Added pairslist AgeFilter
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gambcl
@@ -57,6 +57,31 @@ def whitelist_conf_2(default_conf):
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return default_conf
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@pytest.fixture(scope="function")
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def whitelist_conf_3(default_conf):
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default_conf['stake_currency'] = 'BTC'
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default_conf['exchange']['pair_whitelist'] = [
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'ETH/BTC', 'TKN/BTC', 'BLK/BTC', 'LTC/BTC',
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'BTT/BTC', 'HOT/BTC', 'FUEL/BTC', 'XRP/BTC'
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]
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default_conf['exchange']['pair_blacklist'] = [
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'BLK/BTC'
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]
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default_conf['pairlists'] = [
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{
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"method": "VolumePairList",
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"number_assets": 5,
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"sort_key": "quoteVolume",
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"refresh_period": 0,
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},
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{
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"method": "AgeFilter",
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"min_days_listed": 2
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}
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]
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return default_conf
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@pytest.fixture(scope="function")
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def static_pl_conf(whitelist_conf):
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whitelist_conf['pairlists'] = [
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@@ -220,11 +245,20 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
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# No pair for ETH, all handlers
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([{"method": "StaticPairList"},
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{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
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{"method": "AgeFilter", "min_days_listed": 2},
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{"method": "PrecisionFilter"},
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{"method": "PriceFilter", "low_price_ratio": 0.03},
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{"method": "SpreadFilter", "max_spread_ratio": 0.005},
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{"method": "ShuffleFilter"}],
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"ETH", []),
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# AgeFilter and VolumePairList (require 2 days only, all should pass age test)
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([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
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{"method": "AgeFilter", "min_days_listed": 2}],
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"BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC']),
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# AgeFilter and VolumePairList (require 10 days, all should fail age test)
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([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
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{"method": "AgeFilter", "min_days_listed": 10}],
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"BTC", []),
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# Precisionfilter and quote volume
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([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
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{"method": "PrecisionFilter"}],
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@@ -272,7 +306,10 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
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# ShuffleFilter, no seed
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([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
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{"method": "ShuffleFilter"}],
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"USDT", 3), # whitelist_result is integer -- check only lenght of randomized pairlist
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"USDT", 3), # whitelist_result is integer -- check only length of randomized pairlist
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# AgeFilter only
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([{"method": "AgeFilter", "min_days_listed": 2}],
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"BTC", 'filter_at_the_beginning'), # OperationalException expected
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# PrecisionFilter after StaticPairList
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([{"method": "StaticPairList"},
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{"method": "PrecisionFilter"}],
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@@ -307,8 +344,8 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
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"BTC", 'static_in_the_middle'),
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])
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def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
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pairlists, base_currency, whitelist_result,
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caplog) -> None:
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ohlcv_history_list, pairlists, base_currency,
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whitelist_result, caplog) -> None:
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whitelist_conf['pairlists'] = pairlists
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whitelist_conf['stake_currency'] = base_currency
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@@ -324,8 +361,12 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
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freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
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mocker.patch.multiple('freqtrade.exchange.Exchange',
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get_tickers=tickers,
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markets=PropertyMock(return_value=shitcoinmarkets),
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markets=PropertyMock(return_value=shitcoinmarkets)
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)
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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get_historic_ohlcv=MagicMock(return_value=ohlcv_history_list),
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)
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# Set whitelist_result to None if pairlist is invalid and should produce exception
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if whitelist_result == 'filter_at_the_beginning':
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@@ -346,6 +387,10 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
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len(whitelist) == whitelist_result
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for pairlist in pairlists:
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if pairlist['method'] == 'AgeFilter' and pairlist['min_days_listed'] and \
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len(ohlcv_history_list) <= pairlist['min_days_listed']:
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assert log_has_re(r'^Removed .* from whitelist, because age is less than '
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r'.* day.*', caplog)
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if pairlist['method'] == 'PrecisionFilter' and whitelist_result:
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assert log_has_re(r'^Removed .* from whitelist, because stop price .* '
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r'would be <= stop limit.*', caplog)
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@@ -468,6 +513,29 @@ def test_volumepairlist_caching(mocker, markets, whitelist_conf, tickers):
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assert freqtrade.pairlists._pairlist_handlers[0]._last_refresh == lrf
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def test_agefilter_caching(mocker, markets, whitelist_conf_3, tickers, ohlcv_history_list):
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mocker.patch.multiple('freqtrade.exchange.Exchange',
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markets=PropertyMock(return_value=markets),
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exchange_has=MagicMock(return_value=True),
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get_tickers=tickers
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)
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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get_historic_ohlcv=MagicMock(return_value=ohlcv_history_list),
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)
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freqtrade = get_patched_freqtradebot(mocker, whitelist_conf_3)
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assert freqtrade.exchange.get_historic_ohlcv.call_count == 0
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freqtrade.pairlists.refresh_pairlist()
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assert freqtrade.exchange.get_historic_ohlcv.call_count > 0
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previous_call_count = freqtrade.exchange.get_historic_ohlcv.call_count
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freqtrade.pairlists.refresh_pairlist()
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# Should not have increased since first call.
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assert freqtrade.exchange.get_historic_ohlcv.call_count == previous_call_count
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def test_pairlistmanager_no_pairlist(mocker, markets, whitelist_conf, caplog):
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mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
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