Test add_external_candle

tests/data/test_dataprovider.py

@@ -2,13 +2,13 @@ from datetime import datetime, timezone
 from unittest.mock import MagicMock
 
 import pytest
-from pandas import DataFrame
+from pandas import DataFrame, Timestamp
 
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.enums import CandleType, RunMode
 from freqtrade.exceptions import ExchangeError, OperationalException
 from freqtrade.plugins.pairlistmanager import PairListManager
-from tests.conftest import get_patched_exchange
+from tests.conftest import generate_test_data, get_patched_exchange
 
 
 @pytest.mark.parametrize('candle_type', [
@@ -412,3 +412,67 @@ def test_dp_send_msg(default_conf):
     dp = DataProvider(default_conf, None)
     dp.send_msg(msg, always_send=True)
     assert msg not in dp._msg_queue
+
+
+def test_dp__add_external_candle(default_conf_usdt):
+    timeframe = '1h'
+    default_conf_usdt["timeframe"] = timeframe
+    dp = DataProvider(default_conf_usdt, None)
+    df = generate_test_data(timeframe, 24, '2022-01-01 00:00:00+00:00')
+    last_analyzed = datetime.now(timezone.utc)
+
+    res = dp._add_external_candle('ETH/USDT', df, last_analyzed, timeframe, CandleType.SPOT)
+    assert res[0] is False
+    # Why 1000 ??
+    assert res[1] == 1000
+
+    dp._add_external_df('ETH/USDT', df, last_analyzed, timeframe, CandleType.SPOT)
+    # BTC is not stored yet
+    res = dp._add_external_candle('BTC/USDT', df, last_analyzed, timeframe, CandleType.SPOT)
+    assert res[0] is False
+    df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT)
+    assert len(df) == 24
+
+    # Add the same dataframe again - dataframe size shall not change.
+    res = dp._add_external_candle('ETH/USDT', df, last_analyzed, timeframe, CandleType.SPOT)
+    assert res[0] is True
+    assert res[1] == 0
+    df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT)
+    assert len(df) == 24
+
+    # Add a new day.
+    df2 = generate_test_data(timeframe, 24, '2022-01-02 00:00:00+00:00')
+
+    res = dp._add_external_candle('ETH/USDT', df2, last_analyzed, timeframe, CandleType.SPOT)
+    assert res[0] is True
+    assert res[1] == 0
+    df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT)
+    assert len(df) == 48
+
+    # Add a dataframe with a 12 hour offset - so 12 candles are overlapping, and 12 valid.
+    df3 = generate_test_data(timeframe, 24, '2022-01-02 12:00:00+00:00')
+
+    res = dp._add_external_candle('ETH/USDT', df3, last_analyzed, timeframe, CandleType.SPOT)
+    assert res[0] is True
+    assert res[1] == 0
+    df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT)
+    # New length = 48 + 12 (since we have a 12 hour offset).
+    assert len(df) == 60
+    assert df.iloc[-1]['date'] == df3.iloc[-1]['date']
+    assert df.iloc[-1]['date'] == Timestamp('2022-01-03 11:00:00+00:00')
+
+    # Generate 1 new candle
+    df4 = generate_test_data(timeframe, 1, '2022-01-03 12:00:00+00:00')
+    res = dp._add_external_candle('ETH/USDT', df4, last_analyzed, timeframe, CandleType.SPOT)
+    # assert res[0] is True
+    # assert res[1] == 0
+    df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT)
+    # New length = 61 + 1
+    assert len(df) == 61
+
+    # Gap in the data ...
+    df4 = generate_test_data(timeframe, 1, '2022-01-05 00:00:00+00:00')
+    res = dp._add_external_candle('ETH/USDT', df4, last_analyzed, timeframe, CandleType.SPOT)
+    assert res[0] is False
+    # 36 hours - from 2022-01-03 12:00:00+00:00 to 2022-01-05 00:00:00+00:00
+    assert res[1] == 36