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https://github.com/freqtrade/freqtrade.git
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Merge pull request #1661 from iuvbio/validate_whitelist
validate whitelist vs. validate pairs
This commit is contained in:
Matthias
GitHub
commit
7744989583
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@ -239,13 +239,9 @@ class Exchange(object):
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logger.warning('Unable to validate pairs (assuming they are correct).')
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# return
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stake_cur = self._config['stake_currency']
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for pair in pairs:
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# Note: ccxt has BaseCurrency/QuoteCurrency format for pairs
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# TODO: add a support for having coins in BTC/USDT format
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if not pair.endswith(stake_cur):
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raise OperationalException(
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f'Pair {pair} not compatible with stake_currency: {stake_cur}')
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if self.markets and pair not in self.markets:
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raise OperationalException(
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f'Pair {pair} is not available on {self.name}. '
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@ -60,34 +60,27 @@ class IPairList(ABC):
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def _validate_whitelist(self, whitelist: List[str]) -> List[str]:
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"""
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Check available markets and remove pair from whitelist if necessary
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:param whitelist: the sorted list (based on BaseVolume) of pairs the user might want to
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trade
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:return: the list of pairs the user wants to trade without the one unavailable or
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:param whitelist: the sorted list of pairs the user might want to trade
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:return: the list of pairs the user wants to trade without those unavailable or
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black_listed
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"""
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sanitized_whitelist = whitelist
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markets = self._freqtrade.exchange.markets
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# Filter to markets in stake currency
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markets = [markets[pair] for pair in markets if
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markets[pair]['quote'] == self._config['stake_currency']]
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known_pairs = set()
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# TODO: we should loop over whitelist instead of all markets
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for market in markets:
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pair = market['symbol']
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sanitized_whitelist = set()
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for pair in whitelist:
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# pair is not in the generated dynamic market, or in the blacklist ... ignore it
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if pair not in whitelist or pair in self.blacklist:
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if (pair in self.blacklist or pair not in markets
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or not pair.endswith(self._config['stake_currency'])):
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logger.warning(f"Pair {pair} is not compatible with exchange "
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f"{self._freqtrade.exchange.name} or contained in "
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f"your blacklist. Removing it from whitelist..")
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continue
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# else the pair is valid
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known_pairs.add(pair)
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# Market is not active
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# Check if market is active
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market = markets[pair]
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if not market['active']:
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sanitized_whitelist.remove(pair)
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logger.info(
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'Ignoring %s from whitelist. Market is not active.',
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pair
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)
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logger.info(f"Ignoring {pair} from whitelist. Market is not active.")
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continue
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sanitized_whitelist.add(pair)
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# We need to remove pairs that are unknown
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return [x for x in sanitized_whitelist if x in known_pairs]
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return list(sanitized_whitelist)
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@ -305,19 +305,6 @@ def test_validate_pairs_not_available(default_conf, mocker):
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Exchange(default_conf)
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def test_validate_pairs_not_compatible(default_conf, mocker):
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api_mock = MagicMock()
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type(api_mock).markets = PropertyMock(return_value={
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'ETH/BTC': '', 'TKN/BTC': '', 'TRST/BTC': '', 'SWT/BTC': '', 'BCC/BTC': ''
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})
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default_conf['stake_currency'] = 'ETH'
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mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
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mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
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mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
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with pytest.raises(OperationalException, match=r'not compatible'):
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Exchange(default_conf)
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def test_validate_pairs_exception(default_conf, mocker, caplog):
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caplog.set_level(logging.INFO)
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api_mock = MagicMock()
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@ -337,22 +324,6 @@ def test_validate_pairs_exception(default_conf, mocker, caplog):
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caplog.record_tuples)
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def test_validate_pairs_stake_exception(default_conf, mocker, caplog):
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caplog.set_level(logging.INFO)
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default_conf['stake_currency'] = 'ETH'
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api_mock = MagicMock()
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api_mock.name = MagicMock(return_value='binance')
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mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock)
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mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
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mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
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with pytest.raises(
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OperationalException,
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match=r'Pair ETH/BTC not compatible with stake_currency: ETH'
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):
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Exchange(default_conf)
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def test_validate_timeframes(default_conf, mocker):
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default_conf["ticker_interval"] = "5m"
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api_mock = MagicMock()
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@ -107,7 +107,16 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
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assert set(whitelist) == set(pairslist)
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def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, markets, tickers) -> None:
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@pytest.mark.parametrize("precision_filter,base_currency,key,whitelist_result", [
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(False, "BTC", "quoteVolume", ['ETH/BTC', 'TKN/BTC', 'BTT/BTC']),
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(False, "BTC", "bidVolume", ['BTT/BTC', 'TKN/BTC', 'ETH/BTC']),
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(False, "USDT", "quoteVolume", ['ETH/USDT', 'LTC/USDT']),
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(False, "ETH", "quoteVolume", []), # this replaces tests that were removed from test_exchange
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(True, "BTC", "quoteVolume", ["ETH/BTC", "TKN/BTC"]),
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(True, "BTC", "bidVolume", ["TKN/BTC", "ETH/BTC"])
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])
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def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, markets, tickers, base_currency, key,
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whitelist_result, precision_filter) -> None:
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whitelist_conf['pairlist']['method'] = 'VolumePairList'
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mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
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freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
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@ -115,32 +124,10 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, markets, tickers)
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mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers)
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mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, p, r: round(r, 8))
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# Test to retrieved BTC sorted on quoteVolume (default)
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whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency='BTC', key='quoteVolume')
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assert whitelist == ['ETH/BTC', 'TKN/BTC', 'BTT/BTC']
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# Test to retrieve BTC sorted on bidVolume
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whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency='BTC', key='bidVolume')
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assert whitelist == ['BTT/BTC', 'TKN/BTC', 'ETH/BTC']
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# Test with USDT sorted on quoteVolume (default)
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freqtrade.config['stake_currency'] = 'USDT' # this has to be set, otherwise markets are removed
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whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency='USDT', key='quoteVolume')
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assert whitelist == ['ETH/USDT', 'LTC/USDT']
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# Test with ETH (our fixture does not have ETH, so result should be empty)
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freqtrade.config['stake_currency'] = 'ETH'
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whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency='ETH', key='quoteVolume')
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assert whitelist == []
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freqtrade.pairlists._precision_filter = True
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freqtrade.config['stake_currency'] = 'BTC'
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# Retest First 2 test-cases to make sure BTT is not in it (too low priced)
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whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency='BTC', key='quoteVolume')
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assert whitelist == ['ETH/BTC', 'TKN/BTC']
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whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency='BTC', key='bidVolume')
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assert whitelist == ['TKN/BTC', 'ETH/BTC']
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freqtrade.pairlists._precision_filter = precision_filter
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freqtrade.config['stake_currency'] = base_currency
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whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency=base_currency, key=key)
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assert whitelist == whitelist_result
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def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None:
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@ -166,17 +153,24 @@ def test_pairlist_class(mocker, whitelist_conf, markets, pairlist):
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assert isinstance(freqtrade.pairlists.whitelist, list)
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assert isinstance(freqtrade.pairlists.blacklist, list)
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whitelist = ['ETH/BTC', 'TKN/BTC']
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@pytest.mark.parametrize("pairlist", AVAILABLE_PAIRLISTS)
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@pytest.mark.parametrize("whitelist,log_message", [
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(['ETH/BTC', 'TKN/BTC'], ""),
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(['ETH/BTC', 'TKN/BTC', 'TRX/ETH'], "is not compatible with exchange"), # TRX/ETH wrong stake
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(['ETH/BTC', 'TKN/BTC', 'BCH/BTC'], "is not compatible with exchange"), # BCH/BTC not available
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(['ETH/BTC', 'TKN/BTC', 'BLK/BTC'], "is not compatible with exchange"), # BLK/BTC in blacklist
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(['ETH/BTC', 'TKN/BTC', 'LTC/BTC'], "Market is not active") # LTC/BTC is inactive
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])
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def test_validate_whitelist(mocker, whitelist_conf, markets, pairlist, whitelist, caplog,
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log_message):
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whitelist_conf['pairlist']['method'] = pairlist
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mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
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mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
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freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
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caplog.clear()
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new_whitelist = freqtrade.pairlists._validate_whitelist(whitelist)
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assert set(whitelist) == set(new_whitelist)
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whitelist = ['ETH/BTC', 'TKN/BTC', 'TRX/ETH']
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new_whitelist = freqtrade.pairlists._validate_whitelist(whitelist)
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# TRX/ETH was removed
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assert set(['ETH/BTC', 'TKN/BTC']) == set(new_whitelist)
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whitelist = ['ETH/BTC', 'TKN/BTC', 'BLK/BTC']
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new_whitelist = freqtrade.pairlists._validate_whitelist(whitelist)
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# BLK/BTC is in blacklist ...
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assert set(['ETH/BTC', 'TKN/BTC']) == set(new_whitelist)
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assert set(new_whitelist) == set(['ETH/BTC', 'TKN/BTC'])
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assert log_message in caplog.text
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