diff --git a/freqtrade/tests/test_analyze.py b/freqtrade/tests/test_analyze.py index e716eb3ad..d063de775 100644 --- a/freqtrade/tests/test_analyze.py +++ b/freqtrade/tests/test_analyze.py @@ -1,4 +1,5 @@ # pragma pylint: disable=missing-docstring +import json import pytest import arrow from pandas import DataFrame @@ -6,31 +7,19 @@ from pandas import DataFrame from freqtrade.analyze import parse_ticker_dataframe, populate_buy_trend, populate_indicators, \ get_buy_signal -RESULT_BITTREX = { - 'success': True, - 'message': '', - 'result': [ - {'O': 0.00065311, 'H': 0.00065311, 'L': 0.00065311, 'C': 0.00065311, 'V': 22.17210568, 'T': '2017-08-30T10:40:00', 'BV': 0.01448082}, - {'O': 0.00066194, 'H': 0.00066195, 'L': 0.00066194, 'C': 0.00066195, 'V': 33.4727437, 'T': '2017-08-30T10:34:00', 'BV': 0.02215696}, - {'O': 0.00065311, 'H': 0.00065311, 'L': 0.00065311, 'C': 0.00065311, 'V': 53.85127609, 'T': '2017-08-30T10:37:00', 'BV': 0.0351708}, - {'O': 0.00066194, 'H': 0.00066194, 'L': 0.00065311, 'C': 0.00065311, 'V': 46.29210665, 'T': '2017-08-30T10:42:00', 'BV': 0.03063118}, - ] -} - @pytest.fixture def result(): - return parse_ticker_dataframe(RESULT_BITTREX['result'], arrow.get('2017-08-30T10:00:00')) + with open('freqtrade/tests/testdata/btc-eth.json') as data_file: + data = json.load(data_file) + + return parse_ticker_dataframe(data['result'], arrow.get('2017-08-30T10:00:00')) def test_dataframe_has_correct_columns(result): assert result.columns.tolist() == \ ['close', 'high', 'low', 'open', 'date', 'volume'] -def test_orders_by_date(result): - assert result['date'].tolist() == \ - ['2017-08-30T10:34:00', - '2017-08-30T10:37:00', - '2017-08-30T10:40:00', - '2017-08-30T10:42:00'] +def test_dataframe_has_correct_length(result): + assert len(result.index) == 5751 def test_populates_buy_trend(result): dataframe = populate_buy_trend(populate_indicators(result))