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Add test for volatilityFilter sorting

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Matthias
2024-02-24 13:31:26 +01:00
parent 31e2543134
commit 91ba4f6424
1 changed files with 34 additions and 1 deletions
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35
tests/plugins/test_pairlist.py
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@@ -19,7 +19,7 @@ from freqtrade.plugins.pairlist.pairlist_helpers import dynamic_expand_pairlist,
from freqtrade.plugins.pairlistmanager import PairListManager
from freqtrade.resolvers import PairListResolver
from freqtrade.util.datetime_helpers import dt_now
from tests.conftest import (EXMS, create_mock_trades_usdt, get_patched_exchange,
from tests.conftest import (EXMS, create_mock_trades_usdt, generate_test_data, get_patched_exchange,
get_patched_freqtradebot, log_has, log_has_re, num_log_has)
@@ -774,6 +774,39 @@ 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, time_machine, sort_direction) -> None:
volatility_filter = {"method": "VolatilityFilter", "sort_direction": sort_direction}
whitelist_conf['pairlists'] = [{"method": "StaticPairList"}, volatility_filter]
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=1)
assert not df1.equals(df2)
time_machine.move_to('2022-01-15 00:00:00+00:00')
ohlcv_data = {
('ETH/BTC', '1d', CandleType.SPOT): df1,
('TKN/BTC', '1d', CandleType.SPOT): df2,
}
mocker.patch.multiple(
EXMS,
exchange_has=MagicMock(return_value=True),
refresh_latest_ohlcv=MagicMock(return_value=ohlcv_data),
)
exchange = get_patched_exchange(mocker, whitelist_conf)
exchange.ohlcv_candle_limit = MagicMock(return_value=1000)
plm = PairListManager(exchange, whitelist_conf, MagicMock())
assert exchange.ohlcv_candle_limit.call_count == 1
plm.refresh_pairlist()
assert exchange.ohlcv_candle_limit.call_count == 1
assert plm.whitelist == (
['ETH/BTC', 'TKN/BTC'] if sort_direction == 'asc' else ['TKN/BTC', 'ETH/BTC']
)
def test_ShuffleFilter_init(mocker, whitelist_conf, caplog) -> None:
whitelist_conf['pairlists'] = [
{"method": "StaticPairList"},