Improve test for AgeFilter, fix bug in Agefilter

freqtrade/pairlist/AgeFilter.py

@@ -2,9 +2,11 @@
 Minimum age (days listed) pair list filter
 """
 import logging
-from typing import Any, Dict, List
+from copy import deepcopy
+from typing import Any, Dict, List, Optional
 
 import arrow
+from pandas import DataFrame
 
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import plural
@@ -64,17 +66,34 @@ class AgeFilter(IPairList):
                        .shift(days=-self._min_days_listed - 1)
                        .float_timestamp) * 1000
         candles = self._exchange.refresh_latest_ohlcv(needed_pairs, since_ms=since_ms, cache=False)
-        pairlist_new = []
         if self._enabled:
-            for p, _ in needed_pairs:
+            for p in deepcopy(pairlist):
+                daily_candles = candles[(p, '1d')] if (p, '1d') in candles else None
+                if not self._validate_pair_loc(p, daily_candles):
+                    pairlist.remove(p)
+        logger.info(f"Validated {len(pairlist)} pairs.")
+        return pairlist
 
-                age = len(candles[(p, '1d')]) if (p, '1d') in candles else 0
+    def _validate_pair_loc(self, pair: str, daily_candles: Optional[DataFrame]) -> bool:
-                if age > self._min_days_listed:
+        """
-                    pairlist_new.append(p)
+        Validate age for the ticker
-                    self._symbolsChecked[p] = int(arrow.utcnow().float_timestamp) * 1000
+        :param pair: Pair that's currently validated
+        :param ticker: ticker dict as returned from ccxt.load_markets()
+        :return: True if the pair can stay, false if it should be removed
+        """
+        # Check symbol in cache
+        if pair in self._symbolsChecked:
+            return True
+
+        if daily_candles is not None:
+            if len(daily_candles) > self._min_days_listed:
+                # We have fetched at least the minimum required number of daily candles
+                # Add to cache, store the time we last checked this symbol
+                self._symbolsChecked[pair] = int(arrow.utcnow().float_timestamp) * 1000
+                return True
             else:
-                    self.log_once(f"Removed {p} from whitelist, because age "
+                self.log_once(f"Removed {pair} from whitelist, because age "
-                                  f"{age} is less than {self._min_days_listed} "
+                              f"{len(daily_candles)} is less than {self._min_days_listed} "
                               f"{plural(self._min_days_listed, 'day')}", logger.info)
-        logger.info(f"Validated {len(pairlist_new)} pairs.")
+                return False
-        return pairlist_new
+        return False

tests/plugins/test_pairlist.py

@@ -588,7 +588,6 @@ def test_agefilter_caching(mocker, markets, whitelist_conf_agefilter, tickers, o
         ('ETH/BTC', '1d'): ohlcv_history,
         ('TKN/BTC', '1d'): ohlcv_history,
         ('LTC/BTC', '1d'): ohlcv_history,
-        ('XRP/BTC', '1d'): ohlcv_history,
     }
     mocker.patch.multiple('freqtrade.exchange.Exchange',
                           markets=PropertyMock(return_value=markets),
@@ -603,12 +602,15 @@ def test_agefilter_caching(mocker, markets, whitelist_conf_agefilter, tickers, o
     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.config['exchange']['pair_whitelist'].append('HOT/BTC')
 
     previous_call_count = freqtrade.exchange.refresh_latest_ohlcv.call_count
     freqtrade.pairlists.refresh_pairlist()
-    # Should not have increased since first call.
+    assert len(freqtrade.pairlists.whitelist) == 3
-    assert freqtrade.exchange.refresh_latest_ohlcv.call_count == previous_call_count
+    # Called once for XRP/BTC
+    assert freqtrade.exchange.refresh_latest_ohlcv.call_count == previous_call_count + 1
 
 
 def test_rangestabilityfilter_checks(mocker, default_conf, markets, tickers):