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Merge branch 'develop' into feat/short

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Matthias
2022-01-01 19:16:24 +01:00
parent 64917275a9 45a02beea8
commit ddfbe55e7c
75 changed files with 593 additions and 314 deletions
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54
tests/plugins/test_pairlist.py
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@@ -1,5 +1,6 @@
# pragma pylint: disable=missing-docstring,C0103,protected-access
import logging
import time
from unittest.mock import MagicMock, PropertyMock
@@ -14,7 +15,7 @@ from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
from freqtrade.plugins.pairlistmanager import PairListManager
from freqtrade.resolvers import PairListResolver
from tests.conftest import (create_mock_trades, get_patched_exchange, get_patched_freqtradebot,
log_has, log_has_re)
log_has, log_has_re, num_log_has)
@pytest.fixture(scope="function")
@@ -217,6 +218,34 @@ def test_invalid_blacklist(mocker, markets, static_pl_conf, caplog):
log_has_re(r"Pair blacklist contains an invalid Wildcard.*", caplog)
def test_remove_logs_for_pairs_already_in_blacklist(mocker, markets, static_pl_conf, caplog):
logger = logging.getLogger(__name__)
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()
whitelist = ['ETH/BTC', 'TKN/BTC']
caplog.clear()
caplog.set_level(logging.INFO)
# Ensure all except those in whitelist are removed.
assert set(whitelist) == set(freqtrade.pairlists.whitelist)
assert static_pl_conf['exchange']['pair_blacklist'] == freqtrade.pairlists.blacklist
# Ensure that log message wasn't generated.
assert not log_has('Pair BLK/BTC in your blacklist. Removing it from whitelist...', caplog)
for _ in range(3):
new_whitelist = freqtrade.pairlists.verify_blacklist(
whitelist + ['BLK/BTC'], logger.warning)
# Ensure that the pair is removed from the white list, and properly logged.
assert set(whitelist) == set(new_whitelist)
assert num_log_has('Pair BLK/BTC in your blacklist. Removing it from whitelist...',
caplog) == 1
def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_conf):
mocker.patch.multiple(
@@ -1106,33 +1135,34 @@ def test_pairlistmanager_no_pairlist(mocker, whitelist_conf):
# Happy path: Descending order, all values filled
([{"method": "StaticPairList"}, {"method": "PerformanceFilter"}],
['ETH/BTC', 'TKN/BTC'],
[{'pair': 'TKN/BTC', 'profit': 5, 'count': 3}, {'pair': 'ETH/BTC', 'profit': 4, 'count': 2}],
[{'pair': 'TKN/BTC', 'profit_ratio': 0.05, 'count': 3},
{'pair': 'ETH/BTC', 'profit_ratio': 0.04, 'count': 2}],
['TKN/BTC', 'ETH/BTC']),
# Performance data outside allow list ignored
([{"method": "StaticPairList"}, {"method": "PerformanceFilter"}],
['ETH/BTC', 'TKN/BTC'],
[{'pair': 'OTHER/BTC', 'profit': 5, 'count': 3},
{'pair': 'ETH/BTC', 'profit': 4, 'count': 2}],
[{'pair': 'OTHER/BTC', 'profit_ratio': 0.05, 'count': 3},
{'pair': 'ETH/BTC', 'profit_ratio': 0.04, 'count': 2}],
['ETH/BTC', 'TKN/BTC']),
# Partial performance data missing and sorted between positive and negative profit
([{"method": "StaticPairList"}, {"method": "PerformanceFilter"}],
['ETH/BTC', 'TKN/BTC', 'LTC/BTC'],
[{'pair': 'ETH/BTC', 'profit': -5, 'count': 100},
{'pair': 'TKN/BTC', 'profit': 4, 'count': 2}],
[{'pair': 'ETH/BTC', 'profit_ratio': -0.05, 'count': 100},
{'pair': 'TKN/BTC', 'profit_ratio': 0.04, 'count': 2}],
['TKN/BTC', 'LTC/BTC', 'ETH/BTC']),
# Tie in performance data broken by count (ascending)
([{"method": "StaticPairList"}, {"method": "PerformanceFilter"}],
['ETH/BTC', 'TKN/BTC', 'LTC/BTC'],
[{'pair': 'LTC/BTC', 'profit': -5.01, 'count': 101},
{'pair': 'TKN/BTC', 'profit': -5.01, 'count': 2},
{'pair': 'ETH/BTC', 'profit': -5.01, 'count': 100}],
[{'pair': 'LTC/BTC', 'profit_ratio': -0.0501, 'count': 101},
{'pair': 'TKN/BTC', 'profit_ratio': -0.0501, 'count': 2},
{'pair': 'ETH/BTC', 'profit_ratio': -0.0501, 'count': 100}],
['TKN/BTC', 'ETH/BTC', 'LTC/BTC']),
# Tie in performance and count, broken by alphabetical sort
([{"method": "StaticPairList"}, {"method": "PerformanceFilter"}],
['ETH/BTC', 'TKN/BTC', 'LTC/BTC'],
[{'pair': 'LTC/BTC', 'profit': -5.01, 'count': 1},
{'pair': 'TKN/BTC', 'profit': -5.01, 'count': 1},
{'pair': 'ETH/BTC', 'profit': -5.01, 'count': 1}],
[{'pair': 'LTC/BTC', 'profit_ratio': -0.0501, 'count': 1},
{'pair': 'TKN/BTC', 'profit_ratio': -0.0501, 'count': 1},
{'pair': 'ETH/BTC', 'profit_ratio': -0.0501, 'count': 1}],
['ETH/BTC', 'LTC/BTC', 'TKN/BTC']),
])
def test_performance_filter(mocker, whitelist_conf, pairlists, pair_allowlist, overall_performance,