mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-14 04:03:55 +00:00
141 lines
4.3 KiB
Python
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)
|