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Merge pull request #2675 from freqtrade/align_test_history

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Align usage of history import in test
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hroff-1902 2019-12-17 13:13:40 +03:00 committed by GitHub
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1 changed files with 40 additions and 60 deletions
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94
tests/data/test_history.py
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@ -12,16 +12,17 @@ from pandas import DataFrame
from freqtrade import OperationalException
from freqtrade.configuration import TimeRange
from freqtrade.data import history
from freqtrade.data.history import (_load_cached_data_for_updating,
_download_pair_history,
from freqtrade.data.history import (_download_pair_history,
_download_trades_history,
convert_trades_to_ohlcv,
_load_cached_data_for_updating,
convert_trades_to_ohlcv, get_timeframe,
load_data, load_pair_history,
load_tickerdata_file, pair_data_filename,
pair_trades_filename,
refresh_backtest_ohlcv_data,
refresh_backtest_trades_data,
trim_tickerlist)
trim_dataframe, 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
@ -64,7 +65,7 @@ def _clean_test_file(file: Path) -> None:
def test_load_data_30min_ticker(mocker, caplog, default_conf, testdatadir) -> None:
ld = history.load_pair_history(pair='UNITTEST/BTC', timeframe='30m', datadir=testdatadir)
ld = load_pair_history(pair='UNITTEST/BTC', timeframe='30m', datadir=testdatadir)
assert isinstance(ld, DataFrame)
assert not log_has(
'Download history data for pair: "UNITTEST/BTC", timeframe: 30m '
@ -73,7 +74,7 @@ def test_load_data_30min_ticker(mocker, caplog, default_conf, testdatadir) -> No
def test_load_data_7min_ticker(mocker, caplog, default_conf, testdatadir) -> None:
ld = history.load_pair_history(pair='UNITTEST/BTC', timeframe='7m', datadir=testdatadir)
ld = load_pair_history(pair='UNITTEST/BTC', timeframe='7m', datadir=testdatadir)
assert isinstance(ld, DataFrame)
assert ld.empty
assert log_has(
@ -86,7 +87,7 @@ def test_load_data_1min_ticker(ticker_history, mocker, caplog, testdatadir) -> N
mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ticker_history)
file = testdatadir / 'UNITTEST_BTC-1m.json'
_backup_file(file, copy_file=True)
history.load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC'])
load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC'])
assert file.is_file()
assert not log_has(
'Download history data for pair: "UNITTEST/BTC", interval: 1m '
@ -99,10 +100,9 @@ def test_load_data_startup_candles(mocker, caplog, default_conf, testdatadir) ->
ltfmock = mocker.patch('freqtrade.data.history.load_tickerdata_file',
MagicMock(return_value=None))
timerange = TimeRange('date', None, 1510639620, 0)
history.load_pair_history(pair='UNITTEST/BTC', timeframe='1m',
load_pair_history(pair='UNITTEST/BTC', timeframe='1m',
datadir=testdatadir, timerange=timerange,
startup_candles=20,
)
startup_candles=20,)
assert ltfmock.call_count == 1
assert ltfmock.call_args_list[0][1]['timerange'] != timerange
@ -121,9 +121,7 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog,
_backup_file(file)
# do not download a new pair if refresh_pairs isn't set
history.load_pair_history(datadir=testdatadir,
timeframe='1m',
pair='MEME/BTC')
load_pair_history(datadir=testdatadir, timeframe='1m', pair='MEME/BTC')
assert not file.is_file()
assert log_has(
'No history data for pair: "MEME/BTC", timeframe: 1m. '
@ -131,22 +129,16 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog,
)
# download a new pair if refresh_pairs is set
history.load_pair_history(datadir=testdatadir,
timeframe='1m',
refresh_pairs=True,
exchange=exchange,
pair='MEME/BTC')
load_pair_history(datadir=testdatadir, timeframe='1m',
refresh_pairs=True, exchange=exchange, pair='MEME/BTC')
assert file.is_file()
assert log_has_re(
'Download history data for pair: "MEME/BTC", timeframe: 1m '
'and store in .*', caplog
)
with pytest.raises(OperationalException, match=r'Exchange needs to be initialized when.*'):
history.load_pair_history(datadir=testdatadir,
timeframe='1m',
refresh_pairs=True,
exchange=None,
pair='MEME/BTC')
load_pair_history(datadir=testdatadir, timeframe='1m',
refresh_pairs=True, exchange=None, pair='MEME/BTC')
_clean_test_file(file)
@ -351,10 +343,8 @@ def test_load_partial_missing(testdatadir, caplog) -> None:
# Make sure we start fresh - test missing data at start
start = arrow.get('2018-01-01T00:00:00')
end = arrow.get('2018-01-11T00:00:00')
tickerdata = history.load_data(testdatadir, '5m', ['UNITTEST/BTC'],
startup_candles=20,
timerange=TimeRange('date', 'date',
start.timestamp, end.timestamp))
tickerdata = load_data(testdatadir, '5m', ['UNITTEST/BTC'], startup_candles=20,
timerange=TimeRange('date', 'date', start.timestamp, end.timestamp))
assert log_has(
'Using indicator startup period: 20 ...', caplog
)
@ -369,10 +359,8 @@ def test_load_partial_missing(testdatadir, caplog) -> None:
caplog.clear()
start = arrow.get('2018-01-10T00:00:00')
end = arrow.get('2018-02-20T00:00:00')
tickerdata = history.load_data(datadir=testdatadir, timeframe='5m',
pairs=['UNITTEST/BTC'],
timerange=TimeRange('date', 'date',
start.timestamp, end.timestamp))
tickerdata = load_data(datadir=testdatadir, timeframe='5m', pairs=['UNITTEST/BTC'],
timerange=TimeRange('date', 'date', start.timestamp, end.timestamp))
# timedifference in 5 minutes
td = ((end - start).total_seconds() // 60 // 5) + 1
assert td != len(tickerdata['UNITTEST/BTC'])
@ -385,7 +373,7 @@ def test_load_partial_missing(testdatadir, caplog) -> None:
def test_init(default_conf, mocker) -> None:
exchange = get_patched_exchange(mocker, default_conf)
assert {} == history.load_data(
assert {} == load_data(
datadir='',
exchange=exchange,
pairs=[],
@ -447,7 +435,7 @@ def test_trim_tickerlist(testdatadir) -> None:
def test_trim_dataframe(testdatadir) -> None:
data = history.load_data(
data = load_data(
datadir=testdatadir,
timeframe='1m',
pairs=['UNITTEST/BTC']
@ -458,7 +446,7 @@ def test_trim_dataframe(testdatadir) -> None:
# Remove first 30 minutes (1800 s)
tr = TimeRange('date', None, min_date + 1800, 0)
data_modify = history.trim_dataframe(data_modify, tr)
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
@ -468,7 +456,7 @@ def test_trim_dataframe(testdatadir) -> None:
data_modify = data.copy()
# Remove last 30 minutes (1800 s)
tr = TimeRange(None, 'date', 0, max_date - 1800)
data_modify = history.trim_dataframe(data_modify, tr)
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
@ -478,7 +466,7 @@ def test_trim_dataframe(testdatadir) -> None:
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 = history.trim_dataframe(data_modify, tr)
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
@ -515,13 +503,13 @@ def test_get_timeframe(default_conf, mocker, testdatadir) -> None:
strategy = DefaultStrategy(default_conf)
data = strategy.tickerdata_to_dataframe(
history.load_data(
load_data(
datadir=testdatadir,
timeframe='1m',
pairs=['UNITTEST/BTC']
)
)
min_date, max_date = history.get_timeframe(data)
min_date, max_date = get_timeframe(data)
assert min_date.isoformat() == '2017-11-04T23:02:00+00:00'
assert max_date.isoformat() == '2017-11-14T22:58:00+00:00'
@ -531,16 +519,16 @@ def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir)
strategy = DefaultStrategy(default_conf)
data = strategy.tickerdata_to_dataframe(
history.load_data(
load_data(
datadir=testdatadir,
timeframe='1m',
pairs=['UNITTEST/BTC'],
fill_up_missing=False
)
)
min_date, max_date = history.get_timeframe(data)
min_date, max_date = get_timeframe(data)
caplog.clear()
assert history.validate_backtest_data(data['UNITTEST/BTC'], 'UNITTEST/BTC',
assert validate_backtest_data(data['UNITTEST/BTC'], 'UNITTEST/BTC',
min_date, max_date, timeframe_to_minutes('1m'))
assert len(caplog.record_tuples) == 1
assert log_has(
@ -554,7 +542,7 @@ def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> No
timerange = TimeRange('index', 'index', 200, 250)
data = strategy.tickerdata_to_dataframe(
history.load_data(
load_data(
datadir=testdatadir,
timeframe='5m',
pairs=['UNITTEST/BTC'],
@ -562,9 +550,9 @@ def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> No
)
)
min_date, max_date = history.get_timeframe(data)
min_date, max_date = get_timeframe(data)
caplog.clear()
assert not history.validate_backtest_data(data['UNITTEST/BTC'], 'UNITTEST/BTC',
assert not validate_backtest_data(data['UNITTEST/BTC'], 'UNITTEST/BTC',
min_date, max_date, timeframe_to_minutes('5m'))
assert len(caplog.record_tuples) == 0
@ -668,12 +656,8 @@ def test_convert_trades_to_ohlcv(mocker, default_conf, testdatadir, caplog):
file1 = testdatadir / 'XRP_ETH-1m.json'
file5 = testdatadir / 'XRP_ETH-5m.json'
# Compare downloaded dataset with converted dataset
dfbak_1m = history.load_pair_history(datadir=testdatadir,
timeframe="1m",
pair=pair)
dfbak_5m = history.load_pair_history(datadir=testdatadir,
timeframe="5m",
pair=pair)
dfbak_1m = load_pair_history(datadir=testdatadir, timeframe="1m", pair=pair)
dfbak_5m = load_pair_history(datadir=testdatadir, timeframe="5m", pair=pair)
_backup_file(file1, copy_file=True)
_backup_file(file5)
@ -685,12 +669,8 @@ def test_convert_trades_to_ohlcv(mocker, default_conf, testdatadir, caplog):
assert log_has("Deleting existing data for pair XRP/ETH, interval 1m.", caplog)
# Load new data
df_1m = history.load_pair_history(datadir=testdatadir,
timeframe="1m",
pair=pair)
df_5m = history.load_pair_history(datadir=testdatadir,
timeframe="5m",
pair=pair)
df_1m = load_pair_history(datadir=testdatadir, timeframe="1m", pair=pair)
df_5m = load_pair_history(datadir=testdatadir, timeframe="5m", pair=pair)
assert df_1m.equals(dfbak_1m)
assert df_5m.equals(dfbak_5m)