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Update Volumepairlist test

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This commit is contained in:
Matthias 2022-01-06 16:25:01 +01:00
parent 24ec78b11c
commit 72f486289a
1 changed files with 19 additions and 9 deletions
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28
tests/plugins/test_pairlist.py
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@ -565,36 +565,41 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
assert log_has_re(r'^Removed .* from whitelist, because volatility.*$', caplog)
@pytest.mark.parametrize("pairlists,base_currency,volumefilter_result", [
@pytest.mark.parametrize("pairlists,base_currency,exchange,volumefilter_result", [
# default refresh of 1800 to small for daily candle lookback
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
"lookback_days": 1}],
"BTC", "default_refresh_too_short"), # OperationalException expected
"BTC", "binance", "default_refresh_too_short"), # OperationalException expected
# ambigous configuration with lookback days and period
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
"lookback_days": 1, "lookback_period": 1}],
"BTC", "lookback_days_and_period"), # OperationalException expected
"BTC", "binance", "lookback_days_and_period"), # OperationalException expected
# negative lookback period
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
"lookback_timeframe": "1d", "lookback_period": -1}],
"BTC", "lookback_period_negative"), # OperationalException expected
"BTC", "binance", "lookback_period_negative"), # OperationalException expected
# lookback range exceedes exchange limit
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
"lookback_timeframe": "1m", "lookback_period": 2000, "refresh_period": 3600}],
"BTC", 'lookback_exceeds_exchange_request_size'), # OperationalException expected
"BTC", "binance", "lookback_exceeds_exchange_request_size"), # OperationalException expected
# expecing pairs as given
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
"lookback_timeframe": "1d", "lookback_period": 1, "refresh_period": 86400}],
"BTC", ['HOT/BTC', 'LTC/BTC', 'ETH/BTC', 'TKN/BTC', 'XRP/BTC']),
"BTC", "binance", ['LTC/BTC', 'ETH/BTC', 'TKN/BTC', 'XRP/BTC', 'HOT/BTC']),
# expecting pairs from default tickers, because 1h candles are not available
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
"lookback_timeframe": "1h", "lookback_period": 2, "refresh_period": 3600}],
"BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC', 'FUEL/BTC']),
"BTC", "binance", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC', 'FUEL/BTC']),
# ftx data is already in Quote currency, therefore won't require conversion
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
"lookback_timeframe": "1d", "lookback_period": 1, "refresh_period": 86400}],
"BTC", "ftx", ['HOT/BTC', 'LTC/BTC', 'ETH/BTC', 'TKN/BTC', 'XRP/BTC']),
])
def test_VolumePairList_range(mocker, whitelist_conf, shitcoinmarkets, tickers, ohlcv_history,
pairlists, base_currency, volumefilter_result, caplog) -> None:
pairlists, base_currency, exchange, volumefilter_result) -> None:
whitelist_conf['pairlists'] = pairlists
whitelist_conf['stake_currency'] = base_currency
whitelist_conf['exchange']['name'] = exchange
ohlcv_history_high_vola = ohlcv_history.copy()
ohlcv_history_high_vola.loc[ohlcv_history_high_vola.index == 1, 'close'] = 0.00090
@ -603,9 +608,14 @@ def test_VolumePairList_range(mocker, whitelist_conf, shitcoinmarkets, tickers,
ohlcv_history_medium_volume = ohlcv_history.copy()
ohlcv_history_medium_volume.loc[ohlcv_history_medium_volume.index == 2, 'volume'] = 5
# create candles for high volume with all candles high volume
# create candles for high volume with all candles high volume, but very low price.
ohlcv_history_high_volume = ohlcv_history.copy()
ohlcv_history_high_volume.loc[:, 'volume'] = 10
ohlcv_history_high_volume.loc[:, 'low'] = ohlcv_history_high_volume.loc[:, 'low'] * 0.01
ohlcv_history_high_volume.loc[:, 'high'] = ohlcv_history_high_volume.loc[:, 'high'] * 0.01
ohlcv_history_high_volume.loc[:, 'close'] = ohlcv_history_high_volume.loc[:, 'close'] * 0.01
mocker.patch('freqtrade.exchange.ftx.Ftx.market_is_tradable', return_value=True)
ohlcv_data = {
('ETH/BTC', '1d'): ohlcv_history,