Add test for drop_incomplete option

This commit is contained in:
Matthias 2019-06-09 14:51:58 +02:00
parent ce317b62f9
commit 3380543878
1 changed files with 47 additions and 0 deletions

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@ -96,3 +96,50 @@ def test_ohlcv_fill_up_missing_data2(caplog):
assert log_has(f"Missing data fillup: before: {len(data)} - after: {len(data2)}",
caplog.record_tuples)
def test_ohlcv_drop_incomplete(caplog):
ticker_interval = '1d'
ticks = [[
1559750400000, # 2019-06-04
8.794e-05, # open
8.948e-05, # high
8.794e-05, # low
8.88e-05, # close
2255, # volume (in quote currency)
],
[
1559836800000, # 2019-06-05
8.88e-05,
8.942e-05,
8.88e-05,
8.893e-05,
9911,
],
[
1559923200000, # 2019-06-06
8.891e-05,
8.893e-05,
8.875e-05,
8.877e-05,
2251
],
[
1560009600000, # 2019-06-07
8.877e-05,
8.883e-05,
8.895e-05,
8.817e-05,
123551
]
]
caplog.set_level(logging.DEBUG)
data = parse_ticker_dataframe(ticks, ticker_interval, fill_missing=False, drop_incomplete=False)
assert len(data) == 4
assert not log_has("Dropping last candle", caplog.record_tuples)
# Drop last candle
data = parse_ticker_dataframe(ticks, ticker_interval, fill_missing=False, drop_incomplete=True)
assert len(data) == 3
assert log_has("Dropping last candle", caplog.record_tuples)