Merge pull request freqtrade#3616 from freqtrade/fix/pairfilter

Fix pairfilter crash
yyolk · Jul 21, 2020 · dbf4d1a · dbf4d1a
2 parents d8fa17c + 6a10c71
commit dbf4d1a
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Showing 3 changed files with 57 additions and 6 deletions.
diff --git a/freqtrade/pairlist/PriceFilter.py b/freqtrade/pairlist/PriceFilter.py
@@ -56,7 +56,7 @@ def _validate_pair(self, ticker) -> bool:
         :param ticker: ticker dict as returned from ccxt.load_markets()
         :return: True if the pair can stay, false if it should be removed
         """
-        if ticker['last'] is None:
+        if ticker['last'] is None or ticker['last'] == 0:
             self.log_on_refresh(logger.info,
                                 f"Removed {ticker['symbol']} from whitelist, because "
                                 "ticker['last'] is empty (Usually no trade in the last 24h).")

diff --git a/tests/conftest.py b/tests/conftest.py
@@ -661,7 +661,8 @@ def shitcoinmarkets(markets):
     Fixture with shitcoin markets - used to test filters in pairlists
     """
     shitmarkets = deepcopy(markets)
-    shitmarkets.update({'HOT/BTC': {
+    shitmarkets.update({
+        'HOT/BTC': {
             'id': 'HOTBTC',
             'symbol': 'HOT/BTC',
             'base': 'HOT',
@@ -766,7 +767,32 @@ def shitcoinmarkets(markets):
             "spot": True,
             "future": False,
             "active": True
-    },
+        },
+        'ADADOUBLE/USDT': {
+            "percentage": True,
+            "tierBased": False,
+            "taker": 0.001,
+            "maker": 0.001,
+            "precision": {
+                "base": 8,
+                "quote": 8,
+                "amount": 2,
+                "price": 4
+            },
+            "limits": {
+            },
+            "id": "ADADOUBLEUSDT",
+            "symbol": "ADADOUBLE/USDT",
+            "base": "ADADOUBLE",
+            "quote": "USDT",
+            "baseId": "ADADOUBLE",
+            "quoteId": "USDT",
+            "info": {},
+            "type": "spot",
+            "spot": True,
+            "future": False,
+            "active": True
+        },
         })
     return shitmarkets
 
@@ -1388,6 +1414,28 @@ def tickers():
             "quoteVolume": 0.0,
             "info": {}
         },
+        "ADADOUBLE/USDT": {
+            "symbol": "ADADOUBLE/USDT",
+            "timestamp": 1580469388244,
+            "datetime": "2020-01-31T11:16:28.244Z",
+            "high": None,
+            "low": None,
+            "bid": 0.7305,
+            "bidVolume": None,
+            "ask": 0.7342,
+            "askVolume": None,
+            "vwap": None,
+            "open": None,
+            "close": None,
+            "last": 0,
+            "previousClose": None,
+            "change": None,
+            "percentage": 2.628,
+            "average": None,
+            "baseVolume": 0.0,
+            "quoteVolume": 0.0,
+            "info": {}
+        },
     })
 
 

diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
@@ -235,7 +235,7 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"}],
      "BTC",  ['HOT/BTC', 'FUEL/BTC', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC']),
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
-     "USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT']),
+     "USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT', 'ADADOUBLE/USDT']),
     # No pair for ETH, VolumePairList
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
      "ETH", []),
@@ -303,11 +303,11 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
     # ShuffleFilter
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "ShuffleFilter", "seed": 77}],
-     "USDT", ['ETH/USDT', 'ADAHALF/USDT', 'NANO/USDT']),
+     "USDT", ['ADADOUBLE/USDT', 'ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT']),
     # ShuffleFilter, other seed
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "ShuffleFilter", "seed": 42}],
-     "USDT", ['NANO/USDT', 'ETH/USDT', 'ADAHALF/USDT']),
+     "USDT", ['ADAHALF/USDT', 'NANO/USDT', 'ADADOUBLE/USDT', 'ETH/USDT']),
     # ShuffleFilter, no seed
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "ShuffleFilter"}],
@@ -347,6 +347,9 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"},
       {"method": "StaticPairList"}],
      "BTC", 'static_in_the_middle'),
+    ([{"method": "VolumePairList", "number_assets": 20, "sort_key": "quoteVolume"},
+      {"method": "PriceFilter", "low_price_ratio": 0.02}],
+        "USDT", ['ETH/USDT', 'NANO/USDT']),
 ])
 def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
                                       ohlcv_history_list, pairlists, base_currency,