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Initial step towards implementing proposed code

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This commit is contained in:
Leif Segen
2020-11-27 21:24:40 -06:00
parent 46ec6f498c
commit 7cbd89657f
3 changed files with 83 additions and 2 deletions
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22
tests/pairlist/test_pairlist.py
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@@ -246,7 +246,7 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
{"method": "PrecisionFilter"},
{"method": "PriceFilter", "low_price_ratio": 0.03},
{"method": "SpreadFilter", "max_spread_ratio": 0.005},
{"method": "ShuffleFilter"}],
{"method": "ShuffleFilter"}, {"method": "PerformanceFilter"}],
"ETH", []),
# AgeFilter and VolumePairList (require 2 days only, all should pass age test)
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
@@ -302,6 +302,18 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
{"method": "ShuffleFilter"}],
"USDT", 3), # whitelist_result is integer -- check only length of randomized pairlist
# PerformanceFilter
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
{"method": "PerformanceFilter", "seed": 77}],
"USDT", ['ADADOUBLE/USDT', 'ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT']),
# PerformanceFilter, other seed
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
{"method": "PerformanceFilter", "seed": 42}],
"USDT", ['ADAHALF/USDT', 'NANO/USDT', 'ADADOUBLE/USDT', 'ETH/USDT']),
# PerformanceFilter, no seed
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
{"method": "PerformanceFilter"}],
"USDT", 3), # whitelist_result is integer -- check only length of randomized pairlist
# AgeFilter only
([{"method": "AgeFilter", "min_days_listed": 2}],
"BTC", 'filter_at_the_beginning'), # OperationalException expected
@@ -326,6 +338,13 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
# ShuffleFilter only
([{"method": "ShuffleFilter", "seed": 42}],
"BTC", 'filter_at_the_beginning'), # OperationalException expected
# PrecisionFilter after StaticPairList
([{"method": "StaticPairList"},
{"method": "PrecisionFilter", "seed": 42}],
"BTC", ['TKN/BTC', 'ETH/BTC', 'HOT/BTC']),
# PrecisionFilter only
([{"method": "PrecisionFilter", "seed": 42}],
"BTC", 'filter_at_the_beginning'), # OperationalException expected
# SpreadFilter after StaticPairList
([{"method": "StaticPairList"},
{"method": "SpreadFilter", "max_spread_ratio": 0.005}],
@@ -379,6 +398,7 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
assert isinstance(whitelist, list)
# Verify length of pairlist matches (used for ShuffleFilter without seed)
# TBD if this applies to PerformanceFilter
if type(whitelist_result) is list:
assert whitelist == whitelist_result
else: