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resolves freqtrade/freqtrade#4650

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This commit is contained in:
gbojen 2021-04-06 23:11:40 +02:00
parent 9089323d26
commit 9772a93634
2 changed files with 5 additions and 8 deletions
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5
freqtrade/plugins/pairlist/VolatilityFilter.py
View File

@ -16,7 +16,6 @@ from freqtrade.misc import plural
from freqtrade.plugins.pairlist.IPairList import IPairList from freqtrade.plugins.pairlist.IPairList import IPairList
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@ -58,7 +57,8 @@ class VolatilityFilter(IPairList):
Short whitelist method description - used for startup-messages Short whitelist method description - used for startup-messages
""" """
return (f"{self.name} - Filtering pairs with volatility range " return (f"{self.name} - Filtering pairs with volatility range "
f"{self._min_volatility}-{self._max_volatility} the last {self._days} {plural(self._days, 'day')}.") f"{self._min_volatility}-{self._max_volatility} "
f" the last {self._days} {plural(self._days, 'day')}.")
def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]: def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
""" """
@ -118,4 +118,3 @@ class VolatilityFilter(IPairList):
self._pair_cache[pair] = result self._pair_cache[pair] = result
return result return result

8
tests/plugins/test_pairlist.py
View File

@ -419,7 +419,7 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
whitelist_conf['stake_currency'] = base_currency whitelist_conf['stake_currency'] = base_currency
ohlcv_history_high_vola = ohlcv_history.copy() ohlcv_history_high_vola = ohlcv_history.copy()
ohlcv_history_high_vola.loc[ohlcv_history_high_vola.index==1, 'close'] = 0.00090 ohlcv_history_high_vola.loc[ohlcv_history_high_vola.index == 1, 'close'] = 0.00090
ohlcv_data = { ohlcv_data = {
('ETH/BTC', '1d'): ohlcv_history, ('ETH/BTC', '1d'): ohlcv_history,
@ -429,14 +429,11 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
('HOT/BTC', '1d'): ohlcv_history_high_vola, ('HOT/BTC', '1d'): ohlcv_history_high_vola,
} }
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
if whitelist_result == 'static_in_the_middle': if whitelist_result == 'static_in_the_middle':
with pytest.raises(OperationalException, with pytest.raises(OperationalException,
match=r"StaticPairList can only be used in the first position " match=r"StaticPairList only in the first position "
r"in the list of Pairlist Handlers."): r"in the list of Pairlist Handlers."):
freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
return return
@ -500,6 +497,7 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
if pairlist["method"] == 'VolatilityFilter': if pairlist["method"] == 'VolatilityFilter':
assert log_has_re(r'^Removed .* from whitelist, because volatility.*$', caplog) assert log_has_re(r'^Removed .* from whitelist, because volatility.*$', caplog)
def test_PrecisionFilter_error(mocker, whitelist_conf) -> None: def test_PrecisionFilter_error(mocker, whitelist_conf) -> None:
whitelist_conf['pairlists'] = [{"method": "StaticPairList"}, {"method": "PrecisionFilter"}] whitelist_conf['pairlists'] = [{"method": "StaticPairList"}, {"method": "PrecisionFilter"}]
del whitelist_conf['stoploss'] del whitelist_conf['stoploss']