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Merge pull request #5245 from sauces1313/RangeStabilityFilterMax

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Range stability filter max
This commit is contained in:
Matthias
2021-08-02 08:06:36 +02:00
committed by GitHub
parent 3e5659b32f b63eda3a2b
commit 5ead95b06b
3 changed files with 38 additions and 9 deletions
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24
tests/plugins/test_pairlist.py
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@@ -427,6 +427,10 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
{"method": "RangeStabilityFilter", "lookback_days": 10,
"min_rate_of_change": 0.01, "refresh_period": 1440}],
"BTC", ['ETH/BTC', 'TKN/BTC', 'HOT/BTC']),
([{"method": "StaticPairList"},
{"method": "RangeStabilityFilter", "lookback_days": 10,
"max_rate_of_change": 0.01, "refresh_period": 1440}],
"BTC", []), # All removed because of max_rate_of_change being 0.017
([{"method": "StaticPairList"},
{"method": "VolatilityFilter", "lookback_days": 3,
"min_volatility": 0.002, "max_volatility": 0.004, "refresh_period": 1440}],
@@ -874,15 +878,16 @@ def test_rangestabilityfilter_checks(mocker, default_conf, markets, tickers):
get_patched_freqtradebot(mocker, default_conf)
@pytest.mark.parametrize('min_rate_of_change,expected_length', [
(0.01, 5),
(0.05, 0), # Setting rate_of_change to 5% removes all pairs from the whitelist.
@pytest.mark.parametrize('min_rate_of_change,max_rate_of_change,expected_length', [
(0.01, 0.99, 5),
(0.05, 0.0, 0), # Setting min rate_of_change to 5% removes all pairs from the whitelist.
])
def test_rangestabilityfilter_caching(mocker, markets, default_conf, tickers, ohlcv_history,
min_rate_of_change, expected_length):
min_rate_of_change, max_rate_of_change, expected_length):
default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10},
{'method': 'RangeStabilityFilter', 'lookback_days': 2,
'min_rate_of_change': min_rate_of_change}]
'min_rate_of_change': min_rate_of_change,
"max_rate_of_change": max_rate_of_change}]
mocker.patch.multiple('freqtrade.exchange.Exchange',
markets=PropertyMock(return_value=markets),
@@ -984,11 +989,18 @@ def test_spreadfilter_invalid_data(mocker, default_conf, markets, tickers, caplo
None,
"PriceFilter requires max_value to be >= 0"
), # OperationalException expected
({"method": "RangeStabilityFilter", "lookback_days": 10, "min_rate_of_change": 0.01},
({"method": "RangeStabilityFilter", "lookback_days": 10,
"min_rate_of_change": 0.01},
"[{'RangeStabilityFilter': 'RangeStabilityFilter - Filtering pairs with rate of change below "
"0.01 over the last days.'}]",
None
),
({"method": "RangeStabilityFilter", "lookback_days": 10,
"min_rate_of_change": 0.01, "max_rate_of_change": 0.99},
"[{'RangeStabilityFilter': 'RangeStabilityFilter - Filtering pairs with rate of change below "
"0.01 and above 0.99 over the last days.'}]",
None
),
])
def test_pricefilter_desc(mocker, whitelist_conf, markets, pairlistconfig,
desc_expected, exception_expected):