Move tests out of freqtrade module
This commit is contained in:
Matthias
0
tests/pairlist/__init__.py
Normal file
0
tests/pairlist/__init__.py
Normal file
176
tests/pairlist/test_pairlist.py
Normal file
176
tests/pairlist/test_pairlist.py
Normal file
@@ -0,0 +1,176 @@
|
||||
# pragma pylint: disable=missing-docstring,C0103,protected-access
|
||||
|
||||
from unittest.mock import MagicMock, PropertyMock
|
||||
|
||||
from freqtrade import OperationalException
|
||||
from freqtrade.constants import AVAILABLE_PAIRLISTS
|
||||
from freqtrade.resolvers import PairListResolver
|
||||
from freqtrade.tests.conftest import get_patched_freqtradebot
|
||||
import pytest
|
||||
|
||||
# whitelist, blacklist
|
||||
|
||||
|
||||
@pytest.fixture(scope="function")
|
||||
def whitelist_conf(default_conf):
|
||||
default_conf['stake_currency'] = 'BTC'
|
||||
default_conf['exchange']['pair_whitelist'] = [
|
||||
'ETH/BTC',
|
||||
'TKN/BTC',
|
||||
'TRST/BTC',
|
||||
'SWT/BTC',
|
||||
'BCC/BTC'
|
||||
]
|
||||
default_conf['exchange']['pair_blacklist'] = [
|
||||
'BLK/BTC'
|
||||
]
|
||||
default_conf['pairlist'] = {'method': 'StaticPairList',
|
||||
'config': {'number_assets': 3}
|
||||
}
|
||||
|
||||
return default_conf
|
||||
|
||||
|
||||
def test_load_pairlist_noexist(mocker, markets, default_conf):
|
||||
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
||||
mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
|
||||
with pytest.raises(OperationalException,
|
||||
match=r"Impossible to load Pairlist 'NonexistingPairList'. "
|
||||
r"This class does not exist or contains Python code errors."):
|
||||
PairListResolver('NonexistingPairList', freqtradebot, default_conf).pairlist
|
||||
|
||||
|
||||
def test_refresh_market_pair_not_in_whitelist(mocker, markets, whitelist_conf):
|
||||
|
||||
freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
|
||||
|
||||
mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
|
||||
freqtradebot.pairlists.refresh_pairlist()
|
||||
# List ordered by BaseVolume
|
||||
whitelist = ['ETH/BTC', 'TKN/BTC']
|
||||
# Ensure all except those in whitelist are removed
|
||||
assert set(whitelist) == set(freqtradebot.pairlists.whitelist)
|
||||
# Ensure config dict hasn't been changed
|
||||
assert (whitelist_conf['exchange']['pair_whitelist'] ==
|
||||
freqtradebot.config['exchange']['pair_whitelist'])
|
||||
|
||||
|
||||
def test_refresh_pairlists(mocker, markets, whitelist_conf):
|
||||
freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
|
||||
|
||||
mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
|
||||
freqtradebot.pairlists.refresh_pairlist()
|
||||
# List ordered by BaseVolume
|
||||
whitelist = ['ETH/BTC', 'TKN/BTC']
|
||||
# Ensure all except those in whitelist are removed
|
||||
assert set(whitelist) == set(freqtradebot.pairlists.whitelist)
|
||||
assert whitelist_conf['exchange']['pair_blacklist'] == freqtradebot.pairlists.blacklist
|
||||
|
||||
|
||||
def test_refresh_pairlist_dynamic(mocker, markets, tickers, whitelist_conf):
|
||||
whitelist_conf['pairlist'] = {'method': 'VolumePairList',
|
||||
'config': {'number_assets': 5}
|
||||
}
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
markets=PropertyMock(return_value=markets),
|
||||
get_tickers=tickers,
|
||||
exchange_has=MagicMock(return_value=True)
|
||||
)
|
||||
freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
|
||||
|
||||
# argument: use the whitelist dynamically by exchange-volume
|
||||
whitelist = ['ETH/BTC', 'TKN/BTC', 'BTT/BTC']
|
||||
freqtradebot.pairlists.refresh_pairlist()
|
||||
|
||||
assert whitelist == freqtradebot.pairlists.whitelist
|
||||
|
||||
whitelist_conf['pairlist'] = {'method': 'VolumePairList',
|
||||
'config': {}
|
||||
}
|
||||
with pytest.raises(OperationalException,
|
||||
match=r'`number_assets` not specified. Please check your configuration '
|
||||
r'for "pairlist.config.number_assets"'):
|
||||
PairListResolver('VolumePairList', freqtradebot, whitelist_conf).pairlist
|
||||
|
||||
|
||||
def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
|
||||
freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
|
||||
mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets_empty))
|
||||
|
||||
# argument: use the whitelist dynamically by exchange-volume
|
||||
whitelist = []
|
||||
whitelist_conf['exchange']['pair_whitelist'] = []
|
||||
freqtradebot.pairlists.refresh_pairlist()
|
||||
pairslist = whitelist_conf['exchange']['pair_whitelist']
|
||||
|
||||
assert set(whitelist) == set(pairslist)
|
||||
|
||||
|
||||
@pytest.mark.parametrize("precision_filter,base_currency,key,whitelist_result", [
|
||||
(False, "BTC", "quoteVolume", ['ETH/BTC', 'TKN/BTC', 'BTT/BTC']),
|
||||
(False, "BTC", "bidVolume", ['BTT/BTC', 'TKN/BTC', 'ETH/BTC']),
|
||||
(False, "USDT", "quoteVolume", ['ETH/USDT', 'LTC/USDT']),
|
||||
(False, "ETH", "quoteVolume", []), # this replaces tests that were removed from test_exchange
|
||||
(True, "BTC", "quoteVolume", ["ETH/BTC", "TKN/BTC"]),
|
||||
(True, "BTC", "bidVolume", ["TKN/BTC", "ETH/BTC"])
|
||||
])
|
||||
def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, markets, tickers, base_currency, key,
|
||||
whitelist_result, precision_filter) -> None:
|
||||
whitelist_conf['pairlist']['method'] = 'VolumePairList'
|
||||
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
|
||||
freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
|
||||
mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers)
|
||||
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, p, r: round(r, 8))
|
||||
|
||||
freqtrade.pairlists._precision_filter = precision_filter
|
||||
freqtrade.config['stake_currency'] = base_currency
|
||||
whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency=base_currency, key=key)
|
||||
assert whitelist == whitelist_result
|
||||
|
||||
|
||||
def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None:
|
||||
default_conf['pairlist'] = {'method': 'VolumePairList',
|
||||
'config': {'number_assets': 10}
|
||||
}
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers)
|
||||
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=False))
|
||||
|
||||
with pytest.raises(OperationalException):
|
||||
get_patched_freqtradebot(mocker, default_conf)
|
||||
|
||||
|
||||
@pytest.mark.parametrize("pairlist", AVAILABLE_PAIRLISTS)
|
||||
def test_pairlist_class(mocker, whitelist_conf, markets, pairlist):
|
||||
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)
|
||||
|
||||
assert freqtrade.pairlists.name == pairlist
|
||||
assert pairlist in freqtrade.pairlists.short_desc()
|
||||
assert isinstance(freqtrade.pairlists.whitelist, list)
|
||||
assert isinstance(freqtrade.pairlists.blacklist, list)
|
||||
|
||||
|
||||
@pytest.mark.parametrize("pairlist", AVAILABLE_PAIRLISTS)
|
||||
@pytest.mark.parametrize("whitelist,log_message", [
|
||||
(['ETH/BTC', 'TKN/BTC'], ""),
|
||||
(['ETH/BTC', 'TKN/BTC', 'TRX/ETH'], "is not compatible with exchange"), # TRX/ETH wrong stake
|
||||
(['ETH/BTC', 'TKN/BTC', 'BCH/BTC'], "is not compatible with exchange"), # BCH/BTC not available
|
||||
(['ETH/BTC', 'TKN/BTC', 'BLK/BTC'], "is not compatible with exchange"), # BLK/BTC in blacklist
|
||||
(['ETH/BTC', 'TKN/BTC', 'LTC/BTC'], "Market is not active") # LTC/BTC is inactive
|
||||
])
|
||||
def test_validate_whitelist(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)
|
||||
|
||||
assert set(new_whitelist) == set(['ETH/BTC', 'TKN/BTC'])
|
||||
assert log_message in caplog.text
|
||||
Reference in New Issue
Block a user