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Matthias
2024-07-13 18:29:00 +02:00
parent d3ffdbf300
commit b163f8fcf4
1 changed files with 5 additions and 14 deletions
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19
tests/data/test_converter_public_trades.py
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@@ -270,25 +270,16 @@ def test_public_trades_put_volume_profile_into_ohlcv_candles(public_trades_list_
"""
# Convert the trade list to a DataFrame
df = trades_list_to_df(public_trades_list_simple[DEFAULT_TRADES_COLUMNS].values.tolist())
trades_df = trades_list_to_df(public_trades_list_simple[DEFAULT_TRADES_COLUMNS].values.tolist())
# Generate the volume profile with the specified bin size
df = trades_to_volumeprofile_with_total_delta_bid_ask(df, scale=BIN_SIZE_SCALE)
df = trades_to_volumeprofile_with_total_delta_bid_ask(trades_df, scale=BIN_SIZE_SCALE)
# Initialize the 'vp' column in the candles DataFrame with NaNs
candles["vp"] = np.nan
# Select the second candle (index 1) and attempt to assign the volume profile data
# (as a DataFrame) to the 'vp' element.
candles.loc[candles.index == 1, ["vp"]] = candles.loc[candles.index == 1, ["vp"]].map(
lambda x: pd.DataFrame(df.to_dict())
)
# Assert the delta value in the 'vp' element of the second candle
assert 0.14 == candles["vp"][1].values.tolist()[1][2]
# Assert the delta value in the total-bid/delta response of the second candle
assert 0.14 == df.values.tolist()[1][2]
# Alternative assertion using `.iat` accessor (assuming correct assignment logic)
assert 0.14 == candles["vp"][1]["delta"].iat[1]
assert 0.14 == df["delta"].iat[1]
def test_public_trades_binned_big_sample_list(public_trades_list):