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adjusted test_pairlist.py for fixed rolling sum

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nightshift2k 2021-07-07 11:28:35 +02:00
parent 3c3772703b
commit f30e300f18
1 changed files with 9 additions and 5 deletions
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14
tests/plugins/test_pairlist.py
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@ -527,7 +527,7 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
# expecing pairs as given
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
"lookback_timeframe": "1d", "lookback_period": 1, "refresh_period": 86400}],
"BTC", ['LTC/BTC', 'XRP/BTC', 'ETH/BTC', 'TKN/BTC', 'HOT/BTC']),
"BTC", ['HOT/BTC', 'LTC/BTC', 'ETH/BTC', 'TKN/BTC', 'XRP/BTC']),
# expecting pairs from default tickers, because 1h candles are not available
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
"lookback_timeframe": "1h", "lookback_period": 2, "refresh_period": 3600}],
@ -541,16 +541,20 @@ def test_VolumePairList_range(mocker, whitelist_conf, shitcoinmarkets, tickers,
ohlcv_history_high_vola = ohlcv_history.copy()
ohlcv_history_high_vola.loc[ohlcv_history_high_vola.index == 1, 'close'] = 0.00090
# create candles for high volume
# create candles for medium overall volume with last candle high volume
ohlcv_history_medium_volume = ohlcv_history.copy()
ohlcv_history_medium_volume.loc[ohlcv_history_medium_volume.index == 2, 'volume'] = 5
# create candles for high volume with all candles high volume
ohlcv_history_high_volume = ohlcv_history.copy()
ohlcv_history_high_volume.loc[ohlcv_history_high_volume.index == 1, 'volume'] = 10
ohlcv_history_high_volume.loc[:, 'volume'] = 10
ohlcv_data = {
('ETH/BTC', '1d'): ohlcv_history,
('TKN/BTC', '1d'): ohlcv_history,
('LTC/BTC', '1d'): ohlcv_history_high_volume,
('LTC/BTC', '1d'): ohlcv_history_medium_volume,
('XRP/BTC', '1d'): ohlcv_history_high_vola,
('HOT/BTC', '1d'): ohlcv_history,
('HOT/BTC', '1d'): ohlcv_history_high_volume,
}
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))