mirror of
https://github.com/freqtrade/freqtrade.git
synced 2025-12-01 01:23:04 +00:00
ruff format: tests/data
This commit is contained in:
Matthias
@@ -25,39 +25,53 @@ from tests.conftest import log_has, log_has_re
|
||||
|
||||
|
||||
def test_datahandler_ohlcv_get_pairs(testdatadir):
|
||||
pairs = FeatherDataHandler.ohlcv_get_pairs(testdatadir, '5m', candle_type=CandleType.SPOT)
|
||||
pairs = FeatherDataHandler.ohlcv_get_pairs(testdatadir, "5m", candle_type=CandleType.SPOT)
|
||||
# Convert to set to avoid failures due to sorting
|
||||
assert set(pairs) == {'UNITTEST/BTC', 'XLM/BTC', 'ETH/BTC', 'TRX/BTC', 'LTC/BTC',
|
||||
'XMR/BTC', 'ZEC/BTC', 'ADA/BTC', 'ETC/BTC', 'NXT/BTC',
|
||||
'DASH/BTC', 'XRP/ETH'}
|
||||
assert set(pairs) == {
|
||||
"UNITTEST/BTC",
|
||||
"XLM/BTC",
|
||||
"ETH/BTC",
|
||||
"TRX/BTC",
|
||||
"LTC/BTC",
|
||||
"XMR/BTC",
|
||||
"ZEC/BTC",
|
||||
"ADA/BTC",
|
||||
"ETC/BTC",
|
||||
"NXT/BTC",
|
||||
"DASH/BTC",
|
||||
"XRP/ETH",
|
||||
}
|
||||
|
||||
pairs = JsonGzDataHandler.ohlcv_get_pairs(testdatadir, '8m', candle_type=CandleType.SPOT)
|
||||
assert set(pairs) == {'UNITTEST/BTC'}
|
||||
pairs = JsonGzDataHandler.ohlcv_get_pairs(testdatadir, "8m", candle_type=CandleType.SPOT)
|
||||
assert set(pairs) == {"UNITTEST/BTC"}
|
||||
|
||||
pairs = HDF5DataHandler.ohlcv_get_pairs(testdatadir, '5m', candle_type=CandleType.SPOT)
|
||||
assert set(pairs) == {'UNITTEST/BTC'}
|
||||
pairs = HDF5DataHandler.ohlcv_get_pairs(testdatadir, "5m", candle_type=CandleType.SPOT)
|
||||
assert set(pairs) == {"UNITTEST/BTC"}
|
||||
|
||||
pairs = FeatherDataHandler.ohlcv_get_pairs(testdatadir, '1h', candle_type=CandleType.MARK)
|
||||
assert set(pairs) == {'UNITTEST/USDT:USDT', 'XRP/USDT:USDT'}
|
||||
pairs = FeatherDataHandler.ohlcv_get_pairs(testdatadir, "1h", candle_type=CandleType.MARK)
|
||||
assert set(pairs) == {"UNITTEST/USDT:USDT", "XRP/USDT:USDT"}
|
||||
|
||||
pairs = JsonGzDataHandler.ohlcv_get_pairs(testdatadir, '1h', candle_type=CandleType.FUTURES)
|
||||
assert set(pairs) == {'XRP/USDT:USDT'}
|
||||
pairs = JsonGzDataHandler.ohlcv_get_pairs(testdatadir, "1h", candle_type=CandleType.FUTURES)
|
||||
assert set(pairs) == {"XRP/USDT:USDT"}
|
||||
|
||||
pairs = HDF5DataHandler.ohlcv_get_pairs(testdatadir, '1h', candle_type=CandleType.MARK)
|
||||
assert set(pairs) == {'UNITTEST/USDT:USDT'}
|
||||
pairs = HDF5DataHandler.ohlcv_get_pairs(testdatadir, "1h", candle_type=CandleType.MARK)
|
||||
assert set(pairs) == {"UNITTEST/USDT:USDT"}
|
||||
|
||||
|
||||
@pytest.mark.parametrize('filename,pair,timeframe,candletype', [
|
||||
('XMR_BTC-5m.json', 'XMR_BTC', '5m', ''),
|
||||
('XMR_USDT-1h.h5', 'XMR_USDT', '1h', ''),
|
||||
('BTC-PERP-1h.h5', 'BTC-PERP', '1h', ''),
|
||||
('BTC_USDT-2h.jsongz', 'BTC_USDT', '2h', ''),
|
||||
('BTC_USDT-2h-mark.jsongz', 'BTC_USDT', '2h', 'mark'),
|
||||
('XMR_USDT-1h-mark.h5', 'XMR_USDT', '1h', 'mark'),
|
||||
('XMR_USDT-1h-random.h5', 'XMR_USDT', '1h', 'random'),
|
||||
('BTC-PERP-1h-index.h5', 'BTC-PERP', '1h', 'index'),
|
||||
('XMR_USDT_USDT-1h-mark.h5', 'XMR_USDT_USDT', '1h', 'mark'),
|
||||
])
|
||||
@pytest.mark.parametrize(
|
||||
"filename,pair,timeframe,candletype",
|
||||
[
|
||||
("XMR_BTC-5m.json", "XMR_BTC", "5m", ""),
|
||||
("XMR_USDT-1h.h5", "XMR_USDT", "1h", ""),
|
||||
("BTC-PERP-1h.h5", "BTC-PERP", "1h", ""),
|
||||
("BTC_USDT-2h.jsongz", "BTC_USDT", "2h", ""),
|
||||
("BTC_USDT-2h-mark.jsongz", "BTC_USDT", "2h", "mark"),
|
||||
("XMR_USDT-1h-mark.h5", "XMR_USDT", "1h", "mark"),
|
||||
("XMR_USDT-1h-random.h5", "XMR_USDT", "1h", "random"),
|
||||
("BTC-PERP-1h-index.h5", "BTC-PERP", "1h", "index"),
|
||||
("XMR_USDT_USDT-1h-mark.h5", "XMR_USDT_USDT", "1h", "mark"),
|
||||
],
|
||||
)
|
||||
def test_datahandler_ohlcv_regex(filename, pair, timeframe, candletype):
|
||||
regex = JsonDataHandler._OHLCV_REGEX
|
||||
|
||||
@@ -68,18 +82,20 @@ def test_datahandler_ohlcv_regex(filename, pair, timeframe, candletype):
|
||||
assert match[3] == candletype
|
||||
|
||||
|
||||
@pytest.mark.parametrize('input,expected', [
|
||||
('XMR_USDT', 'XMR/USDT'),
|
||||
('BTC_USDT', 'BTC/USDT'),
|
||||
('USDT_BUSD', 'USDT/BUSD'),
|
||||
('BTC_USDT_USDT', 'BTC/USDT:USDT'), # Futures
|
||||
('XRP_USDT_USDT', 'XRP/USDT:USDT'), # futures
|
||||
('BTC-PERP', 'BTC-PERP'),
|
||||
('BTC-PERP_USDT', 'BTC-PERP:USDT'),
|
||||
('UNITTEST_USDT', 'UNITTEST/USDT'),
|
||||
])
|
||||
@pytest.mark.parametrize(
|
||||
"input,expected",
|
||||
[
|
||||
("XMR_USDT", "XMR/USDT"),
|
||||
("BTC_USDT", "BTC/USDT"),
|
||||
("USDT_BUSD", "USDT/BUSD"),
|
||||
("BTC_USDT_USDT", "BTC/USDT:USDT"), # Futures
|
||||
("XRP_USDT_USDT", "XRP/USDT:USDT"), # futures
|
||||
("BTC-PERP", "BTC-PERP"),
|
||||
("BTC-PERP_USDT", "BTC-PERP:USDT"),
|
||||
("UNITTEST_USDT", "UNITTEST/USDT"),
|
||||
],
|
||||
)
|
||||
def test_rebuild_pair_from_filename(input, expected):
|
||||
|
||||
assert IDataHandler.rebuild_pair_from_filename(input) == expected
|
||||
|
||||
|
||||
@@ -87,63 +103,63 @@ def test_datahandler_ohlcv_get_available_data(testdatadir):
|
||||
paircombs = FeatherDataHandler.ohlcv_get_available_data(testdatadir, TradingMode.SPOT)
|
||||
# Convert to set to avoid failures due to sorting
|
||||
assert set(paircombs) == {
|
||||
('UNITTEST/BTC', '5m', CandleType.SPOT),
|
||||
('ETH/BTC', '5m', CandleType.SPOT),
|
||||
('XLM/BTC', '5m', CandleType.SPOT),
|
||||
('TRX/BTC', '5m', CandleType.SPOT),
|
||||
('LTC/BTC', '5m', CandleType.SPOT),
|
||||
('XMR/BTC', '5m', CandleType.SPOT),
|
||||
('ZEC/BTC', '5m', CandleType.SPOT),
|
||||
('UNITTEST/BTC', '1m', CandleType.SPOT),
|
||||
('ADA/BTC', '5m', CandleType.SPOT),
|
||||
('ETC/BTC', '5m', CandleType.SPOT),
|
||||
('NXT/BTC', '5m', CandleType.SPOT),
|
||||
('DASH/BTC', '5m', CandleType.SPOT),
|
||||
('XRP/ETH', '1m', CandleType.SPOT),
|
||||
('XRP/ETH', '5m', CandleType.SPOT),
|
||||
('UNITTEST/BTC', '30m', CandleType.SPOT),
|
||||
('UNITTEST/BTC', '8m', CandleType.SPOT),
|
||||
("UNITTEST/BTC", "5m", CandleType.SPOT),
|
||||
("ETH/BTC", "5m", CandleType.SPOT),
|
||||
("XLM/BTC", "5m", CandleType.SPOT),
|
||||
("TRX/BTC", "5m", CandleType.SPOT),
|
||||
("LTC/BTC", "5m", CandleType.SPOT),
|
||||
("XMR/BTC", "5m", CandleType.SPOT),
|
||||
("ZEC/BTC", "5m", CandleType.SPOT),
|
||||
("UNITTEST/BTC", "1m", CandleType.SPOT),
|
||||
("ADA/BTC", "5m", CandleType.SPOT),
|
||||
("ETC/BTC", "5m", CandleType.SPOT),
|
||||
("NXT/BTC", "5m", CandleType.SPOT),
|
||||
("DASH/BTC", "5m", CandleType.SPOT),
|
||||
("XRP/ETH", "1m", CandleType.SPOT),
|
||||
("XRP/ETH", "5m", CandleType.SPOT),
|
||||
("UNITTEST/BTC", "30m", CandleType.SPOT),
|
||||
("UNITTEST/BTC", "8m", CandleType.SPOT),
|
||||
}
|
||||
|
||||
paircombs = FeatherDataHandler.ohlcv_get_available_data(testdatadir, TradingMode.FUTURES)
|
||||
# Convert to set to avoid failures due to sorting
|
||||
assert set(paircombs) == {
|
||||
('UNITTEST/USDT:USDT', '1h', 'mark'),
|
||||
('XRP/USDT:USDT', '5m', 'futures'),
|
||||
('XRP/USDT:USDT', '1h', 'futures'),
|
||||
('XRP/USDT:USDT', '1h', 'mark'),
|
||||
('XRP/USDT:USDT', '8h', 'mark'),
|
||||
('XRP/USDT:USDT', '8h', 'funding_rate'),
|
||||
("UNITTEST/USDT:USDT", "1h", "mark"),
|
||||
("XRP/USDT:USDT", "5m", "futures"),
|
||||
("XRP/USDT:USDT", "1h", "futures"),
|
||||
("XRP/USDT:USDT", "1h", "mark"),
|
||||
("XRP/USDT:USDT", "8h", "mark"),
|
||||
("XRP/USDT:USDT", "8h", "funding_rate"),
|
||||
}
|
||||
|
||||
paircombs = JsonGzDataHandler.ohlcv_get_available_data(testdatadir, TradingMode.SPOT)
|
||||
assert set(paircombs) == {('UNITTEST/BTC', '8m', CandleType.SPOT)}
|
||||
assert set(paircombs) == {("UNITTEST/BTC", "8m", CandleType.SPOT)}
|
||||
paircombs = HDF5DataHandler.ohlcv_get_available_data(testdatadir, TradingMode.SPOT)
|
||||
assert set(paircombs) == {('UNITTEST/BTC', '5m', CandleType.SPOT)}
|
||||
assert set(paircombs) == {("UNITTEST/BTC", "5m", CandleType.SPOT)}
|
||||
|
||||
|
||||
def test_jsondatahandler_ohlcv_purge(mocker, testdatadir):
|
||||
mocker.patch.object(Path, "exists", MagicMock(return_value=False))
|
||||
unlinkmock = mocker.patch.object(Path, "unlink", MagicMock())
|
||||
dh = JsonGzDataHandler(testdatadir)
|
||||
assert not dh.ohlcv_purge('UNITTEST/NONEXIST', '5m', '')
|
||||
assert not dh.ohlcv_purge('UNITTEST/NONEXIST', '5m', candle_type='mark')
|
||||
assert not dh.ohlcv_purge("UNITTEST/NONEXIST", "5m", "")
|
||||
assert not dh.ohlcv_purge("UNITTEST/NONEXIST", "5m", candle_type="mark")
|
||||
assert unlinkmock.call_count == 0
|
||||
|
||||
mocker.patch.object(Path, "exists", MagicMock(return_value=True))
|
||||
assert dh.ohlcv_purge('UNITTEST/NONEXIST', '5m', '')
|
||||
assert dh.ohlcv_purge('UNITTEST/NONEXIST', '5m', candle_type='mark')
|
||||
assert dh.ohlcv_purge("UNITTEST/NONEXIST", "5m", "")
|
||||
assert dh.ohlcv_purge("UNITTEST/NONEXIST", "5m", candle_type="mark")
|
||||
assert unlinkmock.call_count == 2
|
||||
|
||||
|
||||
def test_jsondatahandler_ohlcv_load(testdatadir, caplog):
|
||||
dh = JsonDataHandler(testdatadir)
|
||||
|
||||
df = dh.ohlcv_load('UNITTEST/BTC', '1m', 'spot')
|
||||
df = dh.ohlcv_load("UNITTEST/BTC", "1m", "spot")
|
||||
assert len(df) > 0
|
||||
|
||||
# # Failure case (empty array)
|
||||
df1 = dh.ohlcv_load('NOPAIR/XXX', '4m', 'spot')
|
||||
# # Failure case (empty array)
|
||||
df1 = dh.ohlcv_load("NOPAIR/XXX", "4m", "spot")
|
||||
assert len(df1) == 0
|
||||
assert log_has("Could not load data for NOPAIR/XXX.", caplog)
|
||||
assert df.columns.equals(df1.columns)
|
||||
@@ -151,22 +167,22 @@ def test_jsondatahandler_ohlcv_load(testdatadir, caplog):
|
||||
|
||||
def test_datahandler_ohlcv_data_min_max(testdatadir):
|
||||
dh = JsonDataHandler(testdatadir)
|
||||
min_max = dh.ohlcv_data_min_max('UNITTEST/BTC', '5m', 'spot')
|
||||
min_max = dh.ohlcv_data_min_max("UNITTEST/BTC", "5m", "spot")
|
||||
assert len(min_max) == 3
|
||||
|
||||
# Empty pair
|
||||
min_max = dh.ohlcv_data_min_max('UNITTEST/BTC', '8m', 'spot')
|
||||
min_max = dh.ohlcv_data_min_max("UNITTEST/BTC", "8m", "spot")
|
||||
assert len(min_max) == 3
|
||||
assert min_max[0] == datetime.fromtimestamp(0, tz=timezone.utc)
|
||||
assert min_max[0] == min_max[1]
|
||||
# Empty pair2
|
||||
min_max = dh.ohlcv_data_min_max('NOPAIR/XXX', '41m', 'spot')
|
||||
min_max = dh.ohlcv_data_min_max("NOPAIR/XXX", "41m", "spot")
|
||||
assert len(min_max) == 3
|
||||
assert min_max[0] == datetime.fromtimestamp(0, tz=timezone.utc)
|
||||
assert min_max[0] == min_max[1]
|
||||
|
||||
# Existing pair ...
|
||||
min_max = dh.ohlcv_data_min_max('UNITTEST/BTC', '1m', 'spot')
|
||||
min_max = dh.ohlcv_data_min_max("UNITTEST/BTC", "1m", "spot")
|
||||
assert len(min_max) == 3
|
||||
assert min_max[0] == datetime(2017, 11, 4, 23, 2, tzinfo=timezone.utc)
|
||||
assert min_max[1] == datetime(2017, 11, 14, 22, 59, tzinfo=timezone.utc)
|
||||
@@ -175,181 +191,192 @@ def test_datahandler_ohlcv_data_min_max(testdatadir):
|
||||
def test_datahandler__check_empty_df(testdatadir, caplog):
|
||||
dh = JsonDataHandler(testdatadir)
|
||||
expected_text = r"Price jump in UNITTEST/USDT, 1h, spot between"
|
||||
df = DataFrame([
|
||||
df = DataFrame(
|
||||
[
|
||||
1511686200000, # 8:50:00
|
||||
8.794, # open
|
||||
8.948, # high
|
||||
8.794, # low
|
||||
8.88, # close
|
||||
2255, # volume (in quote currency)
|
||||
[
|
||||
1511686200000, # 8:50:00
|
||||
8.794, # open
|
||||
8.948, # high
|
||||
8.794, # low
|
||||
8.88, # close
|
||||
2255, # volume (in quote currency)
|
||||
],
|
||||
[
|
||||
1511686500000, # 8:55:00
|
||||
8.88,
|
||||
8.942,
|
||||
8.88,
|
||||
8.893,
|
||||
9911,
|
||||
],
|
||||
[
|
||||
1511687100000, # 9:05:00
|
||||
8.891,
|
||||
8.893,
|
||||
8.875,
|
||||
8.877,
|
||||
2251,
|
||||
],
|
||||
[
|
||||
1511687400000, # 9:10:00
|
||||
8.877,
|
||||
8.883,
|
||||
8.895,
|
||||
8.817,
|
||||
123551,
|
||||
],
|
||||
],
|
||||
[
|
||||
1511686500000, # 8:55:00
|
||||
8.88,
|
||||
8.942,
|
||||
8.88,
|
||||
8.893,
|
||||
9911,
|
||||
],
|
||||
[
|
||||
1511687100000, # 9:05:00
|
||||
8.891,
|
||||
8.893,
|
||||
8.875,
|
||||
8.877,
|
||||
2251
|
||||
],
|
||||
[
|
||||
1511687400000, # 9:10:00
|
||||
8.877,
|
||||
8.883,
|
||||
8.895,
|
||||
8.817,
|
||||
123551
|
||||
]
|
||||
], columns=['date', 'open', 'high', 'low', 'close', 'volume'])
|
||||
columns=["date", "open", "high", "low", "close", "volume"],
|
||||
)
|
||||
|
||||
dh._check_empty_df(df, 'UNITTEST/USDT', '1h', CandleType.SPOT, True, True)
|
||||
dh._check_empty_df(df, "UNITTEST/USDT", "1h", CandleType.SPOT, True, True)
|
||||
assert not log_has_re(expected_text, caplog)
|
||||
df = DataFrame([
|
||||
df = DataFrame(
|
||||
[
|
||||
1511686200000, # 8:50:00
|
||||
8.794, # open
|
||||
8.948, # high
|
||||
8.794, # low
|
||||
8.88, # close
|
||||
2255, # volume (in quote currency)
|
||||
[
|
||||
1511686200000, # 8:50:00
|
||||
8.794, # open
|
||||
8.948, # high
|
||||
8.794, # low
|
||||
8.88, # close
|
||||
2255, # volume (in quote currency)
|
||||
],
|
||||
[
|
||||
1511686500000, # 8:55:00
|
||||
8.88,
|
||||
8.942,
|
||||
8.88,
|
||||
8.893,
|
||||
9911,
|
||||
],
|
||||
[
|
||||
1511687100000, # 9:05:00
|
||||
889.1, # Price jump by several decimals
|
||||
889.3,
|
||||
887.5,
|
||||
887.7,
|
||||
2251,
|
||||
],
|
||||
[
|
||||
1511687400000, # 9:10:00
|
||||
8.877,
|
||||
8.883,
|
||||
8.895,
|
||||
8.817,
|
||||
123551,
|
||||
],
|
||||
],
|
||||
[
|
||||
1511686500000, # 8:55:00
|
||||
8.88,
|
||||
8.942,
|
||||
8.88,
|
||||
8.893,
|
||||
9911,
|
||||
],
|
||||
[
|
||||
1511687100000, # 9:05:00
|
||||
889.1, # Price jump by several decimals
|
||||
889.3,
|
||||
887.5,
|
||||
887.7,
|
||||
2251
|
||||
],
|
||||
[
|
||||
1511687400000, # 9:10:00
|
||||
8.877,
|
||||
8.883,
|
||||
8.895,
|
||||
8.817,
|
||||
123551
|
||||
]
|
||||
], columns=['date', 'open', 'high', 'low', 'close', 'volume'])
|
||||
columns=["date", "open", "high", "low", "close", "volume"],
|
||||
)
|
||||
|
||||
dh._check_empty_df(df, 'UNITTEST/USDT', '1h', CandleType.SPOT, True, True)
|
||||
dh._check_empty_df(df, "UNITTEST/USDT", "1h", CandleType.SPOT, True, True)
|
||||
assert log_has_re(expected_text, caplog)
|
||||
|
||||
|
||||
# @pytest.mark.parametrize('datahandler', [])
|
||||
@pytest.mark.skip("All datahandlers currently support trades data.")
|
||||
def test_datahandler_trades_not_supported(datahandler, testdatadir, ):
|
||||
def test_datahandler_trades_not_supported(
|
||||
datahandler,
|
||||
testdatadir,
|
||||
):
|
||||
# Currently disabled. Re-enable should a new provider not support trades data.
|
||||
dh = get_datahandler(testdatadir, datahandler)
|
||||
with pytest.raises(NotImplementedError):
|
||||
dh.trades_load('UNITTEST/ETH')
|
||||
dh.trades_load("UNITTEST/ETH")
|
||||
with pytest.raises(NotImplementedError):
|
||||
dh.trades_store('UNITTEST/ETH', MagicMock())
|
||||
dh.trades_store("UNITTEST/ETH", MagicMock())
|
||||
|
||||
|
||||
def test_jsondatahandler_trades_load(testdatadir, caplog):
|
||||
dh = JsonGzDataHandler(testdatadir)
|
||||
logmsg = "Old trades format detected - converting"
|
||||
dh.trades_load('XRP/ETH', TradingMode.SPOT)
|
||||
dh.trades_load("XRP/ETH", TradingMode.SPOT)
|
||||
assert not log_has(logmsg, caplog)
|
||||
|
||||
# Test conversation is happening
|
||||
dh.trades_load('XRP/OLD', TradingMode.SPOT)
|
||||
dh.trades_load("XRP/OLD", TradingMode.SPOT)
|
||||
assert log_has(logmsg, caplog)
|
||||
|
||||
|
||||
@pytest.mark.parametrize('datahandler', AVAILABLE_DATAHANDLERS)
|
||||
def test_datahandler_ohlcv_append(datahandler, testdatadir, ):
|
||||
@pytest.mark.parametrize("datahandler", AVAILABLE_DATAHANDLERS)
|
||||
def test_datahandler_ohlcv_append(
|
||||
datahandler,
|
||||
testdatadir,
|
||||
):
|
||||
dh = get_datahandler(testdatadir, datahandler)
|
||||
with pytest.raises(NotImplementedError):
|
||||
dh.ohlcv_append('UNITTEST/ETH', '5m', DataFrame(), CandleType.SPOT)
|
||||
dh.ohlcv_append("UNITTEST/ETH", "5m", DataFrame(), CandleType.SPOT)
|
||||
with pytest.raises(NotImplementedError):
|
||||
dh.ohlcv_append('UNITTEST/ETH', '5m', DataFrame(), CandleType.MARK)
|
||||
dh.ohlcv_append("UNITTEST/ETH", "5m", DataFrame(), CandleType.MARK)
|
||||
|
||||
|
||||
@pytest.mark.parametrize('datahandler', AVAILABLE_DATAHANDLERS)
|
||||
@pytest.mark.parametrize("datahandler", AVAILABLE_DATAHANDLERS)
|
||||
def test_datahandler_trades_append(datahandler, testdatadir):
|
||||
dh = get_datahandler(testdatadir, datahandler)
|
||||
with pytest.raises(NotImplementedError):
|
||||
dh.trades_append('UNITTEST/ETH', DataFrame())
|
||||
dh.trades_append("UNITTEST/ETH", DataFrame())
|
||||
|
||||
|
||||
@pytest.mark.parametrize('datahandler,expected', [
|
||||
('jsongz', {'XRP/ETH', 'XRP/OLD'}),
|
||||
('hdf5', {'XRP/ETH'}),
|
||||
('feather', {'XRP/ETH'}),
|
||||
('parquet', {'XRP/ETH'}),
|
||||
])
|
||||
@pytest.mark.parametrize(
|
||||
"datahandler,expected",
|
||||
[
|
||||
("jsongz", {"XRP/ETH", "XRP/OLD"}),
|
||||
("hdf5", {"XRP/ETH"}),
|
||||
("feather", {"XRP/ETH"}),
|
||||
("parquet", {"XRP/ETH"}),
|
||||
],
|
||||
)
|
||||
def test_datahandler_trades_get_pairs(testdatadir, datahandler, expected):
|
||||
|
||||
pairs = get_datahandlerclass(datahandler).trades_get_pairs(testdatadir)
|
||||
# Convert to set to avoid failures due to sorting
|
||||
assert set(pairs) == expected
|
||||
|
||||
|
||||
def test_hdf5datahandler_trades_load(testdatadir):
|
||||
dh = get_datahandler(testdatadir, 'hdf5')
|
||||
trades = dh.trades_load('XRP/ETH', TradingMode.SPOT)
|
||||
dh = get_datahandler(testdatadir, "hdf5")
|
||||
trades = dh.trades_load("XRP/ETH", TradingMode.SPOT)
|
||||
assert isinstance(trades, DataFrame)
|
||||
|
||||
trades1 = dh.trades_load('UNITTEST/NONEXIST', TradingMode.SPOT)
|
||||
trades1 = dh.trades_load("UNITTEST/NONEXIST", TradingMode.SPOT)
|
||||
assert isinstance(trades1, DataFrame)
|
||||
assert trades1.empty
|
||||
# data goes from 2019-10-11 - 2019-10-13
|
||||
timerange = TimeRange.parse_timerange('20191011-20191012')
|
||||
timerange = TimeRange.parse_timerange("20191011-20191012")
|
||||
|
||||
trades2 = dh._trades_load('XRP/ETH', TradingMode.SPOT, timerange)
|
||||
trades2 = dh._trades_load("XRP/ETH", TradingMode.SPOT, timerange)
|
||||
assert len(trades) > len(trades2)
|
||||
# Check that ID is None (If it's nan, it's wrong)
|
||||
assert trades2.iloc[0]['type'] is None
|
||||
assert trades2.iloc[0]["type"] is None
|
||||
|
||||
# unfiltered load has trades before starttime
|
||||
|
||||
assert len(trades.loc[trades['timestamp'] < timerange.startts * 1000]) >= 0
|
||||
assert len(trades.loc[trades["timestamp"] < timerange.startts * 1000]) >= 0
|
||||
# filtered list does not have trades before starttime
|
||||
assert len(trades2.loc[trades2['timestamp'] < timerange.startts * 1000]) == 0
|
||||
assert len(trades2.loc[trades2["timestamp"] < timerange.startts * 1000]) == 0
|
||||
# unfiltered load has trades after endtime
|
||||
assert len(trades.loc[trades['timestamp'] > timerange.stopts * 1000]) >= 0
|
||||
assert len(trades.loc[trades["timestamp"] > timerange.stopts * 1000]) >= 0
|
||||
# filtered list does not have trades after endtime
|
||||
assert len(trades2.loc[trades2['timestamp'] > timerange.stopts * 1000]) == 0
|
||||
assert len(trades2.loc[trades2["timestamp"] > timerange.stopts * 1000]) == 0
|
||||
# assert len([t for t in trades2 if t[0] > timerange.stopts * 1000]) == 0
|
||||
|
||||
|
||||
@pytest.mark.parametrize('pair,timeframe,candle_type,candle_append,startdt,enddt', [
|
||||
# Data goes from 2018-01-10 - 2018-01-30
|
||||
('UNITTEST/BTC', '5m', 'spot', '', '2018-01-15', '2018-01-19'),
|
||||
# Mark data goes from to 2021-11-15 2021-11-19
|
||||
('UNITTEST/USDT:USDT', '1h', 'mark', '-mark', '2021-11-16', '2021-11-18'),
|
||||
])
|
||||
@pytest.mark.parametrize(
|
||||
"pair,timeframe,candle_type,candle_append,startdt,enddt",
|
||||
[
|
||||
# Data goes from 2018-01-10 - 2018-01-30
|
||||
("UNITTEST/BTC", "5m", "spot", "", "2018-01-15", "2018-01-19"),
|
||||
# Mark data goes from to 2021-11-15 2021-11-19
|
||||
("UNITTEST/USDT:USDT", "1h", "mark", "-mark", "2021-11-16", "2021-11-18"),
|
||||
],
|
||||
)
|
||||
def test_hdf5datahandler_ohlcv_load_and_resave(
|
||||
testdatadir,
|
||||
tmp_path,
|
||||
pair,
|
||||
timeframe,
|
||||
candle_type,
|
||||
candle_append,
|
||||
startdt, enddt
|
||||
testdatadir, tmp_path, pair, timeframe, candle_type, candle_append, startdt, enddt
|
||||
):
|
||||
tmpdir2 = tmp_path
|
||||
if candle_type not in ('', 'spot'):
|
||||
tmpdir2 = tmp_path / 'futures'
|
||||
if candle_type not in ("", "spot"):
|
||||
tmpdir2 = tmp_path / "futures"
|
||||
tmpdir2.mkdir()
|
||||
dh = get_datahandler(testdatadir, 'hdf5')
|
||||
dh = get_datahandler(testdatadir, "hdf5")
|
||||
ohlcv = dh._ohlcv_load(pair, timeframe, None, candle_type=candle_type)
|
||||
assert isinstance(ohlcv, DataFrame)
|
||||
assert len(ohlcv) > 0
|
||||
@@ -357,50 +384,46 @@ def test_hdf5datahandler_ohlcv_load_and_resave(
|
||||
file = tmpdir2 / f"UNITTEST_NEW-{timeframe}{candle_append}.h5"
|
||||
assert not file.is_file()
|
||||
|
||||
dh1 = get_datahandler(tmp_path, 'hdf5')
|
||||
dh1.ohlcv_store('UNITTEST/NEW', timeframe, ohlcv, candle_type=candle_type)
|
||||
dh1 = get_datahandler(tmp_path, "hdf5")
|
||||
dh1.ohlcv_store("UNITTEST/NEW", timeframe, ohlcv, candle_type=candle_type)
|
||||
assert file.is_file()
|
||||
|
||||
assert not ohlcv[ohlcv['date'] < startdt].empty
|
||||
assert not ohlcv[ohlcv["date"] < startdt].empty
|
||||
|
||||
timerange = TimeRange.parse_timerange(f"{startdt.replace('-', '')}-{enddt.replace('-', '')}")
|
||||
|
||||
# Call private function to ensure timerange is filtered in hdf5
|
||||
ohlcv = dh._ohlcv_load(pair, timeframe, timerange, candle_type=candle_type)
|
||||
ohlcv1 = dh1._ohlcv_load('UNITTEST/NEW', timeframe, timerange, candle_type=candle_type)
|
||||
ohlcv1 = dh1._ohlcv_load("UNITTEST/NEW", timeframe, timerange, candle_type=candle_type)
|
||||
assert len(ohlcv) == len(ohlcv1)
|
||||
assert ohlcv.equals(ohlcv1)
|
||||
assert ohlcv[ohlcv['date'] < startdt].empty
|
||||
assert ohlcv[ohlcv['date'] > enddt].empty
|
||||
assert ohlcv[ohlcv["date"] < startdt].empty
|
||||
assert ohlcv[ohlcv["date"] > enddt].empty
|
||||
|
||||
# Try loading inexisting file
|
||||
ohlcv = dh.ohlcv_load('UNITTEST/NONEXIST', timeframe, candle_type=candle_type)
|
||||
ohlcv = dh.ohlcv_load("UNITTEST/NONEXIST", timeframe, candle_type=candle_type)
|
||||
assert ohlcv.empty
|
||||
|
||||
|
||||
@pytest.mark.parametrize('pair,timeframe,candle_type,candle_append,startdt,enddt', [
|
||||
# Data goes from 2018-01-10 - 2018-01-30
|
||||
('UNITTEST/BTC', '5m', 'spot', '', '2018-01-15', '2018-01-19'),
|
||||
# Mark data goes from to 2021-11-15 2021-11-19
|
||||
('UNITTEST/USDT:USDT', '1h', 'mark', '-mark', '2021-11-16', '2021-11-18'),
|
||||
])
|
||||
@pytest.mark.parametrize('datahandler', ['hdf5', 'feather', 'parquet'])
|
||||
@pytest.mark.parametrize(
|
||||
"pair,timeframe,candle_type,candle_append,startdt,enddt",
|
||||
[
|
||||
# Data goes from 2018-01-10 - 2018-01-30
|
||||
("UNITTEST/BTC", "5m", "spot", "", "2018-01-15", "2018-01-19"),
|
||||
# Mark data goes from to 2021-11-15 2021-11-19
|
||||
("UNITTEST/USDT:USDT", "1h", "mark", "-mark", "2021-11-16", "2021-11-18"),
|
||||
],
|
||||
)
|
||||
@pytest.mark.parametrize("datahandler", ["hdf5", "feather", "parquet"])
|
||||
def test_generic_datahandler_ohlcv_load_and_resave(
|
||||
datahandler,
|
||||
testdatadir,
|
||||
tmp_path,
|
||||
pair,
|
||||
timeframe,
|
||||
candle_type,
|
||||
candle_append,
|
||||
startdt, enddt
|
||||
datahandler, testdatadir, tmp_path, pair, timeframe, candle_type, candle_append, startdt, enddt
|
||||
):
|
||||
tmpdir2 = tmp_path
|
||||
if candle_type not in ('', 'spot'):
|
||||
tmpdir2 = tmp_path / 'futures'
|
||||
if candle_type not in ("", "spot"):
|
||||
tmpdir2 = tmp_path / "futures"
|
||||
tmpdir2.mkdir()
|
||||
# Load data from one common file
|
||||
dhbase = get_datahandler(testdatadir, 'feather')
|
||||
dhbase = get_datahandler(testdatadir, "feather")
|
||||
ohlcv = dhbase._ohlcv_load(pair, timeframe, None, candle_type=candle_type)
|
||||
assert isinstance(ohlcv, DataFrame)
|
||||
assert len(ohlcv) > 0
|
||||
@@ -412,122 +435,123 @@ def test_generic_datahandler_ohlcv_load_and_resave(
|
||||
assert not file.is_file()
|
||||
|
||||
dh1 = get_datahandler(tmp_path, datahandler)
|
||||
dh1.ohlcv_store('UNITTEST/NEW', timeframe, ohlcv, candle_type=candle_type)
|
||||
dh1.ohlcv_store("UNITTEST/NEW", timeframe, ohlcv, candle_type=candle_type)
|
||||
assert file.is_file()
|
||||
|
||||
assert not ohlcv[ohlcv['date'] < startdt].empty
|
||||
assert not ohlcv[ohlcv["date"] < startdt].empty
|
||||
|
||||
timerange = TimeRange.parse_timerange(f"{startdt.replace('-', '')}-{enddt.replace('-', '')}")
|
||||
|
||||
ohlcv = dhbase.ohlcv_load(pair, timeframe, timerange=timerange, candle_type=candle_type)
|
||||
if datahandler == 'hdf5':
|
||||
ohlcv1 = dh1._ohlcv_load('UNITTEST/NEW', timeframe, timerange, candle_type=candle_type)
|
||||
if candle_type == 'mark':
|
||||
ohlcv1['volume'] = 0.0
|
||||
if datahandler == "hdf5":
|
||||
ohlcv1 = dh1._ohlcv_load("UNITTEST/NEW", timeframe, timerange, candle_type=candle_type)
|
||||
if candle_type == "mark":
|
||||
ohlcv1["volume"] = 0.0
|
||||
else:
|
||||
ohlcv1 = dh1.ohlcv_load('UNITTEST/NEW', timeframe,
|
||||
timerange=timerange, candle_type=candle_type)
|
||||
ohlcv1 = dh1.ohlcv_load(
|
||||
"UNITTEST/NEW", timeframe, timerange=timerange, candle_type=candle_type
|
||||
)
|
||||
|
||||
assert len(ohlcv) == len(ohlcv1)
|
||||
assert ohlcv.equals(ohlcv1)
|
||||
assert ohlcv[ohlcv['date'] < startdt].empty
|
||||
assert ohlcv[ohlcv['date'] > enddt].empty
|
||||
assert ohlcv[ohlcv["date"] < startdt].empty
|
||||
assert ohlcv[ohlcv["date"] > enddt].empty
|
||||
|
||||
# Try loading inexisting file
|
||||
ohlcv = dh.ohlcv_load('UNITTEST/NONEXIST', timeframe, candle_type=candle_type)
|
||||
ohlcv = dh.ohlcv_load("UNITTEST/NONEXIST", timeframe, candle_type=candle_type)
|
||||
assert ohlcv.empty
|
||||
|
||||
|
||||
def test_hdf5datahandler_ohlcv_purge(mocker, testdatadir):
|
||||
mocker.patch.object(Path, "exists", MagicMock(return_value=False))
|
||||
unlinkmock = mocker.patch.object(Path, "unlink", MagicMock())
|
||||
dh = get_datahandler(testdatadir, 'hdf5')
|
||||
assert not dh.ohlcv_purge('UNITTEST/NONEXIST', '5m', '')
|
||||
assert not dh.ohlcv_purge('UNITTEST/NONEXIST', '5m', candle_type='mark')
|
||||
dh = get_datahandler(testdatadir, "hdf5")
|
||||
assert not dh.ohlcv_purge("UNITTEST/NONEXIST", "5m", "")
|
||||
assert not dh.ohlcv_purge("UNITTEST/NONEXIST", "5m", candle_type="mark")
|
||||
assert unlinkmock.call_count == 0
|
||||
|
||||
mocker.patch.object(Path, "exists", MagicMock(return_value=True))
|
||||
assert dh.ohlcv_purge('UNITTEST/NONEXIST', '5m', '')
|
||||
assert dh.ohlcv_purge('UNITTEST/NONEXIST', '5m', candle_type='mark')
|
||||
assert dh.ohlcv_purge("UNITTEST/NONEXIST", "5m", "")
|
||||
assert dh.ohlcv_purge("UNITTEST/NONEXIST", "5m", candle_type="mark")
|
||||
assert unlinkmock.call_count == 2
|
||||
|
||||
|
||||
@pytest.mark.parametrize('datahandler', ['jsongz', 'hdf5', 'feather', 'parquet'])
|
||||
@pytest.mark.parametrize("datahandler", ["jsongz", "hdf5", "feather", "parquet"])
|
||||
def test_datahandler_trades_load(testdatadir, datahandler):
|
||||
dh = get_datahandler(testdatadir, datahandler)
|
||||
trades = dh.trades_load('XRP/ETH', TradingMode.SPOT)
|
||||
trades = dh.trades_load("XRP/ETH", TradingMode.SPOT)
|
||||
assert isinstance(trades, DataFrame)
|
||||
assert trades.iloc[0]['timestamp'] == 1570752011620
|
||||
assert trades.iloc[0]['date'] == Timestamp('2019-10-11 00:00:11.620000+0000')
|
||||
assert trades.iloc[-1]['cost'] == 0.1986231
|
||||
assert trades.iloc[0]["timestamp"] == 1570752011620
|
||||
assert trades.iloc[0]["date"] == Timestamp("2019-10-11 00:00:11.620000+0000")
|
||||
assert trades.iloc[-1]["cost"] == 0.1986231
|
||||
|
||||
trades1 = dh.trades_load('UNITTEST/NONEXIST', TradingMode.SPOT)
|
||||
trades1 = dh.trades_load("UNITTEST/NONEXIST", TradingMode.SPOT)
|
||||
assert isinstance(trades, DataFrame)
|
||||
assert trades1.empty
|
||||
|
||||
|
||||
@pytest.mark.parametrize('datahandler', ['jsongz', 'hdf5', 'feather', 'parquet'])
|
||||
@pytest.mark.parametrize("datahandler", ["jsongz", "hdf5", "feather", "parquet"])
|
||||
def test_datahandler_trades_store(testdatadir, tmp_path, datahandler):
|
||||
dh = get_datahandler(testdatadir, datahandler)
|
||||
trades = dh.trades_load('XRP/ETH', TradingMode.SPOT)
|
||||
trades = dh.trades_load("XRP/ETH", TradingMode.SPOT)
|
||||
|
||||
dh1 = get_datahandler(tmp_path, datahandler)
|
||||
dh1.trades_store('XRP/NEW', trades, TradingMode.SPOT)
|
||||
dh1.trades_store("XRP/NEW", trades, TradingMode.SPOT)
|
||||
|
||||
file = tmp_path / f'XRP_NEW-trades.{dh1._get_file_extension()}'
|
||||
file = tmp_path / f"XRP_NEW-trades.{dh1._get_file_extension()}"
|
||||
assert file.is_file()
|
||||
# Load trades back
|
||||
trades_new = dh1.trades_load('XRP/NEW', TradingMode.SPOT)
|
||||
trades_new = dh1.trades_load("XRP/NEW", TradingMode.SPOT)
|
||||
assert_frame_equal(trades, trades_new, check_exact=True)
|
||||
assert len(trades_new) == len(trades)
|
||||
|
||||
|
||||
@pytest.mark.parametrize('datahandler', ['jsongz', 'hdf5', 'feather', 'parquet'])
|
||||
@pytest.mark.parametrize("datahandler", ["jsongz", "hdf5", "feather", "parquet"])
|
||||
def test_datahandler_trades_purge(mocker, testdatadir, datahandler):
|
||||
mocker.patch.object(Path, "exists", MagicMock(return_value=False))
|
||||
unlinkmock = mocker.patch.object(Path, "unlink", MagicMock())
|
||||
dh = get_datahandler(testdatadir, datahandler)
|
||||
assert not dh.trades_purge('UNITTEST/NONEXIST', TradingMode.SPOT)
|
||||
assert not dh.trades_purge("UNITTEST/NONEXIST", TradingMode.SPOT)
|
||||
assert unlinkmock.call_count == 0
|
||||
|
||||
mocker.patch.object(Path, "exists", MagicMock(return_value=True))
|
||||
assert dh.trades_purge('UNITTEST/NONEXIST', TradingMode.SPOT)
|
||||
assert dh.trades_purge("UNITTEST/NONEXIST", TradingMode.SPOT)
|
||||
assert unlinkmock.call_count == 1
|
||||
|
||||
|
||||
def test_gethandlerclass():
|
||||
cl = get_datahandlerclass('json')
|
||||
cl = get_datahandlerclass("json")
|
||||
assert cl == JsonDataHandler
|
||||
assert issubclass(cl, IDataHandler)
|
||||
|
||||
cl = get_datahandlerclass('jsongz')
|
||||
cl = get_datahandlerclass("jsongz")
|
||||
assert cl == JsonGzDataHandler
|
||||
assert issubclass(cl, IDataHandler)
|
||||
assert issubclass(cl, JsonDataHandler)
|
||||
|
||||
cl = get_datahandlerclass('hdf5')
|
||||
cl = get_datahandlerclass("hdf5")
|
||||
assert cl == HDF5DataHandler
|
||||
assert issubclass(cl, IDataHandler)
|
||||
|
||||
cl = get_datahandlerclass('feather')
|
||||
cl = get_datahandlerclass("feather")
|
||||
assert cl == FeatherDataHandler
|
||||
assert issubclass(cl, IDataHandler)
|
||||
|
||||
cl = get_datahandlerclass('parquet')
|
||||
cl = get_datahandlerclass("parquet")
|
||||
assert cl == ParquetDataHandler
|
||||
assert issubclass(cl, IDataHandler)
|
||||
|
||||
with pytest.raises(ValueError, match=r"No datahandler for .*"):
|
||||
get_datahandlerclass('DeadBeef')
|
||||
get_datahandlerclass("DeadBeef")
|
||||
|
||||
|
||||
def test_get_datahandler(testdatadir):
|
||||
dh = get_datahandler(testdatadir, 'json')
|
||||
dh = get_datahandler(testdatadir, "json")
|
||||
assert isinstance(dh, JsonDataHandler)
|
||||
dh = get_datahandler(testdatadir, 'jsongz')
|
||||
dh = get_datahandler(testdatadir, "jsongz")
|
||||
assert isinstance(dh, JsonGzDataHandler)
|
||||
dh1 = get_datahandler(testdatadir, 'jsongz', dh)
|
||||
dh1 = get_datahandler(testdatadir, "jsongz", dh)
|
||||
assert id(dh1) == id(dh)
|
||||
|
||||
dh = get_datahandler(testdatadir, 'hdf5')
|
||||
dh = get_datahandler(testdatadir, "hdf5")
|
||||
assert isinstance(dh, HDF5DataHandler)
|
||||
|
||||
Reference in New Issue
Block a user