from unittest.mock import MagicMock from pandas import DataFrame from freqtrade.data.dataprovider import DataProvider from freqtrade.state import RunMode from tests.conftest import get_patched_exchange def test_ohlcv(mocker, default_conf, ticker_history): default_conf["runmode"] = RunMode.DRY_RUN timeframe = default_conf["ticker_interval"] exchange = get_patched_exchange(mocker, default_conf) exchange._klines[("XRP/BTC", timeframe)] = ticker_history exchange._klines[("UNITTEST/BTC", timeframe)] = ticker_history dp = DataProvider(default_conf, exchange) assert dp.runmode == RunMode.DRY_RUN assert ticker_history.equals(dp.ohlcv("UNITTEST/BTC", timeframe)) assert isinstance(dp.ohlcv("UNITTEST/BTC", timeframe), DataFrame) assert dp.ohlcv("UNITTEST/BTC", timeframe) is not ticker_history assert dp.ohlcv("UNITTEST/BTC", timeframe, copy=False) is ticker_history assert not dp.ohlcv("UNITTEST/BTC", timeframe).empty assert dp.ohlcv("NONESENSE/AAA", timeframe).empty # Test with and without parameter assert dp.ohlcv("UNITTEST/BTC", timeframe).equals(dp.ohlcv("UNITTEST/BTC")) default_conf["runmode"] = RunMode.LIVE dp = DataProvider(default_conf, exchange) assert dp.runmode == RunMode.LIVE assert isinstance(dp.ohlcv("UNITTEST/BTC", timeframe), DataFrame) default_conf["runmode"] = RunMode.BACKTEST dp = DataProvider(default_conf, exchange) assert dp.runmode == RunMode.BACKTEST assert dp.ohlcv("UNITTEST/BTC", timeframe).empty def test_historic_ohlcv(mocker, default_conf, ticker_history): historymock = MagicMock(return_value=ticker_history) mocker.patch("freqtrade.data.dataprovider.load_pair_history", historymock) dp = DataProvider(default_conf, None) data = dp.historic_ohlcv("UNITTEST/BTC", "5m") assert isinstance(data, DataFrame) assert historymock.call_count == 1 assert historymock.call_args_list[0][1]["timeframe"] == "5m" def test_get_pair_dataframe(mocker, default_conf, ticker_history): default_conf["runmode"] = RunMode.DRY_RUN ticker_interval = default_conf["ticker_interval"] exchange = get_patched_exchange(mocker, default_conf) exchange._klines[("XRP/BTC", ticker_interval)] = ticker_history exchange._klines[("UNITTEST/BTC", ticker_interval)] = ticker_history dp = DataProvider(default_conf, exchange) assert dp.runmode == RunMode.DRY_RUN assert ticker_history.equals(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval)) assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval), DataFrame) assert dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval) is not ticker_history assert not dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval).empty assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty # Test with and without parameter assert dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval).equals(dp.get_pair_dataframe("UNITTEST/BTC")) default_conf["runmode"] = RunMode.LIVE dp = DataProvider(default_conf, exchange) assert dp.runmode == RunMode.LIVE assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval), DataFrame) assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty historymock = MagicMock(return_value=ticker_history) mocker.patch("freqtrade.data.dataprovider.load_pair_history", historymock) default_conf["runmode"] = RunMode.BACKTEST dp = DataProvider(default_conf, exchange) assert dp.runmode == RunMode.BACKTEST assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval), DataFrame) # assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty def test_available_pairs(mocker, default_conf, ticker_history): exchange = get_patched_exchange(mocker, default_conf) ticker_interval = default_conf["ticker_interval"] exchange._klines[("XRP/BTC", ticker_interval)] = ticker_history exchange._klines[("UNITTEST/BTC", ticker_interval)] = ticker_history dp = DataProvider(default_conf, exchange) assert len(dp.available_pairs) == 2 assert dp.available_pairs == [ ("XRP/BTC", ticker_interval), ("UNITTEST/BTC", ticker_interval), ] def test_refresh(mocker, default_conf, ticker_history): refresh_mock = MagicMock() mocker.patch("freqtrade.exchange.Exchange.refresh_latest_ohlcv", refresh_mock) exchange = get_patched_exchange(mocker, default_conf, id="binance") ticker_interval = default_conf["ticker_interval"] pairs = [("XRP/BTC", ticker_interval), ("UNITTEST/BTC", ticker_interval)] pairs_non_trad = [("ETH/USDT", ticker_interval), ("BTC/TUSD", "1h")] dp = DataProvider(default_conf, exchange) dp.refresh(pairs) assert refresh_mock.call_count == 1 assert len(refresh_mock.call_args[0]) == 1 assert len(refresh_mock.call_args[0][0]) == len(pairs) assert refresh_mock.call_args[0][0] == pairs refresh_mock.reset_mock() dp.refresh(pairs, pairs_non_trad) assert refresh_mock.call_count == 1 assert len(refresh_mock.call_args[0]) == 1 assert len(refresh_mock.call_args[0][0]) == len(pairs) + len(pairs_non_trad) assert refresh_mock.call_args[0][0] == pairs + pairs_non_trad def test_orderbook(mocker, default_conf, order_book_l2): api_mock = MagicMock() api_mock.fetch_l2_order_book = order_book_l2 exchange = get_patched_exchange(mocker, default_conf, api_mock=api_mock) dp = DataProvider(default_conf, exchange) res = dp.orderbook('ETH/BTC', 5) assert order_book_l2.call_count == 1 assert order_book_l2.call_args_list[0][0][0] == 'ETH/BTC' assert order_book_l2.call_args_list[0][0][1] == 5 assert type(res) is dict assert 'bids' in res assert 'asks' in res def test_market(mocker, default_conf, markets): api_mock = MagicMock() api_mock.markets = markets exchange = get_patched_exchange(mocker, default_conf, api_mock=api_mock) dp = DataProvider(default_conf, exchange) res = dp.market('ETH/BTC') assert type(res) is dict assert 'symbol' in res assert res['symbol'] == 'ETH/BTC' res = dp.market('UNITTEST/BTC') assert res is None