Move trim_dataframe from history to converter

This commit is contained in:
Matthias
2019-12-25 15:47:04 +01:00
parent 9d8ea2f13b
commit 416517b0c9
8 changed files with 73 additions and 77 deletions

View File

@@ -1,8 +1,11 @@
# pragma pylint: disable=missing-docstring, C0103
import logging
from freqtrade.data.converter import parse_ticker_dataframe, ohlcv_fill_up_missing_data
from freqtrade.data.history import load_pair_history, validate_backtest_data, get_timerange
from freqtrade.configuration.timerange import TimeRange
from freqtrade.data.converter import (ohlcv_fill_up_missing_data,
parse_ticker_dataframe, trim_dataframe)
from freqtrade.data.history import (get_timerange, load_data,
load_pair_history, validate_backtest_data)
from tests.conftest import log_has
@@ -145,3 +148,43 @@ def test_ohlcv_drop_incomplete(caplog):
assert len(data) == 3
assert log_has("Dropping last candle", caplog)
def test_trim_dataframe(testdatadir) -> None:
data = load_data(
datadir=testdatadir,
timeframe='1m',
pairs=['UNITTEST/BTC']
)['UNITTEST/BTC']
min_date = int(data.iloc[0]['date'].timestamp())
max_date = int(data.iloc[-1]['date'].timestamp())
data_modify = data.copy()
# Remove first 30 minutes (1800 s)
tr = TimeRange('date', None, min_date + 1800, 0)
data_modify = trim_dataframe(data_modify, tr)
assert not data_modify.equals(data)
assert len(data_modify) < len(data)
assert len(data_modify) == len(data) - 30
assert all(data_modify.iloc[-1] == data.iloc[-1])
assert all(data_modify.iloc[0] == data.iloc[30])
data_modify = data.copy()
# Remove last 30 minutes (1800 s)
tr = TimeRange(None, 'date', 0, max_date - 1800)
data_modify = trim_dataframe(data_modify, tr)
assert not data_modify.equals(data)
assert len(data_modify) < len(data)
assert len(data_modify) == len(data) - 30
assert all(data_modify.iloc[0] == data.iloc[0])
assert all(data_modify.iloc[-1] == data.iloc[-31])
data_modify = data.copy()
# Remove first 25 and last 30 minutes (1800 s)
tr = TimeRange('date', 'date', min_date + 1500, max_date - 1800)
data_modify = trim_dataframe(data_modify, tr)
assert not data_modify.equals(data)
assert len(data_modify) < len(data)
assert len(data_modify) == len(data) - 55
# first row matches 25th original row
assert all(data_modify.iloc[0] == data.iloc[25])

View File

@@ -18,10 +18,8 @@ from freqtrade.data.history import (_download_pair_history,
load_tickerdata_file, pair_data_filename,
pair_trades_filename,
refresh_backtest_ohlcv_data,
refresh_backtest_trades_data,
refresh_data,
trim_dataframe, trim_tickerlist,
validate_backtest_data)
refresh_backtest_trades_data, refresh_data,
trim_tickerlist, validate_backtest_data)
from freqtrade.exchange import timeframe_to_minutes
from freqtrade.misc import file_dump_json
from freqtrade.strategy.default_strategy import DefaultStrategy
@@ -444,46 +442,6 @@ def test_trim_tickerlist(testdatadir) -> None:
assert not ticker
def test_trim_dataframe(testdatadir) -> None:
data = load_data(
datadir=testdatadir,
timeframe='1m',
pairs=['UNITTEST/BTC']
)['UNITTEST/BTC']
min_date = int(data.iloc[0]['date'].timestamp())
max_date = int(data.iloc[-1]['date'].timestamp())
data_modify = data.copy()
# Remove first 30 minutes (1800 s)
tr = TimeRange('date', None, min_date + 1800, 0)
data_modify = trim_dataframe(data_modify, tr)
assert not data_modify.equals(data)
assert len(data_modify) < len(data)
assert len(data_modify) == len(data) - 30
assert all(data_modify.iloc[-1] == data.iloc[-1])
assert all(data_modify.iloc[0] == data.iloc[30])
data_modify = data.copy()
# Remove last 30 minutes (1800 s)
tr = TimeRange(None, 'date', 0, max_date - 1800)
data_modify = trim_dataframe(data_modify, tr)
assert not data_modify.equals(data)
assert len(data_modify) < len(data)
assert len(data_modify) == len(data) - 30
assert all(data_modify.iloc[0] == data.iloc[0])
assert all(data_modify.iloc[-1] == data.iloc[-31])
data_modify = data.copy()
# Remove first 25 and last 30 minutes (1800 s)
tr = TimeRange('date', 'date', min_date + 1500, max_date - 1800)
data_modify = trim_dataframe(data_modify, tr)
assert not data_modify.equals(data)
assert len(data_modify) < len(data)
assert len(data_modify) == len(data) - 55
# first row matches 25th original row
assert all(data_modify.iloc[0] == data.iloc[25])
def test_file_dump_json_tofile(testdatadir) -> None:
file = testdatadir / 'test_{id}.json'.format(id=str(uuid.uuid4()))
data = {'bar': 'foo'}