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https://github.com/freqtrade/freqtrade.git
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141 lines
4.3 KiB
Python
141 lines
4.3 KiB
Python
from freqtrade.main import refresh_whitelist, gen_pair_whitelist
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# whitelist, blacklist, filtering, all of that will
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# eventually become some rules to run on a generic ACL engine
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# perhaps try to anticipate that by using some python package
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def whitelist_conf():
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return {
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"stake_currency": "BTC",
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"exchange": {
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"pair_whitelist": [
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"BTC_ETH",
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"BTC_TKN",
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"BTC_TRST",
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"BTC_SWT",
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"BTC_BCC"
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],
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"pair_blacklist": [
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"BTC_BLK"
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],
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},
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}
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def get_market_summaries():
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return [{
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"MarketName": "BTC-TKN",
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"High": 0.00000919,
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"Low": 0.00000820,
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"Volume": 74339.61396015,
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"Last": 0.00000820,
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"BaseVolume": 1664,
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"TimeStamp": "2014-07-09T07:19:30.15",
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"Bid": 0.00000820,
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"Ask": 0.00000831,
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"OpenBuyOrders": 15,
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"OpenSellOrders": 15,
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"PrevDay": 0.00000821,
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"Created": "2014-03-20T06:00:00",
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"DisplayMarketName": ""
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}, {
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"MarketName": "BTC-ETH",
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"High": 0.00000072,
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"Low": 0.00000001,
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"Volume": 166340678.42280999,
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"Last": 0.00000005,
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"BaseVolume": 42,
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"TimeStamp": "2014-07-09T07:21:40.51",
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"Bid": 0.00000004,
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"Ask": 0.00000005,
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"OpenBuyOrders": 18,
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"OpenSellOrders": 18,
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"PrevDay": 0.00000002,
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"Created": "2014-05-30T07:57:49.637",
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"DisplayMarketName": ""
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}, {
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"MarketName": "BTC-BLK",
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"High": 0.00000072,
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"Low": 0.00000001,
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"Volume": 166340678.42280999,
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"Last": 0.00000005,
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"BaseVolume": 3,
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"TimeStamp": "2014-07-09T07:21:40.51",
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"Bid": 0.00000004,
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"Ask": 0.00000005,
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"OpenBuyOrders": 18,
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"OpenSellOrders": 18,
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"PrevDay": 0.00000002,
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"Created": "2014-05-30T07:57:49.637",
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"DisplayMarketName": ""
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}
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]
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def get_health():
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return [{'Currency': 'ETH',
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'IsActive': True
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},
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{'Currency': 'TKN',
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'IsActive': True
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},
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{'Currency': 'BLK',
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'IsActive': True
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}
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]
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def get_health_empty():
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return []
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def test_refresh_market_pair_not_in_whitelist(mocker):
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conf = whitelist_conf()
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mocker.patch.dict('freqtrade.main._CONF', conf)
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mocker.patch.multiple('freqtrade.main.exchange',
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get_wallet_health=get_health)
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refreshedwhitelist = refresh_whitelist(conf['exchange']['pair_whitelist'] + ['BTC_XXX'])
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# List ordered by BaseVolume
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whitelist = ['BTC_ETH', 'BTC_TKN']
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# Ensure all except those in whitelist are removed
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assert whitelist == refreshedwhitelist
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def test_refresh_whitelist(mocker):
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conf = whitelist_conf()
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mocker.patch.dict('freqtrade.main._CONF', conf)
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mocker.patch.multiple('freqtrade.main.exchange',
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get_wallet_health=get_health)
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refreshedwhitelist = refresh_whitelist(conf['exchange']['pair_whitelist'])
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# List ordered by BaseVolume
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whitelist = ['BTC_ETH', 'BTC_TKN']
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# Ensure all except those in whitelist are removed
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assert whitelist == refreshedwhitelist
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def test_refresh_whitelist_dynamic(mocker):
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conf = whitelist_conf()
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mocker.patch.dict('freqtrade.main._CONF', conf)
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mocker.patch.multiple('freqtrade.main.exchange',
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get_wallet_health=get_health)
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mocker.patch.multiple('freqtrade.main.exchange',
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get_market_summaries=get_market_summaries)
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# argument: use the whitelist dynamically by exchange-volume
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whitelist = ['BTC_TKN', 'BTC_ETH']
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refreshedwhitelist = refresh_whitelist(gen_pair_whitelist(conf['stake_currency']))
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assert whitelist == refreshedwhitelist
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def test_refresh_whitelist_dynamic_empty(mocker):
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conf = whitelist_conf()
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mocker.patch.dict('freqtrade.main._CONF', conf)
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mocker.patch.multiple('freqtrade.main.exchange',
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get_wallet_health=get_health_empty)
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# argument: use the whitelist dynamically by exchange-volume
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whitelist = []
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conf['exchange']['pair_whitelist'] = []
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refresh_whitelist(whitelist)
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pairslist = conf['exchange']['pair_whitelist']
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assert set(whitelist) == set(pairslist)
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