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Add testcase for nonexisting pairs on whitelist

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This commit is contained in:
Matthias 2021-01-15 06:56:15 +01:00
parent f72d53351c
commit bf5868c96d
4 changed files with 33 additions and 13 deletions
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2
docs/configuration.md
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@ -81,7 +81,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `exchange.key` | API key to use for the exchange. Only required when you are in production mode.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
| `exchange.secret` | API secret to use for the exchange. Only required when you are in production mode.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
| `exchange.password` | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
| `exchange.pair_whitelist` | List of pairs to use by the bot for trading and to check for potential trades during backtesting.Supports regex pairs as */BTC. Not used by VolumePairList (see [below](#pairlists-and-pairlist-handlers)). <br> **Datatype:** List
| `exchange.pair_whitelist` | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Supports regex pairs as `.*/BTC`. Not used by VolumePairList (see [below](#pairlists-and-pairlist-handlers)). <br> **Datatype:** List
| `exchange.pair_blacklist` | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#pairlists-and-pairlist-handlers)). <br> **Datatype:** List
| `exchange.ccxt_config` | Additional CCXT parameters passed to both ccxt instances (sync and async). This is usually the correct place for ccxt configurations. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) <br> **Datatype:** Dict
| `exchange.ccxt_sync_config` | Additional CCXT parameters passed to the regular (sync) ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) <br> **Datatype:** Dict

2
docs/includes/pairlists.md
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@ -35,7 +35,7 @@ You may also use something like `.*DOWN/BTC` or `.*UP/BTC` to exclude leveraged
#### Static Pair List
By default, the `StaticPairList` method is used, which uses a statically defined pair whitelist from the configuration. Also the pairlist does support wildcards (in regex-style) - so `*/BTC` will include all pairs with BTC as a stake.
By default, the `StaticPairList` method is used, which uses a statically defined pair whitelist from the configuration. The pairlist also supports wildcards (in regex-style) - so `.*/BTC` will include all pairs with BTC as a stake.
It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklist`.

16
freqtrade/plugins/pairlistmanager.py
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@ -152,18 +152,14 @@ class PairListManager():
:param keep_invalid: If sets to True, drops invalid pairs silently while expanding regexes.
:return: pairlist - whitelisted pairs
"""
if keep_invalid:
try:
try:
if keep_invalid:
whitelist = self.expanded_whitelist_keep_invalid
except ValueError as err:
logger.error(f"Pair blacklist contains an invalid Wildcard: {err}")
return []
else:
try:
else:
whitelist = self.expanded_whitelist
except ValueError as err:
logger.error(f"Pair blacklist contains an invalid Wildcard: {err}")
return []
except ValueError as err:
logger.error(f"Pair whitelist contains an invalid Wildcard: {err}")
return []
return whitelist
def create_pair_list(self, pairs: List[str], timeframe: str = None) -> ListPairsWithTimeframes:

26
tests/plugins/test_pairlist.py
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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)