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Improve and parametrize pairlist tests

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This commit is contained in:
Matthias
2024-02-24 14:56:42 +01:00
parent e82d9e2f55
commit 67152ad48a
3 changed files with 28 additions and 9 deletions
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1
freqtrade/plugins/pairlist/VolatilityFilter.py
View File

@@ -3,7 +3,6 @@ Volatility pairlist filter
"""
import logging
import sys
from copy import deepcopy
from datetime import timedelta
from typing import Any, Dict, List, Optional

1
freqtrade/plugins/pairlist/rangestabilityfilter.py
View File

@@ -44,6 +44,7 @@ class RangeStabilityFilter(IPairList):
if self._sort_direction not in [None, 'asc', 'desc']:
raise OperationalException("RangeStabilityFilter requires sort_direction to be "
"either None (undefined), 'asc' or 'desc'")
@property
def needstickers(self) -> bool:
"""

35
tests/plugins/test_pairlist.py
View File

@@ -774,12 +774,34 @@ def test_VolatilityFilter_error(mocker, whitelist_conf) -> None:
PairListManager(exchange_mock, whitelist_conf, MagicMock())
@pytest.mark.parametrize('sort_direction', ['asc', 'desc'])
def test_VolatilityFilter_sort(
mocker, whitelist_conf, tickers, time_machine, sort_direction) -> None:
@pytest.mark.parametrize('pairlist,expected_pairlist', [
({"method": "VolatilityFilter", "sort_direction": "asc"},
['XRP/BTC', 'ETH/BTC', 'LTC/BTC', 'TKN/BTC']),
({"method": "VolatilityFilter", "sort_direction": "desc"},
['TKN/BTC', 'LTC/BTC', 'ETH/BTC', 'XRP/BTC']),
({"method": "VolatilityFilter", "sort_direction": "desc", 'min_volatility': 0.4},
['TKN/BTC', 'LTC/BTC', 'ETH/BTC']),
({"method": "VolatilityFilter", "sort_direction": "asc", 'min_volatility': 0.4},
['ETH/BTC', 'LTC/BTC', 'TKN/BTC']),
({"method": "VolatilityFilter", "sort_direction": "desc", 'max_volatility': 0.5},
['LTC/BTC', 'ETH/BTC', 'XRP/BTC']),
({"method": "VolatilityFilter", "sort_direction": "asc", 'max_volatility': 0.5},
['XRP/BTC', 'ETH/BTC', 'LTC/BTC']),
({"method": "RangeStabilityFilter", "sort_direction": "asc"},
['ETH/BTC', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC']),
({"method": "RangeStabilityFilter", "sort_direction": "desc"},
['TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'ETH/BTC']),
({"method": "RangeStabilityFilter", "sort_direction": "asc", 'min_rate_of_change': 0.4},
['XRP/BTC', 'LTC/BTC', 'TKN/BTC']),
({"method": "RangeStabilityFilter", "sort_direction": "desc", 'min_rate_of_change': 0.4},
['TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
])
def test_VolatilityFilter_RangeStabilityFilter_sort(
mocker, whitelist_conf, tickers, time_machine, pairlist, expected_pairlist) -> None:
whitelist_conf['pairlists'] = [
{'method': 'VolumePairList', 'number_assets': 10},
{"method": "VolatilityFilter", "sort_direction": sort_direction}]
pairlist
]
df1 = generate_test_data('1d', 10, '2022-01-05 00:00:00+00:00', random_seed=42)
df2 = generate_test_data('1d', 10, '2022-01-05 00:00:00+00:00', random_seed=2)
@@ -817,10 +839,7 @@ def test_VolatilityFilter_sort(
plm.refresh_pairlist()
assert ohlcv_mock.call_count == 1
assert exchange.ohlcv_candle_limit.call_count == 2
assert plm.whitelist == (
['XRP/BTC', 'ETH/BTC', 'LTC/BTC', 'TKN/BTC'] if sort_direction == 'asc'
else ['TKN/BTC', 'LTC/BTC', 'ETH/BTC', 'XRP/BTC']
)
assert plm.whitelist == expected_pairlist
plm.refresh_pairlist()
assert exchange.ohlcv_candle_limit.call_count == 2