test: Update tests for stacked imbalances returning lists

This commit is contained in:
Joe Schr
2025-01-03 16:25:15 +01:00
parent fb4aae080b
commit 5589578872

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@@ -1,4 +1,3 @@
import numpy as np
import pandas as pd
import pytest
@@ -185,24 +184,24 @@ def test_public_trades_mock_populate_dataframe_with_trades__check_orderflow(
assert results["max_delta"] == 17.298
# Assert that stacked imbalances are NaN (not applicable in this test)
assert np.isnan(results["stacked_imbalances_bid"])
assert np.isnan(results["stacked_imbalances_ask"])
assert results["stacked_imbalances_bid"] == [np.nan]
assert results["stacked_imbalances_ask"] == [np.nan]
# Repeat assertions for the third from last row
results = df.iloc[-2]
assert pytest.approx(results["delta"]) == -20.862
assert pytest.approx(results["min_delta"]) == -54.559999
assert 82.842 == results["max_delta"]
assert 234.99 == results["stacked_imbalances_bid"]
assert 234.96 == results["stacked_imbalances_ask"]
assert results["stacked_imbalances_bid"] == [234.99]
assert results["stacked_imbalances_ask"] == [234.96]
# Repeat assertions for the last row
results = df.iloc[-1]
assert pytest.approx(results["delta"]) == -49.302
assert results["min_delta"] == -70.222
assert pytest.approx(results["max_delta"]) == 11.213
assert np.isnan(results["stacked_imbalances_bid"])
assert np.isnan(results["stacked_imbalances_ask"])
assert results["stacked_imbalances_bid"] == [np.nan]
assert results["stacked_imbalances_ask"] == [np.nan]
def test_public_trades_trades_mock_populate_dataframe_with_trades__check_trades(
@@ -358,7 +357,8 @@ def test_public_trades_binned_big_sample_list(public_trades_list):
assert 197.512 == df["bid_amount"].iloc[0] # total bid amount
assert 88.98 == df["ask_amount"].iloc[0] # total ask amount
assert 26 == df["ask"].iloc[0] # ask price
assert -108.532 == pytest.approx(df["delta"].iloc[0]) # delta (bid amount - ask amount)
# delta (bid amount - ask amount)
assert -108.532 == pytest.approx(df["delta"].iloc[0])
assert 3 == df["bid"].iloc[-1] # bid price
assert 50.659 == df["bid_amount"].iloc[-1] # total bid amount
@@ -534,7 +534,8 @@ def test_analyze_with_orderflow(
assert col in df1.columns, f"Column {col} not found in df.columns"
if col not in ("stacked_imbalances_bid", "stacked_imbalances_ask"):
assert df1[col].count() == 5, f"Column {col} has {df1[col].count()} non-NaN values"
assert df1[col].count() == 5, f"Column {col} has {
df1[col].count()} non-NaN values"
assert len(strategy._cached_grouped_trades_per_pair[pair]) == 5
@@ -552,7 +553,8 @@ def test_analyze_with_orderflow(
assert "open" in df2.columns
assert spy.call_count == 0
for col in ORDERFLOW_ADDED_COLUMNS:
assert col in df2.columns, f"Round2: Column {col} not found in df.columns"
assert col in df2.columns, f"Round2: Column {
col} not found in df.columns"
if col not in ("stacked_imbalances_bid", "stacked_imbalances_ask"):
assert (