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attached pairlist manager onto dataprovider init for unified access to dynamic whitelist

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This commit is contained in:
Paul D. Mendes
2020-05-11 19:32:28 +04:00
parent bc9efc31ad
commit a8f523adae
3 changed files with 38 additions and 26 deletions
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46
tests/data/test_dataprovider.py
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@@ -1,10 +1,12 @@
from unittest.mock import MagicMock, PropertyMock
from unittest.mock import MagicMock, patch
from pandas import DataFrame
import pytest
from freqtrade.data.dataprovider import DataProvider
from freqtrade.exceptions import OperationalException
from freqtrade.state import RunMode
from tests.conftest import get_patched_exchange, get_patched_freqtradebot
from tests.conftest import get_patched_exchange
def test_ohlcv(mocker, default_conf, ohlcv_history):
@@ -151,21 +153,29 @@ def test_market(mocker, default_conf, markets):
assert res is None
def test_current_whitelist(mocker, shitcoinmarkets, tickers, default_conf):
default_conf.update(
{"pairlists": [{"method": "VolumePairList",
"number_assets": 10,
"sort_key": "quoteVolume"}], }, )
default_conf['exchange']['pair_blacklist'] = ['BLK/BTC']
@patch('freqtrade.pairlist.pairlistmanager.PairListManager')
@patch('freqtrade.exchange.Exchange')
def test_current_whitelist(exchange, PairListManager, default_conf):
# patch default conf to volumepairlist
default_conf['pairlists'][0] = {'method': 'VolumePairList', "number_assets": 5}
mocker.patch.multiple('freqtrade.exchange.Exchange', get_tickers=tickers,
exchange_has=MagicMock(return_value=True), )
bot = get_patched_freqtradebot(mocker, default_conf)
# Remock markets with shitcoinmarkets since get_patched_freqtradebot uses the markets fixture
mocker.patch.multiple('freqtrade.exchange.Exchange',
markets=PropertyMock(return_value=shitcoinmarkets), )
# argument: use the whitelist dynamically by exchange-volume
whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC', 'FUEL/BTC']
pairlist = PairListManager(exchange, default_conf)
dp = DataProvider(default_conf, exchange, pairlist)
current_wl = bot.dataprovider.current_whitelist()
assert whitelist == current_wl
# Simulate volumepairs from exchange.
# pairlist.refresh_pairlist()
# Set the pairs manually... this would be done in refresh pairlist default whitelist + volumePL - blacklist
default_whitelist = default_conf['exchange']['pair_whitelist']
default_blacklist = default_conf['exchange']['pair_blacklist']
volume_pairlist = ['ETH/BTC', 'LINK/BTC', 'ZRX/BTC', 'BCH/BTC', 'XRP/BTC']
current_whitelist = list(set(volume_pairlist + default_whitelist))
for pair in default_blacklist:
if pair in current_whitelist:
current_whitelist.remove(pair)
pairlist._whitelist = current_whitelist
assert dp.current_whitelist() == pairlist._whitelist
with pytest.raises(OperationalException) as e:
dp = DataProvider(default_conf, exchange)
dp.current_whitelist()