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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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9
docs/developer.md
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@ -100,13 +100,14 @@ This is a simple provider, which however serves as a good example on how to star
Next, modify the classname of the provider (ideally align this with the Filename). Next, modify the classname of the provider (ideally align this with the Filename).
The base-class provides an instance of the exchange (`self._exchange`) the pairlist manager (`self._pairlistmanager`), as well as the main configuration (`self._config`) and the pairlist dedicated configuration (`self._pairlistconfig`). The base-class provides an instance of the exchange (`self._exchange`) the pairlist manager (`self._pairlistmanager`), as well as the main configuration (`self._config`), the pairlist dedicated configuration (`self._pairlistconfig`) and the absolute position within the list of pairlists.
```python ```python
self._freqtrade = freqtrade self._exchange = exchange
self._pairlistmanager = pairlistmanager
self._config = config self._config = config
self._whitelist = self._config['exchange']['pair_whitelist'] self._pairlistconfig = pairlistconfig
self._blacklist = self._config['exchange'].get('pair_blacklist', []) self._pairlist_pos = pairlist_pos
``` ```
Now, let's step through the methods which require actions: Now, let's step through the methods which require actions:

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) assert set(whitelist) == set(pairslist)
@pytest.mark.parametrize("filters,base_currency,key,whitelist_result", [ @pytest.mark.parametrize("pairlists,base_currency,whitelist_result", [
([], "BTC", "quoteVolume", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC', 'FUEL/BTC']), ([{"method": "VolumePairList", "config": {"number_assets": 5, "sort_key": "quoteVolume"}}],
([], "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'HOT/BTC', 'FUEL/BTC']), "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC', 'FUEL/BTC']),
([], "USDT", "quoteVolume", ['ETH/USDT']), # Different sorting depending on quote or bid volume
([], "ETH", "quoteVolume", []), ([{"method": "VolumePairList", "config": {"number_assets": 5, "sort_key": "bidVolume"}}],
([{"method": "PrecisionFilter"}], "BTC", "BTC", ['HOT/BTC', 'FUEL/BTC', 'LTC/BTC', 'TKN/BTC', 'ETH/BTC']),
"quoteVolume", ["LTC/BTC", "ETH/BTC", "TKN/BTC", 'FUEL/BTC']), ([{"method": "VolumePairList", "config": {"number_assets": 5, "sort_key": "quoteVolume"}}],
([{"method": "PrecisionFilter"}], "USDT", ['ETH/USDT']),
"BTC", "bidVolume", ["LTC/BTC", "TKN/BTC", "ETH/BTC", 'FUEL/BTC']), # No pair for ETH ...
([{"method": "LowPriceFilter", "config": {"low_price_percent": 0.03}}], ([{"method": "VolumePairList", "config": {"number_assets": 5, "sort_key": "quoteVolume"}}],
"BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'FUEL/BTC']), "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. # 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}} {"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, def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
filters, base_currency, key, whitelist_result, pairlists, base_currency, whitelist_result,
caplog) -> None: caplog) -> None:
whitelist_conf['pairlists'].extend(filters) whitelist_conf['pairlists'] = pairlists
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) 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() freqtrade.pairlists.refresh_pairlist()
whitelist = freqtrade.pairlists.whitelist whitelist = freqtrade.pairlists.whitelist
assert sorted(whitelist) == sorted(whitelist_result) assert whitelist == whitelist_result
if 'PrecisionFilter' in filters: for pairlist in pairlists:
assert log_has_re(r'^Removed .* from whitelist, because stop price .* ' if pairlist['method'] == 'PrecisionFilter':
r'would be <= stop limit.*', caplog) assert log_has_re(r'^Removed .* from whitelist, because stop price .* '
r'would be <= stop limit.*', caplog)
if 'LowPriceFilter' in filters: if pairlist['method'] == 'LowPriceFilter':
assert log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog) assert log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog)
def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None: def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None: