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Renamd volatilityFilter to RangeStabilityFilter

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This commit is contained in:
Matthias
2020-11-22 19:47:27 +01:00
parent 29c6a9263d
commit 8f1d2ff070
5 changed files with 41 additions and 41 deletions
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32
tests/pairlist/test_pairlist.py
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@@ -341,8 +341,8 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
{"method": "PriceFilter", "low_price_ratio": 0.02}],
"USDT", ['ETH/USDT', 'NANO/USDT']),
([{"method": "StaticPairList"},
{"method": "VolatilityFilter", "volatility_over_days": 10,
"min_volatility": 0.01, "refresh_period": 1440}],
{"method": "RangeStabilityFilter", "lookback_days": 10,
"min_rate_of_change": 0.01, "refresh_period": 1440}],
"BTC", ['ETH/BTC', 'TKN/BTC', 'HOT/BTC']),
])
def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
@@ -586,9 +586,9 @@ def test_agefilter_caching(mocker, markets, whitelist_conf_agefilter, tickers, o
assert freqtrade.exchange.get_historic_ohlcv.call_count == previous_call_count
def test_volatilityfilter_checks(mocker, default_conf, markets, tickers):
def test_rangestabilityfilter_checks(mocker, default_conf, markets, tickers):
default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10},
{'method': 'VolatilityFilter', 'volatility_over_days': 99999}]
{'method': 'RangeStabilityFilter', 'lookback_days': 99999}]
mocker.patch.multiple('freqtrade.exchange.Exchange',
markets=PropertyMock(return_value=markets),
@@ -597,27 +597,27 @@ def test_volatilityfilter_checks(mocker, default_conf, markets, tickers):
)
with pytest.raises(OperationalException,
match=r'VolatilityFilter requires volatility_over_days to not exceed '
match=r'RangeStabilityFilter requires lookback_days to not exceed '
r'exchange max request size \([0-9]+\)'):
get_patched_freqtradebot(mocker, default_conf)
default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10},
{'method': 'VolatilityFilter', 'volatility_over_days': 0}]
{'method': 'RangeStabilityFilter', 'lookback_days': 0}]
with pytest.raises(OperationalException,
match='VolatilityFilter requires volatility_over_days to be >= 1'):
match='RangeStabilityFilter requires lookback_days to be >= 1'):
get_patched_freqtradebot(mocker, default_conf)
@pytest.mark.parametrize('min_volatility,expected_length', [
@pytest.mark.parametrize('min_rate_of_change,expected_length', [
(0.01, 5),
(0.05, 0), # Setting volatility to 5% removes all pairs from the whitelist.
(0.05, 0), # Setting rate_of_change to 5% removes all pairs from the whitelist.
])
def test_volatilityfilter_caching(mocker, markets, default_conf, tickers, ohlcv_history_list,
min_volatility, expected_length):
def test_rangestabilityfilter_caching(mocker, markets, default_conf, tickers, ohlcv_history_list,
min_rate_of_change, expected_length):
default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10},
{'method': 'VolatilityFilter', 'volatility_over_days': 2,
'min_volatility': min_volatility}]
{'method': 'RangeStabilityFilter', 'lookback_days': 2,
'min_rate_of_change': min_rate_of_change}]
mocker.patch.multiple('freqtrade.exchange.Exchange',
markets=PropertyMock(return_value=markets),
@@ -677,9 +677,9 @@ def test_volatilityfilter_caching(mocker, markets, default_conf, tickers, ohlcv_
None,
"PriceFilter requires max_price to be >= 0"
), # OperationalException expected
({"method": "VolatilityFilter", "volatility_over_days": 10, "min_volatility": 0.01},
"[{'VolatilityFilter': 'VolatilityFilter - Filtering pairs with volatility below 0.01 "
"over the last days.'}]",
({"method": "RangeStabilityFilter", "lookback_days": 10, "min_rate_of_change": 0.01},
"[{'RangeStabilityFilter': 'RangeStabilityFilter - Filtering pairs with rate of change below "
"0.01 over the last days.'}]",
None
),
])