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Added range checks to min_days_listed in AgeFilter

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This commit is contained in:
gambcl 2020-07-08 18:06:30 +01:00
parent 86cf6201c8
commit 2e45859aef
3 changed files with 47 additions and 0 deletions
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5
freqtrade/exchange/exchange.py
View File

@ -187,6 +187,11 @@ class Exchange:
def timeframes(self) -> List[str]:
return list((self._api.timeframes or {}).keys())
@property
def ohlcv_candle_limit(self) -> int:
"""exchange ohlcv candle limit"""
return int(self._ohlcv_candle_limit)
@property
def markets(self) -> Dict:
"""exchange ccxt markets"""

10
freqtrade/pairlist/AgeFilter.py
View File

@ -23,6 +23,16 @@ class AgeFilter(IPairList):
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
self._min_days_listed = pairlistconfig.get('min_days_listed', 10)
if self._min_days_listed < 1:
self.log_on_refresh(logger.info, "min_days_listed must be >= 1, "
"ignoring filter")
if self._min_days_listed > exchange.ohlcv_candle_limit:
self._min_days_listed = min(self._min_days_listed, exchange.ohlcv_candle_limit)
self.log_on_refresh(logger.info, "min_days_listed exceeds "
"exchange max request size "
f"({exchange.ohlcv_candle_limit}), using "
f"min_days_listed={self._min_days_listed}")
self._enabled = self._min_days_listed >= 1
@property

32
tests/pairlist/test_pairlist.py
View File

@ -524,6 +524,38 @@ def test_volumepairlist_caching(mocker, markets, whitelist_conf, tickers):
assert freqtrade.pairlists._pairlist_handlers[0]._last_refresh == lrf
def test_agefilter_min_days_listed_too_small(mocker, default_conf, markets, tickers, caplog) -> None:
default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10},
{'method': 'AgeFilter', 'min_days_listed': -1}]
mocker.patch.multiple('freqtrade.exchange.Exchange',
markets=PropertyMock(return_value=markets),
exchange_has=MagicMock(return_value=True),
get_tickers=tickers
)
get_patched_freqtradebot(mocker, default_conf)
assert log_has_re(r'min_days_listed must be >= 1, '
r'ignoring filter', caplog)
def test_agefilter_min_days_listed_too_large(mocker, default_conf, markets, tickers, caplog) -> None:
default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10},
{'method': 'AgeFilter', 'min_days_listed': 99999}]
mocker.patch.multiple('freqtrade.exchange.Exchange',
markets=PropertyMock(return_value=markets),
exchange_has=MagicMock(return_value=True),
get_tickers=tickers
)
get_patched_freqtradebot(mocker, default_conf)
assert log_has_re(r'^min_days_listed exceeds '
r'exchange max request size', caplog)
def test_agefilter_caching(mocker, markets, whitelist_conf_3, tickers, ohlcv_history_list):
mocker.patch.multiple('freqtrade.exchange.Exchange',