From 9ec45ce04272b7fbc36eedf25f2229804f6a73ed Mon Sep 17 00:00:00 2001 From: Joe Schr <8218910+TheJoeSchr@users.noreply.github.com> Date: Thu, 8 Feb 2024 19:46:15 +0100 Subject: [PATCH] Ruff fix --- freqtrade/data/converter/converter.py | 8 ++-- tests/data/test_converter_public_trades.py | 53 ++++++++++++---------- 2 files changed, 32 insertions(+), 29 deletions(-) diff --git a/freqtrade/data/converter/converter.py b/freqtrade/data/converter/converter.py index 13e5b2b10..2f77165a3 100644 --- a/freqtrade/data/converter/converter.py +++ b/freqtrade/data/converter/converter.py @@ -144,17 +144,17 @@ def populate_dataframe_with_trades(config: Config, # calculate imbalances for each candle's orderflow df.loc[is_between, 'imbalances'] = df.loc[is_between, 'orderflow'].apply( lambda x: trades_orderflow_to_imbalances(x, - imbalance_ratio=config_orderflow['imbalance_ratio'], - imbalance_volume=config_orderflow['imbalance_volume'])) + imbalance_ratio=config_orderflow['imbalance_ratio'], # noqa: E501 + imbalance_volume=config_orderflow['imbalance_volume'])) # noqa: E501 df.loc[is_between, 'stacked_imbalances_bid'] = df.loc[is_between, 'imbalances'].apply( lambda x: stacked_imbalance_bid(x, # noqa: E501 - stacked_imbalance_range=config_orderflow['stacked_imbalance_range'])) + stacked_imbalance_range=config_orderflow['stacked_imbalance_range'])) # noqa: E501 df.loc[is_between, 'stacked_imbalances_ask'] = df.loc[is_between, 'imbalances'].apply( lambda x: stacked_imbalance_ask(x, # noqa: E501 - stacked_imbalance_range=config_orderflow['stacked_imbalance_range'])) + stacked_imbalance_range=config_orderflow['stacked_imbalance_range'])) # noqa: E501 buy = df.loc[is_between, 'bid'].apply(lambda _: np.where( trades_grouped_df['side'].str.contains('buy'), 0, trades_grouped_df['amount'])) diff --git a/tests/data/test_converter_public_trades.py b/tests/data/test_converter_public_trades.py index 77f174071..a30a874c9 100644 --- a/tests/data/test_converter_public_trades.py +++ b/tests/data/test_converter_public_trades.py @@ -50,24 +50,9 @@ def public_trades_list_simple_bidask(): return read_csv('tests/testdata/public_trades_list_simple_bidask.csv').copy() -def conjuresetup(): - public_trades_list = public_trades_list() - print(public_trades_list.columns.tolist()) - public_trades_list_simple = public_trades_list_simple() - print(public_trades_list_simple.columns.tolist()) - print(public_trades_list_simple.loc[:, [ - 'timestamp', 'id', 'price', 'side', 'amount']]) - public_trades_list_simple_results = public_trades_list_simple_results() - print(public_trades_list_simple_results.columns.tolist()) - public_trades_list_simple_bidask = public_trades_list_simple_bidask() - print(public_trades_list_simple_bidask.columns.tolist()) - print(public_trades_list_simple_bidask) - print(public_trades_list_simple_results) -# conjuresetup() # never called except in REPL -# /conjuresetup - - -def test_public_trades_columns_before_change(populate_dataframe_with_trades_dataframe, populate_dataframe_with_trades_trades): +def test_public_trades_columns_before_change( + populate_dataframe_with_trades_dataframe, + populate_dataframe_with_trades_trades): assert populate_dataframe_with_trades_dataframe.columns.tolist() == [ 'date', 'open', 'high', 'low', 'close', 'volume'] assert populate_dataframe_with_trades_trades.columns.tolist() == [ @@ -84,7 +69,12 @@ def test_public_trades_mock_populate_dataframe_with_trades__check_orderflow( dataframe['date'], unit='ms') dataframe = dataframe.copy().tail().reset_index(drop=True) config = {'timeframe': '5m', - 'orderflow': {'scale': 0.005, 'imbalance_volume': 0, 'imbalance_ratio': 300, 'stacked_imbalance_range': 3}} + 'orderflow': { + 'scale': 0.005, + 'imbalance_volume': 0, + 'imbalance_ratio': 300, + 'stacked_imbalance_range': 3 + }} df = populate_dataframe_with_trades(config, dataframe, trades, pair='unitttest') results = df.iloc[0] @@ -143,13 +133,22 @@ def test_public_trades_trades_mock_populate_dataframe_with_trades__check_trades( config = { 'timeframe': '5m', - 'orderflow': {'scale': 0.5, 'imbalance_volume': 0, 'imbalance_ratio': 300, 'stacked_imbalance_range': 3} - } + 'orderflow': { + 'scale': 0.5, + 'imbalance_volume': 0, + 'imbalance_ratio': 300, + 'stacked_imbalance_range': 3 + } + } df = populate_dataframe_with_trades(config, dataframe, trades, pair='unitttest') result = df.iloc[0] - assert result.index.values.tolist() == ['date', 'open', 'high', 'low', 'close', 'volume', 'trades', 'orderflow', - 'bid', 'ask', 'delta', 'min_delta', 'max_delta', 'total_trades', 'stacked_imbalances_bid', 'stacked_imbalances_ask'] + assert result.index.values.tolist() == ['date', 'open', 'high', 'low', + 'close', 'volume', 'trades', 'orderflow', + 'bid', 'ask', 'delta', 'min_delta', + 'max_delta', 'total_trades', + 'stacked_imbalances_bid', + 'stacked_imbalances_ask'] assert -50.519000000000005 == result['delta'] assert 219.961 == result['bid'] @@ -254,8 +253,12 @@ def do_plot(pair, data, trades, plot_config=None): # need to be at last to see if some test changed the testdata # always need to use .copy() to avoid changing the testdata -def test_public_trades_testdata_sanity(candles, public_trades_list, public_trades_list_simple, - populate_dataframe_with_trades_dataframe, populate_dataframe_with_trades_trades): +def test_public_trades_testdata_sanity( + candles, + public_trades_list, + public_trades_list_simple, + populate_dataframe_with_trades_dataframe, + populate_dataframe_with_trades_trades): assert 10999 == len(candles) assert 1000 == len(public_trades_list) assert 999 == len(populate_dataframe_with_trades_dataframe)