Merge pull request #4197 from nas-/develop

Added support for regex in whitelist
This commit is contained in:
Matthias
2021-01-15 07:34:49 +01:00
committed by GitHub
13 changed files with 167 additions and 34 deletions

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@@ -508,7 +508,7 @@ def test_validate_pairs(default_conf, mocker): # test exchange.validate_pairs d
def test_validate_pairs_not_available(default_conf, mocker):
api_mock = MagicMock()
type(api_mock).markets = PropertyMock(return_value={
'XRP/BTC': {'inactive': True}
'XRP/BTC': {'inactive': True, 'base': 'XRP', 'quote': 'BTC'}
})
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')

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@@ -156,6 +156,31 @@ def test_refresh_static_pairlist(mocker, markets, static_pl_conf):
assert static_pl_conf['exchange']['pair_blacklist'] == freqtrade.pairlists.blacklist
@pytest.mark.parametrize('pairs,expected', [
(['NOEXIST/BTC', r'\+WHAT/BTC'],
['ETH/BTC', 'TKN/BTC', 'TRST/BTC', 'NOEXIST/BTC', 'SWT/BTC', 'BCC/BTC', 'HOT/BTC']),
(['NOEXIST/BTC', r'*/BTC'], # This is an invalid regex
[]),
])
def test_refresh_static_pairlist_noexist(mocker, markets, static_pl_conf, pairs, expected, caplog):
static_pl_conf['pairlists'][0]['allow_inactive'] = True
static_pl_conf['exchange']['pair_whitelist'] += pairs
freqtrade = get_patched_freqtradebot(mocker, static_pl_conf)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
exchange_has=MagicMock(return_value=True),
markets=PropertyMock(return_value=markets),
)
freqtrade.pairlists.refresh_pairlist()
# Ensure all except those in whitelist are removed
assert set(expected) == set(freqtrade.pairlists.whitelist)
assert static_pl_conf['exchange']['pair_blacklist'] == freqtrade.pairlists.blacklist
if not expected:
assert log_has_re(r'Pair whitelist contains an invalid Wildcard: Wildcard error.*', caplog)
def test_invalid_blacklist(mocker, markets, static_pl_conf, caplog):
static_pl_conf['exchange']['pair_blacklist'] = ['*/BTC']
freqtrade = get_patched_freqtradebot(mocker, static_pl_conf)
@@ -165,7 +190,6 @@ def test_invalid_blacklist(mocker, markets, static_pl_conf, caplog):
markets=PropertyMock(return_value=markets),
)
freqtrade.pairlists.refresh_pairlist()
# List ordered by BaseVolume
whitelist = []
# Ensure all except those in whitelist are removed
assert set(whitelist) == set(freqtrade.pairlists.whitelist)
@@ -853,3 +877,35 @@ def test_expand_pairlist(wildcardlist, pairs, expected):
expand_pairlist(wildcardlist, pairs)
else:
assert sorted(expand_pairlist(wildcardlist, pairs)) == sorted(expected)
@pytest.mark.parametrize('wildcardlist,pairs,expected', [
(['BTC/USDT'],
['BTC/USDT'],
['BTC/USDT']),
(['BTC/USDT', 'ETH/USDT'],
['BTC/USDT', 'ETH/USDT'],
['BTC/USDT', 'ETH/USDT']),
(['BTC/USDT', 'ETH/USDT'],
['BTC/USDT'], ['BTC/USDT', 'ETH/USDT']), # Test one too many
(['.*/USDT'],
['BTC/USDT', 'ETH/USDT'], ['BTC/USDT', 'ETH/USDT']), # Wildcard simple
(['.*C/USDT'],
['BTC/USDT', 'ETC/USDT', 'ETH/USDT'], ['BTC/USDT', 'ETC/USDT']), # Wildcard exclude one
(['.*UP/USDT', 'BTC/USDT', 'ETH/USDT'],
['BTC/USDT', 'ETC/USDT', 'ETH/USDT', 'BTCUP/USDT', 'XRPUP/USDT', 'XRPDOWN/USDT'],
['BTC/USDT', 'ETH/USDT', 'BTCUP/USDT', 'XRPUP/USDT']), # Wildcard exclude one
(['BTC/.*', 'ETH/.*'],
['BTC/USDT', 'ETC/USDT', 'ETH/USDT', 'BTC/USD', 'ETH/EUR', 'BTC/GBP'],
['BTC/USDT', 'ETH/USDT', 'BTC/USD', 'ETH/EUR', 'BTC/GBP']), # Wildcard exclude one
(['*UP/USDT', 'BTC/USDT', 'ETH/USDT'],
['BTC/USDT', 'ETC/USDT', 'ETH/USDT', 'BTCUP/USDT', 'XRPUP/USDT', 'XRPDOWN/USDT'],
None),
(['HELLO/WORLD'], [], ['HELLO/WORLD']) # Invalid pair kept
])
def test_expand_pairlist_keep_invalid(wildcardlist, pairs, expected):
if expected is None:
with pytest.raises(ValueError, match=r'Wildcard error in \*UP/USDT,'):
expand_pairlist(wildcardlist, pairs, keep_invalid=True)
else:
assert sorted(expand_pairlist(wildcardlist, pairs, keep_invalid=True)) == sorted(expected)

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@@ -47,14 +47,15 @@ def test_init_plotscript(default_conf, mocker, testdatadir):
default_conf['timeframe'] = "5m"
default_conf["datadir"] = testdatadir
default_conf['exportfilename'] = testdatadir / "backtest-result_test.json"
ret = init_plotscript(default_conf)
supported_markets = ["TRX/BTC", "ADA/BTC"]
ret = init_plotscript(default_conf, supported_markets)
assert "ohlcv" in ret
assert "trades" in ret
assert "pairs" in ret
assert 'timerange' in ret
default_conf['pairs'] = ["TRX/BTC", "ADA/BTC"]
ret = init_plotscript(default_conf, 20)
ret = init_plotscript(default_conf, supported_markets, 20)
assert "ohlcv" in ret
assert "TRX/BTC" in ret["ohlcv"]
assert "ADA/BTC" in ret["ohlcv"]