# pragma pylint: disable=missing-docstring,C0103,protected-access from unittest.mock import MagicMock, PropertyMock from freqtrade import OperationalException from freqtrade.constants import AVAILABLE_PAIRLISTS from freqtrade.resolvers import PairListResolver from tests.conftest import get_patched_freqtradebot import pytest # whitelist, blacklist @pytest.fixture(scope="function") def whitelist_conf(default_conf): default_conf['stake_currency'] = 'BTC' default_conf['exchange']['pair_whitelist'] = [ 'ETH/BTC', 'TKN/BTC', 'TRST/BTC', 'SWT/BTC', 'BCC/BTC' ] default_conf['exchange']['pair_blacklist'] = [ 'BLK/BTC' ] default_conf['pairlist'] = {'method': 'StaticPairList', 'config': {'number_assets': 3} } return default_conf def test_load_pairlist_noexist(mocker, markets, default_conf): freqtradebot = get_patched_freqtradebot(mocker, default_conf) mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)) with pytest.raises(OperationalException, match=r"Impossible to load Pairlist 'NonexistingPairList'. " r"This class does not exist or contains Python code errors."): PairListResolver('NonexistingPairList', freqtradebot, default_conf).pairlist def test_refresh_market_pair_not_in_whitelist(mocker, markets, whitelist_conf): freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf) mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)) freqtradebot.pairlists.refresh_pairlist() # List ordered by BaseVolume whitelist = ['ETH/BTC', 'TKN/BTC'] # Ensure all except those in whitelist are removed assert set(whitelist) == set(freqtradebot.pairlists.whitelist) # Ensure config dict hasn't been changed assert (whitelist_conf['exchange']['pair_whitelist'] == freqtradebot.config['exchange']['pair_whitelist']) def test_refresh_pairlists(mocker, markets, whitelist_conf): freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf) mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)) freqtradebot.pairlists.refresh_pairlist() # List ordered by BaseVolume whitelist = ['ETH/BTC', 'TKN/BTC'] # Ensure all except those in whitelist are removed assert set(whitelist) == set(freqtradebot.pairlists.whitelist) assert whitelist_conf['exchange']['pair_blacklist'] == freqtradebot.pairlists.blacklist def test_refresh_pairlist_dynamic(mocker, markets, tickers, whitelist_conf): whitelist_conf['pairlist'] = {'method': 'VolumePairList', 'config': {'number_assets': 5} } mocker.patch.multiple( 'freqtrade.exchange.Exchange', markets=PropertyMock(return_value=markets), get_tickers=tickers, exchange_has=MagicMock(return_value=True) ) freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf) # argument: use the whitelist dynamically by exchange-volume whitelist = ['ETH/BTC', 'TKN/BTC', 'BTT/BTC'] freqtradebot.pairlists.refresh_pairlist() assert whitelist == freqtradebot.pairlists.whitelist whitelist_conf['pairlist'] = {'method': 'VolumePairList', 'config': {} } with pytest.raises(OperationalException, match=r'`number_assets` not specified. Please check your configuration ' r'for "pairlist.config.number_assets"'): PairListResolver('VolumePairList', freqtradebot, whitelist_conf).pairlist def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf): freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf) mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets_empty)) # argument: use the whitelist dynamically by exchange-volume whitelist = [] whitelist_conf['exchange']['pair_whitelist'] = [] freqtradebot.pairlists.refresh_pairlist() pairslist = whitelist_conf['exchange']['pair_whitelist'] assert set(whitelist) == set(pairslist) @pytest.mark.parametrize("precision_filter,base_currency,key,whitelist_result", [ (False, "BTC", "quoteVolume", ['ETH/BTC', 'TKN/BTC', 'BTT/BTC']), (False, "BTC", "bidVolume", ['BTT/BTC', 'TKN/BTC', 'ETH/BTC']), (False, "USDT", "quoteVolume", ['ETH/USDT', 'LTC/USDT']), (False, "ETH", "quoteVolume", []), # this replaces tests that were removed from test_exchange (True, "BTC", "quoteVolume", ["ETH/BTC", "TKN/BTC"]), (True, "BTC", "bidVolume", ["TKN/BTC", "ETH/BTC"]) ]) def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, markets, tickers, base_currency, key, whitelist_result, precision_filter) -> None: whitelist_conf['pairlist']['method'] = 'VolumePairList' mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)) mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers) mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, p, r: round(r, 8)) freqtrade.pairlists._precision_filter = precision_filter freqtrade.config['stake_currency'] = base_currency whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency=base_currency, key=key) assert whitelist == whitelist_result def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None: default_conf['pairlist'] = {'method': 'VolumePairList', 'config': {'number_assets': 10} } mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers) mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=False)) with pytest.raises(OperationalException): get_patched_freqtradebot(mocker, default_conf) @pytest.mark.parametrize("pairlist", AVAILABLE_PAIRLISTS) def test_pairlist_class(mocker, whitelist_conf, markets, pairlist): whitelist_conf['pairlist']['method'] = pairlist mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)) mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) assert freqtrade.pairlists.name == pairlist assert pairlist in freqtrade.pairlists.short_desc() assert isinstance(freqtrade.pairlists.whitelist, list) assert isinstance(freqtrade.pairlists.blacklist, list) @pytest.mark.parametrize("pairlist", AVAILABLE_PAIRLISTS) @pytest.mark.parametrize("whitelist,log_message", [ (['ETH/BTC', 'TKN/BTC'], ""), (['ETH/BTC', 'TKN/BTC', 'TRX/ETH'], "is not compatible with exchange"), # TRX/ETH wrong stake (['ETH/BTC', 'TKN/BTC', 'BCH/BTC'], "is not compatible with exchange"), # BCH/BTC not available (['ETH/BTC', 'TKN/BTC', 'BLK/BTC'], "is not compatible with exchange"), # BLK/BTC in blacklist (['ETH/BTC', 'TKN/BTC', 'LTC/BTC'], "Market is not active") # LTC/BTC is inactive ]) def test_validate_whitelist(mocker, whitelist_conf, markets, pairlist, whitelist, caplog, log_message): whitelist_conf['pairlist']['method'] = pairlist mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)) mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) caplog.clear() new_whitelist = freqtrade.pairlists._validate_whitelist(whitelist) assert set(new_whitelist) == set(['ETH/BTC', 'TKN/BTC']) assert log_message in caplog.text