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Add test for trades_ohlcv

This commit is contained in:
Matthias 2019-10-13 16:04:40 +02:00
parent 56de81a1f9
commit ed9ec402fd
1 changed files with 45 additions and 7 deletions
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52
tests/data/test_history.py
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@ -13,14 +13,18 @@ from pandas import DataFrame
from freqtrade import OperationalException from freqtrade import OperationalException
from freqtrade.configuration import TimeRange from freqtrade.configuration import TimeRange
from freqtrade.data import history from freqtrade.data import history
from freqtrade.data.history import (download_pair_history, from freqtrade.data.history import (_load_cached_data_for_updating,
_load_cached_data_for_updating, convert_trades_to_ohlcv,
refresh_backtest_ohlcv_data, download_pair_history,
download_trades_history,
load_tickerdata_file, pair_data_filename, load_tickerdata_file, pair_data_filename,
pair_trades_filename, pair_trades_filename,
trim_tickerlist, refresh_backtest_trades_data, download_trades_history) refresh_backtest_ohlcv_data,
refresh_backtest_trades_data,
trim_tickerlist)
from freqtrade.exchange import timeframe_to_minutes from freqtrade.exchange import timeframe_to_minutes
from freqtrade.misc import file_dump_json from freqtrade.misc import file_dump_json
from freqtrade.resolvers.exchange_resolver import ExchangeResolver
from freqtrade.strategy.default_strategy import DefaultStrategy from freqtrade.strategy.default_strategy import DefaultStrategy
from tests.conftest import (get_patched_exchange, log_has, log_has_re, from tests.conftest import (get_patched_exchange, log_has, log_has_re,
patch_exchange) patch_exchange)
@ -637,6 +641,40 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad
assert log_has_re('Failed to download historic trades for pair: "ETH/BTC".*', caplog) assert log_has_re('Failed to download historic trades for pair: "ETH/BTC".*', caplog)
def convert_trades_to_ohlcv(): def test_convert_trades_to_ohlcv(mocker, default_conf, testdatadir, caplog):
# TODO: Write this test pair = 'XRP/ETH'
pass file1 = testdatadir / 'XRP_ETH-1m.json'
file5 = testdatadir / 'XRP_ETH-5m.json'
# Compare downloaded dataset with converted dataset
dfbak_1m = history.load_pair_history(datadir=testdatadir,
ticker_interval="1m",
pair=pair)
dfbak_5m = history.load_pair_history(datadir=testdatadir,
ticker_interval="5m",
pair=pair)
_backup_file(file1)
_backup_file(file5)
exchange = ExchangeResolver('Bittrex', default_conf).exchange
tr = TimeRange.parse_timerange('20191011-20191012')
# mocker.patch.object(Path, "exists", MagicMock(return_value=True))
# mocker.patch.object(Path, "unlink", MagicMock())
convert_trades_to_ohlcv(exchange, [pair], timeframes=['1m', '5m'],
datadir=testdatadir, timerange=tr, erase=True)
# assert log_has("Deleting existing data for XRP/ETH, interval 1m.", caplog)
# Load new data
df_1m = history.load_pair_history(datadir=testdatadir,
ticker_interval="1m",
pair=pair)
df_5m = history.load_pair_history(datadir=testdatadir,
ticker_interval="5m",
pair=pair)
assert df_1m.equals(dfbak_1m)
assert df_5m.equals(dfbak_5m)
_clean_test_file(file1)
_clean_test_file(file5)