mirror of
https://github.com/freqtrade/freqtrade.git
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183 lines
7.9 KiB
Python
183 lines
7.9 KiB
Python
# pragma pylint: disable=missing-docstring,C0103,protected-access
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from unittest.mock import MagicMock, PropertyMock
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from freqtrade import OperationalException
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from freqtrade.constants import AVAILABLE_PAIRLISTS
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from freqtrade.resolvers import PairListResolver
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from freqtrade.tests.conftest import get_patched_freqtradebot
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import pytest
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# whitelist, blacklist
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@pytest.fixture(scope="function")
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def whitelist_conf(default_conf):
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default_conf['stake_currency'] = 'BTC'
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default_conf['exchange']['pair_whitelist'] = [
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'ETH/BTC',
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'TKN/BTC',
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'TRST/BTC',
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'SWT/BTC',
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'BCC/BTC'
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]
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default_conf['exchange']['pair_blacklist'] = [
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'BLK/BTC'
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]
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default_conf['pairlist'] = {'method': 'StaticPairList',
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'config': {'number_assets': 3}
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}
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return default_conf
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def test_load_pairlist_noexist(mocker, markets, default_conf):
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freqtradebot = get_patched_freqtradebot(mocker, default_conf)
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mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
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with pytest.raises(ImportError,
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match=r"Impossible to load Pairlist 'NonexistingPairList'."
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r" This class does not exist or contains Python code errors"):
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PairListResolver('NonexistingPairList', freqtradebot, default_conf).pairlist
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def test_refresh_market_pair_not_in_whitelist(mocker, markets, whitelist_conf):
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freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
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mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
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freqtradebot.pairlists.refresh_pairlist()
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# List ordered by BaseVolume
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whitelist = ['ETH/BTC', 'TKN/BTC']
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# Ensure all except those in whitelist are removed
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assert set(whitelist) == set(freqtradebot.pairlists.whitelist)
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# Ensure config dict hasn't been changed
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assert (whitelist_conf['exchange']['pair_whitelist'] ==
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freqtradebot.config['exchange']['pair_whitelist'])
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def test_refresh_pairlists(mocker, markets, whitelist_conf):
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freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
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mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
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freqtradebot.pairlists.refresh_pairlist()
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# List ordered by BaseVolume
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whitelist = ['ETH/BTC', 'TKN/BTC']
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# Ensure all except those in whitelist are removed
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assert set(whitelist) == set(freqtradebot.pairlists.whitelist)
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assert whitelist_conf['exchange']['pair_blacklist'] == freqtradebot.pairlists.blacklist
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def test_refresh_pairlist_dynamic(mocker, markets, tickers, whitelist_conf):
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whitelist_conf['pairlist'] = {'method': 'VolumePairList',
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'config': {'number_assets': 5}
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}
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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markets=PropertyMock(return_value=markets),
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get_tickers=tickers,
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exchange_has=MagicMock(return_value=True)
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)
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freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
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# argument: use the whitelist dynamically by exchange-volume
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whitelist = ['ETH/BTC', 'TKN/BTC', 'BTT/BTC']
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freqtradebot.pairlists.refresh_pairlist()
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assert whitelist == freqtradebot.pairlists.whitelist
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whitelist_conf['pairlist'] = {'method': 'VolumePairList',
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'config': {}
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}
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with pytest.raises(OperationalException,
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match=r'`number_assets` not specified. Please check your configuration '
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r'for "pairlist.config.number_assets"'):
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PairListResolver('VolumePairList', freqtradebot, whitelist_conf).pairlist
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def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
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freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
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mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets_empty))
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# argument: use the whitelist dynamically by exchange-volume
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whitelist = []
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whitelist_conf['exchange']['pair_whitelist'] = []
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freqtradebot.pairlists.refresh_pairlist()
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pairslist = whitelist_conf['exchange']['pair_whitelist']
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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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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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mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
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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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def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None:
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default_conf['pairlist'] = {'method': 'VolumePairList',
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'config': {'number_assets': 10}
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}
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mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers)
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mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=False))
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with pytest.raises(OperationalException):
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get_patched_freqtradebot(mocker, default_conf)
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@pytest.mark.parametrize("pairlist", AVAILABLE_PAIRLISTS)
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def test_pairlist_class(mocker, whitelist_conf, markets, pairlist):
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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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assert freqtrade.pairlists.name == pairlist
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assert pairlist in freqtrade.pairlists.short_desc()
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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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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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