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refactor: tests - update timezone.utc to UTC

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Matthias
2025-07-04 09:01:13 +02:00
parent 79f0271720
commit deb8bde078
19 changed files with 145 additions and 145 deletions
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16
tests/optimize/test_backtesting.py
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@@ -3,7 +3,7 @@
import random
from collections import defaultdict
from copy import deepcopy
from datetime import datetime, timedelta, timezone
from datetime import UTC, datetime, timedelta
from pathlib import Path
from unittest.mock import ANY, MagicMock, PropertyMock
@@ -687,7 +687,7 @@ def test_backtest__check_trade_exit(default_conf, mocker) -> None:
backtesting._set_strategy(backtesting.strategylist[0])
pair = "UNITTEST/BTC"
row = [
pd.Timestamp(year=2020, month=1, day=1, hour=4, minute=55, tzinfo=timezone.utc),
pd.Timestamp(year=2020, month=1, day=1, hour=4, minute=55, tzinfo=UTC),
200, # Open
201.5, # High
195, # Low
@@ -705,7 +705,7 @@ def test_backtest__check_trade_exit(default_conf, mocker) -> None:
assert isinstance(trade, LocalTrade)
row_sell = [
pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=0, tzinfo=timezone.utc),
pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=0, tzinfo=UTC),
200, # Open
210.5, # High
195, # Low
@@ -723,7 +723,7 @@ def test_backtest__check_trade_exit(default_conf, mocker) -> None:
res = backtesting._check_trade_exit(trade, row_sell, row_sell[0].to_pydatetime())
assert res is not None
assert res.exit_reason == ExitType.ROI.value
assert res.close_date_utc == datetime(2020, 1, 1, 5, 0, tzinfo=timezone.utc)
assert res.close_date_utc == datetime(2020, 1, 1, 5, 0, tzinfo=UTC)
# Enter new trade
trade = backtesting._enter_trade(pair, row=row, direction="long")
@@ -928,7 +928,7 @@ def test_backtest_one_detail(default_conf_usdt, mocker, testdatadir, use_detail)
assert len(t["orders"]) == 2
entryo = t["orders"][0]
entry_ts = datetime.fromtimestamp(entryo["order_filled_timestamp"] // 1000, tz=timezone.utc)
entry_ts = datetime.fromtimestamp(entryo["order_filled_timestamp"] // 1000, tz=UTC)
if entry_ts > t["open_date"]:
late_entry += 1
@@ -1039,7 +1039,7 @@ def test_backtest_one_detail_futures(
assert len(t["orders"]) == 2
entryo = t["orders"][0]
entry_ts = datetime.fromtimestamp(entryo["order_filled_timestamp"] // 1000, tz=timezone.utc)
entry_ts = datetime.fromtimestamp(entryo["order_filled_timestamp"] // 1000, tz=UTC)
if entry_ts > t["open_date"]:
late_entry += 1
@@ -1121,7 +1121,7 @@ def test_backtest_one_detail_futures_funding_fees(
return df
def adjust_trade_position(trade, current_time, **kwargs):
if current_time > datetime(2021, 11, 18, 2, 0, 0, tzinfo=timezone.utc):
if current_time > datetime(2021, 11, 18, 2, 0, 0, tzinfo=UTC):
return None
return default_conf_usdt["stake_amount"]
@@ -2564,7 +2564,7 @@ def test_backtest_start_multi_strat_caching(
mocker.patch("freqtrade.optimize.backtesting.Backtesting.backtest", backtestmock)
mocker.patch("freqtrade.optimize.backtesting.show_backtest_results", MagicMock())
now = min_backtest_date = datetime.now(tz=timezone.utc)
now = min_backtest_date = datetime.now(tz=UTC)
start_time = now - timedelta(**start_delta) + timedelta(hours=1)
if cache == "none":
min_backtest_date = now + timedelta(days=1)