Tests need to pass pair to parse_ticker_dataframe

docs/developer.md

@@ -112,7 +112,7 @@ pair = "XLM/BTC"  # Make sure to use a pair that exists on that exchange!
 raw = ct.fetch_ohlcv(pair, timeframe=timeframe)
 
 # convert to dataframe
-df1 = parse_ticker_dataframe(raw, timeframe, drop_incomplete=False)
+df1 = parse_ticker_dataframe(raw, timeframe, pair=pair, drop_incomplete=False)
 
 print(df1["date"].tail(1))
 print(datetime.utcnow())

freqtrade/data/converter.py

@@ -17,6 +17,7 @@ def parse_ticker_dataframe(ticker: list, ticker_interval: str, pair: str, *,
     Converts a ticker-list (format ccxt.fetch_ohlcv) to a Dataframe
     :param ticker: ticker list, as returned by exchange.async_get_candle_history
     :param ticker_interval: ticker_interval (e.g. 5m). Used to fill up eventual missing data
+    :param pair: Pair this data is for (used to warn if fillup was necessary)
     :param fill_missing: fill up missing candles with 0 candles
                          (see ohlcv_fill_up_missing_data for details)
     :param drop_incomplete: Drop the last candle of the dataframe, assuming it's incomplete

freqtrade/tests/conftest.py

@@ -650,7 +650,7 @@ def ticker_history_list():
 
 @pytest.fixture
 def ticker_history(ticker_history_list):
-    return parse_ticker_dataframe(ticker_history_list, "5m", fill_missing=True)
+    return parse_ticker_dataframe(ticker_history_list, "5m", pair="UNITTEST/BTC", fill_missing=True)
 
 
 @pytest.fixture
@@ -855,7 +855,8 @@ def tickers():
 @pytest.fixture
 def result():
     with open('freqtrade/tests/testdata/UNITTEST_BTC-1m.json') as data_file:
-        return parse_ticker_dataframe(json.load(data_file), '1m', fill_missing=True)
+        return parse_ticker_dataframe(json.load(data_file), '1m',
+                                      pair="UNITTEST/BTC", fill_missing=True)
 
 # FIX:
 # Create an fixture/function

freqtrade/tests/data/test_converter.py

@@ -15,7 +15,8 @@ def test_parse_ticker_dataframe(ticker_history_list, caplog):
 
     caplog.set_level(logging.DEBUG)
     # Test file with BV data
-    dataframe = parse_ticker_dataframe(ticker_history_list, '5m', fill_missing=True)
+    dataframe = parse_ticker_dataframe(ticker_history_list, '5m',
+                                       pair="UNITTEST/BTC", fill_missing=True)
     assert dataframe.columns.tolist() == columns
     assert log_has('Parsing tickerlist to dataframe', caplog.record_tuples)
 
@@ -27,12 +28,13 @@ def test_ohlcv_fill_up_missing_data(caplog):
                              pair='UNITTEST/BTC',
                              fill_up_missing=False)
     caplog.set_level(logging.DEBUG)
-    data2 = ohlcv_fill_up_missing_data(data, '1m')
+    data2 = ohlcv_fill_up_missing_data(data, '1m', 'UNITTEST/BTC')
     assert len(data2) > len(data)
     # Column names should not change
     assert (data.columns == data2.columns).all()
 
-    assert log_has(f"Missing data fillup: before: {len(data)} - after: {len(data2)}",
+    assert log_has(f"Missing data fillup for UNITTEST/BTC: before: "
+                   f"{len(data)} - after: {len(data2)}",
                    caplog.record_tuples)
 
     # Test fillup actually fixes invalid backtest data
@@ -78,10 +80,10 @@ def test_ohlcv_fill_up_missing_data2(caplog):
     ]
 
     # Generate test-data without filling missing
-    data = parse_ticker_dataframe(ticks, ticker_interval, fill_missing=False)
+    data = parse_ticker_dataframe(ticks, ticker_interval, pair="UNITTEST/BTC", fill_missing=False)
     assert len(data) == 3
     caplog.set_level(logging.DEBUG)
-    data2 = ohlcv_fill_up_missing_data(data, ticker_interval)
+    data2 = ohlcv_fill_up_missing_data(data, ticker_interval, "UNITTEST/BTC")
     assert len(data2) == 4
     # 3rd candle has been filled
     row = data2.loc[2, :]
@@ -94,7 +96,7 @@ def test_ohlcv_fill_up_missing_data2(caplog):
     # Column names should not change
     assert (data.columns == data2.columns).all()
 
-    assert log_has(f"Missing data fillup: before: {len(data)} - after: {len(data2)}",
+    assert log_has(f"Missing data fillup for UNITTEST/BTC: before: {len(data)} - after: {len(data2)}",
                    caplog.record_tuples)
 
 
@@ -134,12 +136,14 @@ def test_ohlcv_drop_incomplete(caplog):
      ]
     ]
     caplog.set_level(logging.DEBUG)
-    data = parse_ticker_dataframe(ticks, ticker_interval, fill_missing=False, drop_incomplete=False)
+    data = parse_ticker_dataframe(ticks, ticker_interval, pair="UNITTEST/BTC",
+                                  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)
+    data = parse_ticker_dataframe(ticks, ticker_interval, pair="UNITTEST/BTC",
+                                  fill_missing=False, drop_incomplete=True)
     assert len(data) == 3
 
     assert log_has("Dropping last candle", caplog.record_tuples)

freqtrade/tests/edge/test_edge.py

@@ -263,7 +263,7 @@ def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=Fals
     hz = 0.1
     base = 0.001
 
-    ETHBTC = [
+    NEOBTC = [
         [
             ticker_start_time.shift(minutes=(x * ticker_interval_in_minute)).timestamp * 1000,
             math.sin(x * hz) / 1000 + base,
@@ -285,8 +285,8 @@ def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=Fals
             123.45
         ] for x in range(0, 500)]
 
-    pairdata = {'NEO/BTC': parse_ticker_dataframe(ETHBTC, '1h', fill_missing=True),
+    pairdata = {'NEO/BTC': parse_ticker_dataframe(NEOBTC, '1h', pair="NEO/BTC", fill_missing=True),
-                'LTC/BTC': parse_ticker_dataframe(LTCBTC, '1h', fill_missing=True)}
+                'LTC/BTC': parse_ticker_dataframe(LTCBTC, '1h', pair="LTC/BTC", fill_missing=True)}
     return pairdata
 
 

freqtrade/tests/optimize/test_backtesting.py

@@ -78,7 +78,8 @@ def load_data_test(what):
                 pair[x][5]  # Keep old volume
             ] for x in range(0, datalen)
         ]
-    return {'UNITTEST/BTC': parse_ticker_dataframe(data, '1m', fill_missing=True)}
+    return {'UNITTEST/BTC': parse_ticker_dataframe(data, '1m', pair="UNITTEST/BTC",
+                                                   fill_missing=True)}
 
 
 def simple_backtest(config, contour, num_results, mocker) -> None:
@@ -107,7 +108,8 @@ def simple_backtest(config, contour, num_results, mocker) -> None:
 def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False,
                      timerange=None, exchange=None, live=False):
     tickerdata = history.load_tickerdata_file(datadir, 'UNITTEST/BTC', '1m', timerange=timerange)
-    pairdata = {'UNITTEST/BTC': parse_ticker_dataframe(tickerdata, '1m', fill_missing=True)}
+    pairdata = {'UNITTEST/BTC': parse_ticker_dataframe(tickerdata, '1m', pair="UNITTEST/BTC",
+                                                       fill_missing=True)}
     return pairdata
 
 
@@ -355,7 +357,8 @@ def test_tickerdata_to_dataframe_bt(default_conf, mocker) -> None:
     patch_exchange(mocker)
     timerange = TimeRange(None, 'line', 0, -100)
     tick = history.load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange)
-    tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', fill_missing=True)}
+    tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', pair="UNITTEST/BTC",
+                                                         fill_missing=True)}
 
     backtesting = Backtesting(default_conf)
     data = backtesting.strategy.tickerdata_to_dataframe(tickerlist)

freqtrade/tests/optimize/test_hyperopt.py

@@ -427,7 +427,8 @@ def test_has_space(hyperopt):
 
 def test_populate_indicators(hyperopt) -> None:
     tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
-    tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', fill_missing=True)}
+    tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', pair="UNITTEST/BTC",
+                                                         fill_missing=True)}
     dataframes = hyperopt.strategy.tickerdata_to_dataframe(tickerlist)
     dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
                                                              {'pair': 'UNITTEST/BTC'})
@@ -440,7 +441,8 @@ def test_populate_indicators(hyperopt) -> None:
 
 def test_buy_strategy_generator(hyperopt) -> None:
     tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
-    tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', fill_missing=True)}
+    tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', pair="UNITTEST/BTC",
+                                                         fill_missing=True)}
     dataframes = hyperopt.strategy.tickerdata_to_dataframe(tickerlist)
     dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
                                                              {'pair': 'UNITTEST/BTC'})

freqtrade/tests/strategy/test_default_strategy.py

@@ -10,7 +10,8 @@ from freqtrade.strategy.default_strategy import DefaultStrategy
 @pytest.fixture
 def result():
     with open('freqtrade/tests/testdata/ETH_BTC-1m.json') as data_file:
-        return parse_ticker_dataframe(json.load(data_file), '1m', fill_missing=True)
+        return parse_ticker_dataframe(json.load(data_file), '1m', pair="UNITTEST/BTC",
+                                      fill_missing=True)
 
 
 def test_default_strategy_structure():

freqtrade/tests/strategy/test_interface.py

@@ -111,7 +111,8 @@ def test_tickerdata_to_dataframe(default_conf) -> None:
 
     timerange = TimeRange(None, 'line', 0, -100)
     tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange)
-    tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', fill_missing=True)}
+    tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', pair="UNITTEST/BTC",
+                                                         fill_missing=True)}
     data = strategy.tickerdata_to_dataframe(tickerlist)
     assert len(data['UNITTEST/BTC']) == 102       # partial candle was removed
 

freqtrade/tests/test_misc.py

@@ -17,7 +17,8 @@ def test_shorten_date() -> None:
 
 
 def test_datesarray_to_datetimearray(ticker_history_list):
-    dataframes = parse_ticker_dataframe(ticker_history_list, "5m", fill_missing=True)
+    dataframes = parse_ticker_dataframe(ticker_history_list, "5m", pair="UNITTEST/BTC",
+                                        fill_missing=True)
     dates = datesarray_to_datetimearray(dataframes['date'])
 
     assert isinstance(dates[0], datetime.datetime)
@@ -34,7 +35,8 @@ def test_datesarray_to_datetimearray(ticker_history_list):
 def test_common_datearray(default_conf) -> None:
     strategy = DefaultStrategy(default_conf)
     tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
-    tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, "1m", fill_missing=True)}
+    tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, "1m", pair="UNITTEST/BTC",
+                                                         fill_missing=True)}
     dataframes = strategy.tickerdata_to_dataframe(tickerlist)
 
     dates = common_datearray(dataframes)