from freqtrade/develop
This commit is contained in:
Nullart
167
freqtrade/tests/test_acl_pair.py
Normal file → Executable file
167
freqtrade/tests/test_acl_pair.py
Normal file → Executable file
@@ -1,4 +1,8 @@
|
||||
from freqtrade.main import refresh_whitelist, gen_pair_whitelist
|
||||
# pragma pylint: disable=missing-docstring,C0103,protected-access
|
||||
|
||||
from unittest.mock import MagicMock
|
||||
|
||||
import freqtrade.tests.conftest as tt # test tools
|
||||
|
||||
# whitelist, blacklist, filtering, all of that will
|
||||
# eventually become some rules to run on a generic ACL engine
|
||||
@@ -6,136 +10,81 @@ from freqtrade.main import refresh_whitelist, gen_pair_whitelist
|
||||
|
||||
|
||||
def whitelist_conf():
|
||||
return {
|
||||
'stake_currency': 'BTC',
|
||||
'exchange': {
|
||||
'pair_whitelist': [
|
||||
'BTC_ETH',
|
||||
'BTC_TKN',
|
||||
'BTC_TRST',
|
||||
'BTC_SWT',
|
||||
'BTC_BCC'
|
||||
],
|
||||
'pair_blacklist': [
|
||||
'BTC_BLK'
|
||||
],
|
||||
},
|
||||
}
|
||||
config = tt.default_conf()
|
||||
|
||||
config['stake_currency'] = 'BTC'
|
||||
config['exchange']['pair_whitelist'] = [
|
||||
'ETH/BTC',
|
||||
'TKN/BTC',
|
||||
'TRST/BTC',
|
||||
'SWT/BTC',
|
||||
'BCC/BTC'
|
||||
]
|
||||
|
||||
config['exchange']['pair_blacklist'] = [
|
||||
'BLK/BTC'
|
||||
]
|
||||
|
||||
return config
|
||||
|
||||
|
||||
def get_market_summaries():
|
||||
return [{
|
||||
'MarketName': 'BTC-TKN',
|
||||
'High': 0.00000919,
|
||||
'Low': 0.00000820,
|
||||
'Volume': 74339.61396015,
|
||||
'Last': 0.00000820,
|
||||
'BaseVolume': 1664,
|
||||
'TimeStamp': '2014-07-09T07:19:30.15',
|
||||
'Bid': 0.00000820,
|
||||
'Ask': 0.00000831,
|
||||
'OpenBuyOrders': 15,
|
||||
'OpenSellOrders': 15,
|
||||
'PrevDay': 0.00000821,
|
||||
'Created': '2014-03-20T06:00:00',
|
||||
'DisplayMarketName': ''
|
||||
}, {
|
||||
'MarketName': 'BTC-ETH',
|
||||
'High': 0.00000072,
|
||||
'Low': 0.00000001,
|
||||
'Volume': 166340678.42280999,
|
||||
'Last': 0.00000005,
|
||||
'BaseVolume': 42,
|
||||
'TimeStamp': '2014-07-09T07:21:40.51',
|
||||
'Bid': 0.00000004,
|
||||
'Ask': 0.00000005,
|
||||
'OpenBuyOrders': 18,
|
||||
'OpenSellOrders': 18,
|
||||
'PrevDay': 0.00000002,
|
||||
'Created': '2014-05-30T07:57:49.637',
|
||||
'DisplayMarketName': ''
|
||||
}, {
|
||||
'MarketName': 'BTC-BLK',
|
||||
'High': 0.00000072,
|
||||
'Low': 0.00000001,
|
||||
'Volume': 166340678.42280999,
|
||||
'Last': 0.00000005,
|
||||
'BaseVolume': 3,
|
||||
'TimeStamp': '2014-07-09T07:21:40.51',
|
||||
'Bid': 0.00000004,
|
||||
'Ask': 0.00000005,
|
||||
'OpenBuyOrders': 18,
|
||||
'OpenSellOrders': 18,
|
||||
'PrevDay': 0.00000002,
|
||||
'Created': '2014-05-30T07:57:49.637',
|
||||
'DisplayMarketName': ''
|
||||
}]
|
||||
|
||||
|
||||
def get_health():
|
||||
return [{'Currency': 'ETH',
|
||||
'IsActive': True
|
||||
},
|
||||
{'Currency': 'TKN',
|
||||
'IsActive': True
|
||||
},
|
||||
{'Currency': 'BLK',
|
||||
'IsActive': True
|
||||
}
|
||||
]
|
||||
|
||||
|
||||
def get_health_empty():
|
||||
return []
|
||||
|
||||
|
||||
def test_refresh_market_pair_not_in_whitelist(mocker):
|
||||
def test_refresh_market_pair_not_in_whitelist(mocker, markets):
|
||||
conf = whitelist_conf()
|
||||
mocker.patch.dict('freqtrade.main._CONF', conf)
|
||||
mocker.patch.multiple('freqtrade.main.exchange',
|
||||
get_wallet_health=get_health)
|
||||
refreshedwhitelist = refresh_whitelist(
|
||||
conf['exchange']['pair_whitelist'] + ['BTC_XXX'])
|
||||
|
||||
freqtradebot = tt.get_patched_freqtradebot(mocker, conf)
|
||||
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_markets', markets)
|
||||
refreshedwhitelist = freqtradebot._refresh_whitelist(
|
||||
conf['exchange']['pair_whitelist'] + ['XXX/BTC']
|
||||
)
|
||||
# List ordered by BaseVolume
|
||||
whitelist = ['BTC_ETH', 'BTC_TKN']
|
||||
whitelist = ['ETH/BTC', 'TKN/BTC']
|
||||
# Ensure all except those in whitelist are removed
|
||||
assert whitelist == refreshedwhitelist
|
||||
|
||||
|
||||
def test_refresh_whitelist(mocker):
|
||||
def test_refresh_whitelist(mocker, markets):
|
||||
conf = whitelist_conf()
|
||||
mocker.patch.dict('freqtrade.main._CONF', conf)
|
||||
mocker.patch.multiple('freqtrade.main.exchange',
|
||||
get_wallet_health=get_health)
|
||||
refreshedwhitelist = refresh_whitelist(conf['exchange']['pair_whitelist'])
|
||||
freqtradebot = tt.get_patched_freqtradebot(mocker, conf)
|
||||
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_markets', markets)
|
||||
refreshedwhitelist = freqtradebot._refresh_whitelist(conf['exchange']['pair_whitelist'])
|
||||
|
||||
# List ordered by BaseVolume
|
||||
whitelist = ['BTC_ETH', 'BTC_TKN']
|
||||
whitelist = ['ETH/BTC', 'TKN/BTC']
|
||||
# Ensure all except those in whitelist are removed
|
||||
assert whitelist == refreshedwhitelist
|
||||
|
||||
|
||||
def test_refresh_whitelist_dynamic(mocker):
|
||||
def test_refresh_whitelist_dynamic(mocker, markets, tickers):
|
||||
conf = whitelist_conf()
|
||||
mocker.patch.dict('freqtrade.main._CONF', conf)
|
||||
mocker.patch.multiple('freqtrade.main.exchange',
|
||||
get_wallet_health=get_health)
|
||||
mocker.patch.multiple('freqtrade.main.exchange',
|
||||
get_market_summaries=get_market_summaries)
|
||||
freqtradebot = tt.get_patched_freqtradebot(mocker, conf)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_markets=markets,
|
||||
get_tickers=tickers,
|
||||
exchange_has=MagicMock(return_value=True)
|
||||
)
|
||||
|
||||
# argument: use the whitelist dynamically by exchange-volume
|
||||
whitelist = ['BTC_TKN', 'BTC_ETH']
|
||||
refreshedwhitelist = refresh_whitelist(
|
||||
gen_pair_whitelist(conf['stake_currency']))
|
||||
whitelist = ['ETH/BTC', 'TKN/BTC']
|
||||
|
||||
refreshedwhitelist = freqtradebot._refresh_whitelist(
|
||||
freqtradebot._gen_pair_whitelist(conf['stake_currency'])
|
||||
)
|
||||
|
||||
assert whitelist == refreshedwhitelist
|
||||
|
||||
|
||||
def test_refresh_whitelist_dynamic_empty(mocker):
|
||||
def test_refresh_whitelist_dynamic_empty(mocker, markets_empty):
|
||||
conf = whitelist_conf()
|
||||
mocker.patch.dict('freqtrade.main._CONF', conf)
|
||||
mocker.patch.multiple('freqtrade.main.exchange',
|
||||
get_wallet_health=get_health_empty)
|
||||
freqtradebot = tt.get_patched_freqtradebot(mocker, conf)
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_markets', markets_empty)
|
||||
|
||||
# argument: use the whitelist dynamically by exchange-volume
|
||||
whitelist = []
|
||||
conf['exchange']['pair_whitelist'] = []
|
||||
refresh_whitelist(whitelist)
|
||||
freqtradebot._refresh_whitelist(whitelist)
|
||||
pairslist = conf['exchange']['pair_whitelist']
|
||||
|
||||
assert set(whitelist) == set(pairslist)
|
||||
|
||||
Reference in New Issue
Block a user