194 lines
8.8 KiB
Python
194 lines
8.8 KiB
Python
# pragma pylint: disable=missing-docstring,C0103,protected-access
|
|
|
|
from unittest.mock import MagicMock, PropertyMock
|
|
|
|
import pytest
|
|
|
|
from freqtrade import OperationalException
|
|
from freqtrade.constants import AVAILABLE_PAIRLISTS
|
|
from freqtrade.resolvers import PairListResolver
|
|
from tests.conftest import get_patched_freqtradebot, log_has_re
|
|
|
|
# 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': 5}
|
|
}
|
|
|
|
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, shitcoinmarkets, tickers, whitelist_conf):
|
|
whitelist_conf['pairlist'] = {'method': 'VolumePairList',
|
|
'config': {'number_assets': 5,
|
|
'precision_filter': False}
|
|
}
|
|
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
get_tickers=tickers,
|
|
exchange_has=MagicMock(return_value=True)
|
|
)
|
|
freqtradebot = 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', 'HOT/BTC', 'FUEL/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,low_price_filter,base_currency,key,whitelist_result", [
|
|
(False, 0, "BTC", "quoteVolume", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC', 'FUEL/BTC']),
|
|
(False, 0, "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'HOT/BTC', 'FUEL/BTC']),
|
|
(False, 0, "USDT", "quoteVolume", ['ETH/USDT']),
|
|
(False, 0, "ETH", "quoteVolume", []),
|
|
(True, 0, "BTC", "quoteVolume", ["LTC/BTC", "ETH/BTC", "TKN/BTC", 'FUEL/BTC']),
|
|
(True, 0, "BTC", "bidVolume", ["LTC/BTC", "TKN/BTC", "ETH/BTC", 'FUEL/BTC']),
|
|
(False, 0.03, "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'FUEL/BTC']),
|
|
# Hot is removed by precision_filter, Fuel by low_price_filter.
|
|
(True, 0.02, "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC']),
|
|
])
|
|
def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
|
|
precision_filter, low_price_filter, base_currency, key,
|
|
whitelist_result, caplog) -> None:
|
|
whitelist_conf['pairlist']['method'] = 'VolumePairList'
|
|
whitelist_conf['pairlist']['config']['precision_filter'] = precision_filter
|
|
whitelist_conf['pairlist']['config']['low_price_percent_filter'] = low_price_filter
|
|
|
|
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=shitcoinmarkets))
|
|
mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers)
|
|
|
|
freqtrade.config['stake_currency'] = base_currency
|
|
whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency=base_currency, key=key)
|
|
assert sorted(whitelist) == sorted(whitelist_result)
|
|
if precision_filter:
|
|
assert log_has_re(r'^Removed .* from whitelist, because stop price .* '
|
|
r'would be <= stop limit.*', caplog)
|
|
|
|
if low_price_filter:
|
|
assert log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog)
|
|
|
|
|
|
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', 'BTT/BTC'], "Market is not active") # BTT/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
|