# pragma pylint: disable=missing-docstring,C0103,protected-access from unittest.mock import MagicMock, PropertyMock import pytest from freqtrade.constants import AVAILABLE_PAIRLISTS from freqtrade.exceptions import OperationalException from freqtrade.pairlist.pairlistmanager import PairListManager from freqtrade.resolvers import PairListResolver from tests.conftest import get_patched_freqtradebot, log_has, log_has_re @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', 'HOT/BTC', ] default_conf['exchange']['pair_blacklist'] = [ 'BLK/BTC' ] default_conf['pairlists'] = [ { "method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume", }, ] return default_conf @pytest.fixture(scope="function") def whitelist_conf_2(default_conf): default_conf['stake_currency'] = 'BTC' default_conf['exchange']['pair_whitelist'] = [ 'ETH/BTC', 'TKN/BTC', 'BLK/BTC', 'LTC/BTC', 'BTT/BTC', 'HOT/BTC', 'FUEL/BTC', 'XRP/BTC' ] default_conf['exchange']['pair_blacklist'] = [ 'BLK/BTC' ] default_conf['pairlists'] = [ # { "method": "StaticPairList"}, { "method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume", "refresh_period": 0, }, ] return default_conf @pytest.fixture(scope="function") def whitelist_conf_3(default_conf): default_conf['stake_currency'] = 'BTC' default_conf['exchange']['pair_whitelist'] = [ 'ETH/BTC', 'TKN/BTC', 'BLK/BTC', 'LTC/BTC', 'BTT/BTC', 'HOT/BTC', 'FUEL/BTC', 'XRP/BTC' ] default_conf['exchange']['pair_blacklist'] = [ 'BLK/BTC' ] default_conf['pairlists'] = [ { "method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume", "refresh_period": 0, }, { "method": "AgeFilter", "min_days_listed": 2 } ] return default_conf @pytest.fixture(scope="function") def static_pl_conf(whitelist_conf): whitelist_conf['pairlists'] = [ { "method": "StaticPairList", }, ] return whitelist_conf def test_log_on_refresh(mocker, static_pl_conf, markets, tickers): mocker.patch.multiple('freqtrade.exchange.Exchange', markets=PropertyMock(return_value=markets), exchange_has=MagicMock(return_value=True), get_tickers=tickers ) freqtrade = get_patched_freqtradebot(mocker, static_pl_conf) logmock = MagicMock() # Assign starting whitelist pl = freqtrade.pairlists._pairlist_handlers[0] pl.log_on_refresh(logmock, 'Hello world') assert logmock.call_count == 1 pl.log_on_refresh(logmock, 'Hello world') assert logmock.call_count == 1 assert pl._log_cache.currsize == 1 assert ('Hello world',) in pl._log_cache._Cache__data pl.log_on_refresh(logmock, 'Hello world2') assert logmock.call_count == 2 assert pl._log_cache.currsize == 2 def test_load_pairlist_noexist(mocker, markets, default_conf): freqtrade = get_patched_freqtradebot(mocker, default_conf) mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)) plm = PairListManager(freqtrade.exchange, default_conf) with pytest.raises(OperationalException, match=r"Impossible to load Pairlist 'NonexistingPairList'. " r"This class does not exist or contains Python code errors."): PairListResolver.load_pairlist('NonexistingPairList', freqtrade.exchange, plm, default_conf, {}, 1) def test_refresh_market_pair_not_in_whitelist(mocker, markets, static_pl_conf): freqtrade = get_patched_freqtradebot(mocker, static_pl_conf) mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)) freqtrade.pairlists.refresh_pairlist() # List ordered by BaseVolume whitelist = ['ETH/BTC', 'TKN/BTC'] # Ensure all except those in whitelist are removed assert set(whitelist) == set(freqtrade.pairlists.whitelist) # Ensure config dict hasn't been changed assert (static_pl_conf['exchange']['pair_whitelist'] == freqtrade.config['exchange']['pair_whitelist']) def test_refresh_static_pairlist(mocker, markets, static_pl_conf): freqtrade = get_patched_freqtradebot(mocker, static_pl_conf) mocker.patch.multiple( 'freqtrade.exchange.Exchange', exchange_has=MagicMock(return_value=True), markets=PropertyMock(return_value=markets), ) freqtrade.pairlists.refresh_pairlist() # List ordered by BaseVolume whitelist = ['ETH/BTC', 'TKN/BTC'] # Ensure all except those in whitelist are removed assert set(whitelist) == set(freqtrade.pairlists.whitelist) assert static_pl_conf['exchange']['pair_blacklist'] == freqtrade.pairlists.blacklist def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_conf): mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_tickers=tickers, exchange_has=MagicMock(return_value=True), ) freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) # Remock markets with shitcoinmarkets since get_patched_freqtradebot uses the markets fixture mocker.patch.multiple( 'freqtrade.exchange.Exchange', markets=PropertyMock(return_value=shitcoinmarkets), ) # argument: use the whitelist dynamically by exchange-volume whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC'] freqtrade.pairlists.refresh_pairlist() assert whitelist == freqtrade.pairlists.whitelist whitelist_conf['pairlists'] = [{'method': 'VolumePairList'}] with pytest.raises(OperationalException, match=r'`number_assets` not specified. Please check your configuration ' r'for "pairlist.config.number_assets"'): PairListManager(freqtrade.exchange, whitelist_conf) def test_refresh_pairlist_dynamic_2(mocker, shitcoinmarkets, tickers, whitelist_conf_2): tickers_dict = tickers() mocker.patch.multiple( 'freqtrade.exchange.Exchange', exchange_has=MagicMock(return_value=True), ) # Remove caching of ticker data to emulate changing volume by the time of second call mocker.patch.multiple( 'freqtrade.pairlist.pairlistmanager.PairListManager', _get_cached_tickers=MagicMock(return_value=tickers_dict), ) freqtrade = get_patched_freqtradebot(mocker, whitelist_conf_2) # Remock markets with shitcoinmarkets since get_patched_freqtradebot uses the markets fixture mocker.patch.multiple( 'freqtrade.exchange.Exchange', markets=PropertyMock(return_value=shitcoinmarkets), ) whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC'] freqtrade.pairlists.refresh_pairlist() assert whitelist == freqtrade.pairlists.whitelist whitelist = ['FUEL/BTC', 'ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC'] tickers_dict['FUEL/BTC']['quoteVolume'] = 10000.0 freqtrade.pairlists.refresh_pairlist() assert whitelist == freqtrade.pairlists.whitelist def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf): mocker.patch.multiple( '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_empty)) # argument: use the whitelist dynamically by exchange-volume whitelist = [] whitelist_conf['exchange']['pair_whitelist'] = [] freqtrade.pairlists.refresh_pairlist() pairslist = whitelist_conf['exchange']['pair_whitelist'] assert set(whitelist) == set(pairslist) @pytest.mark.parametrize("pairlists,base_currency,whitelist_result", [ # VolumePairList only ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC']), ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}], "USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT', 'ADADOUBLE/USDT']), # No pair for ETH, VolumePairList ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}], "ETH", []), # No pair for ETH, StaticPairList ([{"method": "StaticPairList"}], "ETH", []), # No pair for ETH, all handlers ([{"method": "StaticPairList"}, {"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, {"method": "AgeFilter", "min_days_listed": 2}, {"method": "PrecisionFilter"}, {"method": "PriceFilter", "low_price_ratio": 0.03}, {"method": "SpreadFilter", "max_spread_ratio": 0.005}, {"method": "ShuffleFilter"}, {"method": "PerformanceFilter"}], "ETH", []), # AgeFilter and VolumePairList (require 2 days only, all should pass age test) ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, {"method": "AgeFilter", "min_days_listed": 2}], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC']), # AgeFilter and VolumePairList (require 10 days, all should fail age test) ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, {"method": "AgeFilter", "min_days_listed": 10}], "BTC", []), # Precisionfilter and quote volume ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, {"method": "PrecisionFilter"}], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']), # PriceFilter and VolumePairList ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, {"method": "PriceFilter", "low_price_ratio": 0.03}], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']), # PriceFilter and VolumePairList ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, {"method": "PriceFilter", "low_price_ratio": 0.03}], "USDT", ['ETH/USDT', 'NANO/USDT']), # Hot is removed by precision_filter, Fuel by low_price_ratio, Ripple by min_price. ([{"method": "VolumePairList", "number_assets": 6, "sort_key": "quoteVolume"}, {"method": "PrecisionFilter"}, {"method": "PriceFilter", "low_price_ratio": 0.02, "min_price": 0.01}], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']), # Hot is removed by precision_filter, Fuel by low_price_ratio, Ethereum by max_price. ([{"method": "VolumePairList", "number_assets": 6, "sort_key": "quoteVolume"}, {"method": "PrecisionFilter"}, {"method": "PriceFilter", "low_price_ratio": 0.02, "max_price": 0.05}], "BTC", ['TKN/BTC', 'LTC/BTC', 'XRP/BTC']), # HOT and XRP are removed because below 1250 quoteVolume ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume", "min_value": 1250}], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']), # StaticPairlist only ([{"method": "StaticPairList"}], "BTC", ['ETH/BTC', 'TKN/BTC', 'HOT/BTC']), # Static Pairlist before VolumePairList - sorting changes # SpreadFilter ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, {"method": "SpreadFilter", "max_spread_ratio": 0.005}], "USDT", ['ETH/USDT']), # ShuffleFilter ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, {"method": "ShuffleFilter", "seed": 77}], "USDT", ['ADADOUBLE/USDT', 'ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT']), # ShuffleFilter, other seed ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, {"method": "ShuffleFilter", "seed": 42}], "USDT", ['ADAHALF/USDT', 'NANO/USDT', 'ADADOUBLE/USDT', 'ETH/USDT']), # ShuffleFilter, no seed ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, {"method": "ShuffleFilter"}], "USDT", 3), # whitelist_result is integer -- check only length of randomized pairlist # PerformanceFilter ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, {"method": "PerformanceFilter"}], "USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT', 'ADADOUBLE/USDT']), # AgeFilter only ([{"method": "AgeFilter", "min_days_listed": 2}], "BTC", 'filter_at_the_beginning'), # OperationalException expected # PrecisionFilter after StaticPairList ([{"method": "StaticPairList"}, {"method": "PrecisionFilter"}], "BTC", ['ETH/BTC', 'TKN/BTC']), # PrecisionFilter only ([{"method": "PrecisionFilter"}], "BTC", 'filter_at_the_beginning'), # OperationalException expected # PriceFilter after StaticPairList ([{"method": "StaticPairList"}, {"method": "PriceFilter", "low_price_ratio": 0.02, "min_price": 0.000001, "max_price": 0.1}], "BTC", ['ETH/BTC', 'TKN/BTC']), # PriceFilter only ([{"method": "PriceFilter", "low_price_ratio": 0.02}], "BTC", 'filter_at_the_beginning'), # OperationalException expected # ShuffleFilter after StaticPairList ([{"method": "StaticPairList"}, {"method": "ShuffleFilter", "seed": 42}], "BTC", ['TKN/BTC', 'ETH/BTC', 'HOT/BTC']), # ShuffleFilter only ([{"method": "ShuffleFilter", "seed": 42}], "BTC", 'filter_at_the_beginning'), # OperationalException expected # PrecisionFilter after StaticPairList ([{"method": "StaticPairList"}, {"method": "PrecisionFilter", "seed": 42}], "BTC", ['TKN/BTC', 'ETH/BTC', 'HOT/BTC']), # PrecisionFilter only ([{"method": "PrecisionFilter", "seed": 42}], "BTC", 'filter_at_the_beginning'), # OperationalException expected # SpreadFilter after StaticPairList ([{"method": "StaticPairList"}, {"method": "SpreadFilter", "max_spread_ratio": 0.005}], "BTC", ['ETH/BTC', 'TKN/BTC']), # SpreadFilter only ([{"method": "SpreadFilter", "max_spread_ratio": 0.005}], "BTC", 'filter_at_the_beginning'), # OperationalException expected # Static Pairlist after VolumePairList, on a non-first position ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, {"method": "StaticPairList"}], "BTC", 'static_in_the_middle'), ([{"method": "VolumePairList", "number_assets": 20, "sort_key": "quoteVolume"}, {"method": "PriceFilter", "low_price_ratio": 0.02}], "USDT", ['ETH/USDT', 'NANO/USDT']), ]) def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers, ohlcv_history_list, pairlists, base_currency, whitelist_result, caplog) -> None: whitelist_conf['pairlists'] = pairlists whitelist_conf['stake_currency'] = base_currency mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) if whitelist_result == 'static_in_the_middle': with pytest.raises(OperationalException, match=r"StaticPairList can only be used in the first position " r"in the list of Pairlist Handlers."): freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) return freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) mocker.patch.multiple('freqtrade.exchange.Exchange', get_tickers=tickers, markets=PropertyMock(return_value=shitcoinmarkets) ) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_historic_ohlcv=MagicMock(return_value=ohlcv_history_list), ) # Provide for PerformanceFilter's dependency mocker.patch.multiple('freqtrade.persistence.Trade', get_overall_performance=MagicMock(return_value=[{'pair':'ETH/BTC','profit':5,'count':3}]), ) # Set whitelist_result to None if pairlist is invalid and should produce exception if whitelist_result == 'filter_at_the_beginning': with pytest.raises(OperationalException, match=r"This Pairlist Handler should not be used at the first position " r"in the list of Pairlist Handlers."): freqtrade.pairlists.refresh_pairlist() else: freqtrade.pairlists.refresh_pairlist() whitelist = freqtrade.pairlists.whitelist assert isinstance(whitelist, list) # Verify length of pairlist matches (used for ShuffleFilter without seed) if type(whitelist_result) is list: assert whitelist == whitelist_result else: len(whitelist) == whitelist_result for pairlist in pairlists: if pairlist['method'] == 'AgeFilter' and pairlist['min_days_listed'] and \ len(ohlcv_history_list) <= pairlist['min_days_listed']: assert log_has_re(r'^Removed .* from whitelist, because age .* is less than ' r'.* day.*', caplog) if pairlist['method'] == 'PrecisionFilter' and whitelist_result: assert log_has_re(r'^Removed .* from whitelist, because stop price .* ' r'would be <= stop limit.*', caplog) if pairlist['method'] == 'PriceFilter' and whitelist_result: assert (log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog) or log_has_re(r'^Removed .* from whitelist, ' r'because last price < .*%$', caplog) or log_has_re(r'^Removed .* from whitelist, ' r'because last price > .*%$', caplog) or log_has_re(r"^Removed .* from whitelist, because ticker\['last'\] " r"is empty.*", caplog)) if pairlist['method'] == 'VolumePairList': logmsg = ("DEPRECATED: using any key other than quoteVolume for " "VolumePairList is deprecated.") if pairlist['sort_key'] != 'quoteVolume': assert log_has(logmsg, caplog) else: assert not log_has(logmsg, caplog) def test_PrecisionFilter_error(mocker, whitelist_conf) -> None: whitelist_conf['pairlists'] = [{"method": "StaticPairList"}, {"method": "PrecisionFilter"}] del whitelist_conf['stoploss'] mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) with pytest.raises(OperationalException, match=r"PrecisionFilter can only work with stoploss defined\..*"): PairListManager(MagicMock, whitelist_conf) def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None: default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10}] mocker.patch.multiple('freqtrade.exchange.Exchange', get_tickers=tickers, exchange_has=MagicMock(return_value=False), ) with pytest.raises(OperationalException, match=r'Exchange does not support dynamic whitelist.*'): get_patched_freqtradebot(mocker, default_conf) @pytest.mark.parametrize("pairlist", AVAILABLE_PAIRLISTS) def test_pairlist_class(mocker, whitelist_conf, markets, pairlist): whitelist_conf['pairlists'][0]['method'] = pairlist mocker.patch.multiple('freqtrade.exchange.Exchange', markets=PropertyMock(return_value=markets), exchange_has=MagicMock(return_value=True) ) freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) assert freqtrade.pairlists.name_list == [pairlist] assert pairlist in str(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'], ""), # TRX/ETH not in markets (['ETH/BTC', 'TKN/BTC', 'TRX/ETH'], "is not compatible with exchange"), # wrong stake (['ETH/BTC', 'TKN/BTC', 'ETH/USDT'], "is not compatible with your stake currency"), # BCH/BTC not available (['ETH/BTC', 'TKN/BTC', 'BCH/BTC'], "is not compatible with exchange"), # BTT/BTC is inactive (['ETH/BTC', 'TKN/BTC', 'BTT/BTC'], "Market is not active"), # XLTCUSDT is not a valid pair (['ETH/BTC', 'TKN/BTC', 'XLTCUSDT'], "is not tradable with Freqtrade"), ]) def test__whitelist_for_active_markets(mocker, whitelist_conf, markets, pairlist, whitelist, caplog, log_message, tickers): whitelist_conf['pairlists'][0]['method'] = pairlist mocker.patch.multiple('freqtrade.exchange.Exchange', markets=PropertyMock(return_value=markets), exchange_has=MagicMock(return_value=True), get_tickers=tickers ) freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) caplog.clear() # Assign starting whitelist pairlist_handler = freqtrade.pairlists._pairlist_handlers[0] new_whitelist = pairlist_handler._whitelist_for_active_markets(whitelist) assert set(new_whitelist) == set(['ETH/BTC', 'TKN/BTC']) assert log_message in caplog.text @pytest.mark.parametrize("pairlist", AVAILABLE_PAIRLISTS) def test__whitelist_for_active_markets_empty(mocker, whitelist_conf, pairlist, tickers): whitelist_conf['pairlists'][0]['method'] = pairlist mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True) freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) mocker.patch.multiple('freqtrade.exchange.Exchange', markets=PropertyMock(return_value=None), get_tickers=tickers ) # Assign starting whitelist pairlist_handler = freqtrade.pairlists._pairlist_handlers[0] with pytest.raises(OperationalException, match=r'Markets not loaded.*'): pairlist_handler._whitelist_for_active_markets(['ETH/BTC']) def test_volumepairlist_invalid_sortvalue(mocker, whitelist_conf): whitelist_conf['pairlists'][0].update({"sort_key": "asdf"}) mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) with pytest.raises(OperationalException, match=r"key asdf not in .*"): get_patched_freqtradebot(mocker, whitelist_conf) def test_volumepairlist_caching(mocker, markets, whitelist_conf, tickers): mocker.patch.multiple('freqtrade.exchange.Exchange', markets=PropertyMock(return_value=markets), exchange_has=MagicMock(return_value=True), get_tickers=tickers ) freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) assert freqtrade.pairlists._pairlist_handlers[0]._last_refresh == 0 assert tickers.call_count == 0 freqtrade.pairlists.refresh_pairlist() assert tickers.call_count == 1 assert freqtrade.pairlists._pairlist_handlers[0]._last_refresh != 0 lrf = freqtrade.pairlists._pairlist_handlers[0]._last_refresh freqtrade.pairlists.refresh_pairlist() assert tickers.call_count == 1 # Time should not be updated. assert freqtrade.pairlists._pairlist_handlers[0]._last_refresh == lrf def test_agefilter_min_days_listed_too_small(mocker, default_conf, markets, tickers): default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10}, {'method': 'AgeFilter', 'min_days_listed': -1}] 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'AgeFilter requires min_days_listed to be >= 1'): get_patched_freqtradebot(mocker, default_conf) def test_agefilter_min_days_listed_too_large(mocker, default_conf, markets, tickers): default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10}, {'method': 'AgeFilter', 'min_days_listed': 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'AgeFilter requires min_days_listed to not exceed ' r'exchange max request size \([0-9]+\)'): get_patched_freqtradebot(mocker, default_conf) def test_agefilter_caching(mocker, markets, whitelist_conf_3, tickers, ohlcv_history_list): mocker.patch.multiple('freqtrade.exchange.Exchange', markets=PropertyMock(return_value=markets), exchange_has=MagicMock(return_value=True), get_tickers=tickers ) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_historic_ohlcv=MagicMock(return_value=ohlcv_history_list), ) freqtrade = get_patched_freqtradebot(mocker, whitelist_conf_3) assert freqtrade.exchange.get_historic_ohlcv.call_count == 0 freqtrade.pairlists.refresh_pairlist() assert freqtrade.exchange.get_historic_ohlcv.call_count > 0 previous_call_count = freqtrade.exchange.get_historic_ohlcv.call_count freqtrade.pairlists.refresh_pairlist() # Should not have increased since first call. assert freqtrade.exchange.get_historic_ohlcv.call_count == previous_call_count @pytest.mark.parametrize("pairlistconfig,desc_expected,exception_expected", [ ({"method": "PriceFilter", "low_price_ratio": 0.001, "min_price": 0.00000010, "max_price": 1.0}, "[{'PriceFilter': 'PriceFilter - Filtering pairs priced below " "0.1% or below 0.00000010 or above 1.00000000.'}]", None ), ({"method": "PriceFilter", "low_price_ratio": 0.001, "min_price": 0.00000010}, "[{'PriceFilter': 'PriceFilter - Filtering pairs priced below 0.1% or below 0.00000010.'}]", None ), ({"method": "PriceFilter", "low_price_ratio": 0.001, "max_price": 1.00010000}, "[{'PriceFilter': 'PriceFilter - Filtering pairs priced below 0.1% or above 1.00010000.'}]", None ), ({"method": "PriceFilter", "min_price": 0.00002000}, "[{'PriceFilter': 'PriceFilter - Filtering pairs priced below 0.00002000.'}]", None ), ({"method": "PriceFilter"}, "[{'PriceFilter': 'PriceFilter - No price filters configured.'}]", None ), ({"method": "PriceFilter", "low_price_ratio": -0.001}, None, "PriceFilter requires low_price_ratio to be >= 0" ), # OperationalException expected ({"method": "PriceFilter", "min_price": -0.00000010}, None, "PriceFilter requires min_price to be >= 0" ), # OperationalException expected ({"method": "PriceFilter", "max_price": -1.00010000}, None, "PriceFilter requires max_price to be >= 0" ), # OperationalException expected ]) def test_pricefilter_desc(mocker, whitelist_conf, markets, pairlistconfig, desc_expected, exception_expected): mocker.patch.multiple('freqtrade.exchange.Exchange', markets=PropertyMock(return_value=markets), exchange_has=MagicMock(return_value=True) ) whitelist_conf['pairlists'] = [pairlistconfig] if desc_expected is not None: freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) short_desc = str(freqtrade.pairlists.short_desc()) assert short_desc == desc_expected else: # OperationalException expected with pytest.raises(OperationalException, match=exception_expected): freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) def test_pairlistmanager_no_pairlist(mocker, whitelist_conf): mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) whitelist_conf['pairlists'] = [] with pytest.raises(OperationalException, match=r"No Pairlist Handlers defined"): get_patched_freqtradebot(mocker, whitelist_conf) @pytest.mark.parametrize("pairlists,base_currency,overall_performance,expected", [ # Happy path, descening order, all values filled ([{"method": "StaticPairList"},{"method": "PerformanceFilter"}],'BTC',[{'pair':'ETH/BTC','profit':5,'count':3}, {'pair':'ETC/BTC','profit':4,'count':2}],['ETC/BTC']), ]) def test_performance_filter(mocker, whitelist_conf, base_currency, pairlists, overall_performance, expected, tickers, markets, ohlcv_history_list): whitelist_conf['pairlists'] = pairlists whitelist_conf['stake_currency'] = base_currency mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) mocker.patch.multiple('freqtrade.exchange.Exchange', get_tickers=tickers, markets=PropertyMock(return_value=markets) ) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_historic_ohlcv=MagicMock(return_value=ohlcv_history_list), ) mocker.patch.multiple('freqtrade.persistence.Trade', get_overall_performance=MagicMock(return_value=overall_performance), ) freqtrade.pairlists.refresh_pairlist() whitelist = freqtrade.pairlists.whitelist assert whitelist == expected