CTYPTO/freqtrade
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2026-04-28 13:00:13 +00:00
Code Issues Packages Projects Releases Wiki Activity

refactor: tests - update timezone.utc to UTC

Browse Source
This commit is contained in:
Matthias
2025-07-04 09:01:13 +02:00
parent 79f0271720
commit deb8bde078
19 changed files with 145 additions and 145 deletions
Download Patch File Download Diff File Expand all files Collapse all files

30
tests/data/test_btanalysis.py
View File

@@ -1,4 +1,4 @@
from datetime import datetime, timedelta, timezone
from datetime import UTC, datetime, timedelta
from pathlib import Path
from unittest.mock import MagicMock
from zipfile import ZipFile
@@ -182,19 +182,19 @@ def test_extract_trades_of_period(testdatadir):
"profit_abs": [0.0, 1, -2, -5],
"open_date": to_datetime(
[
datetime(2017, 11, 13, 15, 40, 0, tzinfo=timezone.utc),
datetime(2017, 11, 14, 9, 41, 0, tzinfo=timezone.utc),
datetime(2017, 11, 14, 14, 20, 0, tzinfo=timezone.utc),
datetime(2017, 11, 15, 3, 40, 0, tzinfo=timezone.utc),
datetime(2017, 11, 13, 15, 40, 0, tzinfo=UTC),
datetime(2017, 11, 14, 9, 41, 0, tzinfo=UTC),
datetime(2017, 11, 14, 14, 20, 0, tzinfo=UTC),
datetime(2017, 11, 15, 3, 40, 0, tzinfo=UTC),
],
utc=True,
),
"close_date": to_datetime(
[
datetime(2017, 11, 13, 16, 40, 0, tzinfo=timezone.utc),
datetime(2017, 11, 14, 10, 41, 0, tzinfo=timezone.utc),
datetime(2017, 11, 14, 15, 25, 0, tzinfo=timezone.utc),
datetime(2017, 11, 15, 3, 55, 0, tzinfo=timezone.utc),
datetime(2017, 11, 13, 16, 40, 0, tzinfo=UTC),
datetime(2017, 11, 14, 10, 41, 0, tzinfo=UTC),
datetime(2017, 11, 14, 15, 25, 0, tzinfo=UTC),
datetime(2017, 11, 15, 3, 55, 0, tzinfo=UTC),
],
utc=True,
),
@@ -203,10 +203,10 @@ def test_extract_trades_of_period(testdatadir):
trades1 = extract_trades_of_period(data, trades)
# First and last trade are dropped as they are out of range
assert len(trades1) == 2
assert trades1.iloc[0].open_date == datetime(2017, 11, 14, 9, 41, 0, tzinfo=timezone.utc)
assert trades1.iloc[0].close_date == datetime(2017, 11, 14, 10, 41, 0, tzinfo=timezone.utc)
assert trades1.iloc[-1].open_date == datetime(2017, 11, 14, 14, 20, 0, tzinfo=timezone.utc)
assert trades1.iloc[-1].close_date == datetime(2017, 11, 14, 15, 25, 0, tzinfo=timezone.utc)
assert trades1.iloc[0].open_date == datetime(2017, 11, 14, 9, 41, 0, tzinfo=UTC)
assert trades1.iloc[0].close_date == datetime(2017, 11, 14, 10, 41, 0, tzinfo=UTC)
assert trades1.iloc[-1].open_date == datetime(2017, 11, 14, 14, 20, 0, tzinfo=UTC)
assert trades1.iloc[-1].close_date == datetime(2017, 11, 14, 15, 25, 0, tzinfo=UTC)
def test_analyze_trade_parallelism(testdatadir):
@@ -293,7 +293,7 @@ def test_combined_dataframes_with_rel_mean(testdatadir):
pairs = ["ETH/BTC", "ADA/BTC"]
data = load_data(datadir=testdatadir, pairs=pairs, timeframe="5m")
df = combined_dataframes_with_rel_mean(
data, datetime(2018, 1, 12, tzinfo=timezone.utc), datetime(2018, 1, 28, tzinfo=timezone.utc)
data, datetime(2018, 1, 12, tzinfo=UTC), datetime(2018, 1, 28, tzinfo=UTC)
)
assert isinstance(df, DataFrame)
assert "ETH/BTC" not in df.columns
@@ -596,7 +596,7 @@ def test_calculate_max_drawdown_abs(profits, relative, highd, lowdays, result, r
[1000, 500, 1000, 11000, 10000] # absolute results
[1000, 50%, 0%, 0%, ~9%] # Relative drawdowns
"""
init_date = datetime(2020, 1, 1, tzinfo=timezone.utc)
init_date = datetime(2020, 1, 1, tzinfo=UTC)
dates = [init_date + timedelta(days=i) for i in range(len(profits))]
df = DataFrame(zip(profits, dates, strict=False), columns=["profit_abs", "open_date"])
# sort by profit and reset index