Add test for drop_incomplete option
This commit is contained in:
parent
ce317b62f9
commit
3380543878
@ -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)}",
|
assert log_has(f"Missing data fillup: before: {len(data)} - after: {len(data2)}",
|
||||||
caplog.record_tuples)
|
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)
|
||||||
|
Loading…
Reference in New Issue
Block a user