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https://github.com/freqtrade/freqtrade.git
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260 lines
11 KiB
Python
260 lines
11 KiB
Python
# pragma pylint: disable=missing-docstring,C0103,protected-access
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from unittest.mock import MagicMock, PropertyMock
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import pytest
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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.pairlist.pairlistmanager import PairListManager
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from tests.conftest import get_patched_freqtradebot, log_has_re
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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['pairlists'] = [
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{
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"method": "VolumePairList",
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"config": {
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"number_assets": 5,
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"sort_key": "quoteVolume",
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}
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},
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]
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return default_conf
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@pytest.fixture(scope="function")
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def static_pl_conf(whitelist_conf):
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whitelist_conf['pairlists'] = [
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{
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"method": "StaticPairList",
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},
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]
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return whitelist_conf
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def test_load_pairlist_noexist(mocker, markets, default_conf):
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bot = get_patched_freqtradebot(mocker, default_conf)
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mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
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plm = PairListManager(bot.exchange, default_conf)
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with pytest.raises(OperationalException,
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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', bot.exchange, plm, default_conf, {})
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def test_refresh_market_pair_not_in_whitelist(mocker, markets, static_pl_conf):
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freqtradebot = get_patched_freqtradebot(mocker, static_pl_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 (static_pl_conf['exchange']['pair_whitelist'] ==
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freqtradebot.config['exchange']['pair_whitelist'])
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def test_refresh_static_pairlist(mocker, markets, static_pl_conf):
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freqtradebot = get_patched_freqtradebot(mocker, static_pl_conf)
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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exchange_has=MagicMock(return_value=True),
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markets=PropertyMock(return_value=markets),
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)
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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 static_pl_conf['exchange']['pair_blacklist'] == freqtradebot.pairlists.blacklist
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def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_conf):
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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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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bot = get_patched_freqtradebot(mocker, whitelist_conf)
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# Remock markets with shitcoinmarkets since get_patched_freqtradebot uses the markets fixture
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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markets=PropertyMock(return_value=shitcoinmarkets),
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)
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# argument: use the whitelist dynamically by exchange-volume
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whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC', 'FUEL/BTC']
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bot.pairlists.refresh_pairlist()
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assert whitelist == bot.pairlists.whitelist
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whitelist_conf['pairlists'] = [{'method': 'VolumePairList',
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'config': {}
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}
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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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PairListManager(bot.exchange, whitelist_conf)
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def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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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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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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@pytest.mark.parametrize("filters,base_currency,key,whitelist_result", [
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([], "BTC", "quoteVolume", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC', 'FUEL/BTC']),
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([], "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'HOT/BTC', 'FUEL/BTC']),
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([], "USDT", "quoteVolume", ['ETH/USDT']),
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([], "ETH", "quoteVolume", []),
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([{"method": "PrecisionFilter"}], "BTC",
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"quoteVolume", ["LTC/BTC", "ETH/BTC", "TKN/BTC", 'FUEL/BTC']),
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([{"method": "PrecisionFilter"}],
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"BTC", "bidVolume", ["LTC/BTC", "TKN/BTC", "ETH/BTC", 'FUEL/BTC']),
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([{"method": "LowPriceFilter", "config": {"low_price_percent": 0.03}}],
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"BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'FUEL/BTC']),
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# Hot is removed by precision_filter, Fuel by low_price_filter.
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([{"method": "PrecisionFilter"},
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{"method": "LowPriceFilter", "config": {"low_price_percent": 0.02}}
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], "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC'])])
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def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
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filters, base_currency, key, whitelist_result,
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caplog) -> None:
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whitelist_conf['pairlists'].extend(filters)
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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.multiple('freqtrade.exchange.Exchange',
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get_tickers=tickers,
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markets=PropertyMock(return_value=shitcoinmarkets),
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)
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freqtrade.config['stake_currency'] = base_currency
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freqtrade.pairlists.refresh_pairlist()
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whitelist = freqtrade.pairlists.whitelist
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assert sorted(whitelist) == sorted(whitelist_result)
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if 'PrecisionFilter' in filters:
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assert log_has_re(r'^Removed .* from whitelist, because stop price .* '
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r'would be <= stop limit.*', caplog)
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if 'LowPriceFilter' in filters:
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assert log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog)
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def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None:
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default_conf['pairlists'] = [{'method': 'VolumePairList',
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'config': {'number_assets': 10}
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}]
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mocker.patch.multiple('freqtrade.exchange.Exchange',
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get_tickers=tickers,
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exchange_has=MagicMock(return_value=False),
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)
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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['pairlists'][0]['method'] = pairlist
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mocker.patch.multiple('freqtrade.exchange.Exchange',
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markets=PropertyMock(return_value=markets),
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exchange_has=MagicMock(return_value=True)
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)
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freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
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assert freqtrade.pairlists.name_list == [pairlist]
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assert pairlist in str(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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@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'], "in your blacklist. Removing "), # BLK/BTC in blacklist
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(['ETH/BTC', 'TKN/BTC', 'BTT/BTC'], "Market is not active") # BTT/BTC is inactive
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])
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def test__whitelist_for_active_markets(mocker, whitelist_conf, markets, pairlist, whitelist, caplog,
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log_message, tickers):
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whitelist_conf['pairlists'][0]['method'] = pairlist
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mocker.patch.multiple('freqtrade.exchange.Exchange',
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markets=PropertyMock(return_value=markets),
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exchange_has=MagicMock(return_value=True),
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get_tickers=tickers
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)
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freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
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caplog.clear()
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# Assign starting whitelist
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new_whitelist = freqtrade.pairlists._pairlists[0]._whitelist_for_active_markets(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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def test_volumepairlist_invalid_sortvalue(mocker, markets, whitelist_conf):
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whitelist_conf['pairlists'][0]['config'].update({"sort_key": "asdf"})
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mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
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with pytest.raises(OperationalException,
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match=r"key asdf not in .*"):
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get_patched_freqtradebot(mocker, whitelist_conf)
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def test_volumepairlist_caching(mocker, markets, whitelist_conf, tickers):
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mocker.patch.multiple('freqtrade.exchange.Exchange',
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markets=PropertyMock(return_value=markets),
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exchange_has=MagicMock(return_value=True),
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get_tickers=tickers
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)
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bot = get_patched_freqtradebot(mocker, whitelist_conf)
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assert bot.pairlists._pairlists[0]._last_refresh == 0
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bot.pairlists.refresh_pairlist()
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assert bot.pairlists._pairlists[0]._last_refresh != 0
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lrf = bot.pairlists._pairlists[0]._last_refresh
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bot.pairlists.refresh_pairlist()
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# Time should not be updated.
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assert bot.pairlists._pairlists[0]._last_refresh == lrf
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