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Improve tests for pairlist-sequence behaviour

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This commit is contained in:
Matthias
2019-11-09 15:23:36 +01:00
parent 7ff61f12e9
commit 5caeca7509
2 changed files with 46 additions and 26 deletions
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63
tests/pairlist/test_pairlist.py
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@@ -135,25 +135,44 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
assert set(whitelist) == set(pairslist)
@pytest.mark.parametrize("filters,base_currency,key,whitelist_result", [
([], "BTC", "quoteVolume", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC', 'FUEL/BTC']),
([], "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'HOT/BTC', 'FUEL/BTC']),
([], "USDT", "quoteVolume", ['ETH/USDT']),
([], "ETH", "quoteVolume", []),
([{"method": "PrecisionFilter"}], "BTC",
"quoteVolume", ["LTC/BTC", "ETH/BTC", "TKN/BTC", 'FUEL/BTC']),
([{"method": "PrecisionFilter"}],
"BTC", "bidVolume", ["LTC/BTC", "TKN/BTC", "ETH/BTC", 'FUEL/BTC']),
([{"method": "LowPriceFilter", "config": {"low_price_percent": 0.03}}],
"BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'FUEL/BTC']),
@pytest.mark.parametrize("pairlists,base_currency,whitelist_result", [
([{"method": "VolumePairList", "config": {"number_assets": 5, "sort_key": "quoteVolume"}}],
"BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC', 'FUEL/BTC']),
# Different sorting depending on quote or bid volume
([{"method": "VolumePairList", "config": {"number_assets": 5, "sort_key": "bidVolume"}}],
"BTC", ['HOT/BTC', 'FUEL/BTC', 'LTC/BTC', 'TKN/BTC', 'ETH/BTC']),
([{"method": "VolumePairList", "config": {"number_assets": 5, "sort_key": "quoteVolume"}}],
"USDT", ['ETH/USDT']),
# No pair for ETH ...
([{"method": "VolumePairList", "config": {"number_assets": 5, "sort_key": "quoteVolume"}}],
"ETH", []),
# Precisionfilter and quote volume
([{"method": "VolumePairList", "config": {"number_assets": 5, "sort_key": "quoteVolume"}},
{"method": "PrecisionFilter"}], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'FUEL/BTC']),
# Precisionfilter bid
([{"method": "VolumePairList", "config": {"number_assets": 5, "sort_key": "bidVolume"}},
{"method": "PrecisionFilter"}], "BTC", ['FUEL/BTC', 'LTC/BTC', 'TKN/BTC', 'ETH/BTC']),
# Lowpricefilter and VolumePairList
([{"method": "VolumePairList", "config": {"number_assets": 5, "sort_key": "quoteVolume"}},
{"method": "LowPriceFilter", "config": {"low_price_percent": 0.03}}],
"BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'FUEL/BTC']),
# Hot is removed by precision_filter, Fuel by low_price_filter.
([{"method": "PrecisionFilter"},
([{"method": "VolumePairList", "config": {"number_assets": 5, "sort_key": "quoteVolume"}},
{"method": "PrecisionFilter"},
{"method": "LowPriceFilter", "config": {"low_price_percent": 0.02}}
], "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC'])])
], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']),
# StaticPairlist Only
([{"method": "StaticPairList"},
], "BTC", ['ETH/BTC', 'TKN/BTC']),
# Static Pairlist before VolumePairList - sorting changes
([{"method": "StaticPairList"},
{"method": "VolumePairList", "config": {"number_assets": 5, "sort_key": "bidVolume"}},
], "BTC", ['TKN/BTC', 'ETH/BTC']),
])
def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
filters, base_currency, key, whitelist_result,
pairlists, base_currency, whitelist_result,
caplog) -> None:
whitelist_conf['pairlists'].extend(filters)
whitelist_conf['pairlists'] = pairlists
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
@@ -167,13 +186,13 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
freqtrade.pairlists.refresh_pairlist()
whitelist = freqtrade.pairlists.whitelist
assert sorted(whitelist) == sorted(whitelist_result)
if 'PrecisionFilter' in filters:
assert log_has_re(r'^Removed .* from whitelist, because stop price .* '
r'would be <= stop limit.*', caplog)
if 'LowPriceFilter' in filters:
assert log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog)
assert whitelist == whitelist_result
for pairlist in pairlists:
if pairlist['method'] == 'PrecisionFilter':
assert log_has_re(r'^Removed .* from whitelist, because stop price .* '
r'would be <= stop limit.*', caplog)
if pairlist['method'] == 'LowPriceFilter':
assert log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog)
def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None: