adjusted test_pairlist.py
for fixed rolling sum
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@ -527,7 +527,7 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
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# expecing pairs as given
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# expecing pairs as given
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([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
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([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
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"lookback_timeframe": "1d", "lookback_period": 1, "refresh_period": 86400}],
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"lookback_timeframe": "1d", "lookback_period": 1, "refresh_period": 86400}],
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"BTC", ['LTC/BTC', 'XRP/BTC', 'ETH/BTC', 'TKN/BTC', 'HOT/BTC']),
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"BTC", ['HOT/BTC', 'LTC/BTC', 'ETH/BTC', 'TKN/BTC', 'XRP/BTC']),
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# expecting pairs from default tickers, because 1h candles are not available
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# expecting pairs from default tickers, because 1h candles are not available
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([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
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([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
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"lookback_timeframe": "1h", "lookback_period": 2, "refresh_period": 3600}],
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"lookback_timeframe": "1h", "lookback_period": 2, "refresh_period": 3600}],
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@ -541,16 +541,20 @@ def test_VolumePairList_range(mocker, whitelist_conf, shitcoinmarkets, tickers,
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ohlcv_history_high_vola = ohlcv_history.copy()
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ohlcv_history_high_vola = ohlcv_history.copy()
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ohlcv_history_high_vola.loc[ohlcv_history_high_vola.index == 1, 'close'] = 0.00090
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ohlcv_history_high_vola.loc[ohlcv_history_high_vola.index == 1, 'close'] = 0.00090
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# create candles for high volume
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# create candles for medium overall volume with last candle high volume
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ohlcv_history_medium_volume = ohlcv_history.copy()
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ohlcv_history_medium_volume.loc[ohlcv_history_medium_volume.index == 2, 'volume'] = 5
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# create candles for high volume with all candles high volume
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ohlcv_history_high_volume = ohlcv_history.copy()
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ohlcv_history_high_volume = ohlcv_history.copy()
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ohlcv_history_high_volume.loc[ohlcv_history_high_volume.index == 1, 'volume'] = 10
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ohlcv_history_high_volume.loc[:, 'volume'] = 10
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ohlcv_data = {
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ohlcv_data = {
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('ETH/BTC', '1d'): ohlcv_history,
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('ETH/BTC', '1d'): ohlcv_history,
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('TKN/BTC', '1d'): ohlcv_history,
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('TKN/BTC', '1d'): ohlcv_history,
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('LTC/BTC', '1d'): ohlcv_history_high_volume,
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('LTC/BTC', '1d'): ohlcv_history_medium_volume,
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('XRP/BTC', '1d'): ohlcv_history_high_vola,
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('XRP/BTC', '1d'): ohlcv_history_high_vola,
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('HOT/BTC', '1d'): ohlcv_history,
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('HOT/BTC', '1d'): ohlcv_history_high_volume,
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}
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}
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mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
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mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
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