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Improve ccxt_mark_price_test

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This commit is contained in:
Matthias 2021-12-10 06:46:35 +01:00
parent edd80c3006
commit 3f266e8c8c
1 changed files with 12 additions and 7 deletions
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19
tests/exchange/test_ccxt_compat.py
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@ -213,24 +213,29 @@ class TestCCXTExchange():
assert rate[int(this_hour.timestamp() * 1000)] != 0.0
assert rate[int(prev_tick.timestamp() * 1000)] != 0.0
@pytest.mark.skip("No futures support yet")
def test_fetch_mark_price_history(self, exchange_futures):
def test_ccxt_fetch_mark_price_history(self, exchange_futures):
exchange, exchangename = exchange_futures
if not exchange:
# exchange_futures only returns values for supported exchanges
return
pair = EXCHANGES[exchangename].get('futures_pair', EXCHANGES[exchangename]['pair'])
since = int((datetime.now(timezone.utc) - timedelta(days=5)).timestamp() * 1000)
pair_tf = (pair, '1h', CandleType.MARK)
mark_candles = exchange._get_mark_price_history(pair, since)
mark_ohlcv = exchange.refresh_latest_ohlcv(
[pair_tf],
since_ms=since,
drop_incomplete=False)
assert isinstance(mark_candles, dict)
assert isinstance(mark_ohlcv, dict)
expected_tf = '1h'
mark_candles = mark_ohlcv[pair_tf]
this_hour = timeframe_to_prev_date(expected_tf)
prev_tick = timeframe_to_prev_date(expected_tf, this_hour - timedelta(minutes=1))
assert mark_candles[int(this_hour.timestamp() * 1000)] != 0.0
assert mark_candles[int(prev_tick.timestamp() * 1000)] != 0.0
prev_hour = timeframe_to_prev_date(expected_tf, this_hour - timedelta(minutes=1))
assert mark_candles[mark_candles['date'] == prev_hour].iloc[0]['open'] != 0.0
assert mark_candles[mark_candles['date'] == this_hour].iloc[0]['open'] != 0.0
# TODO: tests fetch_trades (?)