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Merge pull request #292 from jblestang/fix_pair_black_list

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Bug in blacklist pair handling
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Samuel Husso 2018-01-03 07:54:18 +02:00 committed by GitHub
commit 208d3770da
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2 changed files with 61 additions and 9 deletions
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5
freqtrade/main.py
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@ -35,9 +35,12 @@ def refresh_whitelist(whitelist: List[str]) -> List[str]:
known_pairs = set()
for status in health:
pair = '{}_{}'.format(_CONF['stake_currency'], status['Currency'])
known_pairs.add(pair)
# pair is not int the generated dynamic market, or in the blacklist ... ignore it
if pair not in whitelist or pair in _CONF['exchange'].get('pair_blacklist', []):
continue
# else the pair is valid
known_pairs.add(pair)
# Market is not active
if not status['IsActive']:
sanitized_whitelist.remove(pair)
logger.info(

65
freqtrade/tests/test_acl_pair.py
View File

@ -1,4 +1,4 @@
from freqtrade.main import refresh_whitelist
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
@ -23,18 +23,65 @@ def whitelist_conf():
}
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,
'BaseVolume': 42
'IsActive': True
},
{'Currency': 'TKN',
'IsActive': True,
'BaseVolume': 1664
'IsActive': True
},
{'Currency': 'BLK',
'IsActive': True,
'BaseVolume': 4096
'IsActive': True
}
]
@ -72,9 +119,11 @@ def test_refresh_whitelist_dynamic(mocker):
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(whitelist)
refreshedwhitelist = refresh_whitelist(gen_pair_whitelist(conf['stake_currency']))
assert whitelist == refreshedwhitelist