test: add test cases for PairInformationFilter

tests/plugins/test_pairinformationfilter.py

@@ -0,0 +1,171 @@
+from copy import deepcopy
+
+import pytest
+
+from freqtrade.exceptions import OperationalException
+from freqtrade.plugins.pairlistmanager import PairListManager
+from tests.conftest import get_markets, get_patched_exchange
+
+
+@pytest.fixture(scope="function")
+def pif_config(default_conf_usdt):
+
+    default_conf_usdt["exchange"]["pair_whitelist"] = [
+        "ETH/USDT",
+        "XRP/USDT",
+        "BTC/USDT",
+    ]
+    default_conf_usdt["exchange"]["pair_blacklist"] = ["BLK/USDT"]
+
+    return default_conf_usdt
+
+
+@pytest.mark.parametrize(
+    "missing_key,error_msg",
+    [
+        ("info_key", "`info_key` not specified"),
+        ("info_compare_value", "`info_compare_value` not specified"),
+        ("selection_mode", "`selection_mode` not configured correctly"),
+    ],
+)
+def test_PairInformationFilter_validation(mocker, pif_config, missing_key, error_msg):
+
+    pif_config["pairlists"] = [
+        {
+            "method": "PairInformationFilter",
+            "selection_mode": "whitelist",
+            "info_key": "info.contractType",
+            "info_compare_value": "TRADIFI_PERPETUAL",
+            "refresh_period": 1800,
+        }
+    ]
+    exchange = get_patched_exchange(mocker, pif_config)
+
+    with pytest.raises(OperationalException, match=error_msg):
+        if missing_key == "selection_mode":
+            pif_config["pairlists"][0]["selection_mode"] = "invalid_mode"
+        else:
+            pif_config["pairlists"][0].pop(missing_key)
+        PairListManager(exchange, pif_config)
+
+
+def test_PairInformationFilter_filter_float(mocker, pif_config):
+
+    pif_config["pairlists"] = [
+        {
+            "method": "StaticPairList",
+        },
+        {
+            "method": "PairInformationFilter",
+            "selection_mode": "whitelist",
+            "info_key": "limits.amount.min",
+            "info_compare_value": 0.01,
+            "refresh_period": 1800,
+        },
+    ]
+    exchange = get_patched_exchange(mocker, pif_config)
+    pairlist_manager = PairListManager(exchange, pif_config)
+
+    pairlist_manager.refresh_pairlist()
+    pairlist = pairlist_manager.whitelist
+    assert set(pairlist) == {"XRP/USDT"}
+
+
+def _get_pairinformation_test_markets() -> dict:
+    markets = get_markets()
+    custom_markets = {
+        pair: deepcopy(markets[pair]) for pair in ["ETH/USDT", "XRP/USDT", "BTC/USDT"]
+    }
+    custom_markets["ETH/USDT"]["info"] = {"contractType": "TRADIFI_PERPETUAL"}
+    custom_markets["XRP/USDT"]["info"] = {}
+    custom_markets["BTC/USDT"]["info"] = {"contractType": "CURRENT_QUARTER"}
+    return custom_markets
+
+
+def test_PairInformationFilter_filter_nested_info_string_whitelist(mocker, pif_config):
+    markets = _get_pairinformation_test_markets()
+
+    pif_config["pairlists"] = [
+        {
+            "method": "StaticPairList",
+        },
+        {
+            "method": "PairInformationFilter",
+            "selection_mode": "whitelist",
+            "info_key": "info.contractType",
+            "info_compare_value": "TRADIFI_PERPETUAL",
+            "refresh_period": 1800,
+        },
+    ]
+    exchange = get_patched_exchange(mocker, pif_config, mock_markets=markets)
+    pairlist_manager = PairListManager(exchange, pif_config)
+
+    pairlist_manager.refresh_pairlist()
+    pairlist = pairlist_manager.whitelist
+    assert pairlist == ["ETH/USDT"]
+
+
+def test_PairInformationFilter_filter_nested_info_string_blacklist(mocker, pif_config):
+    markets = _get_pairinformation_test_markets()
+
+    pif_config["pairlists"] = [
+        {
+            "method": "StaticPairList",
+        },
+        {
+            "method": "PairInformationFilter",
+            "selection_mode": "blacklist",
+            "info_key": "info.contractType",
+            "info_compare_value": "TRADIFI_PERPETUAL",
+            "refresh_period": 1800,
+        },
+    ]
+    exchange = get_patched_exchange(mocker, pif_config, mock_markets=markets)
+    pairlist_manager = PairListManager(exchange, pif_config)
+
+    pairlist_manager.refresh_pairlist()
+    pairlist = pairlist_manager.whitelist
+    assert pairlist == ["XRP/USDT", "BTC/USDT"]
+
+
+def test_PairInformationFilter_filter_nested_info_combi(mocker, pif_config):
+    markets = _get_pairinformation_test_markets()
+
+    pif_config["pairlists"] = [
+        {
+            "method": "StaticPairList",
+        },
+        {
+            "method": "PairInformationFilter",
+            "selection_mode": "blacklist",
+            "info_key": "info.contractType",
+            "info_compare_value": "TRADIFI_PERPETUAL",
+            "refresh_period": 1800,
+        },
+        {
+            "method": "PairInformationFilter",
+            "selection_mode": "whitelist",
+            "info_key": "info.contractType",
+            "info_compare_value": "CURRENT_QUARTER",
+            "refresh_period": 1800,
+        },
+    ]
+    exchange = get_patched_exchange(mocker, pif_config, mock_markets=markets)
+    pairlist_manager = PairListManager(exchange, pif_config)
+
+    pairlist_manager.refresh_pairlist()
+    pairlist = pairlist_manager.whitelist
+    assert pairlist == ["BTC/USDT"]
+
+    desc = pairlist_manager._pairlist_handlers[1].description()
+    assert desc == "Filter pairs based upon any information in their market data."
+    short_desc = pairlist_manager._pairlist_handlers[1].short_desc()
+    assert short_desc == (
+        "PairInformationFilter - Returns blacklist pairs by comparing "
+        "info.contractType matches TRADIFI_PERPETUAL."
+    )
+    short_desc2 = pairlist_manager._pairlist_handlers[2].short_desc()
+    assert short_desc2 == (
+        "PairInformationFilter - Returns whitelist pairs by comparing "
+        "info.contractType matches CURRENT_QUARTER."
+    )