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Update hdf5 test

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This commit is contained in:
Matthias 2021-12-07 19:49:48 +01:00
parent a870e0962a
commit 37b013c157
2 changed files with 17 additions and 12 deletions
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29
tests/data/test_history.py
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@ -902,10 +902,11 @@ def test_hdf5datahandler_trades_purge(mocker, testdatadir):
assert unlinkmock.call_count == 1 assert unlinkmock.call_count == 1
@pytest.mark.parametrize('pair, timeframe, candle_type, candle_append', [ @pytest.mark.parametrize('pair,timeframe,candle_type,candle_append,startdt,enddt', [
('UNITTEST/BTC', '5m', '', ''), # Data goes from 2018-01-10 - 2018-01-30
# TODO-lev: The test below ('UNITTEST/BTC', '5m', '', '', '2018-01-15', '2018-01-19'),
# ('UNITTEST/USDT', '1h', 'mark', '-mark'), # Mark data goes from to 2021-11-15 2021-11-19
('UNITTEST/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,
@ -913,33 +914,37 @@ def test_hdf5datahandler_ohlcv_load_and_resave(
pair, pair,
timeframe, timeframe,
candle_type, candle_type,
candle_append candle_append,
startdt, enddt
): ):
tmpdir1 = Path(tmpdir) tmpdir1 = Path(tmpdir)
tmpdir2 = tmpdir1
if candle_type not in ('', 'spot'):
tmpdir2 = tmpdir1 / 'futures'
tmpdir2.mkdir()
dh = HDF5DataHandler(testdatadir) dh = HDF5DataHandler(testdatadir)
ohlcv = dh.ohlcv_load(pair, timeframe, candle_type=candle_type) ohlcv = dh._ohlcv_load(pair, timeframe, candle_type=candle_type)
assert isinstance(ohlcv, DataFrame) assert isinstance(ohlcv, DataFrame)
assert len(ohlcv) > 0 assert len(ohlcv) > 0
file = tmpdir1 / f"UNITTEST_NEW-{timeframe}{candle_append}.h5" file = tmpdir2 / f"UNITTEST_NEW-{timeframe}{candle_append}.h5"
assert not file.is_file() assert not file.is_file()
dh1 = HDF5DataHandler(tmpdir1) dh1 = HDF5DataHandler(tmpdir1)
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 file.is_file()
assert not ohlcv[ohlcv['date'] < '2018-01-15'].empty assert not ohlcv[ohlcv['date'] < startdt].empty
# Data gores from 2018-01-10 - 2018-01-30 timerange = TimeRange.parse_timerange(f"{startdt.replace('-', '')}-{enddt.replace('-', '')}")
timerange = TimeRange.parse_timerange('20180115-20180119')
# Call private function to ensure timerange is filtered in hdf5 # Call private function to ensure timerange is filtered in hdf5
ohlcv = dh._ohlcv_load(pair, timeframe, timerange, candle_type=candle_type) 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 len(ohlcv) == len(ohlcv1)
assert ohlcv.equals(ohlcv1) assert ohlcv.equals(ohlcv1)
assert ohlcv[ohlcv['date'] < '2018-01-15'].empty assert ohlcv[ohlcv['date'] < startdt].empty
assert ohlcv[ohlcv['date'] > '2018-01-19'].empty assert ohlcv[ohlcv['date'] > enddt].empty
# Try loading inexisting file # 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)

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tests/testdata/futures/UNITTEST_USDT-1h-mark.h5 vendored Normal file
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