diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py index 967dbe296..6cddf8897 100644 --- a/tests/commands/test_commands.py +++ b/tests/commands/test_commands.py @@ -1451,9 +1451,9 @@ def test_start_list_data(testdatadir, capsys): captured = capsys.readouterr() assert "Found 5 pair / timeframe combinations." in captured.out - assert "\n| Pair | Timeframe | Type |\n" in captured.out - assert "\n| XRP/USDT | 1h | futures |\n" in captured.out - assert "\n| XRP/USDT | 1h, 8h | mark |\n" in captured.out + assert "\n| Pair | Timeframe | Type |\n" in captured.out + assert "\n| XRP/USDT:USDT | 1h | futures |\n" in captured.out + assert "\n| XRP/USDT:USDT | 1h, 8h | mark |\n" in captured.out args = [ "list-data", diff --git a/tests/data/test_converter.py b/tests/data/test_converter.py index 760ad8b76..ba0a362a0 100644 --- a/tests/data/test_converter.py +++ b/tests/data/test_converter.py @@ -294,8 +294,8 @@ def test_convert_trades_format(default_conf, testdatadir, tmpdir): @pytest.mark.parametrize('file_base,candletype', [ (['XRP_ETH-5m', 'XRP_ETH-1m'], CandleType.SPOT), - (['UNITTEST_USDT-1h-mark', 'XRP_USDT-1h-mark'], CandleType.MARK), - (['XRP_USDT-1h-futures'], CandleType.FUTURES), + (['UNITTEST_USDT_USDT-1h-mark', 'XRP_USDT_USDT-1h-mark'], CandleType.MARK), + (['XRP_USDT_USDT-1h-futures'], CandleType.FUTURES), ]) def test_convert_ohlcv_format(default_conf, testdatadir, tmpdir, file_base, candletype): tmpdir1 = Path(tmpdir) diff --git a/tests/data/test_datahandler.py b/tests/data/test_datahandler.py index 4d6489f11..1abb3d186 100644 --- a/tests/data/test_datahandler.py +++ b/tests/data/test_datahandler.py @@ -33,10 +33,10 @@ def test_datahandler_ohlcv_get_pairs(testdatadir): assert set(pairs) == {'UNITTEST/BTC'} pairs = JsonDataHandler.ohlcv_get_pairs(testdatadir, '1h', candle_type=CandleType.MARK) - assert set(pairs) == {'UNITTEST/USDT', 'XRP/USDT'} + assert set(pairs) == {'UNITTEST/USDT:USDT', 'XRP/USDT:USDT'} pairs = JsonGzDataHandler.ohlcv_get_pairs(testdatadir, '1h', candle_type=CandleType.FUTURES) - assert set(pairs) == {'XRP/USDT'} + assert set(pairs) == {'XRP/USDT:USDT'} pairs = HDF5DataHandler.ohlcv_get_pairs(testdatadir, '1h', candle_type=CandleType.MARK) assert set(pairs) == {'UNITTEST/USDT:USDT'} @@ -104,11 +104,11 @@ def test_datahandler_ohlcv_get_available_data(testdatadir): paircombs = JsonDataHandler.ohlcv_get_available_data(testdatadir, TradingMode.FUTURES) # Convert to set to avoid failures due to sorting assert set(paircombs) == { - ('UNITTEST/USDT', '1h', 'mark'), - ('XRP/USDT', '1h', 'futures'), - ('XRP/USDT', '1h', 'mark'), - ('XRP/USDT', '8h', 'mark'), - ('XRP/USDT', '8h', 'funding_rate'), + ('UNITTEST/USDT:USDT', '1h', 'mark'), + ('XRP/USDT:USDT', '1h', 'futures'), + ('XRP/USDT:USDT', '1h', 'mark'), + ('XRP/USDT:USDT', '8h', 'mark'), + ('XRP/USDT:USDT', '8h', 'funding_rate'), } paircombs = JsonGzDataHandler.ohlcv_get_available_data(testdatadir, TradingMode.SPOT) diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index fc14a0f88..ef7cadc91 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -1460,7 +1460,7 @@ def test_backtest_start_futures_noliq(default_conf_usdt, mocker, patch_exchange(mocker) mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist', - PropertyMock(return_value=['HULUMULU/USDT', 'XRP/USDT'])) + PropertyMock(return_value=['HULUMULU/USDT', 'XRP/USDT:USDT'])) # mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock) patched_configuration_load_config_file(mocker, default_conf_usdt) @@ -1491,7 +1491,7 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker, "strategy": CURRENT_TEST_STRATEGY, }) patch_exchange(mocker) - result1 = pd.DataFrame({'pair': ['XRP/USDT', 'XRP/USDT'], + result1 = pd.DataFrame({'pair': ['XRP/USDT:USDT', 'XRP/USDT:USDT'], 'profit_ratio': [0.0, 0.0], 'profit_abs': [0.0, 0.0], 'open_date': pd.to_datetime(['2021-11-18 18:00:00', @@ -1507,7 +1507,7 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker, 'close_rate': [0.104969, 0.103541], 'exit_reason': [ExitType.ROI, ExitType.ROI] }) - result2 = pd.DataFrame({'pair': ['XRP/USDT', 'XRP/USDT', 'XRP/USDT'], + result2 = pd.DataFrame({'pair': ['XRP/USDT:USDT', 'XRP/USDT:USDT', 'XRP/USDT:USDT'], 'profit_ratio': [0.03, 0.01, 0.1], 'profit_abs': [0.01, 0.02, 0.2], 'open_date': pd.to_datetime(['2021-11-19 18:00:00', @@ -1552,7 +1552,7 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker, } ]) mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist', - PropertyMock(return_value=['XRP/USDT'])) + PropertyMock(return_value=['XRP/USDT:USDT'])) mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock) patched_configuration_load_config_file(mocker, default_conf_usdt) @@ -1575,8 +1575,8 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker, 'up to 2021-11-21 04:00:00 (4 days).', 'Backtesting with data from 2021-11-17 21:00:00 ' 'up to 2021-11-21 04:00:00 (3 days).', - 'XRP/USDT, funding_rate, 8h, data starts at 2021-11-18 00:00:00', - 'XRP/USDT, mark, 8h, data starts at 2021-11-18 00:00:00', + 'XRP/USDT:USDT, funding_rate, 8h, data starts at 2021-11-18 00:00:00', + 'XRP/USDT:USDT, mark, 8h, data starts at 2021-11-18 00:00:00', f'Running backtesting for Strategy {CURRENT_TEST_STRATEGY}', ] diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index dd5521f97..5b452627b 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -1553,13 +1553,13 @@ def test_list_available_pairs(botclient): client, f"{BASE_URI}/available_pairs?timeframe=1h") assert_response(rc) assert rc.json()['length'] == 1 - assert rc.json()['pairs'] == ['XRP/USDT'] + assert rc.json()['pairs'] == ['XRP/USDT:USDT'] rc = client_get( client, f"{BASE_URI}/available_pairs?timeframe=1h&candletype=mark") assert_response(rc) assert rc.json()['length'] == 2 - assert rc.json()['pairs'] == ['UNITTEST/USDT', 'XRP/USDT'] + assert rc.json()['pairs'] == ['UNITTEST/USDT:USDT', 'XRP/USDT:USDT'] assert len(rc.json()['pair_interval']) == 2 diff --git a/tests/testdata/futures/UNITTEST_USDT-1h-mark.json b/tests/testdata/futures/UNITTEST_USDT_USDT-1h-mark.json similarity index 100% rename from tests/testdata/futures/UNITTEST_USDT-1h-mark.json rename to tests/testdata/futures/UNITTEST_USDT_USDT-1h-mark.json diff --git a/tests/testdata/futures/XRP_USDT-1h-futures.json b/tests/testdata/futures/XRP_USDT_USDT-1h-futures.json similarity index 100% rename from tests/testdata/futures/XRP_USDT-1h-futures.json rename to tests/testdata/futures/XRP_USDT_USDT-1h-futures.json diff --git a/tests/testdata/futures/XRP_USDT-1h-futures.json.gz b/tests/testdata/futures/XRP_USDT_USDT-1h-futures.json.gz similarity index 100% rename from tests/testdata/futures/XRP_USDT-1h-futures.json.gz rename to tests/testdata/futures/XRP_USDT_USDT-1h-futures.json.gz diff --git a/tests/testdata/futures/XRP_USDT-1h-mark.json b/tests/testdata/futures/XRP_USDT_USDT-1h-mark.json similarity index 100% rename from tests/testdata/futures/XRP_USDT-1h-mark.json rename to tests/testdata/futures/XRP_USDT_USDT-1h-mark.json diff --git a/tests/testdata/futures/XRP_USDT-8h-funding_rate.json b/tests/testdata/futures/XRP_USDT_USDT-8h-funding_rate.json similarity index 100% rename from tests/testdata/futures/XRP_USDT-8h-funding_rate.json rename to tests/testdata/futures/XRP_USDT_USDT-8h-funding_rate.json diff --git a/tests/testdata/futures/XRP_USDT-8h-mark.json b/tests/testdata/futures/XRP_USDT_USDT-8h-mark.json similarity index 100% rename from tests/testdata/futures/XRP_USDT-8h-mark.json rename to tests/testdata/futures/XRP_USDT_USDT-8h-mark.json