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feat: stop on 404 to prevent missing data

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This commit is contained in:
Meng Xiangzhuo
2024-10-30 07:59:06 +08:00
parent b5f503dbbb
commit e49b5b03db
3 changed files with 40 additions and 10 deletions
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21
tests/exchange/test_binance_public_data.py
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@@ -93,48 +93,61 @@ def make_response_from_url(start_date, end_date):
@pytest.mark.parametrize(
"since,until,first_date,last_date",
"since,until,first_date,last_date,stop_on_404",
[
(dt_utc(2020, 1, 1), dt_utc(2020, 1, 2), dt_utc(2020, 1, 1), dt_utc(2020, 1, 2, 23)),
(dt_utc(2020, 1, 1), dt_utc(2020, 1, 2), dt_utc(2020, 1, 1), dt_utc(2020, 1, 2, 23), False),
(
dt_utc(2020, 1, 1),
dt_utc(2020, 1, 1, 23, 59, 59),
dt_utc(2020, 1, 1),
dt_utc(2020, 1, 1, 23),
False,
),
(
dt_utc(2020, 1, 1),
dt_utc(2020, 1, 5),
dt_utc(2020, 1, 1),
dt_utc(2020, 1, 3, 23),
False,
),
(
dt_utc(2019, 1, 1),
dt_utc(2020, 1, 5),
dt_utc(2020, 1, 1),
dt_utc(2020, 1, 3, 23),
False,
),
(
dt_utc(2019, 1, 1),
dt_utc(2019, 1, 5),
None,
None,
False,
),
(
dt_utc(2021, 1, 1),
dt_utc(2021, 1, 5),
None,
None,
False,
),
(
dt_utc(2020, 1, 2),
None,
dt_utc(2020, 1, 2),
dt_utc(2020, 1, 3, 23),
False,
),
(
dt_utc(2019, 1, 1),
dt_utc(2020, 1, 5),
None,
None,
True,
),
],
)
async def test_fetch_ohlcv(mocker, since, until, first_date, last_date):
async def test_fetch_ohlcv(mocker, since, until, first_date, last_date, stop_on_404):
history_start = dt_utc(2020, 1, 1).date()
history_end = dt_utc(2020, 1, 3).date()
candle_type = CandleType.SPOT
@@ -147,7 +160,7 @@ async def test_fetch_ohlcv(mocker, since, until, first_date, last_date):
mocker.patch(
"aiohttp.ClientSession.get", side_effect=make_response_from_url(history_start, history_end)
)
df = await fetch_ohlcv(candle_type, pair, timeframe, since_ms, until_ms)
df = await fetch_ohlcv(candle_type, pair, timeframe, since_ms, until_ms, stop_on_404)
if df.empty:
assert first_date is None and last_date is None