Merge pull request #7842 from wizrds/feat/refactor-emc
Change to broadcasting single candles in Producer/Consumer
This commit is contained in:
commit
2828255435
@ -61,6 +61,7 @@ USERPATH_FREQAIMODELS = 'freqaimodels'
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TELEGRAM_SETTING_OPTIONS = ['on', 'off', 'silent']
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WEBHOOK_FORMAT_OPTIONS = ['form', 'json', 'raw']
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FULL_DATAFRAME_THRESHOLD = 100
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ENV_VAR_PREFIX = 'FREQTRADE__'
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@ -9,14 +9,16 @@ from collections import deque
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from datetime import datetime, timezone
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from typing import Any, Dict, List, Optional, Tuple
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from pandas import DataFrame
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from pandas import DataFrame, to_timedelta
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from freqtrade.configuration import TimeRange
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from freqtrade.constants import Config, ListPairsWithTimeframes, PairWithTimeframe
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from freqtrade.constants import (FULL_DATAFRAME_THRESHOLD, Config, ListPairsWithTimeframes,
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PairWithTimeframe)
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from freqtrade.data.history import load_pair_history
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from freqtrade.enums import CandleType, RPCMessageType, RunMode
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from freqtrade.exceptions import ExchangeError, OperationalException
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from freqtrade.exchange import Exchange, timeframe_to_seconds
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from freqtrade.misc import append_candles_to_dataframe
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from freqtrade.rpc import RPCManager
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from freqtrade.util import PeriodicCache
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@ -120,7 +122,7 @@ class DataProvider:
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'type': RPCMessageType.ANALYZED_DF,
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'data': {
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'key': pair_key,
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'df': dataframe,
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'df': dataframe.tail(1),
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'la': datetime.now(timezone.utc)
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}
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}
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@ -131,7 +133,7 @@ class DataProvider:
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'data': pair_key,
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})
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def _add_external_df(
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def _replace_external_df(
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self,
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pair: str,
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dataframe: DataFrame,
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@ -157,6 +159,85 @@ class DataProvider:
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self.__producer_pairs_df[producer_name][pair_key] = (dataframe, _last_analyzed)
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logger.debug(f"External DataFrame for {pair_key} from {producer_name} added.")
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def _add_external_df(
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self,
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pair: str,
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dataframe: DataFrame,
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last_analyzed: datetime,
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timeframe: str,
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candle_type: CandleType,
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producer_name: str = "default"
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) -> Tuple[bool, int]:
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"""
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Append a candle to the existing external dataframe. The incoming dataframe
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must have at least 1 candle.
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:param pair: pair to get the data for
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:param timeframe: Timeframe to get data for
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:param candle_type: Any of the enum CandleType (must match trading mode!)
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:returns: False if the candle could not be appended, or the int number of missing candles.
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"""
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pair_key = (pair, timeframe, candle_type)
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if dataframe.empty:
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# The incoming dataframe must have at least 1 candle
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return (False, 0)
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if len(dataframe) >= FULL_DATAFRAME_THRESHOLD:
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# This is likely a full dataframe
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# Add the dataframe to the dataprovider
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self._replace_external_df(
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pair,
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dataframe,
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last_analyzed=last_analyzed,
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timeframe=timeframe,
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candle_type=candle_type,
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producer_name=producer_name
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)
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return (True, 0)
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if (producer_name not in self.__producer_pairs_df
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or pair_key not in self.__producer_pairs_df[producer_name]):
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# We don't have data from this producer yet,
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# or we don't have data for this pair_key
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# return False and 1000 for the full df
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return (False, 1000)
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existing_df, _ = self.__producer_pairs_df[producer_name][pair_key]
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# CHECK FOR MISSING CANDLES
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timeframe_delta = to_timedelta(timeframe) # Convert the timeframe to a timedelta for pandas
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local_last = existing_df.iloc[-1]['date'] # We want the last date from our copy
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incoming_first = dataframe.iloc[0]['date'] # We want the first date from the incoming
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# Remove existing candles that are newer than the incoming first candle
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existing_df1 = existing_df[existing_df['date'] < incoming_first]
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candle_difference = (incoming_first - local_last) / timeframe_delta
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# If the difference divided by the timeframe is 1, then this
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# is the candle we want and the incoming data isn't missing any.
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# If the candle_difference is more than 1, that means
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# we missed some candles between our data and the incoming
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# so return False and candle_difference.
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if candle_difference > 1:
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return (False, candle_difference)
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if existing_df1.empty:
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appended_df = dataframe
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else:
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appended_df = append_candles_to_dataframe(existing_df1, dataframe)
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# Everything is good, we appended
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self._replace_external_df(
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pair,
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appended_df,
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last_analyzed=last_analyzed,
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timeframe=timeframe,
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candle_type=candle_type,
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producer_name=producer_name
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)
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return (True, 0)
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def get_producer_df(
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self,
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pair: str,
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@ -301,3 +301,21 @@ def remove_entry_exit_signals(dataframe: pd.DataFrame):
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dataframe[SignalTagType.EXIT_TAG.value] = None
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return dataframe
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def append_candles_to_dataframe(left: pd.DataFrame, right: pd.DataFrame) -> pd.DataFrame:
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"""
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Append the `right` dataframe to the `left` dataframe
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:param left: The full dataframe you want appended to
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:param right: The new dataframe containing the data you want appended
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:returns: The dataframe with the right data in it
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"""
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if left.iloc[-1]['date'] != right.iloc[-1]['date']:
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left = pd.concat([left, right])
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# Only keep the last 1500 candles in memory
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left = left[-1500:] if len(left) > 1500 else left
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left.reset_index(drop=True, inplace=True)
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return left
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@ -91,9 +91,10 @@ async def _process_consumer_request(
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elif type == RPCRequestType.ANALYZED_DF:
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# Limit the amount of candles per dataframe to 'limit' or 1500
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limit = min(data.get('limit', 1500), 1500) if data else None
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pair = data.get('pair', None) if data else None
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# For every pair in the generator, send a separate message
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for message in rpc._ws_request_analyzed_df(limit):
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for message in rpc._ws_request_analyzed_df(limit, pair):
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# Format response
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response = WSAnalyzedDFMessage(data=message)
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await channel.send(response.dict(exclude_none=True))
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@ -27,7 +27,8 @@ class WebSocketChannel:
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self,
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websocket: WebSocketType,
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channel_id: Optional[str] = None,
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serializer_cls: Type[WebSocketSerializer] = HybridJSONWebSocketSerializer
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serializer_cls: Type[WebSocketSerializer] = HybridJSONWebSocketSerializer,
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send_throttle: float = 0.01
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):
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self.channel_id = channel_id if channel_id else uuid4().hex[:8]
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self._websocket = WebSocketProxy(websocket)
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@ -41,6 +42,7 @@ class WebSocketChannel:
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self._send_times: Deque[float] = deque([], maxlen=10)
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# High limit defaults to 3 to start
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self._send_high_limit = 3
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self._send_throttle = send_throttle
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# The subscribed message types
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self._subscriptions: List[str] = []
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@ -106,7 +108,8 @@ class WebSocketChannel:
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# Explicitly give control back to event loop as
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# websockets.send does not
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await asyncio.sleep(0.01)
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# Also throttles how fast we send
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await asyncio.sleep(self._send_throttle)
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async def recv(self):
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"""
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@ -47,7 +47,7 @@ class WSWhitelistRequest(WSRequestSchema):
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class WSAnalyzedDFRequest(WSRequestSchema):
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type: RPCRequestType = RPCRequestType.ANALYZED_DF
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data: Dict[str, Any] = {"limit": 1500}
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data: Dict[str, Any] = {"limit": 1500, "pair": None}
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# ------------------------------ MESSAGE SCHEMAS ----------------------------
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@ -8,15 +8,17 @@ import asyncio
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import logging
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import socket
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from threading import Thread
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from typing import TYPE_CHECKING, Any, Callable, Dict, List, TypedDict
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from typing import TYPE_CHECKING, Any, Callable, Dict, List, TypedDict, Union
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import websockets
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from pydantic import ValidationError
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from freqtrade.constants import FULL_DATAFRAME_THRESHOLD
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from freqtrade.data.dataprovider import DataProvider
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from freqtrade.enums import RPCMessageType
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from freqtrade.misc import remove_entry_exit_signals
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from freqtrade.rpc.api_server.ws import WebSocketChannel
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from freqtrade.rpc.api_server.ws.channel import WebSocketChannel, create_channel
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from freqtrade.rpc.api_server.ws.message_stream import MessageStream
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from freqtrade.rpc.api_server.ws_schemas import (WSAnalyzedDFMessage, WSAnalyzedDFRequest,
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WSMessageSchema, WSRequestSchema,
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WSSubscribeRequest, WSWhitelistMessage,
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@ -38,6 +40,10 @@ class Producer(TypedDict):
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logger = logging.getLogger(__name__)
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def schema_to_dict(schema: Union[WSMessageSchema, WSRequestSchema]):
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return schema.dict(exclude_none=True)
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class ExternalMessageConsumer:
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"""
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The main controller class for consuming external messages from
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@ -92,6 +98,8 @@ class ExternalMessageConsumer:
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RPCMessageType.ANALYZED_DF: self._consume_analyzed_df_message,
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}
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self._channel_streams: Dict[str, MessageStream] = {}
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self.start()
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def start(self):
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@ -118,6 +126,8 @@ class ExternalMessageConsumer:
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logger.info("Stopping ExternalMessageConsumer")
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self._running = False
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self._channel_streams = {}
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if self._sub_tasks:
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# Cancel sub tasks
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for task in self._sub_tasks:
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@ -175,7 +185,6 @@ class ExternalMessageConsumer:
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:param producer: Dictionary containing producer info
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:param lock: An asyncio Lock
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"""
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channel = None
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while self._running:
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try:
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host, port = producer['host'], producer['port']
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@ -190,19 +199,21 @@ class ExternalMessageConsumer:
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max_size=self.message_size_limit,
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ping_interval=None
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) as ws:
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channel = WebSocketChannel(ws, channel_id=name)
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async with create_channel(
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ws,
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channel_id=name,
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send_throttle=0.5
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) as channel:
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logger.info(f"Producer connection success - {channel}")
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# Create the message stream for this channel
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self._channel_streams[name] = MessageStream()
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# Now request the initial data from this Producer
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for request in self._initial_requests:
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await channel.send(
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request.dict(exclude_none=True)
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# Run the channel tasks while connected
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await channel.run_channel_tasks(
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self._receive_messages(channel, producer, lock),
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self._send_requests(channel, self._channel_streams[name])
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)
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# Now receive data, if none is within the time limit, ping
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await self._receive_messages(channel, producer, lock)
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except (websockets.exceptions.InvalidURI, ValueError) as e:
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logger.error(f"{ws_url} is an invalid WebSocket URL - {e}")
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break
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@ -229,11 +240,19 @@ class ExternalMessageConsumer:
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# An unforseen error has occurred, log and continue
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logger.error("Unexpected error has occurred:")
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logger.exception(e)
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await asyncio.sleep(self.sleep_time)
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continue
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finally:
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if channel:
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await channel.close()
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async def _send_requests(self, channel: WebSocketChannel, channel_stream: MessageStream):
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# Send the initial requests
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for init_request in self._initial_requests:
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await channel.send(schema_to_dict(init_request))
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# Now send any subsequent requests published to
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# this channel's stream
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async for request, _ in channel_stream:
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logger.debug(f"Sending request to channel - {channel} - {request}")
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await channel.send(request)
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async def _receive_messages(
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self,
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@ -270,19 +289,31 @@ class ExternalMessageConsumer:
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latency = (await asyncio.wait_for(pong, timeout=self.ping_timeout) * 1000)
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logger.info(f"Connection to {channel} still alive, latency: {latency}ms")
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continue
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except (websockets.exceptions.ConnectionClosed):
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# Just eat the error and continue reconnecting
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logger.warning(f"Disconnection in {channel} - retrying in {self.sleep_time}s")
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await asyncio.sleep(self.sleep_time)
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break
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except Exception as e:
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# Just eat the error and continue reconnecting
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logger.warning(f"Ping error {channel} - {e} - retrying in {self.sleep_time}s")
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logger.debug(e, exc_info=e)
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await asyncio.sleep(self.sleep_time)
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raise
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break
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def send_producer_request(
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self,
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producer_name: str,
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request: Union[WSRequestSchema, Dict[str, Any]]
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):
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"""
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Publish a message to the producer's message stream to be
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sent by the channel task.
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:param producer_name: The name of the producer to publish the message to
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:param request: The request to send to the producer
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"""
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if isinstance(request, WSRequestSchema):
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request = schema_to_dict(request)
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if channel_stream := self._channel_streams.get(producer_name):
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channel_stream.publish(request)
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def handle_producer_message(self, producer: Producer, message: Dict[str, Any]):
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"""
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@ -336,16 +367,45 @@ class ExternalMessageConsumer:
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pair, timeframe, candle_type = key
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if df.empty:
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logger.debug(f"Received Empty Dataframe for {key}")
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return
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# If set, remove the Entry and Exit signals from the Producer
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if self._emc_config.get('remove_entry_exit_signals', False):
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df = remove_entry_exit_signals(df)
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# Add the dataframe to the dataprovider
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self._dp._add_external_df(pair, df,
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logger.debug(f"Received {len(df)} candle(s) for {key}")
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did_append, n_missing = self._dp._add_external_df(
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pair,
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df,
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last_analyzed=la,
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timeframe=timeframe,
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candle_type=candle_type,
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producer_name=producer_name)
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producer_name=producer_name
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)
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if not did_append:
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# We want an overlap in candles incase some data has changed
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n_missing += 1
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# Set to None for all candles if we missed a full df's worth of candles
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n_missing = n_missing if n_missing < FULL_DATAFRAME_THRESHOLD else 1500
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logger.warning(f"Holes in data or no existing df, requesting {n_missing} candles "
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f"for {key} from `{producer_name}`")
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self.send_producer_request(
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producer_name,
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WSAnalyzedDFRequest(
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data={
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"limit": n_missing,
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"pair": pair
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}
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)
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)
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return
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logger.debug(
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f"Consumed message from `{producer_name}` of type `RPCMessageType.ANALYZED_DF`")
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f"Consumed message from `{producer_name}` "
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f"of type `RPCMessageType.ANALYZED_DF` for {key}")
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|
@ -1062,15 +1062,26 @@ class RPC:
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return self._convert_dataframe_to_dict(self._freqtrade.config['strategy'],
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pair, timeframe, _data, last_analyzed)
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def __rpc_analysed_dataframe_raw(self, pair: str, timeframe: str,
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limit: Optional[int]) -> Tuple[DataFrame, datetime]:
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""" Get the dataframe and last analyze from the dataprovider """
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def __rpc_analysed_dataframe_raw(
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self,
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pair: str,
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timeframe: str,
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limit: Optional[int]
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) -> Tuple[DataFrame, datetime]:
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"""
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Get the dataframe and last analyze from the dataprovider
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:param pair: The pair to get
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:param timeframe: The timeframe of data to get
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:param limit: The amount of candles in the dataframe
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"""
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_data, last_analyzed = self._freqtrade.dataprovider.get_analyzed_dataframe(
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pair, timeframe)
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_data = _data.copy()
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if limit:
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_data = _data.iloc[-limit:]
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return _data, last_analyzed
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def _ws_all_analysed_dataframes(
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@ -1078,7 +1089,16 @@ class RPC:
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pairlist: List[str],
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limit: Optional[int]
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) -> Generator[Dict[str, Any], None, None]:
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""" Get the analysed dataframes of each pair in the pairlist """
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"""
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Get the analysed dataframes of each pair in the pairlist.
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If specified, only return the most recent `limit` candles for
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each dataframe.
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:param pairlist: A list of pairs to get
|
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:param limit: If an integer, limits the size of dataframe
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If a list of string date times, only returns those candles
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:returns: A generator of dictionaries with the key, dataframe, and last analyzed timestamp
|
||||
"""
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||||
timeframe = self._freqtrade.config['timeframe']
|
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candle_type = self._freqtrade.config.get('candle_type_def', CandleType.SPOT)
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||||
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@ -1091,10 +1111,15 @@ class RPC:
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"la": last_analyzed
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}
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def _ws_request_analyzed_df(self, limit: Optional[int]):
|
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def _ws_request_analyzed_df(
|
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self,
|
||||
limit: Optional[int] = None,
|
||||
pair: Optional[str] = None
|
||||
):
|
||||
""" Historical Analyzed Dataframes for WebSocket """
|
||||
whitelist = self._freqtrade.active_pair_whitelist
|
||||
return self._ws_all_analysed_dataframes(whitelist, limit)
|
||||
pairlist = [pair] if pair else self._freqtrade.active_pair_whitelist
|
||||
|
||||
return self._ws_all_analysed_dataframes(pairlist, limit)
|
||||
|
||||
def _ws_request_whitelist(self):
|
||||
""" Whitelist data for WebSocket """
|
||||
|
@ -2,13 +2,13 @@ from datetime import datetime, timezone
|
||||
from unittest.mock import MagicMock
|
||||
|
||||
import pytest
|
||||
from pandas import DataFrame
|
||||
from pandas import DataFrame, Timestamp
|
||||
|
||||
from freqtrade.data.dataprovider import DataProvider
|
||||
from freqtrade.enums import CandleType, RunMode
|
||||
from freqtrade.exceptions import ExchangeError, OperationalException
|
||||
from freqtrade.plugins.pairlistmanager import PairListManager
|
||||
from tests.conftest import get_patched_exchange
|
||||
from tests.conftest import generate_test_data, get_patched_exchange
|
||||
|
||||
|
||||
@pytest.mark.parametrize('candle_type', [
|
||||
@ -161,9 +161,9 @@ def test_producer_pairs(mocker, default_conf, ohlcv_history):
|
||||
assert dataprovider.get_producer_pairs("bad") == []
|
||||
|
||||
|
||||
def test_get_producer_df(mocker, default_conf, ohlcv_history):
|
||||
def test_get_producer_df(mocker, default_conf):
|
||||
dataprovider = DataProvider(default_conf, None)
|
||||
|
||||
ohlcv_history = generate_test_data('5m', 150)
|
||||
pair = 'BTC/USDT'
|
||||
timeframe = default_conf['timeframe']
|
||||
candle_type = CandleType.SPOT
|
||||
@ -412,3 +412,80 @@ def test_dp_send_msg(default_conf):
|
||||
dp = DataProvider(default_conf, None)
|
||||
dp.send_msg(msg, always_send=True)
|
||||
assert msg not in dp._msg_queue
|
||||
|
||||
|
||||
def test_dp__add_external_df(default_conf_usdt):
|
||||
timeframe = '1h'
|
||||
default_conf_usdt["timeframe"] = timeframe
|
||||
dp = DataProvider(default_conf_usdt, None)
|
||||
df = generate_test_data(timeframe, 24, '2022-01-01 00:00:00+00:00')
|
||||
last_analyzed = datetime.now(timezone.utc)
|
||||
|
||||
res = dp._add_external_df('ETH/USDT', df, last_analyzed, timeframe, CandleType.SPOT)
|
||||
assert res[0] is False
|
||||
# Why 1000 ??
|
||||
assert res[1] == 1000
|
||||
|
||||
# Hard add dataframe
|
||||
dp._replace_external_df('ETH/USDT', df, last_analyzed, timeframe, CandleType.SPOT)
|
||||
# BTC is not stored yet
|
||||
res = dp._add_external_df('BTC/USDT', df, last_analyzed, timeframe, CandleType.SPOT)
|
||||
assert res[0] is False
|
||||
df_res, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT)
|
||||
assert len(df_res) == 24
|
||||
|
||||
# Add the same dataframe again - dataframe size shall not change.
|
||||
res = dp._add_external_df('ETH/USDT', df, last_analyzed, timeframe, CandleType.SPOT)
|
||||
assert res[0] is True
|
||||
assert res[1] == 0
|
||||
df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT)
|
||||
assert len(df) == 24
|
||||
|
||||
# Add a new day.
|
||||
df2 = generate_test_data(timeframe, 24, '2022-01-02 00:00:00+00:00')
|
||||
|
||||
res = dp._add_external_df('ETH/USDT', df2, last_analyzed, timeframe, CandleType.SPOT)
|
||||
assert res[0] is True
|
||||
assert res[1] == 0
|
||||
df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT)
|
||||
assert len(df) == 48
|
||||
|
||||
# Add a dataframe with a 12 hour offset - so 12 candles are overlapping, and 12 valid.
|
||||
df3 = generate_test_data(timeframe, 24, '2022-01-02 12:00:00+00:00')
|
||||
|
||||
res = dp._add_external_df('ETH/USDT', df3, last_analyzed, timeframe, CandleType.SPOT)
|
||||
assert res[0] is True
|
||||
assert res[1] == 0
|
||||
df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT)
|
||||
# New length = 48 + 12 (since we have a 12 hour offset).
|
||||
assert len(df) == 60
|
||||
assert df.iloc[-1]['date'] == df3.iloc[-1]['date']
|
||||
assert df.iloc[-1]['date'] == Timestamp('2022-01-03 11:00:00+00:00')
|
||||
|
||||
# Generate 1 new candle
|
||||
df4 = generate_test_data(timeframe, 1, '2022-01-03 12:00:00+00:00')
|
||||
res = dp._add_external_df('ETH/USDT', df4, last_analyzed, timeframe, CandleType.SPOT)
|
||||
# assert res[0] is True
|
||||
# assert res[1] == 0
|
||||
df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT)
|
||||
# New length = 61 + 1
|
||||
assert len(df) == 61
|
||||
assert df.iloc[-2]['date'] == Timestamp('2022-01-03 11:00:00+00:00')
|
||||
assert df.iloc[-1]['date'] == Timestamp('2022-01-03 12:00:00+00:00')
|
||||
|
||||
# Gap in the data ...
|
||||
df4 = generate_test_data(timeframe, 1, '2022-01-05 00:00:00+00:00')
|
||||
res = dp._add_external_df('ETH/USDT', df4, last_analyzed, timeframe, CandleType.SPOT)
|
||||
assert res[0] is False
|
||||
# 36 hours - from 2022-01-03 12:00:00+00:00 to 2022-01-05 00:00:00+00:00
|
||||
assert res[1] == 36
|
||||
df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT)
|
||||
# New length = 61 + 1
|
||||
assert len(df) == 61
|
||||
|
||||
# Empty dataframe
|
||||
df4 = generate_test_data(timeframe, 0, '2022-01-05 00:00:00+00:00')
|
||||
res = dp._add_external_df('ETH/USDT', df4, last_analyzed, timeframe, CandleType.SPOT)
|
||||
assert res[0] is False
|
||||
# 36 hours - from 2022-01-03 12:00:00+00:00 to 2022-01-05 00:00:00+00:00
|
||||
assert res[1] == 0
|
||||
|
@ -83,6 +83,7 @@ def test_emc_init(patched_emc):
|
||||
def test_emc_handle_producer_message(patched_emc, caplog, ohlcv_history):
|
||||
test_producer = {"name": "test", "url": "ws://test", "ws_token": "test"}
|
||||
producer_name = test_producer['name']
|
||||
invalid_msg = r"Invalid message .+"
|
||||
|
||||
caplog.set_level(logging.DEBUG)
|
||||
|
||||
@ -94,7 +95,7 @@ def test_emc_handle_producer_message(patched_emc, caplog, ohlcv_history):
|
||||
assert log_has(
|
||||
f"Consumed message from `{producer_name}` of type `RPCMessageType.WHITELIST`", caplog)
|
||||
|
||||
# Test handle analyzed_df message
|
||||
# Test handle analyzed_df single candle message
|
||||
df_message = {
|
||||
"type": "analyzed_df",
|
||||
"data": {
|
||||
@ -106,8 +107,7 @@ def test_emc_handle_producer_message(patched_emc, caplog, ohlcv_history):
|
||||
patched_emc.handle_producer_message(test_producer, df_message)
|
||||
|
||||
assert log_has(f"Received message of type `analyzed_df` from `{producer_name}`", caplog)
|
||||
assert log_has(
|
||||
f"Consumed message from `{producer_name}` of type `RPCMessageType.ANALYZED_DF`", caplog)
|
||||
assert log_has_re(r"Holes in data or no existing df,.+", caplog)
|
||||
|
||||
# Test unhandled message
|
||||
unhandled_message = {"type": "status", "data": "RUNNING"}
|
||||
@ -120,7 +120,8 @@ def test_emc_handle_producer_message(patched_emc, caplog, ohlcv_history):
|
||||
malformed_message = {"type": "whitelist", "data": {"pair": "BTC/USDT"}}
|
||||
patched_emc.handle_producer_message(test_producer, malformed_message)
|
||||
|
||||
assert log_has_re(r"Invalid message .+", caplog)
|
||||
assert log_has_re(invalid_msg, caplog)
|
||||
caplog.clear()
|
||||
|
||||
malformed_message = {
|
||||
"type": "analyzed_df",
|
||||
@ -133,13 +134,30 @@ def test_emc_handle_producer_message(patched_emc, caplog, ohlcv_history):
|
||||
patched_emc.handle_producer_message(test_producer, malformed_message)
|
||||
|
||||
assert log_has(f"Received message of type `analyzed_df` from `{producer_name}`", caplog)
|
||||
assert log_has_re(r"Invalid message .+", caplog)
|
||||
assert log_has_re(invalid_msg, caplog)
|
||||
caplog.clear()
|
||||
|
||||
# Empty dataframe
|
||||
malformed_message = {
|
||||
"type": "analyzed_df",
|
||||
"data": {
|
||||
"key": ("BTC/USDT", "5m", "spot"),
|
||||
"df": ohlcv_history.loc[ohlcv_history['open'] < 0],
|
||||
"la": datetime.now(timezone.utc)
|
||||
}
|
||||
}
|
||||
patched_emc.handle_producer_message(test_producer, malformed_message)
|
||||
|
||||
assert log_has(f"Received message of type `analyzed_df` from `{producer_name}`", caplog)
|
||||
assert not log_has_re(invalid_msg, caplog)
|
||||
assert log_has_re(r"Received Empty Dataframe for.+", caplog)
|
||||
|
||||
caplog.clear()
|
||||
malformed_message = {"some": "stuff"}
|
||||
patched_emc.handle_producer_message(test_producer, malformed_message)
|
||||
|
||||
assert log_has_re(r"Invalid message .+", caplog)
|
||||
assert log_has_re(invalid_msg, caplog)
|
||||
caplog.clear()
|
||||
|
||||
caplog.clear()
|
||||
malformed_message = {"type": "whitelist", "data": None}
|
||||
@ -183,7 +201,7 @@ async def test_emc_create_connection_success(default_conf, caplog, mocker):
|
||||
async with websockets.serve(eat, _TEST_WS_HOST, _TEST_WS_PORT):
|
||||
await emc._create_connection(test_producer, lock)
|
||||
|
||||
assert log_has_re(r"Producer connection success.+", caplog)
|
||||
assert log_has_re(r"Connected to channel.+", caplog)
|
||||
finally:
|
||||
emc.shutdown()
|
||||
|
||||
@ -212,7 +230,8 @@ async def test_emc_create_connection_invalid_url(default_conf, caplog, mocker, h
|
||||
|
||||
dp = DataProvider(default_conf, None, None, None)
|
||||
# Handle start explicitly to avoid messing with threading in tests
|
||||
mocker.patch("freqtrade.rpc.external_message_consumer.ExternalMessageConsumer.start",)
|
||||
mocker.patch("freqtrade.rpc.external_message_consumer.ExternalMessageConsumer.start")
|
||||
mocker.patch("freqtrade.rpc.api_server.ws.channel.create_channel")
|
||||
emc = ExternalMessageConsumer(default_conf, dp)
|
||||
|
||||
try:
|
||||
@ -390,6 +409,8 @@ async def test_emc_receive_messages_timeout(default_conf, caplog, mocker):
|
||||
try:
|
||||
change_running(emc)
|
||||
loop.call_soon(functools.partial(change_running, emc=emc))
|
||||
|
||||
with pytest.raises(asyncio.TimeoutError):
|
||||
await emc._receive_messages(TestChannel(), test_producer, lock)
|
||||
|
||||
assert log_has_re(r"Ping error.+", caplog)
|
||||
|
Loading…
Reference in New Issue
Block a user