368 lines
15 KiB
Python
368 lines
15 KiB
Python
# pragma pylint: disable=missing-docstring,C0103,protected-access
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from unittest.mock import MagicMock, PropertyMock
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import pytest
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from freqtrade.constants import AVAILABLE_PAIRLISTS
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from freqtrade.exceptions import OperationalException
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from freqtrade.pairlist.pairlistmanager import PairListManager
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from freqtrade.resolvers import PairListResolver
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from tests.conftest import get_patched_freqtradebot, log_has, log_has_re
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# whitelist, blacklist
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@pytest.fixture(scope="function")
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def whitelist_conf(default_conf):
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default_conf['stake_currency'] = 'BTC'
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default_conf['exchange']['pair_whitelist'] = [
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'ETH/BTC',
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'TKN/BTC',
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'TRST/BTC',
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'SWT/BTC',
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'BCC/BTC'
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]
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default_conf['exchange']['pair_blacklist'] = [
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'BLK/BTC'
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]
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default_conf['pairlists'] = [
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{
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"method": "VolumePairList",
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"number_assets": 5,
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"sort_key": "quoteVolume",
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},
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]
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return default_conf
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@pytest.fixture(scope="function")
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def static_pl_conf(whitelist_conf):
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whitelist_conf['pairlists'] = [
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{
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"method": "StaticPairList",
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},
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]
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return whitelist_conf
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def test_log_on_refresh(mocker, static_pl_conf, markets, tickers):
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mocker.patch.multiple('freqtrade.exchange.Exchange',
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markets=PropertyMock(return_value=markets),
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exchange_has=MagicMock(return_value=True),
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get_tickers=tickers
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)
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freqtrade = get_patched_freqtradebot(mocker, static_pl_conf)
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logmock = MagicMock()
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# Assign starting whitelist
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pl = freqtrade.pairlists._pairlists[0]
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pl.log_on_refresh(logmock, 'Hello world')
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assert logmock.call_count == 1
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pl.log_on_refresh(logmock, 'Hello world')
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assert logmock.call_count == 1
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assert pl._log_cache.currsize == 1
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assert ('Hello world',) in pl._log_cache._Cache__data
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pl.log_on_refresh(logmock, 'Hello world2')
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assert logmock.call_count == 2
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assert pl._log_cache.currsize == 2
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def test_load_pairlist_noexist(mocker, markets, default_conf):
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
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plm = PairListManager(freqtrade.exchange, default_conf)
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with pytest.raises(OperationalException,
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match=r"Impossible to load Pairlist 'NonexistingPairList'. "
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r"This class does not exist or contains Python code errors."):
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PairListResolver.load_pairlist('NonexistingPairList', freqtrade.exchange, plm,
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default_conf, {}, 1)
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def test_refresh_market_pair_not_in_whitelist(mocker, markets, static_pl_conf):
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freqtrade = get_patched_freqtradebot(mocker, static_pl_conf)
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mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
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freqtrade.pairlists.refresh_pairlist()
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# List ordered by BaseVolume
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whitelist = ['ETH/BTC', 'TKN/BTC']
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# Ensure all except those in whitelist are removed
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assert set(whitelist) == set(freqtrade.pairlists.whitelist)
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# Ensure config dict hasn't been changed
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assert (static_pl_conf['exchange']['pair_whitelist'] ==
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freqtrade.config['exchange']['pair_whitelist'])
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def test_refresh_static_pairlist(mocker, markets, static_pl_conf):
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freqtrade = get_patched_freqtradebot(mocker, static_pl_conf)
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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exchange_has=MagicMock(return_value=True),
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markets=PropertyMock(return_value=markets),
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)
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freqtrade.pairlists.refresh_pairlist()
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# List ordered by BaseVolume
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whitelist = ['ETH/BTC', 'TKN/BTC']
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# Ensure all except those in whitelist are removed
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assert set(whitelist) == set(freqtrade.pairlists.whitelist)
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assert static_pl_conf['exchange']['pair_blacklist'] == freqtrade.pairlists.blacklist
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def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_conf):
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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get_tickers=tickers,
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exchange_has=MagicMock(return_value=True),
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)
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freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
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# Remock markets with shitcoinmarkets since get_patched_freqtradebot uses the markets fixture
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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markets=PropertyMock(return_value=shitcoinmarkets),
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)
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# argument: use the whitelist dynamically by exchange-volume
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whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC']
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freqtrade.pairlists.refresh_pairlist()
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assert whitelist == freqtrade.pairlists.whitelist
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whitelist_conf['pairlists'] = [{'method': 'VolumePairList',
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'config': {}
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}
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]
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with pytest.raises(OperationalException,
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match=r'`number_assets` not specified. Please check your configuration '
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r'for "pairlist.config.number_assets"'):
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PairListManager(freqtrade.exchange, whitelist_conf)
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def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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exchange_has=MagicMock(return_value=True),
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)
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freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
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mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets_empty))
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# argument: use the whitelist dynamically by exchange-volume
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whitelist = []
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whitelist_conf['exchange']['pair_whitelist'] = []
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freqtrade.pairlists.refresh_pairlist()
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pairslist = whitelist_conf['exchange']['pair_whitelist']
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assert set(whitelist) == set(pairslist)
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@pytest.mark.parametrize("pairlists,base_currency,whitelist_result", [
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# VolumePairList only
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([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
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"BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC']),
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# Different sorting depending on quote or bid volume
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([{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"}],
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"BTC", ['HOT/BTC', 'FUEL/BTC', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC']),
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([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
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"USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT']),
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# No pair for ETH, VolumePairList
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([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
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"ETH", []),
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# No pair for ETH, StaticPairList
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([{"method": "StaticPairList"}],
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"ETH", []),
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# No pair for ETH, all handlers
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([{"method": "StaticPairList"},
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{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
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{"method": "PrecisionFilter"},
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{"method": "PriceFilter", "low_price_ratio": 0.03},
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{"method": "SpreadFilter", "max_spread_ratio": 0.005},
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{"method": "ShuffleFilter"}],
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"ETH", []),
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# Precisionfilter and quote volume
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([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
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{"method": "PrecisionFilter"}], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
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# Precisionfilter bid
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([{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"},
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{"method": "PrecisionFilter"}], "BTC", ['FUEL/BTC', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC']),
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# PriceFilter and VolumePairList
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([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
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{"method": "PriceFilter", "low_price_ratio": 0.03}],
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"BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
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# PriceFilter and VolumePairList
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([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
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{"method": "PriceFilter", "low_price_ratio": 0.03}],
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"USDT", ['ETH/USDT', 'NANO/USDT']),
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# Hot is removed by precision_filter, Fuel by low_price_filter.
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([{"method": "VolumePairList", "number_assets": 6, "sort_key": "quoteVolume"},
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{"method": "PrecisionFilter"},
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{"method": "PriceFilter", "low_price_ratio": 0.02}],
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"BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
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# HOT and XRP are removed because below 1250 quoteVolume
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([{"method": "VolumePairList", "number_assets": 5,
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"sort_key": "quoteVolume", "min_value": 1250}],
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"BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']),
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# StaticPairlist only
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([{"method": "StaticPairList"}],
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"BTC", ['ETH/BTC', 'TKN/BTC']),
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# Static Pairlist before VolumePairList - sorting changes
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([{"method": "StaticPairList"},
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{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"}],
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"BTC", ['TKN/BTC', 'ETH/BTC']),
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# SpreadFilter
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([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
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{"method": "SpreadFilter", "max_spread_ratio": 0.005}],
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"USDT", ['ETH/USDT']),
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# ShuffleFilter
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([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
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{"method": "ShuffleFilter", "seed": 77}],
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"USDT", ['ETH/USDT', 'ADAHALF/USDT', 'NANO/USDT']),
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# ShuffleFilter, other seed
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([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
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{"method": "ShuffleFilter", "seed": 42}],
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"USDT", ['NANO/USDT', 'ETH/USDT', 'ADAHALF/USDT']),
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# ShuffleFilter, no seed
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([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
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{"method": "ShuffleFilter"}],
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"USDT", 3),
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])
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def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
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pairlists, base_currency, whitelist_result,
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caplog) -> None:
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whitelist_conf['pairlists'] = pairlists
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whitelist_conf['stake_currency'] = base_currency
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mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
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freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
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mocker.patch.multiple('freqtrade.exchange.Exchange',
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get_tickers=tickers,
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markets=PropertyMock(return_value=shitcoinmarkets),
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)
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freqtrade.pairlists.refresh_pairlist()
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whitelist = freqtrade.pairlists.whitelist
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assert isinstance(whitelist, list)
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# Verify length of pairlist matches (used for ShuffleFilter without seed)
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if type(whitelist_result) is list:
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assert whitelist == whitelist_result
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else:
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len(whitelist) == whitelist_result
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for pairlist in pairlists:
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if pairlist['method'] == 'PrecisionFilter' and whitelist_result:
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assert log_has_re(r'^Removed .* from whitelist, because stop price .* '
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r'would be <= stop limit.*', caplog)
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if pairlist['method'] == 'PriceFilter' and whitelist_result:
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assert (log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog) or
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log_has_re(r"^Removed .* from whitelist, because ticker\['last'\] is empty.*",
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caplog))
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if pairlist['method'] == 'VolumePairList':
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logmsg = ("DEPRECATED: using any key other than quoteVolume for "
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"VolumePairList is deprecated.")
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if pairlist['sort_key'] != 'quoteVolume':
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assert log_has(logmsg, caplog)
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else:
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assert not log_has(logmsg, caplog)
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def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None:
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default_conf['pairlists'] = [{'method': 'VolumePairList',
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'config': {'number_assets': 10}
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}]
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mocker.patch.multiple('freqtrade.exchange.Exchange',
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get_tickers=tickers,
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exchange_has=MagicMock(return_value=False),
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)
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with pytest.raises(OperationalException):
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get_patched_freqtradebot(mocker, default_conf)
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@pytest.mark.parametrize("pairlist", AVAILABLE_PAIRLISTS)
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def test_pairlist_class(mocker, whitelist_conf, markets, pairlist):
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whitelist_conf['pairlists'][0]['method'] = pairlist
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mocker.patch.multiple('freqtrade.exchange.Exchange',
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markets=PropertyMock(return_value=markets),
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exchange_has=MagicMock(return_value=True)
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)
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freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
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assert freqtrade.pairlists.name_list == [pairlist]
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assert pairlist in str(freqtrade.pairlists.short_desc())
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assert isinstance(freqtrade.pairlists.whitelist, list)
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assert isinstance(freqtrade.pairlists.blacklist, list)
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@pytest.mark.parametrize("pairlist", AVAILABLE_PAIRLISTS)
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@pytest.mark.parametrize("whitelist,log_message", [
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(['ETH/BTC', 'TKN/BTC'], ""),
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# TRX/ETH not in markets
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(['ETH/BTC', 'TKN/BTC', 'TRX/ETH'], "is not compatible with exchange"),
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# wrong stake
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(['ETH/BTC', 'TKN/BTC', 'ETH/USDT'], "is not compatible with your stake currency"),
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# BCH/BTC not available
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(['ETH/BTC', 'TKN/BTC', 'BCH/BTC'], "is not compatible with exchange"),
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# BTT/BTC is inactive
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(['ETH/BTC', 'TKN/BTC', 'BTT/BTC'], "Market is not active")
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])
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def test__whitelist_for_active_markets(mocker, whitelist_conf, markets, pairlist, whitelist, caplog,
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log_message, tickers):
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whitelist_conf['pairlists'][0]['method'] = pairlist
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mocker.patch.multiple('freqtrade.exchange.Exchange',
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markets=PropertyMock(return_value=markets),
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exchange_has=MagicMock(return_value=True),
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get_tickers=tickers
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)
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freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
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caplog.clear()
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# Assign starting whitelist
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new_whitelist = freqtrade.pairlists._pairlists[0]._whitelist_for_active_markets(whitelist)
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assert set(new_whitelist) == set(['ETH/BTC', 'TKN/BTC'])
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assert log_message in caplog.text
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def test_volumepairlist_invalid_sortvalue(mocker, markets, whitelist_conf):
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whitelist_conf['pairlists'][0].update({"sort_key": "asdf"})
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mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
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with pytest.raises(OperationalException,
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match=r"key asdf not in .*"):
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get_patched_freqtradebot(mocker, whitelist_conf)
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def test_volumepairlist_caching(mocker, markets, whitelist_conf, tickers):
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mocker.patch.multiple('freqtrade.exchange.Exchange',
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markets=PropertyMock(return_value=markets),
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exchange_has=MagicMock(return_value=True),
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get_tickers=tickers
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)
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freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
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assert freqtrade.pairlists._pairlists[0]._last_refresh == 0
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assert tickers.call_count == 0
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freqtrade.pairlists.refresh_pairlist()
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assert tickers.call_count == 1
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assert freqtrade.pairlists._pairlists[0]._last_refresh != 0
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lrf = freqtrade.pairlists._pairlists[0]._last_refresh
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freqtrade.pairlists.refresh_pairlist()
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assert tickers.call_count == 1
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# Time should not be updated.
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assert freqtrade.pairlists._pairlists[0]._last_refresh == lrf
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def test_pairlistmanager_no_pairlist(mocker, markets, whitelist_conf, caplog):
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mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
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whitelist_conf['pairlists'] = []
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with pytest.raises(OperationalException,
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match=r"No Pairlist defined!"):
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get_patched_freqtradebot(mocker, whitelist_conf)
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