From 5b637bc9fc3c46819f77c53a3cae26115595ca03 Mon Sep 17 00:00:00 2001 From: Joe Schr <8218910+TheJoeSchr@users.noreply.github.com> Date: Mon, 26 Feb 2024 11:22:24 +0100 Subject: [PATCH] tests: use orderflow row that actually has stacked imbalances --- tests/data/test_converter_public_trades.py | 16 ++++++++++------ 1 file changed, 10 insertions(+), 6 deletions(-) diff --git a/tests/data/test_converter_public_trades.py b/tests/data/test_converter_public_trades.py index 0b2e4668a..9093f3ce2 100644 --- a/tests/data/test_converter_public_trades.py +++ b/tests/data/test_converter_public_trades.py @@ -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']