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Add tests for failure cases

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This commit is contained in:
Matthias 2020-11-21 15:51:39 +01:00
parent 6b672cd0b9
commit f8fab5c4f8
2 changed files with 30 additions and 7 deletions
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4
freqtrade/pairlist/volatilityfilter.py
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@ -29,9 +29,9 @@ class VolatilityFilter(IPairList):
self._pair_cache: TTLCache = TTLCache(maxsize=100, ttl=self._refresh_period) self._pair_cache: TTLCache = TTLCache(maxsize=100, ttl=self._refresh_period)
if self._days < 1: if self._days < 1:
raise OperationalException("VolatilityFilter requires min_days_listed to be >= 1") raise OperationalException("VolatilityFilter requires volatility_over_days to be >= 1")
if self._days > exchange.ohlcv_candle_limit: if self._days > exchange.ohlcv_candle_limit:
raise OperationalException("VolatilityFilter requires min_days_listed to not exceed " raise OperationalException("VolatilityFilter requires volatility_over_days to not exceed "
"exchange max request size " "exchange max request size "
f"({exchange.ohlcv_candle_limit})") f"({exchange.ohlcv_candle_limit})")

33
tests/pairlist/test_pairlist.py
View File

@ -58,7 +58,7 @@ def whitelist_conf_2(default_conf):
@pytest.fixture(scope="function") @pytest.fixture(scope="function")
def whitelist_conf_3(default_conf): def whitelist_conf_agefilter(default_conf):
default_conf['stake_currency'] = 'BTC' default_conf['stake_currency'] = 'BTC'
default_conf['exchange']['pair_whitelist'] = [ default_conf['exchange']['pair_whitelist'] = [
'ETH/BTC', 'TKN/BTC', 'BLK/BTC', 'LTC/BTC', 'ETH/BTC', 'TKN/BTC', 'BLK/BTC', 'LTC/BTC',
@ -532,7 +532,7 @@ def test_volumepairlist_caching(mocker, markets, whitelist_conf, tickers):
assert freqtrade.pairlists._pairlist_handlers[0]._last_refresh == lrf assert freqtrade.pairlists._pairlist_handlers[0]._last_refresh == lrf
def test_agefilter_min_days_listed_too_small(mocker, default_conf, markets, tickers, caplog): def test_agefilter_min_days_listed_too_small(mocker, default_conf, markets, tickers):
default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10}, default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10},
{'method': 'AgeFilter', 'min_days_listed': -1}] {'method': 'AgeFilter', 'min_days_listed': -1}]
@ -547,7 +547,7 @@ def test_agefilter_min_days_listed_too_small(mocker, default_conf, markets, tick
get_patched_freqtradebot(mocker, default_conf) get_patched_freqtradebot(mocker, default_conf)
def test_agefilter_min_days_listed_too_large(mocker, default_conf, markets, tickers, caplog): def test_agefilter_min_days_listed_too_large(mocker, default_conf, markets, tickers):
default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10}, default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10},
{'method': 'AgeFilter', 'min_days_listed': 99999}] {'method': 'AgeFilter', 'min_days_listed': 99999}]
@ -563,7 +563,7 @@ def test_agefilter_min_days_listed_too_large(mocker, default_conf, markets, tick
get_patched_freqtradebot(mocker, default_conf) get_patched_freqtradebot(mocker, default_conf)
def test_agefilter_caching(mocker, markets, whitelist_conf_3, tickers, ohlcv_history_list): def test_agefilter_caching(mocker, markets, whitelist_conf_agefilter, tickers, ohlcv_history_list):
mocker.patch.multiple('freqtrade.exchange.Exchange', mocker.patch.multiple('freqtrade.exchange.Exchange',
markets=PropertyMock(return_value=markets), markets=PropertyMock(return_value=markets),
@ -575,7 +575,7 @@ def test_agefilter_caching(mocker, markets, whitelist_conf_3, tickers, ohlcv_his
get_historic_ohlcv=MagicMock(return_value=ohlcv_history_list), get_historic_ohlcv=MagicMock(return_value=ohlcv_history_list),
) )
freqtrade = get_patched_freqtradebot(mocker, whitelist_conf_3) freqtrade = get_patched_freqtradebot(mocker, whitelist_conf_agefilter)
assert freqtrade.exchange.get_historic_ohlcv.call_count == 0 assert freqtrade.exchange.get_historic_ohlcv.call_count == 0
freqtrade.pairlists.refresh_pairlist() freqtrade.pairlists.refresh_pairlist()
assert freqtrade.exchange.get_historic_ohlcv.call_count > 0 assert freqtrade.exchange.get_historic_ohlcv.call_count > 0
@ -586,6 +586,29 @@ def test_agefilter_caching(mocker, markets, whitelist_conf_3, tickers, ohlcv_his
assert freqtrade.exchange.get_historic_ohlcv.call_count == previous_call_count assert freqtrade.exchange.get_historic_ohlcv.call_count == previous_call_count
def test_volatilityfilter_checks(mocker, default_conf, markets, tickers):
default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10},
{'method': 'VolatilityFilter', 'volatility_over_days': 99999}]
mocker.patch.multiple('freqtrade.exchange.Exchange',
markets=PropertyMock(return_value=markets),
exchange_has=MagicMock(return_value=True),
get_tickers=tickers
)
with pytest.raises(OperationalException,
match=r'VolatilityFilter requires volatility_over_days to not exceed '
r'exchange max request size \([0-9]+\)'):
get_patched_freqtradebot(mocker, default_conf)
default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10},
{'method': 'VolatilityFilter', 'volatility_over_days': 0}]
with pytest.raises(OperationalException,
match='VolatilityFilter requires volatility_over_days to be >= 1'):
get_patched_freqtradebot(mocker, default_conf)
@pytest.mark.parametrize("pairlistconfig,desc_expected,exception_expected", [ @pytest.mark.parametrize("pairlistconfig,desc_expected,exception_expected", [
({"method": "PriceFilter", "low_price_ratio": 0.001, "min_price": 0.00000010, ({"method": "PriceFilter", "low_price_ratio": 0.001, "min_price": 0.00000010,
"max_price": 1.0}, "max_price": 1.0},