CTYPTO/freqtrade
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2026-03-05 05:13:44 +00:00
Code Issues Packages Projects Releases Wiki Activity

feat: adds max_candles to orderflow config

Browse Source
This commit is contained in:
Joe Schr
2024-06-19 19:22:49 +02:00
parent 84e8a19bd3
commit 2d6408a363
4 changed files with 37 additions and 2 deletions
Download Patch File Download Diff File Expand all files Collapse all files

23
tests/data/test_converter_public_trades.py
View File

@@ -90,6 +90,7 @@ def test_public_trades_mock_populate_dataframe_with_trades__check_orderflow(
config = {
"timeframe": "5m",
"orderflow": {
"max_candles": 1500,
"scale": 0.005,
"imbalance_volume": 0,
"imbalance_ratio": 3,
@@ -200,6 +201,7 @@ def test_public_trades_trades_mock_populate_dataframe_with_trades__check_trades(
config = {
"timeframe": "5m",
"orderflow": {
"max_candles": 1500,
"scale": 0.5,
"imbalance_volume": 0,
"imbalance_ratio": 3,
@@ -355,6 +357,27 @@ def test_public_trades_binned_big_sample_list(public_trades_list):
assert 52.7199999 == pytest.approx(df["delta"].iat[0]) # delta
def test_public_trades_config_max_trades(
default_conf, populate_dataframe_with_trades_dataframe, populate_dataframe_with_trades_trades
):
dataframe = populate_dataframe_with_trades_dataframe.copy()
trades = populate_dataframe_with_trades_trades.copy()
default_conf["exchange"]["use_public_trades"] = True
orderflow_config = {
"timeframe": "5m",
"orderflow": {
"max_candles": 1,
"scale": 0.005,
"imbalance_volume": 0,
"imbalance_ratio": 3,
"stacked_imbalance_range": 3,
},
}
df = populate_dataframe_with_trades(default_conf | orderflow_config, dataframe, trades)
assert df.delta.count() == 1
def test_public_trades_testdata_sanity(
candles,
public_trades_list,