From 466a3b87fcda0001ea4325ba0aef2c0457d59679 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 28 Oct 2019 16:13:31 +0100 Subject: [PATCH] Enhance tests to cover precision_filter correctly --- tests/conftest.py | 60 +++++++++++++++++++++++++++++++++ tests/pairlist/test_pairlist.py | 33 +++++++++++------- 2 files changed, 81 insertions(+), 12 deletions(-) diff --git a/tests/conftest.py b/tests/conftest.py index 4feae6a60..a291a6676 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -572,6 +572,44 @@ def get_markets(): } +@pytest.fixture +def shitcoinmarkets(markets): + """ + Fixture with shitcoin markets - used to test filters in pairlists + """ + shitmarkets = deepcopy(markets) + shitmarkets.update({'HOT/BTC': { + 'id': 'HOTBTC', + 'symbol': 'HOT/BTC', + 'base': 'HOT', + 'quote': 'BTC', + 'active': True, + 'precision': { + 'base': 8, + 'quote': 8, + 'amount': 0, + 'price': 8 + }, + 'limits': { + 'amount': { + 'min': 1.0, + 'max': 90000000.0 + }, + 'price': { + 'min': None, + 'max': None + }, + 'cost': { + 'min': 0.001, + 'max': None + } + }, + 'info': {}, + }, + }) + return shitmarkets + + @pytest.fixture def markets_empty(): return MagicMock(return_value=[]) @@ -866,6 +904,28 @@ def tickers(): 'quoteVolume': 1215.14489611, 'info': {} }, + 'HOT/BTC': { + 'symbol': 'HOT/BTC', + 'timestamp': 1572273518661, + 'datetime': '2019-10-28T14:38:38.661Z', + 'high': 0.00000011, + 'low': 0.00000009, + 'bid': 0.0000001, + 'bidVolume': 1476027288.0, + 'ask': 0.00000011, + 'askVolume': 820153831.0, + 'vwap': 0.0000001, + 'open': 0.00000009, + 'close': 0.00000011, + 'last': 0.00000011, + 'previousClose': 0.00000009, + 'change': 0.00000002, + 'percentage': 22.222, + 'average': None, + 'baseVolume': 1442290324.0, + 'quoteVolume': 143.78311994, + 'info': {} + }, 'ETH/USDT': { 'symbol': 'ETH/USDT', 'timestamp': 1522014804118, diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index 929fc0ba0..6f050a77d 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -2,11 +2,12 @@ from unittest.mock import MagicMock, PropertyMock +import pytest + from freqtrade import OperationalException from freqtrade.constants import AVAILABLE_PAIRLISTS from freqtrade.resolvers import PairListResolver -from tests.conftest import get_patched_freqtradebot -import pytest +from tests.conftest import get_patched_freqtradebot, log_has_re # whitelist, blacklist @@ -67,20 +68,25 @@ def test_refresh_pairlists(mocker, markets, whitelist_conf): assert whitelist_conf['exchange']['pair_blacklist'] == freqtradebot.pairlists.blacklist -def test_refresh_pairlist_dynamic(mocker, markets, tickers, whitelist_conf): +def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_conf): whitelist_conf['pairlist'] = {'method': 'VolumePairList', - 'config': {'number_assets': 5} + 'config': {'number_assets': 5, + 'precision_filter': False} } + mocker.patch.multiple( 'freqtrade.exchange.Exchange', - markets=PropertyMock(return_value=markets), get_tickers=tickers, exchange_has=MagicMock(return_value=True) ) freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf) - + # Remock markets with shitcoinmarkets since get_patched_freqtradebot uses the markets fixture + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + markets=PropertyMock(return_value=shitcoinmarkets), + ) # argument: use the whitelist dynamically by exchange-volume - whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC'] + whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC'] freqtradebot.pairlists.refresh_pairlist() assert whitelist == freqtradebot.pairlists.whitelist @@ -108,19 +114,20 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf): @pytest.mark.parametrize("precision_filter,base_currency,key,whitelist_result", [ - (False, "BTC", "quoteVolume", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']), - (False, "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC']), + (False, "BTC", "quoteVolume", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC']), + (False, "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'HOT/BTC']), (False, "USDT", "quoteVolume", ['ETH/USDT']), (False, "ETH", "quoteVolume", []), # this replaces tests that were removed from test_exchange (True, "BTC", "quoteVolume", ["LTC/BTC", "ETH/BTC", "TKN/BTC"]), (True, "BTC", "bidVolume", ["LTC/BTC", "TKN/BTC", "ETH/BTC"]) ]) -def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, markets, tickers, base_currency, key, - whitelist_result, precision_filter) -> None: +def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers, + precision_filter, base_currency, key, whitelist_result, + caplog) -> None: whitelist_conf['pairlist']['method'] = 'VolumePairList' mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) - mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)) + mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=shitcoinmarkets)) mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers) mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, p, r: round(r, 8)) @@ -128,6 +135,8 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, markets, tickers, freqtrade.config['stake_currency'] = base_currency whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency=base_currency, key=key) assert sorted(whitelist) == sorted(whitelist_result) + if precision_filter: + assert log_has_re(r'^Removed .* from whitelist, because stop price .* would be <= stop limit.*', caplog) def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None: