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Test volatilityfilter with more pairs

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This commit is contained in:
Matthias
2024-02-24 14:45:15 +01:00
parent b972ee78ec
commit e82d9e2f55
1 changed files with 22 additions and 8 deletions
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30
tests/plugins/test_pairlist.py
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@@ -775,18 +775,29 @@ def test_VolatilityFilter_error(mocker, whitelist_conf) -> None:
@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]
def test_VolatilityFilter_sort(
mocker, whitelist_conf, tickers, time_machine, sort_direction) -> None:
whitelist_conf['pairlists'] = [
{'method': 'VolumePairList', 'number_assets': 10},
{"method": "VolatilityFilter", "sort_direction": sort_direction}]
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)
df2 = generate_test_data('1d', 10, '2022-01-05 00:00:00+00:00', random_seed=2)
df3 = generate_test_data('1d', 10, '2022-01-05 00:00:00+00:00', random_seed=3)
df4 = generate_test_data('1d', 10, '2022-01-05 00:00:00+00:00', random_seed=4)
df5 = generate_test_data('1d', 10, '2022-01-05 00:00:00+00:00', random_seed=5)
df6 = generate_test_data('1d', 10, '2022-01-05 00:00:00+00:00', random_seed=6)
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,
('LTC/BTC', '1d', CandleType.SPOT): df3,
('XRP/BTC', '1d', CandleType.SPOT): df4,
('HOT/BTC', '1d', CandleType.SPOT): df5,
('BLK/BTC', '1d', CandleType.SPOT): df6,
}
ohlcv_mock = MagicMock(return_value=ohlcv_data)
@@ -794,22 +805,25 @@ def test_VolatilityFilter_sort(mocker, whitelist_conf, time_machine, sort_direct
EXMS,
exchange_has=MagicMock(return_value=True),
refresh_latest_ohlcv=ohlcv_mock,
get_tickers=tickers
)
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
assert exchange.ohlcv_candle_limit.call_count == 2
plm.refresh_pairlist()
assert ohlcv_mock.call_count == 1
assert exchange.ohlcv_candle_limit.call_count == 1
assert exchange.ohlcv_candle_limit.call_count == 2
assert plm.whitelist == (
['ETH/BTC', 'TKN/BTC'] if sort_direction == 'asc' else ['TKN/BTC', 'ETH/BTC']
['XRP/BTC', 'ETH/BTC', 'LTC/BTC', 'TKN/BTC'] if sort_direction == 'asc'
else ['TKN/BTC', 'LTC/BTC', 'ETH/BTC', 'XRP/BTC']
)
plm.refresh_pairlist()
assert exchange.ohlcv_candle_limit.call_count == 1
assert exchange.ohlcv_candle_limit.call_count == 2
assert ohlcv_mock.call_count == 1