adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Update hdf5 to not raise naturalNaming warnings

Browse Source
This commit is contained in:
Matthias 2022-03-27 16:38:12 +02:00
parent 84777e255e
commit 30cff1bd2c
4 changed files with 7 additions and 3 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

4
freqtrade/data/history/hdf5datahandler.py
View File

@ -206,7 +206,9 @@ class HDF5DataHandler(IDataHandler):
@classmethod @classmethod
def _pair_ohlcv_key(cls, pair: str, timeframe: str) -> str: def _pair_ohlcv_key(cls, pair: str, timeframe: str) -> str:
return f"{pair}/ohlcv/tf_{timeframe}" # Escape futures pairs to avoid warnings
pair_esc = pair.replace(':', '_')
return f"{pair_esc}/ohlcv/tf_{timeframe}"
@classmethod @classmethod
def _pair_trades_key(cls, pair: str) -> str: def _pair_trades_key(cls, pair: str) -> str:

4
tests/data/test_history.py
View File

@ -683,7 +683,7 @@ def test_datahandler_ohlcv_get_pairs(testdatadir):
assert set(pairs) == {'XRP/USDT'} assert set(pairs) == {'XRP/USDT'}
pairs = HDF5DataHandler.ohlcv_get_pairs(testdatadir, '1h', candle_type=CandleType.MARK) pairs = HDF5DataHandler.ohlcv_get_pairs(testdatadir, '1h', candle_type=CandleType.MARK)
assert set(pairs) == {'UNITTEST/USDT'} assert set(pairs) == {'UNITTEST/USDT:USDT'}
@pytest.mark.parametrize('filename,pair,timeframe,candletype', [ @pytest.mark.parametrize('filename,pair,timeframe,candletype', [
@ -914,7 +914,7 @@ def test_hdf5datahandler_trades_purge(mocker, testdatadir):
# Data goes from 2018-01-10 - 2018-01-30 # Data goes from 2018-01-10 - 2018-01-30
('UNITTEST/BTC', '5m', 'spot', '', '2018-01-15', '2018-01-19'), ('UNITTEST/BTC', '5m', 'spot', '', '2018-01-15', '2018-01-19'),
# Mark data goes from to 2021-11-15 2021-11-19 # Mark data goes from to 2021-11-15 2021-11-19
('UNITTEST/USDT', '1h', 'mark', '-mark', '2021-11-16', '2021-11-18'), ('UNITTEST/USDT:USDT', '1h', 'mark', '-mark', '2021-11-16', '2021-11-18'),
]) ])
def test_hdf5datahandler_ohlcv_load_and_resave( def test_hdf5datahandler_ohlcv_load_and_resave(
testdatadir, testdatadir,

2
tests/test_misc.py
View File

@ -73,6 +73,8 @@ def test_file_load_json(mocker, testdatadir) -> None:
("ETH/BTC", 'ETH_BTC'), ("ETH/BTC", 'ETH_BTC'),
("ETH/USDT", 'ETH_USDT'), ("ETH/USDT", 'ETH_USDT'),
("ETH/USDT:USDT", 'ETH_USDT_USDT'), # swap with USDT as settlement currency ("ETH/USDT:USDT", 'ETH_USDT_USDT'), # swap with USDT as settlement currency
("ETH/USD:USD", 'ETH_USD_USD'), # swap with USD as settlement currency
("AAVE/USD:USD", 'AAVE_USD_USD'), # swap with USDT as settlement currency
("ETH/USDT:USDT-210625", 'ETH_USDT_USDT-210625'), # expiring futures ("ETH/USDT:USDT-210625", 'ETH_USDT_USDT-210625'), # expiring futures
("Fabric Token/ETH", 'Fabric_Token_ETH'), ("Fabric Token/ETH", 'Fabric_Token_ETH'),
("ETHH20", 'ETHH20'), ("ETHH20", 'ETHH20'),

BIN
tests/testdata/futures/UNITTEST_USDT-1h-mark.h5 → tests/testdata/futures/UNITTEST_USDT_USDT-1h-mark.h5 vendored
View File

Binary file not shown.