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Add test cases

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This commit is contained in:
Leif Segen 2020-11-28 01:15:36 -06:00
parent 26855800a3
commit 662ec32073
2 changed files with 44 additions and 25 deletions
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4
freqtrade/pairlist/PerformanceFilter.py
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@ -45,10 +45,10 @@ class PerformanceFilter(IPairList):
""" """
# Get the trading performance for pairs from database # Get the trading performance for pairs from database
perf = pd.DataFrame(Trade.get_overall_performance()) 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 # set initial value for pairs with no trades to 0
# and sort the list using performance and count # 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')\ sorted_df = list_df.join(perf.set_index('pair'), on='pair')\
.fillna(0).sort_values(by=['profit', 'count'], ascending=False) .fillna(0).sort_values(by=['profit', 'count'], ascending=False)
pairlist = sorted_df['pair'].tolist() pairlist = sorted_df['pair'].tolist()

65
tests/pairlist/test_pairlist.py
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@ -662,29 +662,48 @@ def test_pairlistmanager_no_pairlist(mocker, whitelist_conf):
get_patched_freqtradebot(mocker, whitelist_conf) get_patched_freqtradebot(mocker, whitelist_conf)
# @pytest.mark.parametrize("pairlists,base_currency,overall_performance,expected", [ @pytest.mark.parametrize("pairlists,pair_allowlist,overall_performance,allowlist_result", [
# # Happy path, descening order, all values filled # Happy path, descending 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']), ([{"method": "StaticPairList"},{"method": "PerformanceFilter"}],
# ]) ['ETH/BTC','TKN/BTC'],
# def test_performance_filter(mocker, whitelist_conf, base_currency, pairlists, overall_performance, expected, tickers, markets, ohlcv_history_list): [{'pair':'TKN/BTC','profit':5,'count':3}, {'pair':'ETH/BTC','profit':4,'count':2}],
# whitelist_conf['pairlists'] = pairlists ['TKN/BTC','ETH/BTC']),
# whitelist_conf['stake_currency'] = base_currency # 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) freqtrade = get_patched_freqtradebot(mocker, allowlist_conf)
# mocker.patch.multiple('freqtrade.exchange.Exchange', mocker.patch.multiple('freqtrade.exchange.Exchange',
# get_tickers=tickers, get_tickers=tickers,
# markets=PropertyMock(return_value=markets) markets=PropertyMock(return_value=markets)
# ) )
# mocker.patch.multiple( mocker.patch.multiple(
# 'freqtrade.exchange.Exchange', 'freqtrade.exchange.Exchange',
# get_historic_ohlcv=MagicMock(return_value=ohlcv_history_list), get_historic_ohlcv=MagicMock(return_value=ohlcv_history_list),
# ) )
# mocker.patch.multiple('freqtrade.persistence.Trade', mocker.patch.multiple('freqtrade.persistence.Trade',
# get_overall_performance=MagicMock(return_value=overall_performance), get_overall_performance=MagicMock(return_value=overall_performance),
# ) )
# freqtrade.pairlists.refresh_pairlist() freqtrade.pairlists.refresh_pairlist()
# whitelist = freqtrade.pairlists.whitelist allowlist = freqtrade.pairlists.whitelist
# assert whitelist == expected assert allowlist == allowlist_result