ohlcv_history,
('TKN/BTC', '1d'): ohlcv_history,
('LTC/BTC', '1d'): ohlcv_history,
('XRP/BTC', '1d'): ohlcv_history.iloc[[0]],
}
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
markets=PropertyMock(return_value=markets),
exchange_has=MagicMock(return_value=True),
get_tickers=tickers,
refresh_latest_ohlcv=MagicMock(return_value=ohlcv_data),
)
freqtrade = get_patched_freqtradebot(mocker, whitelist_conf_agefilter)
assert freqtrade.exchange.refresh_latest_ohlcv.call_count == 0
freqtrade.pairlists.refresh_pairlist()
assert len(freqtrade.pairlists.whitelist) == 3
assert freqtrade.exchange.refresh_latest_ohlcv.call_count > 0
freqtrade = get_patched_freqtradebot(mocker, whitelist_conf_agefilter)
assert freqtrade.exchange.refresh_latest_ohlcv.call_count == 0
freqtrade.pairlists.refresh_pairlist()
assert len(freqtrade.pairlists.whitelist) == 3
assert freqtrade.exchange.refresh_latest_ohlcv.call_count > 0
previous_call_count = freqtrade.exchange.refresh_latest_ohlcv.call_count
freqtrade.pairlists.refresh_pairlist()
assert len(freqtrade.pairlists.whitelist) == 3
# Called once for XRP/BTC
assert freqtrade.exchange.refresh_latest_ohlcv.call_count == previous_call_count + 1
previous_call_count = freqtrade.exchange.refresh_latest_ohlcv.call_count
freqtrade.pairlists.refresh_pairlist()
assert len(freqtrade.pairlists.whitelist) == 3
# Call to XRP/BTC cached
assert freqtrade.exchange.refresh_latest_ohlcv.call_count == previous_call_count
# Move to next day
t.move_to("2021-09-02 01:00:00 +00:00")
freqtrade.pairlists.refresh_pairlist()
assert len(freqtrade.pairlists.whitelist) == 3
assert freqtrade.exchange.refresh_latest_ohlcv.call_count == previous_call_count + 1
# Move another day with fresh mocks (now the pair is old enough)
t.move_to("2021-09-03 01:00:00 +00:00")
# Called once for XRP/BTC
ohlcv_data = {
('ETH/BTC', '1d'): ohlcv_history,
('TKN/BTC', '1d'): ohlcv_history,
('LTC/BTC', '1d'): ohlcv_history,
('XRP/BTC', '1d'): ohlcv_history,
}
mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', return_value=ohlcv_data)
freqtrade.pairlists.refresh_pairlist()
assert len(freqtrade.pairlists.whitelist) == 4
# Called once (only for XRP/BTC)
assert freqtrade.exchange.refresh_latest_ohlcv.call_count == 1
def test_OffsetFilter_error(mocker, whitelist_conf) -> None:

3
tests/test_periodiccache.py
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@ -1,6 +1,7 @@
from freqtrade.configuration import PeriodicCache
import time_machine
from freqtrade.configuration import PeriodicCache
def test_ttl_cache():