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Fix wrong key usage in trade_history_timebased

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This commit is contained in:
Matthias 2021-01-07 20:03:34 +01:00
parent 7a628432a8
commit bf182dc01e
3 changed files with 19 additions and 18 deletions
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2
freqtrade/exchange/exchange.py
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@ -936,7 +936,7 @@ class Exchange:
while True: while True:
t = await self._async_fetch_trades(pair, since=since) t = await self._async_fetch_trades(pair, since=since)
if len(t): if len(t):
since = t[-1][1] since = t[-1][0]
trades.extend(t) trades.extend(t)
# Reached the end of the defined-download period # Reached the end of the defined-download period
if until and t[-1][0] > until: if until and t[-1][0] > until:

10
tests/conftest.py
View File

@ -1492,11 +1492,11 @@ def trades_for_order():
@pytest.fixture(scope="function") @pytest.fixture(scope="function")
def trades_history(): def trades_history():
return [[1565798389463, '126181329', None, 'buy', 0.019627, 0.04, 0.00078508], return [[1565798389463, '12618132aa9', None, 'buy', 0.019627, 0.04, 0.00078508],
[1565798399629, '126181330', None, 'buy', 0.019627, 0.244, 0.004788987999999999], [1565798399629, '1261813bb30', None, 'buy', 0.019627, 0.244, 0.004788987999999999],
[1565798399752, '126181331', None, 'sell', 0.019626, 0.011, 0.00021588599999999999], [1565798399752, '1261813cc31', None, 'sell', 0.019626, 0.011, 0.00021588599999999999],
[1565798399862, '126181332', None, 'sell', 0.019626, 0.011, 0.00021588599999999999], [1565798399862, '126181cc332', None, 'sell', 0.019626, 0.011, 0.00021588599999999999],
[1565798399872, '126181333', None, 'sell', 0.019626, 0.011, 0.00021588599999999999]] [1565798399872, '1261aa81333', None, 'sell', 0.019626, 0.011, 0.00021588599999999999]]
@pytest.fixture(scope="function") @pytest.fixture(scope="function")

25
tests/exchange/test_exchange.py
View File

@ -1759,36 +1759,37 @@ async def test__async_get_trade_history_id(default_conf, mocker, caplog, exchang
@pytest.mark.asyncio @pytest.mark.asyncio
@pytest.mark.parametrize("exchange_name", EXCHANGES) @pytest.mark.parametrize("exchange_name", EXCHANGES)
async def test__async_get_trade_history_time(default_conf, mocker, caplog, exchange_name, async def test__async_get_trade_history_time(default_conf, mocker, caplog, exchange_name,
trades_history): fetch_trades_result):
caplog.set_level(logging.DEBUG) caplog.set_level(logging.DEBUG)
async def mock_get_trade_hist(pair, *args, **kwargs): async def mock_get_trade_hist(pair, *args, **kwargs):
if kwargs['since'] == trades_history[0][0]: if kwargs['since'] == fetch_trades_result[0]['timestamp']:
return trades_history[:-1] return fetch_trades_result[:-1]
else: else:
return trades_history[-1:] return fetch_trades_result[-1:]
caplog.set_level(logging.DEBUG) caplog.set_level(logging.DEBUG)
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
# Monkey-patch async function # Monkey-patch async function
exchange._async_fetch_trades = MagicMock(side_effect=mock_get_trade_hist) exchange._api_async.fetch_trades = MagicMock(side_effect=mock_get_trade_hist)
pair = 'ETH/BTC' pair = 'ETH/BTC'
ret = await exchange._async_get_trade_history_time(pair, since=trades_history[0][0], ret = await exchange._async_get_trade_history_time(pair,
until=trades_history[-1][0]-1) since=fetch_trades_result[0]['timestamp'],
until=fetch_trades_result[-1]['timestamp']-1)
assert type(ret) is tuple assert type(ret) is tuple
assert ret[0] == pair assert ret[0] == pair
assert type(ret[1]) is list assert type(ret[1]) is list
assert len(ret[1]) == len(trades_history) assert len(ret[1]) == len(fetch_trades_result)
assert exchange._async_fetch_trades.call_count == 2 assert exchange._api_async.fetch_trades.call_count == 2
fetch_trades_cal = exchange._async_fetch_trades.call_args_list fetch_trades_cal = exchange._api_async.fetch_trades.call_args_list
# first call (using since, not fromId) # first call (using since, not fromId)
assert fetch_trades_cal[0][0][0] == pair assert fetch_trades_cal[0][0][0] == pair
assert fetch_trades_cal[0][1]['since'] == trades_history[0][0] assert fetch_trades_cal[0][1]['since'] == fetch_trades_result[0]['timestamp']
# 2nd call # 2nd call
assert fetch_trades_cal[1][0][0] == pair assert fetch_trades_cal[1][0][0] == pair
assert fetch_trades_cal[0][1]['since'] == trades_history[0][0] assert fetch_trades_cal[1][1]['since'] == fetch_trades_result[-2]['timestamp']
assert log_has_re(r"Stopping because until was reached.*", caplog) assert log_has_re(r"Stopping because until was reached.*", caplog)