From 662ec3207310dd0c269e1a5bc4554eefec1891a6 Mon Sep 17 00:00:00 2001
From: Leif Segen <leif.nabil.segen@gmail.com>
Date: Sat, 28 Nov 2020 01:15:36 -0600
Subject: [PATCH] Add test cases

---
 freqtrade/pairlist/PerformanceFilter.py |  4 +-
 tests/pairlist/test_pairlist.py         | 65 ++++++++++++++++---------
 2 files changed, 44 insertions(+), 25 deletions(-)

diff --git a/freqtrade/pairlist/PerformanceFilter.py b/freqtrade/pairlist/PerformanceFilter.py
index d4bd5936d..b2889dc6b 100644
--- a/freqtrade/pairlist/PerformanceFilter.py
+++ b/freqtrade/pairlist/PerformanceFilter.py
@@ -45,10 +45,10 @@ class PerformanceFilter(IPairList):
         """
         # Get the trading performance for pairs from database
         perf = pd.DataFrame(Trade.get_overall_performance())
-        # update pairlist with values from performance dataframe
+        # get pairlist from performance dataframe values
+        list_df = pd.DataFrame({'pair':pairlist})
         # set initial value for pairs with no trades to 0
         # and sort the list using performance and count
-        list_df = pd.DataFrame({'pair':pairlist})
         sorted_df = list_df.join(perf.set_index('pair'), on='pair')\
             .fillna(0).sort_values(by=['profit', 'count'], ascending=False)
         pairlist = sorted_df['pair'].tolist()
diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index ae80a3975..a99651727 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -662,29 +662,48 @@ def test_pairlistmanager_no_pairlist(mocker, whitelist_conf):
         get_patched_freqtradebot(mocker, whitelist_conf)
 
 
-# @pytest.mark.parametrize("pairlists,base_currency,overall_performance,expected", [
-#     # Happy path, descening order, all values filled
-#     ([{"method": "StaticPairList"},{"method": "PerformanceFilter"}],'BTC',[{'pair':'ETH/BTC','profit':5,'count':3}, {'pair':'ETC/BTC','profit':4,'count':2}],['ETC/BTC']),
-# ])
-# def test_performance_filter(mocker, whitelist_conf, base_currency, pairlists, overall_performance, expected, tickers, markets, ohlcv_history_list):
-#     whitelist_conf['pairlists'] = pairlists
-#     whitelist_conf['stake_currency'] = base_currency
+@pytest.mark.parametrize("pairlists,pair_allowlist,overall_performance,allowlist_result", [
+    # Happy path, descending order, all values filled
+    ([{"method": "StaticPairList"},{"method": "PerformanceFilter"}],
+    ['ETH/BTC','TKN/BTC'],
+    [{'pair':'TKN/BTC','profit':5,'count':3}, {'pair':'ETH/BTC','profit':4,'count':2}],
+    ['TKN/BTC','ETH/BTC']),
+    # Performance data outside allow list ignored
+    ([{"method": "StaticPairList"},{"method": "PerformanceFilter"}],
+    ['ETH/BTC','TKN/BTC'],
+    [{'pair':'OTHER/BTC','profit':5,'count':3}, {'pair':'ETH/BTC','profit':4,'count':2}],
+    ['ETH/BTC','TKN/BTC']),
+    # Partial performance data missing and sorted between positive and negative profit
+    ([{"method": "StaticPairList"},{"method": "PerformanceFilter"}],
+    ['ETH/BTC','TKN/BTC','LTC/BTC'],
+    [{'pair':'ETH/BTC','profit':-5,'count':100}, {'pair':'TKN/BTC','profit':4,'count':2}],
+    ['TKN/BTC','LTC/BTC','ETH/BTC']),
+    # Tie in performance data broken by count
+    ([{"method": "StaticPairList"},{"method": "PerformanceFilter"}],
+    ['ETH/BTC','TKN/BTC','LTC/BTC'],
+    [{'pair':'LTC/BTC','profit':-5,'count':101}, {'pair':'TKN/BTC','profit':-5,'count':2}, {'pair':'ETH/BTC','profit':-5,'count':100}, ],
+    ['LTC/BTC','ETH/BTC','TKN/BTC']),
+])
+def test_performance_filter(mocker, whitelist_conf, pairlists, pair_allowlist, overall_performance, allowlist_result, tickers, markets, ohlcv_history_list):
+    allowlist_conf = whitelist_conf
+    allowlist_conf['pairlists'] = pairlists
+    allowlist_conf['exchange']['pair_whitelist'] = pair_allowlist
 
-#     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)
-#     mocker.patch.multiple('freqtrade.exchange.Exchange',
-#                           get_tickers=tickers,
-#                           markets=PropertyMock(return_value=markets)
-#                           )
-#     mocker.patch.multiple(
-#         'freqtrade.exchange.Exchange',
-#         get_historic_ohlcv=MagicMock(return_value=ohlcv_history_list),
-#     )
+    freqtrade = get_patched_freqtradebot(mocker, allowlist_conf)
+    mocker.patch.multiple('freqtrade.exchange.Exchange',
+                          get_tickers=tickers,
+                          markets=PropertyMock(return_value=markets)
+                          )
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_historic_ohlcv=MagicMock(return_value=ohlcv_history_list),
+    )
     
-#     mocker.patch.multiple('freqtrade.persistence.Trade',
-#         get_overall_performance=MagicMock(return_value=overall_performance),
-#     )
-#     freqtrade.pairlists.refresh_pairlist()
-#     whitelist = freqtrade.pairlists.whitelist
-#     assert whitelist == expected
+    mocker.patch.multiple('freqtrade.persistence.Trade',
+        get_overall_performance=MagicMock(return_value=overall_performance),
+    )
+    freqtrade.pairlists.refresh_pairlist()
+    allowlist = freqtrade.pairlists.whitelist
+    assert allowlist == allowlist_result