adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Fix correct ticker type

Browse Source
This commit is contained in:
Matthias
2019-11-09 13:40:36 +01:00
parent 870966dcd0
commit d7262c0b4e
7 changed files with 65 additions and 43 deletions
Download Patch File Download Diff File Expand all files Collapse all files

68
tests/pairlist/test_pairlist.py
View File

@@ -16,7 +16,6 @@ from tests.conftest import get_patched_freqtradebot, log_has_re
@pytest.fixture(scope="function")
def whitelist_conf(default_conf):
default_conf['stake_currency'] = 'BTC'
default_conf['exchange']['name'] = 'binance'
default_conf['exchange']['pair_whitelist'] = [
'ETH/BTC',
'TKN/BTC',
@@ -137,31 +136,37 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
@pytest.mark.parametrize("filters,base_currency,key,whitelist_result", [
({}, "BTC", "quoteVolume", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC', 'FUEL/BTC']),
({}, "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'HOT/BTC', 'FUEL/BTC']),
({}, "USDT", "quoteVolume", ['ETH/USDT']),
({}, "ETH", "quoteVolume", []),
({"PrecisionFilter": {}}, "BTC", "quoteVolume", ["LTC/BTC", "ETH/BTC", "TKN/BTC", 'FUEL/BTC']),
({"PrecisionFilter": {}}, "BTC", "bidVolume", ["LTC/BTC", "TKN/BTC", "ETH/BTC", 'FUEL/BTC']),
({"LowPriceFilter": {"low_price_percent": 0.03}}, "BTC",
"bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'FUEL/BTC']),
([], "BTC", "quoteVolume", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC', 'FUEL/BTC']),
([], "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'HOT/BTC', 'FUEL/BTC']),
([], "USDT", "quoteVolume", ['ETH/USDT']),
([], "ETH", "quoteVolume", []),
([{"method": "PrecisionFilter"}], "BTC",
"quoteVolume", ["LTC/BTC", "ETH/BTC", "TKN/BTC", 'FUEL/BTC']),
([{"method": "PrecisionFilter"}],
"BTC", "bidVolume", ["LTC/BTC", "TKN/BTC", "ETH/BTC", 'FUEL/BTC']),
([{"method": "LowPriceFilter", "config": {"low_price_percent": 0.03}}],
"BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'FUEL/BTC']),
# Hot is removed by precision_filter, Fuel by low_price_filter.
({"PrecisionFilter": {}, "LowPriceFilter": {"low_price_percent": 0.02}},
"BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC']),
])
([{"method": "PrecisionFilter"},
{"method": "LowPriceFilter", "config": {"low_price_percent": 0.02}}
], "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC'])])
def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
filters, base_currency, key, whitelist_result,
caplog) -> None:
whitelist_conf['pairlist']['method'] = 'VolumePairList'
whitelist_conf['pairlist']['filters'] = filters
whitelist_conf['pairlists'].extend(filters)
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=shitcoinmarkets))
mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers)
mocker.patch.multiple('freqtrade.exchange.Exchange',
get_tickers=tickers,
markets=PropertyMock(return_value=shitcoinmarkets),
)
freqtrade.config['stake_currency'] = base_currency
whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency=base_currency, key=key)
freqtrade.pairlists.refresh_pairlist()
whitelist = freqtrade.pairlists.whitelist
assert sorted(whitelist) == sorted(whitelist_result)
if 'PrecisionFilter' in filters:
assert log_has_re(r'^Removed .* from whitelist, because stop price .* '
@@ -172,11 +177,14 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None:
default_conf['pairlist'] = {'method': 'VolumePairList',
'config': {'number_assets': 10}
}
mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers)
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=False))
default_conf['pairlists'] = [{'method': 'VolumePairList',
'config': {'number_assets': 10}
}]
mocker.patch.multiple('freqtrade.exchange.Exchange',
get_tickers=tickers,
exchange_has=MagicMock(return_value=False),
)
with pytest.raises(OperationalException):
get_patched_freqtradebot(mocker, default_conf)
@@ -202,18 +210,22 @@ def test_pairlist_class(mocker, whitelist_conf, markets, pairlist):
(['ETH/BTC', 'TKN/BTC'], ""),
(['ETH/BTC', 'TKN/BTC', 'TRX/ETH'], "is not compatible with exchange"), # TRX/ETH wrong stake
(['ETH/BTC', 'TKN/BTC', 'BCH/BTC'], "is not compatible with exchange"), # BCH/BTC not available
(['ETH/BTC', 'TKN/BTC', 'BLK/BTC'], "is not compatible with exchange"), # BLK/BTC in blacklist
(['ETH/BTC', 'TKN/BTC', 'BLK/BTC'], "in your blacklist. Removing "), # BLK/BTC in blacklist
(['ETH/BTC', 'TKN/BTC', 'BTT/BTC'], "Market is not active") # BTT/BTC is inactive
])
def test__whitelist_for_active_markets(mocker, whitelist_conf, markets, pairlist, whitelist, caplog,
log_message):
whitelist_conf['pairlist']['method'] = pairlist
mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
log_message, tickers):
whitelist_conf['pairlists'][0]['method'] = pairlist
mocker.patch.multiple('freqtrade.exchange.Exchange',
markets=PropertyMock(return_value=markets),
exchange_has=MagicMock(return_value=True),
get_tickers=tickers
)
freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
caplog.clear()
new_whitelist = freqtrade.pairlists._whitelist_for_active_markets(whitelist)
# Assign starting whitelist
new_whitelist = freqtrade.pairlists._pairlists[0]._whitelist_for_active_markets(whitelist)
assert set(new_whitelist) == set(['ETH/BTC', 'TKN/BTC'])
assert log_message in caplog.text