Align usage of history import in test
This commit is contained in:
Matthias
parent
1042f9847a
commit
86de88ed48
@ -12,16 +12,17 @@ from pandas import DataFrame
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from freqtrade import OperationalException
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from freqtrade.configuration import TimeRange
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from freqtrade.data import history
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from freqtrade.data.history import (_load_cached_data_for_updating,
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_download_pair_history,
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from freqtrade.data.history import (_download_pair_history,
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_download_trades_history,
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convert_trades_to_ohlcv,
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_load_cached_data_for_updating,
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convert_trades_to_ohlcv, get_timeframe,
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load_data, load_pair_history,
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load_tickerdata_file, pair_data_filename,
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pair_trades_filename,
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refresh_backtest_ohlcv_data,
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refresh_backtest_trades_data,
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trim_tickerlist)
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trim_dataframe, trim_tickerlist,
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validate_backtest_data)
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from freqtrade.exchange import timeframe_to_minutes
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from freqtrade.misc import file_dump_json
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from freqtrade.strategy.default_strategy import DefaultStrategy
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@ -64,7 +65,7 @@ def _clean_test_file(file: Path) -> None:
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def test_load_data_30min_ticker(mocker, caplog, default_conf, testdatadir) -> None:
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ld = history.load_pair_history(pair='UNITTEST/BTC', timeframe='30m', datadir=testdatadir)
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ld = load_pair_history(pair='UNITTEST/BTC', timeframe='30m', datadir=testdatadir)
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assert isinstance(ld, DataFrame)
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assert not log_has(
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'Download history data for pair: "UNITTEST/BTC", timeframe: 30m '
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@ -73,7 +74,7 @@ def test_load_data_30min_ticker(mocker, caplog, default_conf, testdatadir) -> No
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def test_load_data_7min_ticker(mocker, caplog, default_conf, testdatadir) -> None:
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ld = history.load_pair_history(pair='UNITTEST/BTC', timeframe='7m', datadir=testdatadir)
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ld = load_pair_history(pair='UNITTEST/BTC', timeframe='7m', datadir=testdatadir)
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assert isinstance(ld, DataFrame)
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assert ld.empty
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assert log_has(
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@ -86,7 +87,7 @@ def test_load_data_1min_ticker(ticker_history, mocker, caplog, testdatadir) -> N
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mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ticker_history)
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file = testdatadir / 'UNITTEST_BTC-1m.json'
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_backup_file(file, copy_file=True)
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history.load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC'])
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load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC'])
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assert file.is_file()
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assert not log_has(
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'Download history data for pair: "UNITTEST/BTC", interval: 1m '
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@ -99,10 +100,9 @@ def test_load_data_startup_candles(mocker, caplog, default_conf, testdatadir) ->
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ltfmock = mocker.patch('freqtrade.data.history.load_tickerdata_file',
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MagicMock(return_value=None))
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timerange = TimeRange('date', None, 1510639620, 0)
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history.load_pair_history(pair='UNITTEST/BTC', timeframe='1m',
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datadir=testdatadir, timerange=timerange,
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startup_candles=20,
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)
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load_pair_history(pair='UNITTEST/BTC', timeframe='1m',
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datadir=testdatadir, timerange=timerange,
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startup_candles=20,)
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assert ltfmock.call_count == 1
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assert ltfmock.call_args_list[0][1]['timerange'] != timerange
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@ -121,9 +121,7 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog,
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_backup_file(file)
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# do not download a new pair if refresh_pairs isn't set
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history.load_pair_history(datadir=testdatadir,
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timeframe='1m',
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pair='MEME/BTC')
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load_pair_history(datadir=testdatadir, timeframe='1m', pair='MEME/BTC')
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assert not file.is_file()
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assert log_has(
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'No history data for pair: "MEME/BTC", timeframe: 1m. '
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@ -131,22 +129,16 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog,
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)
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# download a new pair if refresh_pairs is set
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history.load_pair_history(datadir=testdatadir,
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timeframe='1m',
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refresh_pairs=True,
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exchange=exchange,
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pair='MEME/BTC')
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load_pair_history(datadir=testdatadir, timeframe='1m',
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refresh_pairs=True, exchange=exchange, pair='MEME/BTC')
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assert file.is_file()
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assert log_has_re(
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'Download history data for pair: "MEME/BTC", timeframe: 1m '
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'and store in .*', caplog
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)
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with pytest.raises(OperationalException, match=r'Exchange needs to be initialized when.*'):
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history.load_pair_history(datadir=testdatadir,
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timeframe='1m',
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refresh_pairs=True,
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exchange=None,
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pair='MEME/BTC')
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load_pair_history(datadir=testdatadir, timeframe='1m',
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refresh_pairs=True, exchange=None, pair='MEME/BTC')
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_clean_test_file(file)
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@ -351,10 +343,8 @@ def test_load_partial_missing(testdatadir, caplog) -> None:
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# Make sure we start fresh - test missing data at start
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start = arrow.get('2018-01-01T00:00:00')
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end = arrow.get('2018-01-11T00:00:00')
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tickerdata = history.load_data(testdatadir, '5m', ['UNITTEST/BTC'],
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startup_candles=20,
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timerange=TimeRange('date', 'date',
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start.timestamp, end.timestamp))
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tickerdata = load_data(testdatadir, '5m', ['UNITTEST/BTC'], startup_candles=20,
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timerange=TimeRange('date', 'date', start.timestamp, end.timestamp))
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assert log_has(
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'Using indicator startup period: 20 ...', caplog
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)
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@ -369,10 +359,8 @@ def test_load_partial_missing(testdatadir, caplog) -> None:
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caplog.clear()
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start = arrow.get('2018-01-10T00:00:00')
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end = arrow.get('2018-02-20T00:00:00')
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tickerdata = history.load_data(datadir=testdatadir, timeframe='5m',
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pairs=['UNITTEST/BTC'],
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timerange=TimeRange('date', 'date',
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start.timestamp, end.timestamp))
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tickerdata = load_data(datadir=testdatadir, timeframe='5m', pairs=['UNITTEST/BTC'],
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timerange=TimeRange('date', 'date', start.timestamp, end.timestamp))
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# timedifference in 5 minutes
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td = ((end - start).total_seconds() // 60 // 5) + 1
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assert td != len(tickerdata['UNITTEST/BTC'])
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@ -385,7 +373,7 @@ def test_load_partial_missing(testdatadir, caplog) -> None:
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def test_init(default_conf, mocker) -> None:
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exchange = get_patched_exchange(mocker, default_conf)
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assert {} == history.load_data(
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assert {} == load_data(
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datadir='',
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exchange=exchange,
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pairs=[],
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@ -447,7 +435,7 @@ def test_trim_tickerlist(testdatadir) -> None:
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def test_trim_dataframe(testdatadir) -> None:
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data = history.load_data(
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data = load_data(
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datadir=testdatadir,
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timeframe='1m',
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pairs=['UNITTEST/BTC']
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@ -458,7 +446,7 @@ def test_trim_dataframe(testdatadir) -> None:
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# Remove first 30 minutes (1800 s)
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tr = TimeRange('date', None, min_date + 1800, 0)
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data_modify = history.trim_dataframe(data_modify, tr)
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data_modify = trim_dataframe(data_modify, tr)
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assert not data_modify.equals(data)
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assert len(data_modify) < len(data)
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assert len(data_modify) == len(data) - 30
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@ -468,7 +456,7 @@ def test_trim_dataframe(testdatadir) -> None:
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data_modify = data.copy()
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# Remove last 30 minutes (1800 s)
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tr = TimeRange(None, 'date', 0, max_date - 1800)
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data_modify = history.trim_dataframe(data_modify, tr)
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data_modify = trim_dataframe(data_modify, tr)
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assert not data_modify.equals(data)
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assert len(data_modify) < len(data)
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assert len(data_modify) == len(data) - 30
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@ -478,7 +466,7 @@ def test_trim_dataframe(testdatadir) -> None:
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data_modify = data.copy()
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# Remove first 25 and last 30 minutes (1800 s)
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tr = TimeRange('date', 'date', min_date + 1500, max_date - 1800)
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data_modify = history.trim_dataframe(data_modify, tr)
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data_modify = trim_dataframe(data_modify, tr)
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assert not data_modify.equals(data)
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assert len(data_modify) < len(data)
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assert len(data_modify) == len(data) - 55
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@ -515,13 +503,13 @@ def test_get_timeframe(default_conf, mocker, testdatadir) -> None:
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strategy = DefaultStrategy(default_conf)
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data = strategy.tickerdata_to_dataframe(
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history.load_data(
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load_data(
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datadir=testdatadir,
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timeframe='1m',
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pairs=['UNITTEST/BTC']
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)
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)
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min_date, max_date = history.get_timeframe(data)
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min_date, max_date = get_timeframe(data)
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assert min_date.isoformat() == '2017-11-04T23:02:00+00:00'
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assert max_date.isoformat() == '2017-11-14T22:58:00+00:00'
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@ -531,17 +519,17 @@ def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir)
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strategy = DefaultStrategy(default_conf)
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data = strategy.tickerdata_to_dataframe(
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history.load_data(
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load_data(
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datadir=testdatadir,
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timeframe='1m',
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pairs=['UNITTEST/BTC'],
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fill_up_missing=False
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)
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)
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min_date, max_date = history.get_timeframe(data)
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min_date, max_date = get_timeframe(data)
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caplog.clear()
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assert history.validate_backtest_data(data['UNITTEST/BTC'], 'UNITTEST/BTC',
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min_date, max_date, timeframe_to_minutes('1m'))
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assert validate_backtest_data(data['UNITTEST/BTC'], 'UNITTEST/BTC',
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min_date, max_date, timeframe_to_minutes('1m'))
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assert len(caplog.record_tuples) == 1
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assert log_has(
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"UNITTEST/BTC has missing frames: expected 14396, got 13680, that's 716 missing values",
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@ -554,7 +542,7 @@ def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> No
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timerange = TimeRange('index', 'index', 200, 250)
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data = strategy.tickerdata_to_dataframe(
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history.load_data(
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load_data(
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datadir=testdatadir,
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timeframe='5m',
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pairs=['UNITTEST/BTC'],
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@ -562,10 +550,10 @@ def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> No
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)
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)
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min_date, max_date = history.get_timeframe(data)
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min_date, max_date = get_timeframe(data)
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caplog.clear()
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assert not history.validate_backtest_data(data['UNITTEST/BTC'], 'UNITTEST/BTC',
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min_date, max_date, timeframe_to_minutes('5m'))
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assert not validate_backtest_data(data['UNITTEST/BTC'], 'UNITTEST/BTC',
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min_date, max_date, timeframe_to_minutes('5m'))
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assert len(caplog.record_tuples) == 0
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@ -668,12 +656,8 @@ def test_convert_trades_to_ohlcv(mocker, default_conf, testdatadir, caplog):
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file1 = testdatadir / 'XRP_ETH-1m.json'
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file5 = testdatadir / 'XRP_ETH-5m.json'
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# Compare downloaded dataset with converted dataset
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dfbak_1m = history.load_pair_history(datadir=testdatadir,
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timeframe="1m",
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pair=pair)
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dfbak_5m = history.load_pair_history(datadir=testdatadir,
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timeframe="5m",
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pair=pair)
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dfbak_1m = load_pair_history(datadir=testdatadir, timeframe="1m", pair=pair)
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dfbak_5m = load_pair_history(datadir=testdatadir, timeframe="5m", pair=pair)
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_backup_file(file1, copy_file=True)
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_backup_file(file5)
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@ -685,12 +669,8 @@ def test_convert_trades_to_ohlcv(mocker, default_conf, testdatadir, caplog):
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assert log_has("Deleting existing data for pair XRP/ETH, interval 1m.", caplog)
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# Load new data
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df_1m = history.load_pair_history(datadir=testdatadir,
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timeframe="1m",
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pair=pair)
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df_5m = history.load_pair_history(datadir=testdatadir,
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timeframe="5m",
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pair=pair)
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df_1m = load_pair_history(datadir=testdatadir, timeframe="1m", pair=pair)
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df_5m = load_pair_history(datadir=testdatadir, timeframe="5m", pair=pair)
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assert df_1m.equals(dfbak_1m)
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assert df_5m.equals(dfbak_5m)
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