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Split the generation logic and filtering

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This commit is contained in:
hroff-1902
2020-05-22 15:03:49 +03:00
parent 74056e768a
commit 8e89802b2d
5 changed files with 135 additions and 77 deletions
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127
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'
@@ -201,21 +202,21 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
assert set(whitelist) == set(pairslist)
@pytest.mark.parametrize("pairlists,base_currency,whitelist_result", [
@pytest.mark.parametrize("pairlists,base_currency,whitelist_result,operational_exception", [
# VolumePairList only
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
"BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC']),
"BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC'], False),
# Different sorting depending on quote or bid volume
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"}],
"BTC", ['HOT/BTC', 'FUEL/BTC', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC']),
"BTC", ['HOT/BTC', 'FUEL/BTC', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC'], False),
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
"USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT']),
"USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT'], False),
# No pair for ETH, VolumePairList
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
"ETH", []),
"ETH", [], False),
# No pair for ETH, StaticPairList
([{"method": "StaticPairList"}],
"ETH", []),
"ETH", [], False),
# No pair for ETH, all handlers
([{"method": "StaticPairList"},
{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
@@ -223,57 +224,87 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
{"method": "PriceFilter", "low_price_ratio": 0.03},
{"method": "SpreadFilter", "max_spread_ratio": 0.005},
{"method": "ShuffleFilter"}],
"ETH", []),
"ETH", [], False),
# Precisionfilter and quote volume
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
{"method": "PrecisionFilter"}], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
{"method": "PrecisionFilter"}],
"BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC'], False),
# Precisionfilter bid
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"},
{"method": "PrecisionFilter"}], "BTC", ['FUEL/BTC', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC']),
{"method": "PrecisionFilter"}],
"BTC", ['FUEL/BTC', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC'], False),
# PriceFilter and VolumePairList
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
{"method": "PriceFilter", "low_price_ratio": 0.03}],
"BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
"BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC'], False),
# PriceFilter and VolumePairList
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
{"method": "PriceFilter", "low_price_ratio": 0.03}],
"USDT", ['ETH/USDT', 'NANO/USDT']),
"USDT", ['ETH/USDT', 'NANO/USDT'], False),
# Hot is removed by precision_filter, Fuel by low_price_filter.
([{"method": "VolumePairList", "number_assets": 6, "sort_key": "quoteVolume"},
{"method": "PrecisionFilter"},
{"method": "PriceFilter", "low_price_ratio": 0.02}],
"BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
"BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC'], False),
# HOT and XRP are removed because below 1250 quoteVolume
([{"method": "VolumePairList", "number_assets": 5,
"sort_key": "quoteVolume", "min_value": 1250}],
"BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']),
"BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC'], False),
# StaticPairlist only
([{"method": "StaticPairList"}],
"BTC", ['ETH/BTC', 'TKN/BTC']),
"BTC", ['ETH/BTC', 'TKN/BTC', 'HOT/BTC'], False),
# 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'], False),
# SpreadFilter
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
{"method": "SpreadFilter", "max_spread_ratio": 0.005}],
"USDT", ['ETH/USDT']),
"USDT", ['ETH/USDT'], False),
# ShuffleFilter
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
{"method": "ShuffleFilter", "seed": 77}],
"USDT", ['ETH/USDT', 'ADAHALF/USDT', 'NANO/USDT']),
"USDT", ['ETH/USDT', 'ADAHALF/USDT', 'NANO/USDT'], False),
# ShuffleFilter, other seed
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
{"method": "ShuffleFilter", "seed": 42}],
"USDT", ['NANO/USDT', 'ETH/USDT', 'ADAHALF/USDT']),
"USDT", ['NANO/USDT', 'ETH/USDT', 'ADAHALF/USDT'], False),
# ShuffleFilter, no seed
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
{"method": "ShuffleFilter"}],
"USDT", 3),
"USDT", 3, False),
# PrecisionFilter after StaticPairList
([{"method": "StaticPairList"},
{"method": "PrecisionFilter"}],
"BTC", ['ETH/BTC', 'TKN/BTC'], False),
# PrecisionFilter only
([{"method": "PrecisionFilter"}],
"BTC", ['ETH/BTC', 'TKN/BTC'], True),
# PriceFilter after StaticPairList
([{"method": "StaticPairList"},
{"method": "PriceFilter", "low_price_ratio": 0.02}],
"BTC", ['ETH/BTC', 'TKN/BTC'], False),
# PriceFilter only
([{"method": "PriceFilter", "low_price_ratio": 0.02}],
"BTC", ['ETH/BTC', 'TKN/BTC'], True),
# ShuffleFilter after StaticPairList
([{"method": "StaticPairList"},
{"method": "ShuffleFilter", "seed": 42}],
"BTC", ['TKN/BTC', 'ETH/BTC', 'HOT/BTC'], False),
# ShuffleFilter only
([{"method": "ShuffleFilter", "seed": 42}],
"BTC", ['TKN/BTC', 'ETH/BTC', 'HOT/BTC'], True),
# SpreadFilter after StaticPairList
([{"method": "StaticPairList"},
{"method": "SpreadFilter", "max_spread_ratio": 0.005}],
"BTC", ['ETH/BTC', 'TKN/BTC'], False),
# SpreadFilter only
([{"method": "SpreadFilter", "max_spread_ratio": 0.005}],
"BTC", ['ETH/BTC', 'TKN/BTC'], True),
])
def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
pairlists, base_currency, whitelist_result,
caplog) -> None:
operational_exception, caplog) -> None:
whitelist_conf['pairlists'] = pairlists
whitelist_conf['stake_currency'] = base_currency
@@ -285,32 +316,38 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
markets=PropertyMock(return_value=shitcoinmarkets),
)
freqtrade.pairlists.refresh_pairlist()
whitelist = freqtrade.pairlists.whitelist
assert isinstance(whitelist, list)
# Verify length of pairlist matches (used for ShuffleFilter without seed)
if type(whitelist_result) is list:
assert whitelist == whitelist_result
if operational_exception:
with pytest.raises(OperationalException,
match=r"This Pairlist Handler should not be used at the first position "
r"in the list of Pairlist Handlers."):
freqtrade.pairlists.refresh_pairlist()
else:
len(whitelist) == whitelist_result
freqtrade.pairlists.refresh_pairlist()
whitelist = freqtrade.pairlists.whitelist
for pairlist in pairlists:
if pairlist['method'] == 'PrecisionFilter' and whitelist_result:
assert log_has_re(r'^Removed .* from whitelist, because stop price .* '
r'would be <= stop limit.*', caplog)
if pairlist['method'] == 'PriceFilter' and whitelist_result:
assert (log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog) or
log_has_re(r"^Removed .* from whitelist, because ticker\['last'\] is empty.*",
caplog))
if pairlist['method'] == 'VolumePairList':
logmsg = ("DEPRECATED: using any key other than quoteVolume for "
"VolumePairList is deprecated.")
if pairlist['sort_key'] != 'quoteVolume':
assert log_has(logmsg, caplog)
else:
assert not log_has(logmsg, caplog)
assert isinstance(whitelist, list)
# Verify length of pairlist matches (used for ShuffleFilter without seed)
if type(whitelist_result) is list:
assert whitelist == whitelist_result
else:
len(whitelist) == whitelist_result
for pairlist in pairlists:
if pairlist['method'] == 'PrecisionFilter' and whitelist_result:
assert log_has_re(r'^Removed .* from whitelist, because stop price .* '
r'would be <= stop limit.*', caplog)
if pairlist['method'] == 'PriceFilter' and whitelist_result:
assert (log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog) or
log_has_re(r"^Removed .* from whitelist, because ticker\['last'\] "
r"is empty.*", caplog))
if pairlist['method'] == 'VolumePairList':
logmsg = ("DEPRECATED: using any key other than quoteVolume for "
"VolumePairList is deprecated.")
if pairlist['sort_key'] != 'quoteVolume':
assert log_has(logmsg, caplog)
else:
assert not log_has(logmsg, caplog)
def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None: