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More tests for pairlists

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This commit is contained in:
hroff-1902 2020-05-21 18:41:59 +03:00
parent 74056e768a
commit 7324e05fe1
1 changed files with 35 additions and 3 deletions
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38
tests/pairlist/test_pairlist.py
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@ -19,7 +19,8 @@ def whitelist_conf(default_conf):
'TKN/BTC',
'TRST/BTC',
'SWT/BTC',
'BCC/BTC'
'BCC/BTC',
'HOT/BTC'
]
default_conf['exchange']['pair_blacklist'] = [
'BLK/BTC'
@ -202,6 +203,9 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
@pytest.mark.parametrize("pairlists,base_currency,whitelist_result", [
# Empty pairlist
([],
"BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC']),
# VolumePairList only
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
"BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC']),
@ -249,11 +253,11 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
"BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']),
# StaticPairlist only
([{"method": "StaticPairList"}],
"BTC", ['ETH/BTC', 'TKN/BTC']),
"BTC", ['ETH/BTC', 'TKN/BTC', 'HOT/BTC']),
# Static Pairlist before VolumePairList - sorting changes
([{"method": "StaticPairList"},
{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"}],
"BTC", ['TKN/BTC', 'ETH/BTC']),
"BTC", ['HOT/BTC', 'TKN/BTC', 'ETH/BTC']),
# SpreadFilter
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
{"method": "SpreadFilter", "max_spread_ratio": 0.005}],
@ -270,6 +274,34 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
{"method": "ShuffleFilter"}],
"USDT", 3),
# PrecisionFilter after StaticPairList
([{"method": "StaticPairList"},
{"method": "PrecisionFilter"}],
"BTC", ['ETH/BTC', 'TKN/BTC']),
# PrecisionFilter only
([{"method": "PrecisionFilter"}],
"BTC", ['ETH/BTC', 'TKN/BTC']),
# PriceFilter after StaticPairList
([{"method": "StaticPairList"},
{"method": "PriceFilter", "low_price_ratio": 0.02}],
"BTC", ['ETH/BTC', 'TKN/BTC']),
# PriceFilter only
([{"method": "PriceFilter", "low_price_ratio": 0.02}],
"BTC", ['ETH/BTC', 'TKN/BTC']),
# ShuffleFilter after StaticPairList
([{"method": "StaticPairList"},
{"method": "ShuffleFilter", "seed": 42}],
"BTC", ['TKN/BTC', 'ETH/BTC', 'HOT/BTC']),
# ShuffleFilter only
([{"method": "ShuffleFilter", "seed": 42}],
"BTC", ['TKN/BTC', 'ETH/BTC', 'HOT/BTC']),
# SpreadFilter after StaticPairList
([{"method": "StaticPairList"},
{"method": "SpreadFilter", "max_spread_ratio": 0.005}],
"BTC", ['ETH/BTC', 'TKN/BTC']),
# SpreadFilter only
([{"method": "SpreadFilter", "max_spread_ratio": 0.005}],
"BTC", ['ETH/BTC', 'TKN/BTC']),
])
def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
pairlists, base_currency, whitelist_result,