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Merge pull request #3352 from hroff-1902/improve_pairlist_tests

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Improve pairlist tests
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Matthias 2020-05-21 15:06:22 +02:00 committed by GitHub
commit 74056e768a
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2 changed files with 59 additions and 13 deletions
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4
freqtrade/pairlist/VolumePairList.py
View File

@ -37,8 +37,8 @@ class VolumePairList(IPairList):
if not self._exchange.exchange_has('fetchTickers'):
raise OperationalException(
'Exchange does not support dynamic whitelist.'
'Please edit your config and restart the bot'
'Exchange does not support dynamic whitelist. '
'Please edit your config and restart the bot.'
)
if not self._validate_keys(self._sort_key):

68
tests/pairlist/test_pairlist.py
View File

@ -34,6 +34,28 @@ def whitelist_conf(default_conf):
return default_conf
@pytest.fixture(scope="function")
def whitelist_conf_2(default_conf):
default_conf['stake_currency'] = 'BTC'
default_conf['exchange']['pair_whitelist'] = [
'ETH/BTC', 'TKN/BTC', 'BLK/BTC', 'LTC/BTC',
'BTT/BTC', 'HOT/BTC', 'FUEL/BTC', 'XRP/BTC'
]
default_conf['exchange']['pair_blacklist'] = [
'BLK/BTC'
]
default_conf['pairlists'] = [
# { "method": "StaticPairList"},
{
"method": "VolumePairList",
"number_assets": 5,
"sort_key": "quoteVolume",
"refresh_period": 0,
},
]
return default_conf
@pytest.fixture(scope="function")
def static_pl_conf(whitelist_conf):
whitelist_conf['pairlists'] = [
@ -119,24 +141,49 @@ def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_co
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
markets=PropertyMock(return_value=shitcoinmarkets),
)
)
# argument: use the whitelist dynamically by exchange-volume
whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC']
freqtrade.pairlists.refresh_pairlist()
assert whitelist == freqtrade.pairlists.whitelist
whitelist_conf['pairlists'] = [{'method': 'VolumePairList',
'config': {}
}
]
whitelist_conf['pairlists'] = [{'method': 'VolumePairList'}]
with pytest.raises(OperationalException,
match=r'`number_assets` not specified. Please check your configuration '
r'for "pairlist.config.number_assets"'):
PairListManager(freqtrade.exchange, whitelist_conf)
def test_refresh_pairlist_dynamic_2(mocker, shitcoinmarkets, tickers, whitelist_conf_2):
tickers_dict = tickers()
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
exchange_has=MagicMock(return_value=True),
)
# Remove caching of ticker data to emulate changing volume by the time of second call
mocker.patch.multiple(
'freqtrade.pairlist.pairlistmanager.PairListManager',
_get_cached_tickers=MagicMock(return_value=tickers_dict),
)
freqtrade = get_patched_freqtradebot(mocker, whitelist_conf_2)
# Remock markets with shitcoinmarkets since get_patched_freqtradebot uses the markets fixture
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
markets=PropertyMock(return_value=shitcoinmarkets),
)
whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC']
freqtrade.pairlists.refresh_pairlist()
assert whitelist == freqtrade.pairlists.whitelist
whitelist = ['FUEL/BTC', 'ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']
tickers_dict['FUEL/BTC']['quoteVolume'] = 10000.0
freqtrade.pairlists.refresh_pairlist()
assert whitelist == freqtrade.pairlists.whitelist
def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@ -267,16 +314,15 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None:
default_conf['pairlists'] = [{'method': 'VolumePairList',
'config': {'number_assets': 10}
}]
default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10}]
mocker.patch.multiple('freqtrade.exchange.Exchange',
get_tickers=tickers,
exchange_has=MagicMock(return_value=False),
)
with pytest.raises(OperationalException):
with pytest.raises(OperationalException,
match=r'Exchange does not support dynamic whitelist.*'):
get_patched_freqtradebot(mocker, default_conf)