Merge remote-tracking branch 'upstream/develop' into feature/fetch-public-trades

tests/optimize/test_backtesting.py

@@ -429,7 +429,7 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) ->
         backtesting.start()
 
 
-def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) -> None:
+def test_backtesting_no_pair_left(default_conf, mocker) -> None:
     mocker.patch(f"{EXMS}.exchange_has", MagicMock(return_value=True))
     mocker.patch(
         "freqtrade.data.history.history_utils.load_pair_history",
@@ -449,13 +449,6 @@ def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) ->
     with pytest.raises(OperationalException, match="No pair in whitelist."):
         Backtesting(default_conf)
 
-    default_conf["pairlists"] = [{"method": "VolumePairList", "number_assets": 5}]
-    with pytest.raises(
-        OperationalException,
-        match=r"VolumePairList not allowed for backtesting\..*StaticPairList.*",
-    ):
-        Backtesting(default_conf)
-
     default_conf.update(
         {
             "pairlists": [{"method": "StaticPairList"}],
@@ -469,7 +462,7 @@ def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) ->
         Backtesting(default_conf)
 
 
-def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, tickers) -> None:
+def test_backtesting_pairlist_list(default_conf, mocker, tickers) -> None:
     mocker.patch(f"{EXMS}.exchange_has", MagicMock(return_value=True))
     mocker.patch(f"{EXMS}.get_tickers", tickers)
     mocker.patch(f"{EXMS}.price_to_precision", lambda s, x, y: y)
@@ -495,12 +488,6 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti
     ):
         Backtesting(default_conf)
 
-    default_conf["pairlists"] = [{"method": "StaticPairList"}, {"method": "PerformanceFilter"}]
-    with pytest.raises(
-        OperationalException, match="PerformanceFilter not allowed for backtesting."
-    ):
-        Backtesting(default_conf)
-
     default_conf["pairlists"] = [
         {"method": "StaticPairList"},
         {"method": "PrecisionFilter"},

tests/plugins/test_pairlist.py

@@ -38,6 +38,7 @@ TESTABLE_PAIRLISTS = [p for p in AVAILABLE_PAIRLISTS if p not in ["RemotePairLis
 
 @pytest.fixture(scope="function")
 def whitelist_conf(default_conf):
+    default_conf["runmode"] = "dry_run"
     default_conf["stake_currency"] = "BTC"
     default_conf["exchange"]["pair_whitelist"] = [
         "ETH/BTC",
@@ -68,6 +69,7 @@ def whitelist_conf(default_conf):
 
 @pytest.fixture(scope="function")
 def whitelist_conf_2(default_conf):
+    default_conf["runmode"] = "dry_run"
     default_conf["stake_currency"] = "BTC"
     default_conf["exchange"]["pair_whitelist"] = [
         "ETH/BTC",
@@ -94,6 +96,7 @@ def whitelist_conf_2(default_conf):
 
 @pytest.fixture(scope="function")
 def whitelist_conf_agefilter(default_conf):
+    default_conf["runmode"] = "dry_run"
     default_conf["stake_currency"] = "BTC"
     default_conf["exchange"]["pair_whitelist"] = [
         "ETH/BTC",
@@ -773,7 +776,7 @@ def test_VolumePairList_whitelist_gen(
     whitelist_result,
     caplog,
 ) -> None:
-    whitelist_conf["runmode"] = "backtest"
+    whitelist_conf["runmode"] = "util_exchange"
     whitelist_conf["pairlists"] = pairlists
     whitelist_conf["stake_currency"] = base_currency
 
@@ -2387,3 +2390,65 @@ def test_MarketCapPairList_exceptions(mocker, default_conf_usdt):
         OperationalException, match="This filter only support marketcap rank up to 250."
     ):
         PairListManager(exchange, default_conf_usdt)
+
+
+@pytest.mark.parametrize(
+    "pairlists,expected_error,expected_warning",
+    [
+        (
+            [{"method": "StaticPairList"}],
+            None,  # Error
+            None,  # Warning
+        ),
+        (
+            [{"method": "VolumePairList", "number_assets": 10}],
+            "VolumePairList",  # Error
+            None,  # Warning
+        ),
+        (
+            [{"method": "MarketCapPairList", "number_assets": 10}],
+            None,  # Error
+            r"MarketCapPairList.*lookahead.*",  # Warning
+        ),
+        (
+            [{"method": "StaticPairList"}, {"method": "FullTradesFilter"}],
+            None,  # Error
+            r"FullTradesFilter do not generate.*",  # Warning
+        ),
+        (  # combi, fails and warns
+            [
+                {"method": "VolumePairList", "number_assets": 10},
+                {"method": "MarketCapPairList", "number_assets": 10},
+            ],
+            "VolumePairList",  # Error
+            r"MarketCapPairList.*lookahead.*",  # Warning
+        ),
+    ],
+)
+def test_backtesting_modes(
+    mocker, default_conf_usdt, pairlists, expected_error, expected_warning, caplog, markets, tickers
+):
+    default_conf_usdt["runmode"] = "dry_run"
+    default_conf_usdt["pairlists"] = pairlists
+
+    mocker.patch.multiple(
+        EXMS,
+        markets=PropertyMock(return_value=markets),
+        exchange_has=MagicMock(return_value=True),
+        get_tickers=tickers,
+    )
+    exchange = get_patched_exchange(mocker, default_conf_usdt)
+
+    # Dry run mode - works always
+    PairListManager(exchange, default_conf_usdt)
+
+    default_conf_usdt["runmode"] = "backtest"
+    if expected_error:
+        with pytest.raises(OperationalException, match=f"Pairlist Handlers {expected_error}.*"):
+            PairListManager(exchange, default_conf_usdt)
+
+    if not expected_error:
+        PairListManager(exchange, default_conf_usdt)
+
+    if expected_warning:
+        assert log_has_re(f"Pairlist Handlers {expected_warning}", caplog)

tests/rpc/test_rpc_apiserver.py

@@ -2154,6 +2154,7 @@ def test_api_exchanges(botclient):
         "valid": True,
         "supported": True,
         "comment": "",
+        "dex": False,
         "trade_modes": [
             {"trading_mode": "spot", "margin_mode": ""},
             {"trading_mode": "futures", "margin_mode": "isolated"},
@@ -2165,6 +2166,16 @@ def test_api_exchanges(botclient):
         "name": "mexc",
         "valid": True,
         "supported": False,
+        "dex": False,
+        "comment": "",
+        "trade_modes": [{"trading_mode": "spot", "margin_mode": ""}],
+    }
+    waves = [x for x in response["exchanges"] if x["name"] == "wavesexchange"][0]
+    assert waves == {
+        "name": "wavesexchange",
+        "valid": True,
+        "supported": False,
+        "dex": True,
         "comment": "",
         "trade_modes": [{"trading_mode": "spot", "margin_mode": ""}],
     }