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Add price jump warning

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This commit is contained in:
Matthias
2022-10-20 19:36:28 +02:00
parent 7192ed7be6
commit 60cb11a44d
3 changed files with 19 additions and 4 deletions
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9
tests/data/test_converter.py
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@@ -80,10 +80,10 @@ def test_ohlcv_fill_up_missing_data2(caplog):
ticks = [
[
1511686200000, # 8:50:00
8.794e-05, # open
8.948e-05, # high
8.794e-05, # low
8.88e-05, # close
8.794e-07, # open
8.948e-07, # high
8.794e-07, # low
8.88e-07, # close
2255, # volume (in quote currency)
],
[
@@ -118,6 +118,7 @@ def test_ohlcv_fill_up_missing_data2(caplog):
assert len(data) == 3
caplog.set_level(logging.DEBUG)
data2 = ohlcv_fill_up_missing_data(data, timeframe, "UNITTEST/BTC")
assert log_has_re(r"Price jump in .* between two candles .* detected\.", caplog)
assert len(data2) == 4
# 3rd candle has been filled
row = data2.loc[2, :]