stable/freqtrade/tests/test_acl_pair.py
2018-01-28 00:28:41 -08:00

137 lines
4.3 KiB
Python

# pragma pylint: disable=missing-docstring,C0103
from freqtrade.main import refresh_whitelist, gen_pair_whitelist
# whitelist, blacklist, filtering, all of that will
# eventually become some rules to run on a generic ACL engine
# perhaps try to anticipate that by using some python package
def whitelist_conf():
return {
'stake_currency': 'BTC',
'exchange': {
'pair_whitelist': [
'BTC_ETH',
'BTC_TKN',
'BTC_TRST',
'BTC_SWT',
'BTC_BCC'
],
'pair_blacklist': [
'BTC_BLK'
],
},
}
def get_market_summaries():
return [{
'MarketName': 'BTC-TKN',
'High': 0.00000919,
'Low': 0.00000820,
'Volume': 74339.61396015,
'Last': 0.00000820,
'BaseVolume': 1664,
'TimeStamp': '2014-07-09T07:19:30.15',
'Bid': 0.00000820,
'Ask': 0.00000831,
'OpenBuyOrders': 15,
'OpenSellOrders': 15,
'PrevDay': 0.00000821,
'Created': '2014-03-20T06:00:00',
'DisplayMarketName': ''
}, {
'MarketName': 'BTC-ETH',
'High': 0.00000072,
'Low': 0.00000001,
'Volume': 166340678.42280999,
'Last': 0.00000005,
'BaseVolume': 42,
'TimeStamp': '2014-07-09T07:21:40.51',
'Bid': 0.00000004,
'Ask': 0.00000005,
'OpenBuyOrders': 18,
'OpenSellOrders': 18,
'PrevDay': 0.00000002,
'Created': '2014-05-30T07:57:49.637',
'DisplayMarketName': ''
}, {
'MarketName': 'BTC-BLK',
'High': 0.00000072,
'Low': 0.00000001,
'Volume': 166340678.42280999,
'Last': 0.00000005,
'BaseVolume': 3,
'TimeStamp': '2014-07-09T07:21:40.51',
'Bid': 0.00000004,
'Ask': 0.00000005,
'OpenBuyOrders': 18,
'OpenSellOrders': 18,
'PrevDay': 0.00000002,
'Created': '2014-05-30T07:57:49.637',
'DisplayMarketName': ''
}]
def get_health():
return [{'Currency': 'ETH', 'IsActive': True},
{'Currency': 'TKN', 'IsActive': True},
{'Currency': 'BLK', 'IsActive': True}]
def get_health_empty():
return []
def test_refresh_market_pair_not_in_whitelist(mocker):
conf = whitelist_conf()
mocker.patch.dict('freqtrade.main._CONF', conf)
mocker.patch.multiple('freqtrade.main.exchange',
get_wallet_health=get_health)
refreshedwhitelist = refresh_whitelist(
conf['exchange']['pair_whitelist'] + ['BTC_XXX'])
# List ordered by BaseVolume
whitelist = ['BTC_ETH', 'BTC_TKN']
# Ensure all except those in whitelist are removed
assert whitelist == refreshedwhitelist
def test_refresh_whitelist(mocker):
conf = whitelist_conf()
mocker.patch.dict('freqtrade.main._CONF', conf)
mocker.patch.multiple('freqtrade.main.exchange',
get_wallet_health=get_health)
refreshedwhitelist = refresh_whitelist(conf['exchange']['pair_whitelist'])
# List ordered by BaseVolume
whitelist = ['BTC_ETH', 'BTC_TKN']
# Ensure all except those in whitelist are removed
assert whitelist == refreshedwhitelist
def test_refresh_whitelist_dynamic(mocker):
conf = whitelist_conf()
mocker.patch.dict('freqtrade.main._CONF', conf)
mocker.patch.multiple('freqtrade.main.exchange',
get_wallet_health=get_health)
mocker.patch.multiple('freqtrade.main.exchange',
get_market_summaries=get_market_summaries)
# argument: use the whitelist dynamically by exchange-volume
whitelist = ['BTC_TKN', 'BTC_ETH']
refreshedwhitelist = refresh_whitelist(
gen_pair_whitelist(conf['stake_currency']))
assert whitelist == refreshedwhitelist
def test_refresh_whitelist_dynamic_empty(mocker):
conf = whitelist_conf()
mocker.patch.dict('freqtrade.main._CONF', conf)
mocker.patch.multiple('freqtrade.main.exchange',
get_wallet_health=get_health_empty)
# argument: use the whitelist dynamically by exchange-volume
whitelist = []
conf['exchange']['pair_whitelist'] = []
refresh_whitelist(whitelist)
pairslist = conf['exchange']['pair_whitelist']
assert set(whitelist) == set(pairslist)