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Add config samples for chainable pairlist filters

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This commit is contained in:
Matthias
2019-10-30 16:00:16 +01:00
parent fd9c02603c
commit 640423c362
2 changed files with 25 additions and 21 deletions
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6
config_full.json.example
View File

@@ -55,8 +55,10 @@
"config": {
"number_assets": 20,
"sort_key": "quoteVolume",
"precision_filter": true,
"low_price_percent_filter": 0
},
"filters":{
"PrecisionFilter": {},
"LowPriceFilter": {"low_price_percent": 0.01}
}
},
"exchange": {

40
tests/pairlist/test_pairlist.py
View File

@@ -26,7 +26,8 @@ def whitelist_conf(default_conf):
'BLK/BTC'
]
default_conf['pairlist'] = {'method': 'StaticPairList',
'config': {'number_assets': 5}
'config': {'number_assets': 5},
'filters': {},
}
return default_conf
@@ -113,23 +114,24 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
assert set(whitelist) == set(pairslist)
@pytest.mark.parametrize("precision_filter,low_price_filter,base_currency,key,whitelist_result", [
(False, 0, "BTC", "quoteVolume", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC', 'FUEL/BTC']),
(False, 0, "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'HOT/BTC', 'FUEL/BTC']),
(False, 0, "USDT", "quoteVolume", ['ETH/USDT']),
(False, 0, "ETH", "quoteVolume", []),
(True, 0, "BTC", "quoteVolume", ["LTC/BTC", "ETH/BTC", "TKN/BTC", 'FUEL/BTC']),
(True, 0, "BTC", "bidVolume", ["LTC/BTC", "TKN/BTC", "ETH/BTC", 'FUEL/BTC']),
(False, 0.03, "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'FUEL/BTC']),
@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", []),
({"PrecisionFilter": {}}, "BTC", "quoteVolume", ["LTC/BTC", "ETH/BTC", "TKN/BTC", 'FUEL/BTC']),
({"PrecisionFilter": {}}, "BTC", "bidVolume", ["LTC/BTC", "TKN/BTC", "ETH/BTC", 'FUEL/BTC']),
({"LowPriceFilter": {"low_price_percent": 0.03}}, "BTC",
"bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'FUEL/BTC']),
# Hot is removed by precision_filter, Fuel by low_price_filter.
(True, 0.02, "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC']),
({"PrecisionFilter": {}, "LowPriceFilter": {"low_price_percent": 0.02}},
"BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC']),
])
def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
precision_filter, low_price_filter, base_currency, key,
whitelist_result, caplog) -> None:
filters, base_currency, key, whitelist_result,
caplog) -> None:
whitelist_conf['pairlist']['method'] = 'VolumePairList'
whitelist_conf['pairlist']['config']['precision_filter'] = precision_filter
whitelist_conf['pairlist']['config']['low_price_percent_filter'] = low_price_filter
whitelist_conf['pairlist']['filters'] = filters
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
@@ -139,11 +141,11 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
freqtrade.config['stake_currency'] = base_currency
whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency=base_currency, key=key)
assert sorted(whitelist) == sorted(whitelist_result)
if precision_filter:
if 'PrecisionFilter' in filters:
assert log_has_re(r'^Removed .* from whitelist, because stop price .* '
r'would be <= stop limit.*', caplog)
if low_price_filter:
if 'LowPriceFilter' in filters:
assert log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog)
@@ -179,15 +181,15 @@ def test_pairlist_class(mocker, whitelist_conf, markets, pairlist):
(['ETH/BTC', 'TKN/BTC', 'BLK/BTC'], "is not compatible with exchange"), # BLK/BTC in blacklist
(['ETH/BTC', 'TKN/BTC', 'BTT/BTC'], "Market is not active") # BTT/BTC is inactive
])
def test_validate_whitelist(mocker, whitelist_conf, markets, pairlist, whitelist, caplog,
log_message):
def test__whitelist_for_active_markets(mocker, whitelist_conf, markets, pairlist, whitelist, caplog,
log_message):
whitelist_conf['pairlist']['method'] = pairlist
mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
caplog.clear()
new_whitelist = freqtrade.pairlists._validate_whitelist(whitelist)
new_whitelist = freqtrade.pairlists._whitelist_for_active_markets(whitelist)
assert set(new_whitelist) == set(['ETH/BTC', 'TKN/BTC'])
assert log_message in caplog.text