Have trade_converter use timeframe_as_resample_freq

This commit is contained in:
Matthias
2024-01-23 07:10:25 +01:00
parent c9c44a4710
commit 656b32814b
2 changed files with 18 additions and 5 deletions

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@@ -52,6 +52,20 @@ def test_trades_to_ohlcv(trades_history_df, caplog):
assert 'close' in df.columns
assert df.iloc[0, :]['high'] == 0.019627
assert df.iloc[0, :]['low'] == 0.019626
assert df.iloc[0, :]['date'] == pd.Timestamp('2019-08-14 15:59:00+0000')
df_1h = trades_to_ohlcv(trades_history_df, '1h')
assert len(df_1h) == 1
assert df_1h.iloc[0, :]['high'] == 0.019627
assert df_1h.iloc[0, :]['low'] == 0.019626
assert df_1h.iloc[0, :]['date'] == pd.Timestamp('2019-08-14 15:00:00+0000')
df_1s = trades_to_ohlcv(trades_history_df, '1s')
assert len(df_1s) == 2
assert df_1s.iloc[0, :]['high'] == 0.019627
assert df_1s.iloc[0, :]['low'] == 0.019627
assert df_1s.iloc[0, :]['date'] == pd.Timestamp('2019-08-14 15:59:49+0000')
assert df_1s.iloc[-1, :]['date'] == pd.Timestamp('2019-08-14 15:59:59+0000')
def test_ohlcv_fill_up_missing_data(testdatadir, caplog):