mirror of
https://github.com/freqtrade/freqtrade.git
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Merge pull request #10858 from xzmeng/binance-public-data
Improve binance historic OHLCV download speed
This commit is contained in:
Matthias
@@ -128,8 +128,8 @@ def test_load_data_with_new_pair_1min(
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"""
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Test load_pair_history() with 1 min timeframe
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"""
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mocker.patch(f"{EXMS}.get_historic_ohlcv", return_value=ohlcv_history)
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exchange = get_patched_exchange(mocker, default_conf)
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mocker.patch.object(exchange, "get_historic_ohlcv", return_value=ohlcv_history)
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file = tmp_path / "MEME_BTC-1m.feather"
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# do not download a new pair if refresh_pairs isn't set
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@@ -306,8 +306,8 @@ def test_load_cached_data_for_updating(testdatadir) -> None:
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def test_download_pair_history(
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ohlcv_history, mocker, default_conf, tmp_path, candle_type, subdir, file_tail
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) -> None:
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mocker.patch(f"{EXMS}.get_historic_ohlcv", return_value=ohlcv_history)
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exchange = get_patched_exchange(mocker, default_conf)
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mocker.patch.object(exchange, "get_historic_ohlcv", return_value=ohlcv_history)
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file1_1 = tmp_path / f"{subdir}MEME_BTC-1m{file_tail}.feather"
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file1_5 = tmp_path / f"{subdir}MEME_BTC-5m{file_tail}.feather"
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file2_1 = tmp_path / f"{subdir}CFI_BTC-1m{file_tail}.feather"
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@@ -357,8 +357,8 @@ def test_download_pair_history2(mocker, default_conf, testdatadir, ohlcv_history
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"freqtrade.data.history.datahandlers.featherdatahandler.FeatherDataHandler.ohlcv_store",
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return_value=None,
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)
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mocker.patch(f"{EXMS}.get_historic_ohlcv", return_value=ohlcv_history)
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exchange = get_patched_exchange(mocker, default_conf)
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mocker.patch.object(exchange, "get_historic_ohlcv", return_value=ohlcv_history)
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_download_pair_history(
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datadir=testdatadir,
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exchange=exchange,
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@@ -1,14 +1,17 @@
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from datetime import datetime, timezone
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from datetime import datetime, timedelta
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from random import randint
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from unittest.mock import MagicMock, PropertyMock
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import ccxt
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import pandas as pd
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import pytest
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from freqtrade.enums import CandleType, MarginMode, TradingMode
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from freqtrade.exceptions import DependencyException, InvalidOrderException, OperationalException
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from freqtrade.exchange.exchange_utils_timeframe import timeframe_to_seconds
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from freqtrade.persistence import Trade
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from tests.conftest import EXMS, get_mock_coro, get_patched_exchange, log_has_re
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from freqtrade.util.datetime_helpers import dt_from_ts, dt_ts, dt_utc
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from tests.conftest import EXMS, get_patched_exchange
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from tests.exchange.test_exchange import ccxt_exceptionhandlers
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@@ -731,42 +734,243 @@ def test__set_leverage_binance(mocker, default_conf):
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)
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@pytest.mark.parametrize("candle_type", [CandleType.MARK, ""])
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async def test__async_get_historic_ohlcv_binance(default_conf, mocker, caplog, candle_type):
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ohlcv = [
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[
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int((datetime.now(timezone.utc).timestamp() - 1000) * 1000),
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1, # open
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2, # high
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3, # low
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4, # close
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5, # volume (in quote currency)
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def patch_binance_vision_ohlcv(mocker, start, archive_end, api_end, timeframe):
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def make_storage(start: datetime, end: datetime, timeframe: str):
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date = pd.date_range(start, end, freq=timeframe.replace("m", "min"))
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df = pd.DataFrame(
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data=dict(date=date, open=1.0, high=1.0, low=1.0, close=1.0),
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)
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return df
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archive_storage = make_storage(start, archive_end, timeframe)
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api_storage = make_storage(start, api_end, timeframe)
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ohlcv = [[dt_ts(start), 1, 1, 1, 1]]
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# (pair, timeframe, candle_type, ohlcv, True)
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candle_history = [None, None, None, ohlcv, None]
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def get_historic_ohlcv(
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# self,
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pair: str,
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timeframe: str,
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since_ms: int,
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candle_type: CandleType,
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is_new_pair: bool = False,
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until_ms: int | None = None,
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):
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since = dt_from_ts(since_ms)
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until = dt_from_ts(until_ms) if until_ms else api_end + timedelta(seconds=1)
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return api_storage.loc[(api_storage["date"] >= since) & (api_storage["date"] < until)]
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async def download_archive_ohlcv(
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candle_type,
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pair,
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timeframe,
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since_ms,
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until_ms,
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markets=None,
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stop_on_404=False,
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):
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since = dt_from_ts(since_ms)
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until = dt_from_ts(until_ms) if until_ms else archive_end + timedelta(seconds=1)
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if since < start:
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pass
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return archive_storage.loc[
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(archive_storage["date"] >= since) & (archive_storage["date"] < until)
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]
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]
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candle_mock = mocker.patch(f"{EXMS}._async_get_candle_history", return_value=candle_history)
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api_mock = mocker.patch(f"{EXMS}.get_historic_ohlcv", side_effect=get_historic_ohlcv)
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archive_mock = mocker.patch(
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"freqtrade.exchange.binance.download_archive_ohlcv", side_effect=download_archive_ohlcv
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)
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return candle_mock, api_mock, archive_mock
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@pytest.mark.parametrize(
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"timeframe,is_new_pair,since,until,first_date,last_date,candle_called,archive_called,"
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"api_called",
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[
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(
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"1m",
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True,
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dt_utc(2020, 1, 1),
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dt_utc(2020, 1, 2),
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dt_utc(2020, 1, 1),
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dt_utc(2020, 1, 1, 23, 59),
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True,
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True,
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False,
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),
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(
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"1m",
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True,
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dt_utc(2020, 1, 1),
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dt_utc(2020, 1, 3),
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dt_utc(2020, 1, 1),
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dt_utc(2020, 1, 2, 23, 59),
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True,
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True,
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True,
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),
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(
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"1m",
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True,
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dt_utc(2020, 1, 2),
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dt_utc(2020, 1, 2, 1),
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dt_utc(2020, 1, 2),
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dt_utc(2020, 1, 2, 0, 59),
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True,
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False,
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True,
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),
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(
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"1m",
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False,
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dt_utc(2020, 1, 1),
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dt_utc(2020, 1, 2),
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dt_utc(2020, 1, 1),
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dt_utc(2020, 1, 1, 23, 59),
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False,
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True,
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False,
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),
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(
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"1m",
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True,
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dt_utc(2019, 1, 1),
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dt_utc(2020, 1, 2),
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dt_utc(2020, 1, 1),
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dt_utc(2020, 1, 1, 23, 59),
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True,
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True,
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False,
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),
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(
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"1m",
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False,
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dt_utc(2019, 1, 1),
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dt_utc(2020, 1, 2),
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dt_utc(2020, 1, 1),
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dt_utc(2020, 1, 1, 23, 59),
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False,
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True,
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False,
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),
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(
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"1m",
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False,
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dt_utc(2019, 1, 1),
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dt_utc(2019, 1, 2),
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None,
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None,
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False,
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True,
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True,
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),
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(
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"1m",
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True,
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dt_utc(2019, 1, 1),
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dt_utc(2019, 1, 2),
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None,
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None,
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True,
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False,
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False,
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),
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(
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"1m",
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False,
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dt_utc(2021, 1, 1),
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dt_utc(2021, 1, 2),
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None,
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None,
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False,
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False,
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False,
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),
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(
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"1m",
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True,
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dt_utc(2021, 1, 1),
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dt_utc(2021, 1, 2),
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None,
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None,
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True,
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False,
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False,
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),
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(
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"1h",
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False,
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dt_utc(2020, 1, 1),
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dt_utc(2020, 1, 2),
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dt_utc(2020, 1, 1),
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dt_utc(2020, 1, 1, 23),
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False,
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False,
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True,
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),
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(
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"1m",
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False,
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dt_utc(2020, 1, 1),
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dt_utc(2020, 1, 1, 3, 50, 30),
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dt_utc(2020, 1, 1),
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dt_utc(2020, 1, 1, 3, 50),
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False,
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True,
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False,
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),
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],
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)
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def test_get_historic_ohlcv_binance(
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mocker,
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default_conf,
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timeframe,
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is_new_pair,
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since,
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until,
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first_date,
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last_date,
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candle_called,
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archive_called,
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api_called,
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):
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exchange = get_patched_exchange(mocker, default_conf, exchange="binance")
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# Monkey-patch async function
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exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
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pair = "ETH/BTC"
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respair, restf, restype, res, _ = await exchange._async_get_historic_ohlcv(
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pair, "5m", 1500000000000, is_new_pair=False, candle_type=candle_type
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)
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assert respair == pair
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assert restf == "5m"
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assert restype == candle_type
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# Call with very old timestamp - causes tons of requests
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assert exchange._api_async.fetch_ohlcv.call_count > 400
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# assert res == ohlcv
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exchange._api_async.fetch_ohlcv.reset_mock()
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_, _, _, res, _ = await exchange._async_get_historic_ohlcv(
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pair, "5m", 1500000000000, is_new_pair=True, candle_type=candle_type
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start = dt_utc(2020, 1, 1)
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archive_end = dt_utc(2020, 1, 2)
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api_end = dt_utc(2020, 1, 3)
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candle_mock, api_mock, archive_mock = patch_binance_vision_ohlcv(
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mocker, start=start, archive_end=archive_end, api_end=api_end, timeframe=timeframe
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)
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# Called twice - one "init" call - and one to get the actual data.
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assert exchange._api_async.fetch_ohlcv.call_count == 2
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assert res == ohlcv
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assert log_has_re(r"Candle-data for ETH/BTC available starting with .*", caplog)
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candle_type = CandleType.SPOT
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pair = "BTC/USDT"
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since_ms = dt_ts(since)
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until_ms = dt_ts(until)
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df = exchange.get_historic_ohlcv(pair, timeframe, since_ms, candle_type, is_new_pair, until_ms)
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if df.empty:
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assert first_date is None
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assert last_date is None
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else:
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assert df["date"].iloc[0] == first_date
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assert df["date"].iloc[-1] == last_date
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assert (
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df["date"].diff().iloc[1:] == timedelta(seconds=timeframe_to_seconds(timeframe))
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).all()
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if candle_called:
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candle_mock.assert_called_once()
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if archive_called:
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archive_mock.assert_called_once()
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if api_called:
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api_mock.assert_called_once()
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@pytest.mark.parametrize(
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337
tests/exchange/test_binance_public_data.py
Normal file
337
tests/exchange/test_binance_public_data.py
Normal file
@@ -0,0 +1,337 @@
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import asyncio
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import datetime
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import io
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import re
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import sys
|
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import zipfile
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from datetime import timedelta
|
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import aiohttp
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import pandas as pd
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import pytest
|
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|
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from freqtrade.enums import CandleType
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from freqtrade.exchange.binance_public_data import (
|
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BadHttpStatus,
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Http404,
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binance_vision_zip_name,
|
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download_archive_ohlcv,
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get_daily_ohlcv,
|
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)
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from freqtrade.util.datetime_helpers import dt_ts, dt_utc
|
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|
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|
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@pytest.fixture(scope="module")
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def event_loop_policy(request):
|
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if sys.platform == "win32":
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return asyncio.WindowsSelectorEventLoopPolicy()
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else:
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return asyncio.DefaultEventLoopPolicy()
|
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|
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|
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class MockResponse:
|
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"""AioHTTP response mock"""
|
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|
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def __init__(self, content, status, reason=""):
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self._content = content
|
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self.status = status
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self.reason = reason
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|
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async def read(self):
|
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return self._content
|
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|
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async def __aexit__(self, exc_type, exc, tb):
|
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pass
|
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|
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async def __aenter__(self):
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return self
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|
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|
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# spot klines archive csv file format, the futures/um klines don't have the header line
|
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#
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# open_time,open,high,low,close,volume,close_time,quote_volume,count,taker_buy_volume,taker_buy_quote_volume,ignore # noqa: E501
|
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# 1698364800000,34161.6,34182.5,33977.4,34024.2,409953,1698368399999,1202.97118037,15095,192220,564.12041453,0 # noqa: E501
|
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# 1698368400000,34024.2,34060.1,33776.4,33848.4,740960,1698371999999,2183.75671155,23938,368266,1085.17080793,0 # noqa: E501
|
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# 1698372000000,33848.5,34150.0,33815.1,34094.2,390376,1698375599999,1147.73267094,13854,231446,680.60405822,0 # noqa: E501
|
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|
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|
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def make_response_from_url(start_date, end_date):
|
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def make_daily_df(date, timeframe):
|
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start = dt_utc(date.year, date.month, date.day)
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end = start + timedelta(days=1)
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date_col = pd.date_range(start, end, freq=timeframe.replace("m", "min"), inclusive="left")
|
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cols = (
|
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"open_time,open,high,low,close,volume,close_time,quote_volume,count,taker_buy_volume,"
|
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"taker_buy_quote_volume,ignore"
|
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)
|
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df = pd.DataFrame(columns=cols.split(","), dtype=float)
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df["open_time"] = date_col.astype("int64") // 10**6
|
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df["open"] = df["high"] = df["low"] = df["close"] = df["volume"] = 1.0
|
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return df
|
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|
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def make_daily_zip(asset_type_url_segment, symbol, timeframe, date) -> bytes:
|
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df = make_daily_df(date, timeframe)
|
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if asset_type_url_segment == "spot":
|
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header = True
|
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elif asset_type_url_segment == "futures/um":
|
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header = None
|
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else:
|
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raise ValueError
|
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csv = df.to_csv(index=False, header=header)
|
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zip_buffer = io.BytesIO()
|
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with zipfile.ZipFile(zip_buffer, "w") as zipf:
|
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zipf.writestr(binance_vision_zip_name(symbol, timeframe, date), csv)
|
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return zip_buffer.getvalue()
|
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|
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def make_response(url):
|
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pattern = (
|
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r"https://data.binance.vision/data/(?P<asset_type_url_segment>spot|futures/um)"
|
||||
r"/daily/klines/(?P<symbol>.*?)/(?P<timeframe>.*?)/(?P=symbol)-(?P=timeframe)-"
|
||||
r"(?P<date>\d{4}-\d{2}-\d{2}).zip"
|
||||
)
|
||||
m = re.match(pattern, url)
|
||||
if not m:
|
||||
return MockResponse(content="", status=404)
|
||||
|
||||
date = datetime.datetime.strptime(m["date"], "%Y-%m-%d").date()
|
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if date < start_date or date > end_date:
|
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return MockResponse(content="", status=404)
|
||||
|
||||
zip_file = make_daily_zip(m["asset_type_url_segment"], m["symbol"], m["timeframe"], date)
|
||||
return MockResponse(content=zip_file, status=200)
|
||||
|
||||
return make_response
|
||||
|
||||
|
||||
@pytest.mark.parametrize(
|
||||
"candle_type,pair,since,until,first_date,last_date,stop_on_404",
|
||||
[
|
||||
(
|
||||
CandleType.SPOT,
|
||||
"BTC/USDT",
|
||||
dt_utc(2020, 1, 1),
|
||||
dt_utc(2020, 1, 2),
|
||||
dt_utc(2020, 1, 1),
|
||||
dt_utc(2020, 1, 1, 23),
|
||||
False,
|
||||
),
|
||||
(
|
||||
CandleType.SPOT,
|
||||
"BTC/USDT",
|
||||
dt_utc(2020, 1, 1),
|
||||
dt_utc(2020, 1, 1, 23, 59, 59),
|
||||
dt_utc(2020, 1, 1),
|
||||
dt_utc(2020, 1, 1, 23),
|
||||
False,
|
||||
),
|
||||
(
|
||||
CandleType.SPOT,
|
||||
"BTC/USDT",
|
||||
dt_utc(2020, 1, 1),
|
||||
dt_utc(2020, 1, 5),
|
||||
dt_utc(2020, 1, 1),
|
||||
dt_utc(2020, 1, 3, 23),
|
||||
False,
|
||||
),
|
||||
(
|
||||
CandleType.SPOT,
|
||||
"BTC/USDT",
|
||||
dt_utc(2019, 12, 25),
|
||||
dt_utc(2020, 1, 5),
|
||||
dt_utc(2020, 1, 1),
|
||||
dt_utc(2020, 1, 3, 23),
|
||||
False,
|
||||
),
|
||||
(
|
||||
CandleType.SPOT,
|
||||
"BTC/USDT",
|
||||
dt_utc(2019, 1, 1),
|
||||
dt_utc(2019, 1, 5),
|
||||
None,
|
||||
None,
|
||||
False,
|
||||
),
|
||||
(
|
||||
CandleType.SPOT,
|
||||
"BTC/USDT",
|
||||
dt_utc(2021, 1, 1),
|
||||
dt_utc(2021, 1, 5),
|
||||
None,
|
||||
None,
|
||||
False,
|
||||
),
|
||||
(
|
||||
CandleType.SPOT,
|
||||
"BTC/USDT",
|
||||
dt_utc(2020, 1, 2),
|
||||
None,
|
||||
dt_utc(2020, 1, 2),
|
||||
dt_utc(2020, 1, 3, 23),
|
||||
False,
|
||||
),
|
||||
(
|
||||
CandleType.SPOT,
|
||||
"BTC/USDT",
|
||||
dt_utc(2020, 1, 5),
|
||||
dt_utc(2020, 1, 1),
|
||||
None,
|
||||
None,
|
||||
False,
|
||||
),
|
||||
(
|
||||
CandleType.FUTURES,
|
||||
"BTC/USDT:USDT",
|
||||
dt_utc(2020, 1, 1),
|
||||
dt_utc(2020, 1, 1, 23, 59, 59),
|
||||
dt_utc(2020, 1, 1),
|
||||
dt_utc(2020, 1, 1, 23),
|
||||
False,
|
||||
),
|
||||
(
|
||||
CandleType.INDEX,
|
||||
"N/A",
|
||||
dt_utc(2020, 1, 1),
|
||||
dt_utc(2020, 1, 1, 23, 59, 59),
|
||||
None,
|
||||
None,
|
||||
False,
|
||||
),
|
||||
# stop_on_404 = True
|
||||
(
|
||||
CandleType.SPOT,
|
||||
"BTC/USDT",
|
||||
dt_utc(2019, 12, 25),
|
||||
dt_utc(2020, 1, 5),
|
||||
None,
|
||||
None,
|
||||
True,
|
||||
),
|
||||
(
|
||||
CandleType.SPOT,
|
||||
"BTC/USDT",
|
||||
dt_utc(2020, 1, 1),
|
||||
dt_utc(2020, 1, 5),
|
||||
dt_utc(2020, 1, 1),
|
||||
dt_utc(2020, 1, 3, 23),
|
||||
True,
|
||||
),
|
||||
(
|
||||
CandleType.FUTURES,
|
||||
"BTC/USDT:USDT",
|
||||
dt_utc(2019, 12, 25),
|
||||
dt_utc(2020, 1, 5),
|
||||
None,
|
||||
None,
|
||||
True,
|
||||
),
|
||||
],
|
||||
)
|
||||
async def test_download_archive_ohlcv(
|
||||
mocker, candle_type, pair, since, until, first_date, last_date, stop_on_404
|
||||
):
|
||||
history_start = dt_utc(2020, 1, 1).date()
|
||||
history_end = dt_utc(2020, 1, 3).date()
|
||||
timeframe = "1h"
|
||||
|
||||
since_ms = dt_ts(since)
|
||||
until_ms = dt_ts(until)
|
||||
|
||||
mocker.patch(
|
||||
"freqtrade.exchange.binance_public_data.aiohttp.ClientSession.get",
|
||||
side_effect=make_response_from_url(history_start, history_end),
|
||||
)
|
||||
markets = {"BTC/USDT": {"id": "BTCUSDT"}, "BTC/USDT:USDT": {"id": "BTCUSDT"}}
|
||||
|
||||
df = await download_archive_ohlcv(
|
||||
candle_type,
|
||||
pair,
|
||||
timeframe,
|
||||
since_ms=since_ms,
|
||||
until_ms=until_ms,
|
||||
markets=markets,
|
||||
stop_on_404=stop_on_404,
|
||||
)
|
||||
|
||||
if df.empty:
|
||||
assert first_date is None and last_date is None
|
||||
else:
|
||||
assert candle_type in [CandleType.SPOT, CandleType.FUTURES]
|
||||
assert df["date"].iloc[0] == first_date
|
||||
assert df["date"].iloc[-1] == last_date
|
||||
|
||||
|
||||
async def test_download_archive_ohlcv_exception(mocker):
|
||||
timeframe = "1h"
|
||||
pair = "BTC/USDT"
|
||||
|
||||
since_ms = dt_ts(dt_utc(2020, 1, 1))
|
||||
until_ms = dt_ts(dt_utc(2020, 1, 2))
|
||||
|
||||
markets = {"BTC/USDT": {"id": "BTCUSDT"}, "BTC/USDT:USDT": {"id": "BTCUSDT"}}
|
||||
mocker.patch(
|
||||
"freqtrade.exchange.binance_public_data.aiohttp.ClientSession.get", side_effect=RuntimeError
|
||||
)
|
||||
|
||||
df = await download_archive_ohlcv(
|
||||
CandleType.SPOT, pair, timeframe, since_ms=since_ms, until_ms=until_ms, markets=markets
|
||||
)
|
||||
|
||||
assert df.empty
|
||||
|
||||
|
||||
async def test_get_daily_ohlcv(mocker, testdatadir):
|
||||
symbol = "BTCUSDT"
|
||||
timeframe = "1h"
|
||||
date = dt_utc(2024, 10, 28).date()
|
||||
first_date = dt_utc(2024, 10, 28)
|
||||
last_date = dt_utc(2024, 10, 28, 23)
|
||||
|
||||
async with aiohttp.ClientSession() as session:
|
||||
spot_path = (
|
||||
testdatadir / "binance/binance_public_data/spot-klines-BTCUSDT-1h-2024-10-28.zip"
|
||||
)
|
||||
get = mocker.patch(
|
||||
"freqtrade.exchange.binance_public_data.aiohttp.ClientSession.get",
|
||||
return_value=MockResponse(spot_path.read_bytes(), 200),
|
||||
)
|
||||
df = await get_daily_ohlcv("spot", symbol, timeframe, date, session)
|
||||
assert get.call_count == 1
|
||||
assert df["date"].iloc[0] == first_date
|
||||
assert df["date"].iloc[-1] == last_date
|
||||
|
||||
futures_path = (
|
||||
testdatadir / "binance/binance_public_data/futures-um-klines-BTCUSDT-1h-2024-10-28.zip"
|
||||
)
|
||||
get = mocker.patch(
|
||||
"freqtrade.exchange.binance_public_data.aiohttp.ClientSession.get",
|
||||
return_value=MockResponse(futures_path.read_bytes(), 200),
|
||||
)
|
||||
df = await get_daily_ohlcv("futures/um", symbol, timeframe, date, session)
|
||||
assert get.call_count == 1
|
||||
assert df["date"].iloc[0] == first_date
|
||||
assert df["date"].iloc[-1] == last_date
|
||||
|
||||
get = mocker.patch(
|
||||
"freqtrade.exchange.binance_public_data.aiohttp.ClientSession.get",
|
||||
return_value=MockResponse(b"", 404),
|
||||
)
|
||||
with pytest.raises(Http404):
|
||||
df = await get_daily_ohlcv("spot", symbol, timeframe, date, session, retry_delay=0)
|
||||
assert get.call_count == 1
|
||||
|
||||
get = mocker.patch(
|
||||
"freqtrade.exchange.binance_public_data.aiohttp.ClientSession.get",
|
||||
return_value=MockResponse(b"", 500),
|
||||
)
|
||||
mocker.patch("asyncio.sleep")
|
||||
with pytest.raises(BadHttpStatus):
|
||||
df = await get_daily_ohlcv("spot", symbol, timeframe, date, session)
|
||||
assert get.call_count == 4 # 1 + 3 default retries
|
||||
|
||||
get = mocker.patch(
|
||||
"freqtrade.exchange.binance_public_data.aiohttp.ClientSession.get",
|
||||
return_value=MockResponse(b"nop", 200),
|
||||
)
|
||||
with pytest.raises(zipfile.BadZipFile):
|
||||
df = await get_daily_ohlcv("spot", symbol, timeframe, date, session)
|
||||
assert get.call_count == 4 # 1 + 3 default retries
|
||||
@@ -2091,6 +2091,7 @@ def test___now_is_time_to_refresh(default_conf, mocker, exchange_name, time_mach
|
||||
@pytest.mark.parametrize("candle_type", ["mark", ""])
|
||||
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
||||
def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name, candle_type):
|
||||
caplog.set_level(logging.DEBUG)
|
||||
exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
|
||||
pair = "ETH/BTC"
|
||||
calls = 0
|
||||
@@ -2123,7 +2124,7 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name, candle_
|
||||
assert exchange._async_get_candle_history.call_count == 2
|
||||
# Returns twice the above OHLCV data after truncating the open candle.
|
||||
assert len(ret) == 2
|
||||
assert log_has_re(r"Downloaded data for .* with length .*\.", caplog)
|
||||
assert log_has_re(r"Downloaded data for .* from ccxt with length .*\.", caplog)
|
||||
|
||||
caplog.clear()
|
||||
|
||||
@@ -2156,7 +2157,7 @@ async def test__async_get_historic_ohlcv(default_conf, mocker, caplog, exchange_
|
||||
|
||||
pair = "ETH/USDT"
|
||||
respair, restf, _, res, _ = await exchange._async_get_historic_ohlcv(
|
||||
pair, "5m", 1500000000000, candle_type=candle_type, is_new_pair=False
|
||||
pair, "5m", 1500000000000, candle_type=candle_type
|
||||
)
|
||||
assert respair == pair
|
||||
assert restf == "5m"
|
||||
@@ -2168,7 +2169,7 @@ async def test__async_get_historic_ohlcv(default_conf, mocker, caplog, exchange_
|
||||
end_ts = 1_500_500_000_000
|
||||
start_ts = 1_500_000_000_000
|
||||
respair, restf, _, res, _ = await exchange._async_get_historic_ohlcv(
|
||||
pair, "5m", since_ms=start_ts, candle_type=candle_type, is_new_pair=False, until_ms=end_ts
|
||||
pair, "5m", since_ms=start_ts, candle_type=candle_type, until_ms=end_ts
|
||||
)
|
||||
# Required candles
|
||||
candles = (end_ts - start_ts) / 300_000
|
||||
|
||||
BIN
tests/testdata/binance/binance_public_data/futures-um-klines-BTCUSDT-1h-2024-10-28.zip
vendored
Normal file
BIN
tests/testdata/binance/binance_public_data/futures-um-klines-BTCUSDT-1h-2024-10-28.zip
vendored
Normal file
Binary file not shown.
BIN
tests/testdata/binance/binance_public_data/spot-klines-BTCUSDT-1h-2024-10-28.zip
vendored
Normal file
BIN
tests/testdata/binance/binance_public_data/spot-klines-BTCUSDT-1h-2024-10-28.zip
vendored
Normal file
Binary file not shown.
Reference in New Issue
Block a user