stable/freqtrade/tests/pairlist/test_pairlist.py
2019-03-12 16:31:22 +01:00

183 lines
7.8 KiB
Python

# pragma pylint: disable=missing-docstring,C0103,protected-access
from unittest.mock import MagicMock, PropertyMock
from freqtrade import OperationalException
from freqtrade.constants import AVAILABLE_PAIRLISTS
from freqtrade.resolvers import PairListResolver
from freqtrade.tests.conftest import get_patched_freqtradebot
import pytest
# 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': 3}
}
return default_conf
def test_load_pairlist_noexist(mocker, markets, default_conf):
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.exchange.Exchange.get_markets', markets)
with pytest.raises(ImportError,
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, markets, tickers, whitelist_conf):
whitelist_conf['pairlist'] = {'method': 'VolumePairList',
'config': {'number_assets': 5}
}
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
markets=PropertyMock(return_value=markets),
get_tickers=tickers,
exchange_has=MagicMock(return_value=True)
)
freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
# argument: use the whitelist dynamically by exchange-volume
whitelist = ['ETH/BTC', 'TKN/BTC', 'BTT/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)
def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, markets, tickers) -> None:
whitelist_conf['pairlist']['method'] = 'VolumePairList'
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=markets))
mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, p, r: round(r, 8))
# Test to retrieved BTC sorted on quoteVolume (default)
whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency='BTC', key='quoteVolume')
assert whitelist == ['ETH/BTC', 'TKN/BTC', 'BTT/BTC']
# Test to retrieve BTC sorted on bidVolume
whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency='BTC', key='bidVolume')
assert whitelist == ['BTT/BTC', 'TKN/BTC', 'ETH/BTC']
# Test with USDT sorted on quoteVolume (default)
freqtrade.config['stake_currency'] = 'USDT' # this has to be set, otherwise markets are removed
whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency='USDT', key='quoteVolume')
assert whitelist == ['ETH/USDT', 'LTC/USDT']
# Test with ETH (our fixture does not have ETH, so result should be empty)
freqtrade.config['stake_currency'] = 'ETH'
whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency='ETH', key='quoteVolume')
assert whitelist == []
freqtrade.pairlists._precision_filter = True
freqtrade.config['stake_currency'] = 'BTC'
# Retest First 2 test-cases to make sure BTT is not in it (too low priced)
whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency='BTC', key='quoteVolume')
assert whitelist == ['ETH/BTC', 'TKN/BTC']
whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency='BTC', key='bidVolume')
assert whitelist == ['TKN/BTC', 'ETH/BTC']
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)
whitelist = ['ETH/BTC', 'TKN/BTC']
new_whitelist = freqtrade.pairlists._validate_whitelist(whitelist)
assert set(whitelist) == set(new_whitelist)
whitelist = ['ETH/BTC', 'TKN/BTC', 'TRX/ETH']
new_whitelist = freqtrade.pairlists._validate_whitelist(whitelist)
# TRX/ETH was removed
assert set(['ETH/BTC', 'TKN/BTC']) == set(new_whitelist)
whitelist = ['ETH/BTC', 'TKN/BTC', 'BLK/BTC']
new_whitelist = freqtrade.pairlists._validate_whitelist(whitelist)
# BLK/BTC is in blacklist ...
assert set(['ETH/BTC', 'TKN/BTC']) == set(new_whitelist)