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Update tests related to whitelist

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This commit is contained in:
enenn 2018-03-26 11:24:20 +02:00
parent 0c8ecf2b1f
commit fef8a4c978
3 changed files with 149 additions and 12 deletions
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134
freqtrade/tests/conftest.py
View File

@ -371,15 +371,145 @@ def ticker_history_without_bv():
]
@pytest.fixture
def tickers():
return MagicMock(return_value={
'ETH/BTC': {
'symbol': 'ETH/BTC',
'timestamp': 1522014806207,
'datetime': '2018-03-25T21:53:26.207Z',
'high': 0.061697,
'low': 0.060531,
'bid': 0.061588,
'bidVolume': 3.321,
'ask': 0.061655,
'askVolume': 0.212,
'vwap': 0.06105296,
'open': 0.060809,
'close': 0.060761,
'first': None,
'last': 0.061588,
'change': 1.281,
'percentage': None,
'average': None,
'baseVolume': 111649.001,
'quoteVolume': 6816.50176926,
'info': {}
},
'TKN/BTC': {
'symbol': 'TKN/BTC',
'timestamp': 1522014806169,
'datetime': '2018-03-25T21:53:26.169Z',
'high': 0.01885,
'low': 0.018497,
'bid': 0.018799,
'bidVolume': 8.38,
'ask': 0.018802,
'askVolume': 15.0,
'vwap': 0.01869197,
'open': 0.018585,
'close': 0.018573,
'baseVolume': 81058.66,
'quoteVolume': 2247.48374509,
},
'BLK/BTC': {
'symbol': 'BLK/BTC',
'timestamp': 1522014806072,
'datetime': '2018-03-25T21:53:26.720Z',
'high': 0.007745,
'low': 0.007512,
'bid': 0.007729,
'bidVolume': 0.01,
'ask': 0.007743,
'askVolume': 21.37,
'vwap': 0.00761466,
'open': 0.007653,
'close': 0.007652,
'first': None,
'last': 0.007743,
'change': 1.176,
'percentage': None,
'average': None,
'baseVolume': 295152.26,
'quoteVolume': 1515.14631229,
'info': {}
},
'ETH/USDT': {
'symbol': 'ETH/USDT',
'timestamp': 1522014804118,
'datetime': '2018-03-25T21:53:24.118Z',
'high': 530.88,
'low': 512.0,
'bid': 529.73,
'bidVolume': 0.2,
'ask': 530.21,
'askVolume': 0.2464,
'vwap': 521.02438405,
'open': 527.27,
'close': 528.42,
'first': None,
'last': 530.21,
'change': 0.558,
'percentage': None,
'average': None,
'baseVolume': 72300.0659,
'quoteVolume': 37670097.3022171,
'info': {}
},
'TKN/USDT': {
'symbol': 'TKN/USDT',
'timestamp': 1522014806198,
'datetime': '2018-03-25T21:53:26.198Z',
'high': 8718.0,
'low': 8365.77,
'bid': 8603.64,
'bidVolume': 0.15846,
'ask': 8603.67,
'askVolume': 0.069147,
'vwap': 8536.35621697,
'open': 8680.0,
'close': 8680.0,
'first': None,
'last': 8603.67,
'change': -0.879,
'percentage': None,
'average': None,
'baseVolume': 30414.604298,
'quoteVolume': 259629896.48584127,
'info': {}
},
'BLK/USDT': {
'symbol': 'BLK/USDT',
'timestamp': 1522014806145,
'datetime': '2018-03-25T21:53:26.145Z',
'high': 66.95,
'low': 63.38,
'bid': 66.473,
'bidVolume': 4.968,
'ask': 66.54,
'askVolume': 2.704,
'vwap': 65.0526901,
'open': 66.43,
'close': 66.383,
'first': None,
'last': 66.5,
'change': 0.105,
'percentage': None,
'average': None,
'baseVolume': 294106.204,
'quoteVolume': 19132399.743954,
'info': {}
}
})
@pytest.fixture
def result():
with open('freqtrade/tests/testdata/UNITTEST_BTC-1m.json') as data_file:
return Analyze.parse_ticker_dataframe(json.load(data_file))
# FIX:
# Create an fixture/function
# that inserts a trade of some type and open-status
# return the open-order-id
# See tests in rpc/main that could use this

12
freqtrade/tests/test_acl_pair.py
View File

@ -1,6 +1,7 @@
# pragma pylint: disable=missing-docstring,C0103,protected-access
import freqtrade.tests.conftest as tt # test tools
from unittest.mock import MagicMock
# whitelist, blacklist, filtering, all of that will
# eventually become some rules to run on a generic ACL engine
@ -54,13 +55,18 @@ def test_refresh_whitelist(mocker, markets):
assert whitelist == refreshedwhitelist
def test_refresh_whitelist_dynamic(mocker, markets):
def test_refresh_whitelist_dynamic(mocker, markets, tickers):
conf = whitelist_conf()
freqtradebot = tt.get_patched_freqtradebot(mocker, conf)
mocker.patch('freqtrade.freqtradebot.exchange.get_markets', markets)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
get_markets=markets,
get_tickers=tickers,
exchange_has=MagicMock(return_value=True)
)
# argument: use the whitelist dynamically by exchange-volume
whitelist = ['TKN/BTC', 'ETH/BTC']
whitelist = ['ETH/BTC', 'TKN/BTC']
refreshedwhitelist = freqtradebot._refresh_whitelist(
freqtradebot._gen_pair_whitelist(conf['stake_currency'])

15
freqtrade/tests/test_freqtradebot.py
View File

@ -201,24 +201,25 @@ def test_throttle_with_assets(mocker, default_conf) -> None:
assert result == -1
def test_gen_pair_whitelist(mocker, default_conf, markets) -> None:
def test_gen_pair_whitelist(mocker, default_conf, tickers) -> None:
"""
Test _gen_pair_whitelist() method
"""
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.freqtradebot.exchange.get_markets', markets)
mocker.patch('freqtrade.freqtradebot.exchange.get_tickers', tickers)
mocker.patch('freqtrade.freqtradebot.exchange.exchange_has', MagicMock(return_value=True))
# Test to retrieved BTC sorted on BaseVolume
whitelist = freqtrade._gen_pair_whitelist(base_currency='BTC')
assert whitelist == ['ZCL/BTC', 'ZEC/BTC', 'XZC/BTC', 'XWC/BTC']
assert whitelist == ['ETH/BTC', 'TKN/BTC', 'BLK/BTC']
# Test to retrieved BTC sorted on OpenBuyOrders
whitelist = freqtrade._gen_pair_whitelist(base_currency='BTC', key='OpenBuyOrders')
assert whitelist == ['XWC/BTC', 'ZCL/BTC', 'ZEC/BTC', 'XZC/BTC']
# Test to retrieve BTC sorted on bidVolume
whitelist = freqtrade._gen_pair_whitelist(base_currency='BTC', key='bidVolume')
assert whitelist == ['TKN/BTC', 'ETH/BTC', 'BLK/BTC']
# Test with USDT sorted on BaseVolume
whitelist = freqtrade._gen_pair_whitelist(base_currency='USDT')
assert whitelist == ['XRP/USDT', 'XVG/USDT', 'XMR/USDT', 'ZEC/USDT']
assert whitelist == ['TKN/USDT', 'ETH/USDT', 'BLK/USDT']
# Test with ETH (our fixture does not have ETH, but Bittrex returns them)
whitelist = freqtrade._gen_pair_whitelist(base_currency='ETH')