Trades should use timestamps or dates, not indexes
This commit is contained in:
@@ -364,37 +364,6 @@ def test_trim_tickerlist(testdatadir) -> None:
|
||||
ticker_list = json.load(data_file)
|
||||
ticker_list_len = len(ticker_list)
|
||||
|
||||
# Test the pattern ^(-\d+)$
|
||||
# This pattern uses the latest N elements
|
||||
timerange = TimeRange(None, 'line', 0, -5)
|
||||
ticker = trim_tickerlist(ticker_list, timerange)
|
||||
ticker_len = len(ticker)
|
||||
|
||||
assert ticker_len == 5
|
||||
assert ticker_list[0] is not ticker[0] # The first element should be different
|
||||
assert ticker_list[-1] is ticker[-1] # The last element must be the same
|
||||
|
||||
# Test the pattern ^(\d+)-$
|
||||
# This pattern keep X element from the end
|
||||
timerange = TimeRange('line', None, 5, 0)
|
||||
ticker = trim_tickerlist(ticker_list, timerange)
|
||||
ticker_len = len(ticker)
|
||||
|
||||
assert ticker_len == 5
|
||||
assert ticker_list[0] is ticker[0] # The first element must be the same
|
||||
assert ticker_list[-1] is not ticker[-1] # The last element should be different
|
||||
|
||||
# Test the pattern ^(\d+)-(\d+)$
|
||||
# This pattern extract a window
|
||||
timerange = TimeRange('index', 'index', 5, 10)
|
||||
ticker = trim_tickerlist(ticker_list, timerange)
|
||||
ticker_len = len(ticker)
|
||||
|
||||
assert ticker_len == 5
|
||||
assert ticker_list[0] is not ticker[0] # The first element should be different
|
||||
assert ticker_list[5] is ticker[0] # The list starts at the index 5
|
||||
assert ticker_list[9] is ticker[-1] # The list ends at the index 9 (5 elements)
|
||||
|
||||
# Test the pattern ^(\d{8})-(\d{8})$
|
||||
# This pattern extract a window between the dates
|
||||
timerange = TimeRange('date', 'date', ticker_list[5][0] / 1000, ticker_list[10][0] / 1000 - 1)
|
||||
@@ -434,13 +403,6 @@ def test_trim_tickerlist(testdatadir) -> None:
|
||||
|
||||
assert ticker_list_len == ticker_len
|
||||
|
||||
# Test invalid timerange (start after stop)
|
||||
timerange = TimeRange('index', 'index', 10, 5)
|
||||
with pytest.raises(ValueError, match=r'The timerange .* is incorrect'):
|
||||
trim_tickerlist(ticker_list, timerange)
|
||||
|
||||
assert ticker_list_len == ticker_len
|
||||
|
||||
# passing empty list
|
||||
timerange = TimeRange(None, None, None, 5)
|
||||
ticker = trim_tickerlist([], timerange)
|
||||
|
Reference in New Issue
Block a user