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tests: use orderflow row that actually has stacked imbalances

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This commit is contained in:
Joe Schr
2024-02-26 11:22:24 +01:00
parent 3df04008d6
commit 5b637bc9fc
1 changed files with 10 additions and 6 deletions
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16
tests/data/test_converter_public_trades.py
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@@ -97,16 +97,20 @@ def test_public_trades_mock_populate_dataframe_with_trades__check_orderflow(
assert -50.519000000000005 == results['delta']
assert -79.469 == results['min_delta']
assert 17.298 == results['max_delta']
# 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'])
results = df.iloc[-3]
assert -112.71399999999994 == results['delta']
assert -120.673 == results['min_delta']
assert 11.664 == results['max_delta']
assert np.isnan(results['stacked_imbalances_bid'])
assert np.isnan(results['stacked_imbalances_ask'])
# Repeat assertions for the third from last row
results = df.iloc[-2]
assert -20.86200000000008 == results['delta']
assert -54.55999999999999 == results['min_delta']
assert 82.842 == results['max_delta']
assert 234.99 == results['stacked_imbalances_bid']
assert 234.96 == results['stacked_imbalances_ask']
# Repeat assertions for the last row
results = df.iloc[-1]
assert -49.30200000000002 == results['delta']
assert -70.222 == results['min_delta']