ruff format: orderflow / public trades

This commit is contained in:
Joe Schr
2024-05-15 17:09:32 +02:00
parent 6c696e14f0
commit a56faf503b
13 changed files with 420 additions and 314 deletions

View File

@@ -2414,8 +2414,7 @@ def test_refresh_latest_trades(mocker, default_conf, caplog, candle_type, tmp_pa
exchange._api_async.fetch_trades = get_mock_coro(trades)
exchange._ft_has["exchange_has_overrides"]["fetchTrades"] = True
pairs = [("IOTA/USDT:USDT", "5m", candle_type),
("XRP/USDT:USDT", "5m", candle_type)]
pairs = [("IOTA/USDT:USDT", "5m", candle_type), ("XRP/USDT:USDT", "5m", candle_type)]
# empty dicts
assert not exchange._trades
res = exchange.refresh_latest_trades(pairs, cache=False)
@@ -2442,10 +2441,8 @@ def test_refresh_latest_trades(mocker, default_conf, caplog, candle_type, tmp_pa
# if copy is "True"
assert exchange.trades(pair) is not exchange.trades(pair)
assert exchange.trades(pair) is not exchange.trades(pair, copy=True)
assert exchange.trades(
pair, copy=True) is not exchange.trades(pair, copy=True)
assert exchange.trades(
pair, copy=False) is exchange.trades(pair, copy=False)
assert exchange.trades(pair, copy=True) is not exchange.trades(pair, copy=True)
assert exchange.trades(pair, copy=False) is exchange.trades(pair, copy=False)
# test caching
ohlcv = [
@@ -2470,12 +2467,10 @@ def test_refresh_latest_trades(mocker, default_conf, caplog, candle_type, tmp_pa
trades_df = DataFrame(ohlcv, columns=cols)
trades_df["date"] = to_datetime(trades_df["date"], unit="ms", utc=True)
trades_df["date"] = trades_df["date"].apply(
lambda date: timeframe_to_prev_date("5m", date))
trades_df["date"] = trades_df["date"].apply(lambda date: timeframe_to_prev_date("5m", date))
exchange._klines[pair] = trades_df
res = exchange.refresh_latest_trades(
[("IOTA/USDT:USDT", "5m", candle_type),
("XRP/USDT:USDT", "5m", candle_type)]
[("IOTA/USDT:USDT", "5m", candle_type), ("XRP/USDT:USDT", "5m", candle_type)]
)
assert len(res) == 0
assert exchange._api_async.fetch_trades.call_count == 0
@@ -2501,12 +2496,10 @@ def test_refresh_latest_trades(mocker, default_conf, caplog, candle_type, tmp_pa
}
]
trades_df = DataFrame(trades)
trades_df["date"] = to_datetime(
trades_df["timestamp"], unit="ms", utc=True)
trades_df["date"] = to_datetime(trades_df["timestamp"], unit="ms", utc=True)
exchange._trades[pair] = trades_df
res = exchange.refresh_latest_trades(
[("IOTA/USDT:USDT", "5m", candle_type),
("XRP/USDT:USDT", "5m", candle_type)]
[("IOTA/USDT:USDT", "5m", candle_type), ("XRP/USDT:USDT", "5m", candle_type)]
)
assert len(res) == len(pairs)