freqtrade_origin/freqtrade/tests/test_acl_pair.py

141 lines
4.3 KiB
Python

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
# perhaps try to anticipate that by using some python package
def whitelist_conf():
return {
"stake_currency": "BTC",
"exchange": {
"pair_whitelist": [
"BTC_ETH",
"BTC_TKN",
"BTC_TRST",
"BTC_SWT",
"BTC_BCC"
],
"pair_blacklist": [
"BTC_BLK"
],
},
}
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
},
{'Currency': 'TKN',
'IsActive': True
},
{'Currency': 'BLK',
'IsActive': True
}
]
def get_health_empty():
return []
def test_refresh_market_pair_not_in_whitelist(mocker):
conf = whitelist_conf()
mocker.patch.dict('freqtrade.main._CONF', conf)
mocker.patch.multiple('freqtrade.main.exchange',
get_wallet_health=get_health)
refreshedwhitelist = refresh_whitelist(conf['exchange']['pair_whitelist'] + ['BTC_XXX'])
# List ordered by BaseVolume
whitelist = ['BTC_ETH', 'BTC_TKN']
# Ensure all except those in whitelist are removed
assert whitelist == refreshedwhitelist
def test_refresh_whitelist(mocker):
conf = whitelist_conf()
mocker.patch.dict('freqtrade.main._CONF', conf)
mocker.patch.multiple('freqtrade.main.exchange',
get_wallet_health=get_health)
refreshedwhitelist = refresh_whitelist(conf['exchange']['pair_whitelist'])
# List ordered by BaseVolume
whitelist = ['BTC_ETH', 'BTC_TKN']
# Ensure all except those in whitelist are removed
assert whitelist == refreshedwhitelist
def test_refresh_whitelist_dynamic(mocker):
conf = whitelist_conf()
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(gen_pair_whitelist(conf['stake_currency']))
assert whitelist == refreshedwhitelist
def test_refresh_whitelist_dynamic_empty(mocker):
conf = whitelist_conf()
mocker.patch.dict('freqtrade.main._CONF', conf)
mocker.patch.multiple('freqtrade.main.exchange',
get_wallet_health=get_health_empty)
# argument: use the whitelist dynamically by exchange-volume
whitelist = []
conf['exchange']['pair_whitelist'] = []
refresh_whitelist(whitelist)
pairslist = conf['exchange']['pair_whitelist']
assert set(whitelist) == set(pairslist)