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Tweak main parameterized block for PerformanceFilter

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Remove randomized exception that was geared toward ShuffleFilter. Remove case involvoing seed, also geared toward ShuffleFilter. Mock get_overall_performance().
This commit is contained in:
Leif Segen 2020-11-28 00:24:48 -06:00
parent 91b4c80d35
commit 9538fa1d72
1 changed files with 37 additions and 9 deletions
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46
tests/pairlist/test_pairlist.py
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@ -302,14 +302,10 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
{"method": "ShuffleFilter"}],
"USDT", 3), # whitelist_result is integer -- check only length of randomized pairlist
# PerformanceFilter, unneeded seed provided
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
{"method": "PerformanceFilter", "seed": 77}],
"USDT", ['ADADOUBLE/USDT', 'ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT']),
# PerformanceFilter, no seed
# PerformanceFilter
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
{"method": "PerformanceFilter"}],
"USDT", 3), # whitelist_result is integer -- check only length of randomized pairlist
"USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT', 'ADADOUBLE/USDT']),
# AgeFilter only
([{"method": "AgeFilter", "min_days_listed": 2}],
"BTC", 'filter_at_the_beginning'), # OperationalException expected
@ -381,6 +377,11 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
get_historic_ohlcv=MagicMock(return_value=ohlcv_history_list),
)
# Provide for PerformanceFilter's dependency
mocker.patch.multiple('freqtrade.persistence.Trade',
get_overall_performance=MagicMock(return_value=[{'pair':'ETH/BTC','profit':5,'count':3}]),
)
# Set whitelist_result to None if pairlist is invalid and should produce exception
if whitelist_result == 'filter_at_the_beginning':
with pytest.raises(OperationalException,
@ -394,7 +395,6 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
assert isinstance(whitelist, list)
# Verify length of pairlist matches (used for ShuffleFilter without seed)
# TBD if this applies to PerformanceFilter
if type(whitelist_result) is list:
assert whitelist == whitelist_result
else:
@ -544,7 +544,7 @@ 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):
def test_agefilter_min_days_listed_too_small(mocker, default_conf, markets, tickers):
default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10},
{'method': 'AgeFilter', 'min_days_listed': -1}]
@ -559,7 +559,7 @@ def test_agefilter_min_days_listed_too_small(mocker, default_conf, markets, tick
get_patched_freqtradebot(mocker, default_conf)
def test_agefilter_min_days_listed_too_large(mocker, default_conf, markets, tickers, caplog):
def test_agefilter_min_days_listed_too_large(mocker, default_conf, markets, tickers):
default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10},
{'method': 'AgeFilter', 'min_days_listed': 99999}]
@ -660,3 +660,31 @@ def test_pairlistmanager_no_pairlist(mocker, whitelist_conf):
with pytest.raises(OperationalException,
match=r"No Pairlist Handlers defined"):
get_patched_freqtradebot(mocker, whitelist_conf)
@pytest.mark.parametrize("pairlists,base_currency,overall_performance,expected", [
# Happy path, descening order, all values filled
([{"method": "StaticPairList"},{"method": "PerformanceFilter"}],'BTC',[{'pair':'ETH/BTC','profit':5,'count':3}, {'pair':'ETC/BTC','profit':4,'count':2}],['ETC/BTC']),
])
def test_performance_filter(mocker, whitelist_conf, base_currency, pairlists, overall_performance, expected, tickers, markets, ohlcv_history_list):
whitelist_conf['pairlists'] = pairlists
whitelist_conf['stake_currency'] = base_currency
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
mocker.patch.multiple('freqtrade.exchange.Exchange',
get_tickers=tickers,
markets=PropertyMock(return_value=markets)
)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_historic_ohlcv=MagicMock(return_value=ohlcv_history_list),
)
mocker.patch.multiple('freqtrade.persistence.Trade',
get_overall_performance=MagicMock(return_value=overall_performance),
)
freqtrade.pairlists.refresh_pairlist()
whitelist = freqtrade.pairlists.whitelist
assert whitelist == expected