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

Enhance tests to cover precision_filter correctly

This commit is contained in:
Matthias 2019-10-28 16:13:31 +01:00
parent b947f3c2a5
commit 466a3b87fc
2 changed files with 81 additions and 12 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

60
tests/conftest.py
View File

@ -572,6 +572,44 @@ def get_markets():
}
@pytest.fixture
def shitcoinmarkets(markets):
"""
Fixture with shitcoin markets - used to test filters in pairlists
"""
shitmarkets = deepcopy(markets)
shitmarkets.update({'HOT/BTC': {
'id': 'HOTBTC',
'symbol': 'HOT/BTC',
'base': 'HOT',
'quote': 'BTC',
'active': True,
'precision': {
'base': 8,
'quote': 8,
'amount': 0,
'price': 8
},
'limits': {
'amount': {
'min': 1.0,
'max': 90000000.0
},
'price': {
'min': None,
'max': None
},
'cost': {
'min': 0.001,
'max': None
}
},
'info': {},
},
})
return shitmarkets
@pytest.fixture
def markets_empty():
return MagicMock(return_value=[])
@ -866,6 +904,28 @@ def tickers():
'quoteVolume': 1215.14489611,
'info': {}
},
'HOT/BTC': {
'symbol': 'HOT/BTC',
'timestamp': 1572273518661,
'datetime': '2019-10-28T14:38:38.661Z',
'high': 0.00000011,
'low': 0.00000009,
'bid': 0.0000001,
'bidVolume': 1476027288.0,
'ask': 0.00000011,
'askVolume': 820153831.0,
'vwap': 0.0000001,
'open': 0.00000009,
'close': 0.00000011,
'last': 0.00000011,
'previousClose': 0.00000009,
'change': 0.00000002,
'percentage': 22.222,
'average': None,
'baseVolume': 1442290324.0,
'quoteVolume': 143.78311994,
'info': {}
},
'ETH/USDT': {
'symbol': 'ETH/USDT',
'timestamp': 1522014804118,

33
tests/pairlist/test_pairlist.py
View File

@ -2,11 +2,12 @@
from unittest.mock import MagicMock, PropertyMock
import pytest
from freqtrade import OperationalException
from freqtrade.constants import AVAILABLE_PAIRLISTS
from freqtrade.resolvers import PairListResolver
from tests.conftest import get_patched_freqtradebot
import pytest
from tests.conftest import get_patched_freqtradebot, log_has_re
# whitelist, blacklist
@ -67,20 +68,25 @@ def test_refresh_pairlists(mocker, markets, whitelist_conf):
assert whitelist_conf['exchange']['pair_blacklist'] == freqtradebot.pairlists.blacklist
def test_refresh_pairlist_dynamic(mocker, markets, tickers, whitelist_conf):
def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_conf):
whitelist_conf['pairlist'] = {'method': 'VolumePairList',
'config': {'number_assets': 5}
'config': {'number_assets': 5,
'precision_filter': False}
}
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
markets=PropertyMock(return_value=markets),
get_tickers=tickers,
exchange_has=MagicMock(return_value=True)
)
freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
# Remock markets with shitcoinmarkets since get_patched_freqtradebot uses the markets fixture
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
markets=PropertyMock(return_value=shitcoinmarkets),
)
# argument: use the whitelist dynamically by exchange-volume
whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']
whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC']
freqtradebot.pairlists.refresh_pairlist()
assert whitelist == freqtradebot.pairlists.whitelist
@ -108,19 +114,20 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
@pytest.mark.parametrize("precision_filter,base_currency,key,whitelist_result", [
(False, "BTC", "quoteVolume", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']),
(False, "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC']),
(False, "BTC", "quoteVolume", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC']),
(False, "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'HOT/BTC']),
(False, "USDT", "quoteVolume", ['ETH/USDT']),
(False, "ETH", "quoteVolume", []), # this replaces tests that were removed from test_exchange
(True, "BTC", "quoteVolume", ["LTC/BTC", "ETH/BTC", "TKN/BTC"]),
(True, "BTC", "bidVolume", ["LTC/BTC", "TKN/BTC", "ETH/BTC"])
])
def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, markets, tickers, base_currency, key,
whitelist_result, precision_filter) -> None:
def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
precision_filter, base_currency, key, whitelist_result,
caplog) -> None:
whitelist_conf['pairlist']['method'] = 'VolumePairList'
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=shitcoinmarkets))
mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, p, r: round(r, 8))
@ -128,6 +135,8 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, markets, tickers,
freqtrade.config['stake_currency'] = base_currency
whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency=base_currency, key=key)
assert sorted(whitelist) == sorted(whitelist_result)
if precision_filter:
assert log_has_re(r'^Removed .* from whitelist, because stop price .* would be <= stop limit.*', caplog)
def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None: