test: add test for get_daily_trades

freqtrade/exchange/binance_public_data.py

@@ -411,8 +411,12 @@ async def get_daily_trades(
                             # based on ccxt parseTrade logic.
                             df["side"] = np.where(df["is_buyer_maker"], "sell", "buy")
                             df["type"] = None
-                            if header is None:
+                            # Convert timestamp to ms
-                                df["timestamp"] = df["timestamp"] // 1000
+                            df["timestamp"] = np.where(
+                                df["timestamp"] > 10000000000000,
+                                df["timestamp"] // 1000,
+                                df["timestamp"],
+                            )
                             return df[DEFAULT_TRADES_COLUMNS].to_records(index=False).tolist()
                 elif resp.status == 404:
                     logger.debug(f"Failed to download {url}")

tests/exchange/test_binance_public_data.py

@@ -19,6 +19,7 @@ from freqtrade.exchange.binance_public_data import (
     download_archive_ohlcv,
     download_archive_trades,
     get_daily_ohlcv,
+    get_daily_trades,
 )
 from freqtrade.util.datetime_helpers import dt_ts, dt_utc
 
@@ -372,3 +373,61 @@ async def test_binance_vision_trades_zip_url():
         url == "https://data.binance.vision/data/futures/um/daily/aggTrades/"
         "BTCUSDT/BTCUSDT-aggTrades-2023-10-28.zip"
     )
+
+
+async def test_get_daily_trades(mocker, testdatadir):
+    symbol = "PEPEUSDT"
+    symbol_futures = "APEUSDT"
+    date = dt_utc(2024, 10, 28).date()
+    first_date = 1729987202368
+    last_date = 1730073596350
+
+    async with aiohttp.ClientSession() as session:
+        spot_path = (
+            testdatadir / "binance/binance_public_data/spot-PEPEUSDT-aggTrades-2024-10-27.zip"
+        )
+        get = mocker.patch(
+            "freqtrade.exchange.binance_public_data.aiohttp.ClientSession.get",
+            return_value=MockResponse(spot_path.read_bytes(), 200),
+        )
+        res = await get_daily_trades(symbol, CandleType.SPOT, date, session)
+        assert get.call_count == 1
+        assert res[0][0] == first_date
+        assert res[-1][0] == last_date
+
+        futures_path = (
+            testdatadir / "binance/binance_public_data/futures-APEUSDT-aggTrades-2024-10-18.zip"
+        )
+        get = mocker.patch(
+            "freqtrade.exchange.binance_public_data.aiohttp.ClientSession.get",
+            return_value=MockResponse(futures_path.read_bytes(), 200),
+        )
+        res_fut = await get_daily_trades(symbol_futures, CandleType.FUTURES, date, session)
+        assert get.call_count == 1
+        assert res_fut[0][0] == 1729209603958
+        assert res_fut[-1][0] == 1729295981272
+
+        get = mocker.patch(
+            "freqtrade.exchange.binance_public_data.aiohttp.ClientSession.get",
+            return_value=MockResponse(b"", 404),
+        )
+        with pytest.raises(Http404):
+            await get_daily_trades(symbol, CandleType.SPOT, 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):
+            await get_daily_trades(symbol, CandleType.SPOT, 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):
+            await get_daily_trades(symbol, CandleType.SPOT, date, session)
+        assert get.call_count == 4  # 1 + 3 default retries