Enhance tests to cover precision_filter correctly
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@ -572,6 +572,44 @@ def get_markets():
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}
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}
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@pytest.fixture
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def shitcoinmarkets(markets):
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"""
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Fixture with shitcoin markets - used to test filters in pairlists
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"""
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shitmarkets = deepcopy(markets)
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shitmarkets.update({'HOT/BTC': {
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'id': 'HOTBTC',
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'symbol': 'HOT/BTC',
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'base': 'HOT',
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'quote': 'BTC',
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'active': True,
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'precision': {
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'base': 8,
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'quote': 8,
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'amount': 0,
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'price': 8
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},
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'limits': {
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'amount': {
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'min': 1.0,
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'max': 90000000.0
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},
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'price': {
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'min': None,
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'max': None
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},
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'cost': {
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'min': 0.001,
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'max': None
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}
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},
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'info': {},
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},
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})
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return shitmarkets
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@pytest.fixture
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@pytest.fixture
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def markets_empty():
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def markets_empty():
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return MagicMock(return_value=[])
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return MagicMock(return_value=[])
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@ -866,6 +904,28 @@ def tickers():
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'quoteVolume': 1215.14489611,
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'quoteVolume': 1215.14489611,
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'info': {}
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'info': {}
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},
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},
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'HOT/BTC': {
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'symbol': 'HOT/BTC',
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'timestamp': 1572273518661,
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'datetime': '2019-10-28T14:38:38.661Z',
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'high': 0.00000011,
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'low': 0.00000009,
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'bid': 0.0000001,
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'bidVolume': 1476027288.0,
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'ask': 0.00000011,
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'askVolume': 820153831.0,
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'vwap': 0.0000001,
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'open': 0.00000009,
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'close': 0.00000011,
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'last': 0.00000011,
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'previousClose': 0.00000009,
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'change': 0.00000002,
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'percentage': 22.222,
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'average': None,
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'baseVolume': 1442290324.0,
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'quoteVolume': 143.78311994,
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'info': {}
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},
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'ETH/USDT': {
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'ETH/USDT': {
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'symbol': 'ETH/USDT',
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'symbol': 'ETH/USDT',
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'timestamp': 1522014804118,
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'timestamp': 1522014804118,
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@ -2,11 +2,12 @@
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from unittest.mock import MagicMock, PropertyMock
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from unittest.mock import MagicMock, PropertyMock
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import pytest
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from freqtrade import OperationalException
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from freqtrade import OperationalException
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from freqtrade.constants import AVAILABLE_PAIRLISTS
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from freqtrade.constants import AVAILABLE_PAIRLISTS
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from freqtrade.resolvers import PairListResolver
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from freqtrade.resolvers import PairListResolver
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from tests.conftest import get_patched_freqtradebot
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from tests.conftest import get_patched_freqtradebot, log_has_re
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import pytest
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# whitelist, blacklist
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# whitelist, blacklist
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@ -67,20 +68,25 @@ def test_refresh_pairlists(mocker, markets, whitelist_conf):
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assert whitelist_conf['exchange']['pair_blacklist'] == freqtradebot.pairlists.blacklist
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assert whitelist_conf['exchange']['pair_blacklist'] == freqtradebot.pairlists.blacklist
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def test_refresh_pairlist_dynamic(mocker, markets, tickers, whitelist_conf):
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def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_conf):
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whitelist_conf['pairlist'] = {'method': 'VolumePairList',
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whitelist_conf['pairlist'] = {'method': 'VolumePairList',
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'config': {'number_assets': 5}
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'config': {'number_assets': 5,
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'precision_filter': False}
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}
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}
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mocker.patch.multiple(
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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'freqtrade.exchange.Exchange',
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markets=PropertyMock(return_value=markets),
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get_tickers=tickers,
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get_tickers=tickers,
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exchange_has=MagicMock(return_value=True)
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exchange_has=MagicMock(return_value=True)
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)
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)
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freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
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freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
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# Remock markets with shitcoinmarkets since get_patched_freqtradebot uses the markets fixture
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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markets=PropertyMock(return_value=shitcoinmarkets),
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)
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# argument: use the whitelist dynamically by exchange-volume
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# argument: use the whitelist dynamically by exchange-volume
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whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']
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whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC']
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freqtradebot.pairlists.refresh_pairlist()
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freqtradebot.pairlists.refresh_pairlist()
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assert whitelist == freqtradebot.pairlists.whitelist
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assert whitelist == freqtradebot.pairlists.whitelist
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@ -108,19 +114,20 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
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@pytest.mark.parametrize("precision_filter,base_currency,key,whitelist_result", [
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@pytest.mark.parametrize("precision_filter,base_currency,key,whitelist_result", [
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(False, "BTC", "quoteVolume", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']),
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(False, "BTC", "quoteVolume", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC']),
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(False, "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC']),
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(False, "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'HOT/BTC']),
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(False, "USDT", "quoteVolume", ['ETH/USDT']),
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(False, "USDT", "quoteVolume", ['ETH/USDT']),
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(False, "ETH", "quoteVolume", []), # this replaces tests that were removed from test_exchange
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(False, "ETH", "quoteVolume", []), # this replaces tests that were removed from test_exchange
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(True, "BTC", "quoteVolume", ["LTC/BTC", "ETH/BTC", "TKN/BTC"]),
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(True, "BTC", "quoteVolume", ["LTC/BTC", "ETH/BTC", "TKN/BTC"]),
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(True, "BTC", "bidVolume", ["LTC/BTC", "TKN/BTC", "ETH/BTC"])
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(True, "BTC", "bidVolume", ["LTC/BTC", "TKN/BTC", "ETH/BTC"])
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])
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])
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def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, markets, tickers, base_currency, key,
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def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
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whitelist_result, precision_filter) -> None:
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precision_filter, base_currency, key, whitelist_result,
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caplog) -> None:
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whitelist_conf['pairlist']['method'] = 'VolumePairList'
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whitelist_conf['pairlist']['method'] = 'VolumePairList'
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mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
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mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
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freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
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freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
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mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
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mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=shitcoinmarkets))
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mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers)
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mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers)
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mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, p, r: round(r, 8))
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mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, p, r: round(r, 8))
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@ -128,6 +135,8 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, markets, tickers,
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freqtrade.config['stake_currency'] = base_currency
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freqtrade.config['stake_currency'] = base_currency
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whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency=base_currency, key=key)
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whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency=base_currency, key=key)
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assert sorted(whitelist) == sorted(whitelist_result)
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assert sorted(whitelist) == sorted(whitelist_result)
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if precision_filter:
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assert log_has_re(r'^Removed .* from whitelist, because stop price .* would be <= stop limit.*', caplog)
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def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None:
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def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None:
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