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https://github.com/freqtrade/freqtrade.git
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tests: Update tests with removed hdf5 handler
This commit is contained in:
Matthias
@@ -12,7 +12,6 @@ from pandas.testing import assert_frame_equal
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from freqtrade.configuration import TimeRange
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from freqtrade.constants import AVAILABLE_DATAHANDLERS
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from freqtrade.data.history.datahandlers.featherdatahandler import FeatherDataHandler
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from freqtrade.data.history.datahandlers.hdf5datahandler import HDF5DataHandler
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from freqtrade.data.history.datahandlers.idatahandler import (
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IDataHandler,
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get_datahandler,
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@@ -21,6 +20,7 @@ from freqtrade.data.history.datahandlers.idatahandler import (
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from freqtrade.data.history.datahandlers.jsondatahandler import JsonDataHandler, JsonGzDataHandler
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from freqtrade.data.history.datahandlers.parquetdatahandler import ParquetDataHandler
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from freqtrade.enums import CandleType, TradingMode
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from freqtrade.exceptions import OperationalException
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from tests.conftest import log_has, log_has_re
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@@ -45,18 +45,12 @@ def test_datahandler_ohlcv_get_pairs(testdatadir):
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pairs = JsonGzDataHandler.ohlcv_get_pairs(testdatadir, "8m", candle_type=CandleType.SPOT)
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assert set(pairs) == {"UNITTEST/BTC"}
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pairs = HDF5DataHandler.ohlcv_get_pairs(testdatadir, "5m", candle_type=CandleType.SPOT)
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assert set(pairs) == {"UNITTEST/BTC"}
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pairs = FeatherDataHandler.ohlcv_get_pairs(testdatadir, "1h", candle_type=CandleType.MARK)
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assert set(pairs) == {"UNITTEST/USDT:USDT", "XRP/USDT:USDT"}
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pairs = JsonGzDataHandler.ohlcv_get_pairs(testdatadir, "1h", candle_type=CandleType.FUTURES)
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assert set(pairs) == {"XRP/USDT:USDT"}
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pairs = HDF5DataHandler.ohlcv_get_pairs(testdatadir, "1h", candle_type=CandleType.MARK)
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assert set(pairs) == {"UNITTEST/USDT:USDT"}
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@pytest.mark.parametrize(
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"filename,pair,timeframe,candletype",
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@@ -134,8 +128,6 @@ def test_datahandler_ohlcv_get_available_data(testdatadir):
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paircombs = JsonGzDataHandler.ohlcv_get_available_data(testdatadir, TradingMode.SPOT)
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assert set(paircombs) == {("UNITTEST/BTC", "8m", CandleType.SPOT)}
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paircombs = HDF5DataHandler.ohlcv_get_available_data(testdatadir, TradingMode.SPOT)
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assert set(paircombs) == {("UNITTEST/BTC", "5m", CandleType.SPOT)}
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def test_jsondatahandler_ohlcv_purge(mocker, testdatadir):
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@@ -321,7 +313,6 @@ def test_datahandler_trades_append(datahandler, testdatadir):
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"datahandler,expected",
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[
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("jsongz", {"XRP/ETH", "XRP/OLD"}),
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("hdf5", {"XRP/ETH"}),
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("feather", {"XRP/ETH"}),
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("parquet", {"XRP/ETH"}),
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],
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@@ -332,37 +323,11 @@ def test_datahandler_trades_get_pairs(testdatadir, datahandler, expected):
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assert set(pairs) == expected
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def test_hdf5datahandler_trades_load(testdatadir):
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dh = get_datahandler(testdatadir, "hdf5")
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trades = dh.trades_load("XRP/ETH", TradingMode.SPOT)
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assert isinstance(trades, DataFrame)
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trades1 = dh.trades_load("UNITTEST/NONEXIST", TradingMode.SPOT)
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assert isinstance(trades1, DataFrame)
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assert trades1.empty
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# data goes from 2019-10-11 - 2019-10-13
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timerange = TimeRange.parse_timerange("20191011-20191012")
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trades2 = dh._trades_load("XRP/ETH", TradingMode.SPOT, timerange)
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assert len(trades) > len(trades2)
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# Check that ID is None (If it's nan, it's wrong)
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assert trades2.iloc[0]["type"] is None
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# unfiltered load has trades before starttime
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assert len(trades.loc[trades["timestamp"] < timerange.startts * 1000]) >= 0
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# filtered list does not have trades before starttime
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assert len(trades2.loc[trades2["timestamp"] < timerange.startts * 1000]) == 0
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# unfiltered load has trades after endtime
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assert len(trades.loc[trades["timestamp"] > timerange.stopts * 1000]) >= 0
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# filtered list does not have trades after endtime
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assert len(trades2.loc[trades2["timestamp"] > timerange.stopts * 1000]) == 0
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# assert len([t for t in trades2 if t[0] > timerange.stopts * 1000]) == 0
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def test_hdf5datahandler_deprecated(testdatadir, caplog):
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def test_hdf5datahandler_deprecated(testdatadir):
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with pytest.raises(
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OperationalException, match=r"DEPRECATED: The hdf5 dataformat is deprecated and has.*"
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):
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get_datahandler(testdatadir, "hdf5")
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log_has_re(r"DEPRECATED: The hdf5 dataformat is deprecated.*", caplog)
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@pytest.mark.parametrize(
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@@ -374,52 +339,7 @@ def test_hdf5datahandler_deprecated(testdatadir, caplog):
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("UNITTEST/USDT:USDT", "1h", "mark", "-mark", "2021-11-16", "2021-11-18"),
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],
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)
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def test_hdf5datahandler_ohlcv_load_and_resave(
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testdatadir, tmp_path, pair, timeframe, candle_type, candle_append, startdt, enddt
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):
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tmpdir2 = tmp_path
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if candle_type not in ("", "spot"):
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tmpdir2 = tmp_path / "futures"
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tmpdir2.mkdir()
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dh = get_datahandler(testdatadir, "hdf5")
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ohlcv = dh._ohlcv_load(pair, timeframe, None, candle_type=candle_type)
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assert isinstance(ohlcv, DataFrame)
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assert len(ohlcv) > 0
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file = tmpdir2 / f"UNITTEST_NEW-{timeframe}{candle_append}.h5"
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assert not file.is_file()
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dh1 = get_datahandler(tmp_path, "hdf5")
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dh1.ohlcv_store("UNITTEST/NEW", timeframe, ohlcv, candle_type=candle_type)
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assert file.is_file()
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assert not ohlcv[ohlcv["date"] < startdt].empty
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timerange = TimeRange.parse_timerange(f"{startdt.replace('-', '')}-{enddt.replace('-', '')}")
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# Call private function to ensure timerange is filtered in hdf5
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ohlcv = dh._ohlcv_load(pair, timeframe, timerange, candle_type=candle_type)
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ohlcv1 = dh1._ohlcv_load("UNITTEST/NEW", timeframe, timerange, candle_type=candle_type)
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assert len(ohlcv) == len(ohlcv1)
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assert ohlcv.equals(ohlcv1)
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assert ohlcv[ohlcv["date"] < startdt].empty
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assert ohlcv[ohlcv["date"] > enddt].empty
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# Try loading inexisting file
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ohlcv = dh.ohlcv_load("UNITTEST/NONEXIST", timeframe, candle_type=candle_type)
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assert ohlcv.empty
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@pytest.mark.parametrize(
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"pair,timeframe,candle_type,candle_append,startdt,enddt",
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[
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# Data goes from 2018-01-10 - 2018-01-30
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("UNITTEST/BTC", "5m", "spot", "", "2018-01-15", "2018-01-19"),
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# Mark data goes from to 2021-11-15 2021-11-19
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("UNITTEST/USDT:USDT", "1h", "mark", "-mark", "2021-11-16", "2021-11-18"),
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],
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)
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@pytest.mark.parametrize("datahandler", ["hdf5", "feather", "parquet"])
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@pytest.mark.parametrize("datahandler", ["feather", "parquet"])
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def test_generic_datahandler_ohlcv_load_and_resave(
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datahandler,
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mocker,
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@@ -458,14 +378,7 @@ def test_generic_datahandler_ohlcv_load_and_resave(
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timerange = TimeRange.parse_timerange(f"{startdt.replace('-', '')}-{enddt.replace('-', '')}")
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ohlcv = dhbase.ohlcv_load(pair, timeframe, timerange=timerange, candle_type=candle_type)
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if datahandler == "hdf5":
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ohlcv1 = dh1._ohlcv_load("UNITTEST/NEW", timeframe, timerange, candle_type=candle_type)
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if candle_type == "mark":
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ohlcv1["volume"] = 0.0
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else:
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ohlcv1 = dh1.ohlcv_load(
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"UNITTEST/NEW", timeframe, timerange=timerange, candle_type=candle_type
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)
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ohlcv1 = dh1.ohlcv_load("UNITTEST/NEW", timeframe, timerange=timerange, candle_type=candle_type)
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assert len(ohlcv) == len(ohlcv1)
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assert ohlcv.equals(ohlcv1)
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@@ -485,30 +398,12 @@ def test_generic_datahandler_ohlcv_load_and_resave(
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"freqtrade.data.history.datahandlers.parquetdatahandler.read_parquet",
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side_effect=Exception("Test"),
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)
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mocker.patch(
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"freqtrade.data.history.datahandlers.hdf5datahandler.pd.read_hdf",
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side_effect=Exception("Test"),
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)
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ohlcv_e = dh1.ohlcv_load("UNITTEST/NEW", timeframe, candle_type=candle_type)
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assert ohlcv_e.empty
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assert log_has_re("Error loading data from", caplog)
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def test_hdf5datahandler_ohlcv_purge(mocker, testdatadir):
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mocker.patch.object(Path, "exists", MagicMock(return_value=False))
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unlinkmock = mocker.patch.object(Path, "unlink", MagicMock())
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dh = get_datahandler(testdatadir, "hdf5")
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assert not dh.ohlcv_purge("UNITTEST/NONEXIST", "5m", "")
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assert not dh.ohlcv_purge("UNITTEST/NONEXIST", "5m", candle_type="mark")
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assert unlinkmock.call_count == 0
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mocker.patch.object(Path, "exists", MagicMock(return_value=True))
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assert dh.ohlcv_purge("UNITTEST/NONEXIST", "5m", "")
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assert dh.ohlcv_purge("UNITTEST/NONEXIST", "5m", candle_type="mark")
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assert unlinkmock.call_count == 2
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@pytest.mark.parametrize("datahandler", ["jsongz", "hdf5", "feather", "parquet"])
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@pytest.mark.parametrize("datahandler", ["jsongz", "feather", "parquet"])
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def test_datahandler_trades_load(testdatadir, datahandler):
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dh = get_datahandler(testdatadir, datahandler)
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trades = dh.trades_load("XRP/ETH", TradingMode.SPOT)
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@@ -522,7 +417,7 @@ def test_datahandler_trades_load(testdatadir, datahandler):
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assert trades1.empty
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@pytest.mark.parametrize("datahandler", ["jsongz", "hdf5", "feather", "parquet"])
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@pytest.mark.parametrize("datahandler", ["jsongz", "feather", "parquet"])
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def test_datahandler_trades_store(testdatadir, tmp_path, datahandler):
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dh = get_datahandler(testdatadir, datahandler)
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trades = dh.trades_load("XRP/ETH", TradingMode.SPOT)
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@@ -538,7 +433,7 @@ def test_datahandler_trades_store(testdatadir, tmp_path, datahandler):
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assert len(trades_new) == len(trades)
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@pytest.mark.parametrize("datahandler", ["jsongz", "hdf5", "feather", "parquet"])
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@pytest.mark.parametrize("datahandler", ["jsongz", "feather", "parquet"])
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def test_datahandler_trades_purge(mocker, testdatadir, datahandler):
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mocker.patch.object(Path, "exists", MagicMock(return_value=False))
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unlinkmock = mocker.patch.object(Path, "unlink", MagicMock())
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@@ -562,8 +457,6 @@ def test_datahandler_trades_get_available_data(testdatadir):
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paircombs = JsonGzDataHandler.trades_get_available_data(testdatadir, TradingMode.SPOT)
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assert set(paircombs) == {"XRP/ETH", "XRP/OLD"}
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paircombs = HDF5DataHandler.trades_get_available_data(testdatadir, TradingMode.SPOT)
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assert set(paircombs) == {"XRP/ETH"}
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def test_datahandler_trades_data_min_max(testdatadir):
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@@ -594,10 +487,6 @@ def test_gethandlerclass():
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assert issubclass(cl, IDataHandler)
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assert issubclass(cl, JsonDataHandler)
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cl = get_datahandlerclass("hdf5")
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assert cl == HDF5DataHandler
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assert issubclass(cl, IDataHandler)
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cl = get_datahandlerclass("feather")
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assert cl == FeatherDataHandler
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assert issubclass(cl, IDataHandler)
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@@ -617,6 +506,3 @@ def test_get_datahandler(testdatadir):
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assert isinstance(dh, JsonGzDataHandler)
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dh1 = get_datahandler(testdatadir, "jsongz", dh)
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assert id(dh1) == id(dh)
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dh = get_datahandler(testdatadir, "hdf5")
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assert isinstance(dh, HDF5DataHandler)
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