Final cleanups and added tests

config_full.json.example

@@ -56,7 +56,7 @@
             "number_assets": 20,
             "sort_key": "quoteVolume",
             "precision_filter": true,
-            "low_price_percent_filter": null
+            "low_price_percent_filter": 0
         }
     },
     "exchange": {

docs/configuration.md

@@ -427,8 +427,10 @@ section of the configuration.
   * `VolumePairList` does not consider `pair_whitelist`, but builds this automatically based the pairlist configuration.
   * Pairs in `pair_blacklist` are not considered for VolumePairList, even if all other filters would match.
   * `low_price_percent_filter` allows filtering of pairs where a raise of 1 price unit is below the `low_price_percent_filter` ratio.
+    This option is disabled by default, and will only apply if set to <> 0.
     Calculation example: Min price precision is 8 decimals. If price is 0.00000011 - one step would be 0.00000012 - which is almost 10% higher than the previous value.
     
+
 Example:
 
 ```json
@@ -442,7 +444,7 @@ Example:
             "number_assets": 20,
             "sort_key": "quoteVolume",
             "precision_filter": true,
-            "low_price_percent_filter": 0.03
+            "low_price_percent_filter": 0.05
         }
     },
 ```

freqtrade/pairlist/VolumePairList.py

@@ -5,11 +5,14 @@ Provides lists as configured in config.json
 
  """
 import logging
+from copy import deepcopy
 from typing import List
+
 from cachetools import TTLCache, cached
 
-from freqtrade.pairlist.IPairList import IPairList
 from freqtrade import OperationalException
+from freqtrade.pairlist.IPairList import IPairList
+
 logger = logging.getLogger(__name__)
 
 SORT_VALUES = ['askVolume', 'bidVolume', 'quoteVolume']
@@ -28,7 +31,6 @@ class VolumePairList(IPairList):
         self._sort_key = self._whitelistconf.get('sort_key', 'quoteVolume')
         self._precision_filter = self._whitelistconf.get('precision_filter', True)
         self._low_price_percent_filter = self._whitelistconf.get('low_price_percent_filter', None)
-        print(self._whitelistconf)
 
         if not self._freqtrade.exchange.exchange_has('fetchTickers'):
             raise OperationalException(
@@ -64,10 +66,10 @@ class VolumePairList(IPairList):
         low value pairs.
         :param ticker: ticker dict as returned from ccxt.load_markets()
         :param stoploss: stoploss value as set in the configuration
-                        (already cleaned to be guaranteed negative)
+                        (already cleaned to be 1 - stoploss)
         :return: True if the pair can stay, false if it should be removed
         """
-        stop_price = (self._freqtrade.get_target_bid(ticker["symbol"], ticker) * stoploss)
+        stop_price = self._freqtrade.get_target_bid(ticker["symbol"], ticker) * stoploss
         # Adjust stop-prices to precision
         sp = self._freqtrade.exchange.symbol_price_prec(ticker["symbol"], stop_price)
         stop_gap_price = self._freqtrade.exchange.symbol_price_prec(ticker["symbol"],
@@ -120,7 +122,8 @@ class VolumePairList(IPairList):
             # Precalculate sanitized stoploss value to avoid recalculation for every pair
             stoploss = 1 - abs(self._freqtrade.strategy.stoploss)
 
-        for t in valid_tickers:
+        # Copy list since we're modifying this list
+        for t in deepcopy(valid_tickers):
             # Filter out assets which would not allow setting a stoploss
             if (stoploss and self._precision_filter
                and not self._validate_precision_filter(t, stoploss)):

tests/conftest.py

@@ -606,6 +606,34 @@ def shitcoinmarkets(markets):
             },
             'info': {},
         },
+        'FUEL/BTC': {
+            'id': 'FUELBTC',
+            'symbol': 'FUEL/BTC',
+            'base': 'FUEL',
+            'quote': 'BTC',
+            'active': True,
+            'precision': {
+                'base': 8,
+                'quote': 8,
+                'amount': 0,
+                'price': 8
+            },
+            'limits': {
+                'amount': {
+                    'min': 1.0,
+                    'max': 90000000.0
+                },
+                'price': {
+                    'min': 1e-08,
+                    'max': 1000.0
+                },
+                'cost': {
+                    'min': 0.001,
+                    'max': None
+                }
+            },
+            'info': {},
+        },
         })
     return shitmarkets
 
@@ -926,6 +954,28 @@ def tickers():
             'quoteVolume': 143.78311994,
             'info': {}
         },
+        'FUEL/BTC': {
+            'symbol': 'FUEL/BTC',
+            'timestamp': 1572340250771,
+            'datetime': '2019-10-29T09:10:50.771Z',
+            'high': 0.00000040,
+            'low': 0.00000035,
+            'bid': 0.00000036,
+            'bidVolume': 8932318.0,
+            'ask': 0.00000037,
+            'askVolume': 10140774.0,
+            'vwap': 0.00000037,
+            'open': 0.00000039,
+            'close': 0.00000037,
+            'last': 0.00000037,
+            'previousClose': 0.00000038,
+            'change': -0.00000002,
+            'percentage': -5.128,
+            'average': None,
+            'baseVolume': 168927742.0,
+            'quoteVolume': 62.68220262,
+            'info': {}
+        },
         'ETH/USDT': {
             'symbol': 'ETH/USDT',
             'timestamp': 1522014804118,

tests/pairlist/test_pairlist.py

@@ -26,7 +26,7 @@ def whitelist_conf(default_conf):
         'BLK/BTC'
     ]
     default_conf['pairlist'] = {'method': 'StaticPairList',
-                                'config': {'number_assets': 3}
+                                'config': {'number_assets': 5}
                                 }
 
     return default_conf
@@ -86,7 +86,7 @@ def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_co
         markets=PropertyMock(return_value=shitcoinmarkets),
      )
     # argument: use the whitelist dynamically by exchange-volume
-    whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC']
+    whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC', 'FUEL/BTC']
     freqtradebot.pairlists.refresh_pairlist()
 
     assert whitelist == freqtradebot.pairlists.whitelist
@@ -113,30 +113,38 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
     assert set(whitelist) == set(pairslist)
 
 
-@pytest.mark.parametrize("precision_filter,base_currency,key,whitelist_result", [
+@pytest.mark.parametrize("precision_filter,low_price_filter,base_currency,key,whitelist_result", [
-    (False, "BTC", "quoteVolume", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC']),
+    (False, 0, "BTC", "quoteVolume", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC', 'FUEL/BTC']),
-    (False, "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'HOT/BTC']),
+    (False, 0, "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'HOT/BTC', 'FUEL/BTC']),
-    (False, "USDT", "quoteVolume", ['ETH/USDT']),
+    (False, 0, "USDT", "quoteVolume", ['ETH/USDT']),
-    (False, "ETH", "quoteVolume", []),  # this replaces tests that were removed from test_exchange
+    (False, 0, "ETH", "quoteVolume", []),
-    (True, "BTC", "quoteVolume", ["LTC/BTC", "ETH/BTC", "TKN/BTC"]),
+    (True, 0, "BTC", "quoteVolume", ["LTC/BTC", "ETH/BTC", "TKN/BTC", 'FUEL/BTC']),
-    (True, "BTC", "bidVolume", ["LTC/BTC", "TKN/BTC", "ETH/BTC"])
+    (True, 0, "BTC", "bidVolume", ["LTC/BTC", "TKN/BTC", "ETH/BTC", 'FUEL/BTC']),
+    (False, 0.03, "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'FUEL/BTC']),
+    # Hot is removed by precision_filter, Fuel by low_price_filter.
+    (True, 0.02, "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC']),
 ])
 def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
-                                      precision_filter, base_currency, key, whitelist_result,
+                                      precision_filter, low_price_filter, base_currency, key,
-                                      caplog) -> None:
+                                      whitelist_result, caplog) -> None:
     whitelist_conf['pairlist']['method'] = 'VolumePairList'
+    whitelist_conf['pairlist']['config']['precision_filter'] = precision_filter
+    whitelist_conf['pairlist']['config']['low_price_percent_filter'] = low_price_filter
+
     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('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, p, r: round(r, 8))
 
-    freqtrade.pairlists._precision_filter = precision_filter
     freqtrade.config['stake_currency'] = base_currency
     whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency=base_currency, key=key)
     assert sorted(whitelist) == sorted(whitelist_result)
     if precision_filter:
-        assert log_has_re(r'^Removed .* from whitelist, because stop price .* would be <= stop limit.*', caplog)
+        assert log_has_re(r'^Removed .* from whitelist, because stop price .* '
+                          r'would be <= stop limit.*', caplog)
+
+    if low_price_filter:
+        assert log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog)
 
 
 def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None: