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Improve test for AgeFilter, fix bug in Agefilter

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This commit is contained in:
Matthias 2020-12-17 13:32:19 +01:00
parent 266031a6be
commit 4e7f914e92
2 changed files with 37 additions and 16 deletions
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41
freqtrade/pairlist/AgeFilter.py
View File

@ -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
if age > self._min_days_listed:
pairlist_new.append(p)
self._symbolsChecked[p] = int(arrow.utcnow().float_timestamp) * 1000
def _validate_pair_loc(self, pair: str, daily_candles: Optional[DataFrame]) -> bool:
"""
Validate age for the ticker
: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 "
f"{age} is less than {self._min_days_listed} "
self.log_once(f"Removed {pair} from whitelist, because age "
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 pairlist_new
return False
return False

8
tests/plugins/test_pairlist.py
View File

@ -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 freqtrade.exchange.refresh_latest_ohlcv.call_count == previous_call_count
assert len(freqtrade.pairlists.whitelist) == 3
# 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):