Add test for trades_ohlcv
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56de81a1f9
commit
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@ -13,14 +13,18 @@ from pandas import DataFrame
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from freqtrade import OperationalException
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from freqtrade import OperationalException
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from freqtrade.configuration import TimeRange
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from freqtrade.configuration import TimeRange
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from freqtrade.data import history
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from freqtrade.data import history
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from freqtrade.data.history import (download_pair_history,
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from freqtrade.data.history import (_load_cached_data_for_updating,
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_load_cached_data_for_updating,
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convert_trades_to_ohlcv,
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refresh_backtest_ohlcv_data,
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download_pair_history,
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download_trades_history,
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load_tickerdata_file, pair_data_filename,
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load_tickerdata_file, pair_data_filename,
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pair_trades_filename,
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pair_trades_filename,
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trim_tickerlist, refresh_backtest_trades_data, download_trades_history)
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refresh_backtest_ohlcv_data,
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refresh_backtest_trades_data,
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trim_tickerlist)
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from freqtrade.exchange import timeframe_to_minutes
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from freqtrade.exchange import timeframe_to_minutes
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from freqtrade.misc import file_dump_json
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from freqtrade.misc import file_dump_json
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from freqtrade.resolvers.exchange_resolver import ExchangeResolver
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from freqtrade.strategy.default_strategy import DefaultStrategy
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from freqtrade.strategy.default_strategy import DefaultStrategy
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from tests.conftest import (get_patched_exchange, log_has, log_has_re,
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from tests.conftest import (get_patched_exchange, log_has, log_has_re,
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patch_exchange)
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patch_exchange)
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@ -637,6 +641,40 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad
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assert log_has_re('Failed to download historic trades for pair: "ETH/BTC".*', caplog)
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assert log_has_re('Failed to download historic trades for pair: "ETH/BTC".*', caplog)
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def convert_trades_to_ohlcv():
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def test_convert_trades_to_ohlcv(mocker, default_conf, testdatadir, caplog):
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# TODO: Write this test
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pair = 'XRP/ETH'
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pass
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file1 = testdatadir / 'XRP_ETH-1m.json'
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file5 = testdatadir / 'XRP_ETH-5m.json'
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# Compare downloaded dataset with converted dataset
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dfbak_1m = history.load_pair_history(datadir=testdatadir,
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ticker_interval="1m",
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pair=pair)
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dfbak_5m = history.load_pair_history(datadir=testdatadir,
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ticker_interval="5m",
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pair=pair)
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_backup_file(file1)
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_backup_file(file5)
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exchange = ExchangeResolver('Bittrex', default_conf).exchange
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tr = TimeRange.parse_timerange('20191011-20191012')
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# mocker.patch.object(Path, "exists", MagicMock(return_value=True))
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# mocker.patch.object(Path, "unlink", MagicMock())
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convert_trades_to_ohlcv(exchange, [pair], timeframes=['1m', '5m'],
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datadir=testdatadir, timerange=tr, erase=True)
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# assert log_has("Deleting existing data for XRP/ETH, interval 1m.", caplog)
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# Load new data
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df_1m = history.load_pair_history(datadir=testdatadir,
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ticker_interval="1m",
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pair=pair)
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df_5m = history.load_pair_history(datadir=testdatadir,
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ticker_interval="5m",
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pair=pair)
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assert df_1m.equals(dfbak_1m)
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assert df_5m.equals(dfbak_5m)
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_clean_test_file(file1)
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_clean_test_file(file5)
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