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chore: slightly reorganize test file layout

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Matthias
2024-11-29 07:12:54 +01:00
parent 5f363f5c9d
commit 162c79029f
1 changed files with 37 additions and 37 deletions
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74
tests/exchange/test_binance_public_data.py
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@@ -29,44 +29,9 @@ def event_loop_policy(request):
return asyncio.DefaultEventLoopPolicy()
# spot klines archive csv file format, the futures/um klines don't have the header line
#
# open_time,open,high,low,close,volume,close_time,quote_volume,count,taker_buy_volume,taker_buy_quote_volume,ignore # noqa: E501
# 1698364800000,34161.6,34182.5,33977.4,34024.2,409953,1698368399999,1202.97118037,15095,192220,564.12041453,0 # noqa: E501
# 1698368400000,34024.2,34060.1,33776.4,33848.4,740960,1698371999999,2183.75671155,23938,368266,1085.17080793,0 # noqa: E501
# 1698372000000,33848.5,34150.0,33815.1,34094.2,390376,1698375599999,1147.73267094,13854,231446,680.60405822,0 # noqa: E501
def make_daily_df(date, timeframe):
start = dt_utc(date.year, date.month, date.day)
end = start + timedelta(days=1)
date_col = pd.date_range(start, end, freq=timeframe.replace("m", "min"), inclusive="left")
cols = (
"open_time,open,high,low,close,volume,close_time,quote_volume,count,taker_buy_volume,"
"taker_buy_quote_volume,ignore"
)
df = pd.DataFrame(columns=cols.split(","), dtype=float)
df["open_time"] = date_col.astype("int64") // 10**6
df["open"] = df["high"] = df["low"] = df["close"] = df["volume"] = 1.0
return df
def make_daily_zip(asset_type_url_segment, symbol, timeframe, date) -> bytes:
df = make_daily_df(date, timeframe)
if asset_type_url_segment == "spot":
header = True
elif asset_type_url_segment == "futures/um":
header = None
else:
raise ValueError
csv = df.to_csv(index=False, header=header)
zip_buffer = io.BytesIO()
with zipfile.ZipFile(zip_buffer, "w") as zipf:
zipf.writestr(binance_vision_zip_name(symbol, timeframe, date), csv)
return zip_buffer.getvalue()
class MockResponse:
"""AioHTTP response mock"""
def __init__(self, content, status, reason=""):
self._content = content
self.status = status
@@ -82,7 +47,42 @@ class MockResponse:
return self
# spot klines archive csv file format, the futures/um klines don't have the header line
#
# open_time,open,high,low,close,volume,close_time,quote_volume,count,taker_buy_volume,taker_buy_quote_volume,ignore # noqa: E501
# 1698364800000,34161.6,34182.5,33977.4,34024.2,409953,1698368399999,1202.97118037,15095,192220,564.12041453,0 # noqa: E501
# 1698368400000,34024.2,34060.1,33776.4,33848.4,740960,1698371999999,2183.75671155,23938,368266,1085.17080793,0 # noqa: E501
# 1698372000000,33848.5,34150.0,33815.1,34094.2,390376,1698375599999,1147.73267094,13854,231446,680.60405822,0 # noqa: E501
def make_response_from_url(start_date, end_date):
def make_daily_df(date, timeframe):
start = dt_utc(date.year, date.month, date.day)
end = start + timedelta(days=1)
date_col = pd.date_range(start, end, freq=timeframe.replace("m", "min"), inclusive="left")
cols = (
"open_time,open,high,low,close,volume,close_time,quote_volume,count,taker_buy_volume,"
"taker_buy_quote_volume,ignore"
)
df = pd.DataFrame(columns=cols.split(","), dtype=float)
df["open_time"] = date_col.astype("int64") // 10**6
df["open"] = df["high"] = df["low"] = df["close"] = df["volume"] = 1.0
return df
def make_daily_zip(asset_type_url_segment, symbol, timeframe, date) -> bytes:
df = make_daily_df(date, timeframe)
if asset_type_url_segment == "spot":
header = True
elif asset_type_url_segment == "futures/um":
header = None
else:
raise ValueError
csv = df.to_csv(index=False, header=header)
zip_buffer = io.BytesIO()
with zipfile.ZipFile(zip_buffer, "w") as zipf:
zipf.writestr(binance_vision_zip_name(symbol, timeframe, date), csv)
return zip_buffer.getvalue()
def make_response(url):
pattern = (
r"https://data.binance.vision/data/(?P<asset_type_url_segment>spot|futures/um)"