Trades should use timestamps or dates, not indexes

This commit is contained in:
Matthias
2019-10-19 15:21:47 +02:00
parent 16e10d99b9
commit c48876b196
4 changed files with 12 additions and 53 deletions

View File

@@ -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)