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Correct calculation for percent calculation and use tickers

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This commit is contained in:
jainanuj94
2024-07-25 23:33:28 +05:30
parent 1b81de01b4
commit dad4f30597
7 changed files with 195 additions and 153 deletions
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6
tests/plugins/test_pairlist.py
View File

@@ -31,11 +31,11 @@ from tests.conftest import (
)
# Exclude RemotePairList and PercentVolumeChangePairList from tests.
# Exclude RemotePairList and PercentVolumePairList from tests.
# They have mandatory parameters, and requires special handling,
# which happens in test_remotepairlist and test_percentvolumechangepairlist.
# which happens in test_remotepairlist and test_percentchangepairlist.
TESTABLE_PAIRLISTS = [
p for p in AVAILABLE_PAIRLISTS if p not in ["RemotePairList", "PercentVolumeChangePairList"]
p for p in AVAILABLE_PAIRLISTS if p not in ["RemotePairList", "PercentChangePairList"]
]

133
tests/plugins/test_percentvolumechangepairlist.py → tests/plugins/test_percentchangepairlist.py
View File

@@ -7,7 +7,7 @@ import pytest
from freqtrade.data.converter import ohlcv_to_dataframe
from freqtrade.enums import CandleType
from freqtrade.exceptions import OperationalException
from freqtrade.plugins.pairlist.PercentVolumeChangePairList import PercentVolumeChangePairList
from freqtrade.plugins.pairlist.PercentChangePairList import PercentChangePairList
from freqtrade.plugins.pairlistmanager import PairListManager
from tests.conftest import (
EXMS,
@@ -33,9 +33,9 @@ def rpl_config(default_conf):
def test_volume_change_pair_list_init_exchange_support(mocker, rpl_config):
rpl_config["pairlists"] = [
{
"method": "PercentVolumeChangePairList",
"method": "PercentChangePairList",
"number_assets": 2,
"sort_key": "rolling_volume_change",
"sort_key": "percentage",
"min_value": 0,
"refresh_period": 86400,
}
@@ -44,7 +44,7 @@ def test_volume_change_pair_list_init_exchange_support(mocker, rpl_config):
with pytest.raises(
OperationalException,
match=r"Exchange does not support dynamic whitelist in this configuration. "
r"Please edit your config and either remove PercentVolumeChangePairList, "
r"Please edit your config and either remove PercentChangePairList, "
r"or switch to using candles. and restart the bot.",
):
get_patched_freqtradebot(mocker, rpl_config)
@@ -53,9 +53,9 @@ def test_volume_change_pair_list_init_exchange_support(mocker, rpl_config):
def test_volume_change_pair_list_init_wrong_refresh_period(mocker, rpl_config):
rpl_config["pairlists"] = [
{
"method": "PercentVolumeChangePairList",
"method": "PercentChangePairList",
"number_assets": 2,
"sort_key": "rolling_volume_change",
"sort_key": "percentage",
"min_value": 0,
"refresh_period": 1800,
"lookback_days": 4,
@@ -71,12 +71,31 @@ def test_volume_change_pair_list_init_wrong_refresh_period(mocker, rpl_config):
get_patched_freqtradebot(mocker, rpl_config)
def test_volume_change_pair_list_init_invalid_sort_key(mocker, rpl_config):
rpl_config["pairlists"] = [
{
"method": "PercentChangePairList",
"number_assets": 2,
"sort_key": "wrong_key",
"min_value": 0,
"refresh_period": 86400,
"lookback_days": 1,
}
]
with pytest.raises(
OperationalException,
match=r"key wrong_key not in \['percentage'\]",
):
get_patched_freqtradebot(mocker, rpl_config)
def test_volume_change_pair_list_init_wrong_lookback_period(mocker, rpl_config):
rpl_config["pairlists"] = [
{
"method": "PercentVolumeChangePairList",
"method": "PercentChangePairList",
"number_assets": 2,
"sort_key": "rolling_volume_change",
"sort_key": "percentage",
"min_value": 0,
"refresh_period": 86400,
"lookback_days": 3,
@@ -95,41 +114,9 @@ def test_volume_change_pair_list_init_wrong_lookback_period(mocker, rpl_config):
rpl_config["pairlists"] = [
{
"method": "PercentVolumeChangePairList",
"method": "PercentChangePairList",
"number_assets": 2,
"sort_key": "rolling_volume_change",
"min_value": 0,
"refresh_period": 86400,
"lookback_days": 3,
}
]
with pytest.raises(
OperationalException, match=r"ChangeFilter requires lookback_period to be >= 4"
):
get_patched_freqtradebot(mocker, rpl_config)
rpl_config["pairlists"] = [
{
"method": "PercentVolumeChangePairList",
"number_assets": 2,
"sort_key": "rolling_volume_change",
"min_value": 0,
"refresh_period": 86400,
"lookback_period": 3,
}
]
with pytest.raises(
OperationalException, match=r"ChangeFilter requires lookback_period to be >= 4"
):
get_patched_freqtradebot(mocker, rpl_config)
rpl_config["pairlists"] = [
{
"method": "PercentVolumeChangePairList",
"number_assets": 2,
"sort_key": "rolling_volume_change",
"sort_key": "percentage",
"min_value": 0,
"refresh_period": 86400,
"lookback_days": 1001,
@@ -147,8 +134,8 @@ def test_volume_change_pair_list_init_wrong_lookback_period(mocker, rpl_config):
def test_volume_change_pair_list_init_wrong_config(mocker, rpl_config):
rpl_config["pairlists"] = [
{
"method": "PercentVolumeChangePairList",
"sort_key": "rolling_volume_change",
"method": "PercentChangePairList",
"sort_key": "percentage",
"min_value": 0,
"refresh_period": 86400,
}
@@ -165,9 +152,9 @@ def test_volume_change_pair_list_init_wrong_config(mocker, rpl_config):
def test_gen_pairlist_with_valid_change_pair_list_config(mocker, rpl_config, tickers, time_machine):
rpl_config["pairlists"] = [
{
"method": "PercentVolumeChangePairList",
"method": "PercentChangePairList",
"number_assets": 2,
"sort_key": "rolling_volume_change",
"sort_key": "percentage",
"min_value": 0,
"refresh_period": 86400,
"lookback_days": 4,
@@ -210,7 +197,7 @@ def test_gen_pairlist_with_valid_change_pair_list_config(mocker, rpl_config, tic
)
),
("TKN/USDT", "1d", CandleType.SPOT): pd.DataFrame(
# Make sure always have highest rolling_volume_change
# Make sure always have highest percentage
{
"timestamp": [
"2024-07-01 00:00:00",
@@ -234,24 +221,25 @@ def test_gen_pairlist_with_valid_change_pair_list_config(mocker, rpl_config, tic
exchange = get_patched_exchange(mocker, rpl_config, exchange="binance")
pairlistmanager = PairListManager(exchange, rpl_config)
remote_pairlist = PercentVolumeChangePairList(
remote_pairlist = PercentChangePairList(
exchange, pairlistmanager, rpl_config, rpl_config["pairlists"][0], 0
)
result = remote_pairlist.gen_pairlist(tickers)
assert len(result) == 2
assert result == ["TKN/USDT", "BTC/USDT"]
assert result == ["NEO/USDT", "TKN/USDT"]
def test_filter_pairlist_with_empty_ticker(mocker, rpl_config, tickers, time_machine):
rpl_config["pairlists"] = [
{
"method": "PercentVolumeChangePairList",
"method": "PercentChangePairList",
"number_assets": 2,
"sort_key": "rolling_volume_change",
"sort_key": "percentage",
"min_value": 0,
"refresh_period": 86400,
"sort_direction": "asc",
"lookback_days": 4,
}
]
@@ -272,7 +260,7 @@ def test_filter_pairlist_with_empty_ticker(mocker, rpl_config, tickers, time_mac
"open": [100, 102, 101, 103, 104, 105],
"high": [102, 103, 102, 104, 105, 106],
"low": [99, 101, 100, 102, 103, 104],
"close": [101, 102, 103, 104, 105, 106],
"close": [101, 102, 103, 104, 105, 105],
"volume": [1000, 1500, 2000, 2500, 3000, 3500],
}
),
@@ -289,8 +277,8 @@ def test_filter_pairlist_with_empty_ticker(mocker, rpl_config, tickers, time_mac
"open": [100, 102, 101, 103, 104, 105],
"high": [102, 103, 102, 104, 105, 106],
"low": [99, 101, 100, 102, 103, 104],
"close": [101, 102, 103, 104, 105, 106],
"volume": [1000, 1500, 2000, 2500, 3000, 3500],
"close": [101, 102, 103, 104, 105, 104],
"volume": [1000, 1500, 2000, 2500, 3000, 3400],
}
),
}
@@ -299,22 +287,22 @@ def test_filter_pairlist_with_empty_ticker(mocker, rpl_config, tickers, time_mac
exchange = get_patched_exchange(mocker, rpl_config, exchange="binance")
pairlistmanager = PairListManager(exchange, rpl_config)
remote_pairlist = PercentVolumeChangePairList(
remote_pairlist = PercentChangePairList(
exchange, pairlistmanager, rpl_config, rpl_config["pairlists"][0], 0
)
result = remote_pairlist.filter_pairlist(rpl_config["exchange"]["pair_whitelist"], {})
assert len(result) == 2
assert result == ["ETH/USDT", "XRP/USDT"]
assert result == ["XRP/USDT", "ETH/USDT"]
def test_filter_pairlist_with_max_value_set(mocker, rpl_config, tickers, time_machine):
rpl_config["pairlists"] = [
{
"method": "PercentVolumeChangePairList",
"method": "PercentChangePairList",
"number_assets": 2,
"sort_key": "rolling_volume_change",
"sort_key": "percentage",
"min_value": 0,
"max_value": 15,
"refresh_period": 86400,
@@ -356,7 +344,7 @@ def test_filter_pairlist_with_max_value_set(mocker, rpl_config, tickers, time_ma
"open": [100, 102, 101, 103, 104, 105],
"high": [102, 103, 102, 104, 105, 106],
"low": [99, 101, 100, 102, 103, 104],
"close": [101, 102, 103, 104, 105, 106],
"close": [101, 102, 103, 104, 105, 101],
"volume": [1000, 1500, 2000, 2500, 3000, 3500],
}
),
@@ -366,7 +354,7 @@ def test_filter_pairlist_with_max_value_set(mocker, rpl_config, tickers, time_ma
exchange = get_patched_exchange(mocker, rpl_config, exchange="binance")
pairlistmanager = PairListManager(exchange, rpl_config)
remote_pairlist = PercentVolumeChangePairList(
remote_pairlist = PercentChangePairList(
exchange, pairlistmanager, rpl_config, rpl_config["pairlists"][0], 0
)
@@ -374,3 +362,28 @@ def test_filter_pairlist_with_max_value_set(mocker, rpl_config, tickers, time_ma
assert len(result) == 1
assert result == ["ETH/USDT"]
def test_gen_pairlist_from_tickers(mocker, rpl_config, tickers):
rpl_config["pairlists"] = [
{
"method": "PercentChangePairList",
"number_assets": 2,
"sort_key": "percentage",
"min_value": 0,
}
]
mocker.patch(f"{EXMS}.exchange_has", MagicMock(return_value=True))
exchange = get_patched_exchange(mocker, rpl_config, exchange="binance")
pairlistmanager = PairListManager(exchange, rpl_config)
remote_pairlist = PercentChangePairList(
exchange, pairlistmanager, rpl_config, rpl_config["pairlists"][0], 0
)
result = remote_pairlist.gen_pairlist(tickers.return_value)
assert len(result) == 1
assert result == ["ETH/USDT"]