adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Tweak main parameterized block for PerformanceFilter

Browse Source 
Remove randomized exception that was geared toward ShuffleFilter. Remove case involvoing seed, also geared toward ShuffleFilter. Mock get_overall_performance().
This commit is contained in:
Leif Segen 2020-11-28 00:24:48 -06:00
parent 91b4c80d35
commit 9538fa1d72
1 changed files with 37 additions and 9 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

46
tests/pairlist/test_pairlist.py
View File

@ -302,14 +302,10 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
{"method": "ShuffleFilter"}], {"method": "ShuffleFilter"}],
"USDT", 3), # whitelist_result is integer -- check only length of randomized pairlist "USDT", 3), # whitelist_result is integer -- check only length of randomized pairlist
# PerformanceFilter, unneeded seed provided # PerformanceFilter
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
{"method": "PerformanceFilter", "seed": 77}],
"USDT", ['ADADOUBLE/USDT', 'ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT']),
# PerformanceFilter, no seed
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
{"method": "PerformanceFilter"}], {"method": "PerformanceFilter"}],
"USDT", 3), # whitelist_result is integer -- check only length of randomized pairlist "USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT', 'ADADOUBLE/USDT']),
# AgeFilter only # AgeFilter only
([{"method": "AgeFilter", "min_days_listed": 2}], ([{"method": "AgeFilter", "min_days_listed": 2}],
"BTC", 'filter_at_the_beginning'), # OperationalException expected "BTC", 'filter_at_the_beginning'), # OperationalException expected
@ -381,6 +377,11 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
get_historic_ohlcv=MagicMock(return_value=ohlcv_history_list), get_historic_ohlcv=MagicMock(return_value=ohlcv_history_list),
) )
# Provide for PerformanceFilter's dependency
mocker.patch.multiple('freqtrade.persistence.Trade',
get_overall_performance=MagicMock(return_value=[{'pair':'ETH/BTC','profit':5,'count':3}]),
)
# Set whitelist_result to None if pairlist is invalid and should produce exception # Set whitelist_result to None if pairlist is invalid and should produce exception
if whitelist_result == 'filter_at_the_beginning': if whitelist_result == 'filter_at_the_beginning':
with pytest.raises(OperationalException, with pytest.raises(OperationalException,
@ -394,7 +395,6 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
assert isinstance(whitelist, list) assert isinstance(whitelist, list)
# Verify length of pairlist matches (used for ShuffleFilter without seed) # Verify length of pairlist matches (used for ShuffleFilter without seed)
# TBD if this applies to PerformanceFilter
if type(whitelist_result) is list: if type(whitelist_result) is list:
assert whitelist == whitelist_result assert whitelist == whitelist_result
else: else:
@ -544,7 +544,7 @@ def test_volumepairlist_caching(mocker, markets, whitelist_conf, tickers):
assert freqtrade.pairlists._pairlist_handlers[0]._last_refresh == lrf assert freqtrade.pairlists._pairlist_handlers[0]._last_refresh == lrf
def test_agefilter_min_days_listed_too_small(mocker, default_conf, markets, tickers, caplog): def test_agefilter_min_days_listed_too_small(mocker, default_conf, markets, tickers):
default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10}, default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10},
{'method': 'AgeFilter', 'min_days_listed': -1}] {'method': 'AgeFilter', 'min_days_listed': -1}]
@ -559,7 +559,7 @@ def test_agefilter_min_days_listed_too_small(mocker, default_conf, markets, tick
get_patched_freqtradebot(mocker, default_conf) get_patched_freqtradebot(mocker, default_conf)
def test_agefilter_min_days_listed_too_large(mocker, default_conf, markets, tickers, caplog): def test_agefilter_min_days_listed_too_large(mocker, default_conf, markets, tickers):
default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10}, default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10},
{'method': 'AgeFilter', 'min_days_listed': 99999}] {'method': 'AgeFilter', 'min_days_listed': 99999}]
@ -660,3 +660,31 @@ def test_pairlistmanager_no_pairlist(mocker, whitelist_conf):
with pytest.raises(OperationalException, with pytest.raises(OperationalException,
match=r"No Pairlist Handlers defined"): match=r"No Pairlist Handlers defined"):
get_patched_freqtradebot(mocker, whitelist_conf) get_patched_freqtradebot(mocker, whitelist_conf)
@pytest.mark.parametrize("pairlists,base_currency,overall_performance,expected", [
# Happy path, descening order, all values filled
([{"method": "StaticPairList"},{"method": "PerformanceFilter"}],'BTC',[{'pair':'ETH/BTC','profit':5,'count':3}, {'pair':'ETC/BTC','profit':4,'count':2}],['ETC/BTC']),
])
def test_performance_filter(mocker, whitelist_conf, base_currency, pairlists, overall_performance, expected, tickers, markets, ohlcv_history_list):
whitelist_conf['pairlists'] = pairlists
whitelist_conf['stake_currency'] = base_currency
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
mocker.patch.multiple('freqtrade.exchange.Exchange',
get_tickers=tickers,
markets=PropertyMock(return_value=markets)
)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_historic_ohlcv=MagicMock(return_value=ohlcv_history_list),
)
mocker.patch.multiple('freqtrade.persistence.Trade',
get_overall_performance=MagicMock(return_value=overall_performance),
)
freqtrade.pairlists.refresh_pairlist()
whitelist = freqtrade.pairlists.whitelist
assert whitelist == expected