30 lines
1.2 KiB
Python
30 lines
1.2 KiB
Python
from freqtrade.tests.conftest import log_has, get_patched_exchange
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from freqtrade.edge import Edge
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# Cases to be tested:
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# 1) Three complete trades within dataframe (with sell or buy hit for all)
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# 2) Two open trades but one without sell/buy hit
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# 3) Two complete trades and one which should not be considered as it happend while
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# there was an already open trade on pair
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# 4) Three complete trades with buy=1 on the last frame
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# 5) Candle drops 8%, stoploss at 1%: Trade closed, 1% loss
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# 6) Candle drops 4% but recovers to 1% loss, stoploss at 3%: Trade closed, 3% loss
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# 7) Candle drops 4% recovers to 1% entry criteria are met candle drops
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# 20%, stoploss at 2%: Trade 1 closed, Loss 2%, Trade 2 opened, Trade 2 closed, Loss 2%
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def test_filter(mocker, default_conf):
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exchange = get_patched_exchange(mocker, default_conf)
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edge = Edge(default_conf, exchange)
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mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
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return_value=[
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['E/F', -0.01, 0.66, 3.71, 0.50, 1.71],
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['C/D', -0.01, 0.66, 3.71, 0.50, 1.71],
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['N/O', -0.01, 0.66, 3.71, 0.50, 1.71]
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]
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))
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pairs = ['A/B', 'C/D', 'E/F', 'G/H']
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assert(edge.filter(pairs) == ['E/F', 'C/D'])
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