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Added candle_type to a lot of methods, wrote some tests

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This commit is contained in:
Sam Germain
2021-11-21 01:43:05 -06:00
parent e2f98a8dab
commit 920151934a
27 changed files with 495 additions and 253 deletions
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82
tests/data/test_converter.py
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@@ -75,7 +75,8 @@ def test_ohlcv_fill_up_missing_data(testdatadir, caplog):
def test_ohlcv_fill_up_missing_data2(caplog):
timeframe = '5m'
ticks = [[
ticks = [
[
1511686200000, # 8:50:00
8.794e-05, # open
8.948e-05, # high
@@ -106,7 +107,7 @@ def test_ohlcv_fill_up_missing_data2(caplog):
8.895e-05,
8.817e-05,
123551
]
]
]
# Generate test-data without filling missing
@@ -134,13 +135,13 @@ def test_ohlcv_fill_up_missing_data2(caplog):
def test_ohlcv_drop_incomplete(caplog):
timeframe = '1d'
ticks = [[
1559750400000, # 2019-06-04
8.794e-05, # open
8.948e-05, # high
8.794e-05, # low
8.88e-05, # close
2255, # volume (in quote currency)
],
1559750400000, # 2019-06-04
8.794e-05, # open
8.948e-05, # high
8.794e-05, # low
8.88e-05, # close
2255, # volume (in quote currency)
],
[
1559836800000, # 2019-06-05
8.88e-05,
@@ -148,7 +149,7 @@ def test_ohlcv_drop_incomplete(caplog):
8.88e-05,
8.893e-05,
9911,
],
],
[
1559923200000, # 2019-06-06
8.891e-05,
@@ -156,7 +157,7 @@ def test_ohlcv_drop_incomplete(caplog):
8.875e-05,
8.877e-05,
2251
],
],
[
1560009600000, # 2019-06-07
8.877e-05,
@@ -164,7 +165,7 @@ def test_ohlcv_drop_incomplete(caplog):
8.895e-05,
8.817e-05,
123551
]
]
]
caplog.set_level(logging.DEBUG)
data = ohlcv_to_dataframe(ticks, timeframe, pair="UNITTEST/BTC",
@@ -287,42 +288,45 @@ def test_convert_trades_format(default_conf, testdatadir, tmpdir):
file['new'].unlink()
def test_convert_ohlcv_format(default_conf, testdatadir, tmpdir):
@pytest.mark.parametrize('file_base', [
('XRP_ETH-5m'),
('XRP_ETH-1m'),
# ('XRP_USDT-1h-mark'), #TODO-lev: Create .gz file
])
def test_convert_ohlcv_format(default_conf, testdatadir, tmpdir, file_base):
tmpdir1 = Path(tmpdir)
file1_orig = testdatadir / "XRP_ETH-5m.json"
file1 = tmpdir1 / "XRP_ETH-5m.json"
file1_new = tmpdir1 / "XRP_ETH-5m.json.gz"
file2_orig = testdatadir / "XRP_ETH-1m.json"
file2 = tmpdir1 / "XRP_ETH-1m.json"
file2_new = tmpdir1 / "XRP_ETH-1m.json.gz"
file_orig = testdatadir / f"{file_base}.json"
file_temp = tmpdir1 / f"{file_base}.json"
file_new = tmpdir1 / f"{file_base}.json.gz"
copyfile(file1_orig, file1)
copyfile(file2_orig, file2)
copyfile(file_orig, file_temp)
default_conf['datadir'] = tmpdir1
default_conf['pairs'] = ['XRP_ETH']
default_conf['timeframes'] = ['1m', '5m']
default_conf['pairs'] = ['XRP_ETH', 'XRP_USDT']
default_conf['timeframes'] = ['1m', '5m', '1h']
assert not file1_new.exists()
assert not file2_new.exists()
assert not file_new.exists()
convert_ohlcv_format(default_conf, convert_from='json',
convert_to='jsongz', erase=False)
convert_ohlcv_format(
default_conf,
convert_from='json',
convert_to='jsongz',
erase=False
)
assert file1_new.exists()
assert file2_new.exists()
assert file1.exists()
assert file2.exists()
assert file_new.exists()
assert file_temp.exists()
# Remove original files
file1.unlink()
file2.unlink()
file_temp.unlink()
# Convert back
convert_ohlcv_format(default_conf, convert_from='jsongz',
convert_to='json', erase=True)
convert_ohlcv_format(
default_conf,
convert_from='jsongz',
convert_to='json',
erase=True
)
assert file1.exists()
assert file2.exists()
assert not file1_new.exists()
assert not file2_new.exists()
assert file_temp.exists()
assert not file_new.exists()