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Merge pull request #4686 from gerrito333/develop

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Add Pairlist Handler for Volatility
This commit is contained in:
Matthias
2021-04-08 20:00:41 +02:00
committed by GitHub
parent 75e26b9981 74bf0b6399
commit 8cd3c05c39
4 changed files with 164 additions and 3 deletions
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11
tests/plugins/test_pairlist.py
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@@ -407,6 +407,10 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
{"method": "RangeStabilityFilter", "lookback_days": 10,
"min_rate_of_change": 0.01, "refresh_period": 1440}],
"BTC", ['ETH/BTC', 'TKN/BTC', 'HOT/BTC']),
([{"method": "StaticPairList"},
{"method": "VolatilityFilter", "lookback_days": 3,
"min_volatility": 0.002, "max_volatility": 0.004, "refresh_period": 1440}],
"BTC", ['ETH/BTC', 'TKN/BTC'])
])
def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
ohlcv_history, pairlists, base_currency,
@@ -414,12 +418,15 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
whitelist_conf['pairlists'] = pairlists
whitelist_conf['stake_currency'] = base_currency
ohlcv_history_high_vola = ohlcv_history.copy()
ohlcv_history_high_vola.loc[ohlcv_history_high_vola.index == 1, 'close'] = 0.00090
ohlcv_data = {
('ETH/BTC', '1d'): ohlcv_history,
('TKN/BTC', '1d'): ohlcv_history,
('LTC/BTC', '1d'): ohlcv_history,
('XRP/BTC', '1d'): ohlcv_history,
('HOT/BTC', '1d'): ohlcv_history,
('HOT/BTC', '1d'): ohlcv_history_high_vola,
}
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
@@ -487,6 +494,8 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
assert log_has(logmsg, caplog)
else:
assert not log_has(logmsg, caplog)
if pairlist["method"] == 'VolatilityFilter':
assert log_has_re(r'^Removed .* from whitelist, because volatility.*$', caplog)
def test_PrecisionFilter_error(mocker, whitelist_conf) -> None: