stable/freqtrade/tests/data/test_dataprovider.py
2019-01-22 07:07:15 +01:00

94 lines
3.7 KiB
Python

from unittest.mock import MagicMock
from pandas import DataFrame
from freqtrade.data.dataprovider import DataProvider
from freqtrade.state import RunMode
from freqtrade.tests.conftest import get_patched_exchange
def test_ohlcv(mocker, default_conf, ticker_history):
default_conf['runmode'] = RunMode.DRY_RUN
tick_interval = default_conf['ticker_interval']
exchange = get_patched_exchange(mocker, default_conf)
exchange._klines[('XRP/BTC', tick_interval)] = ticker_history
exchange._klines[('UNITTEST/BTC', tick_interval)] = ticker_history
dp = DataProvider(default_conf, exchange)
assert dp.runmode == RunMode.DRY_RUN
assert ticker_history.equals(dp.ohlcv('UNITTEST/BTC', tick_interval))
assert isinstance(dp.ohlcv('UNITTEST/BTC', tick_interval), DataFrame)
assert dp.ohlcv('UNITTEST/BTC', tick_interval) is not ticker_history
assert dp.ohlcv('UNITTEST/BTC', tick_interval, copy=False) is ticker_history
assert not dp.ohlcv('UNITTEST/BTC', tick_interval).empty
assert dp.ohlcv('NONESENSE/AAA', tick_interval).empty
# Test with and without parameter
assert dp.ohlcv('UNITTEST/BTC', tick_interval).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', tick_interval), DataFrame)
default_conf['runmode'] = RunMode.BACKTEST
dp = DataProvider(default_conf, exchange)
assert dp.runmode == RunMode.BACKTEST
assert dp.ohlcv('UNITTEST/BTC', tick_interval).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)
# exchange = get_patched_exchange(mocker, default_conf)
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]['datadir'] is None
assert historymock.call_args_list[0][1]['refresh_pairs'] is False
assert historymock.call_args_list[0][1]['ticker_interval'] == '5m'
def test_available_pairs(mocker, default_conf, ticker_history):
exchange = get_patched_exchange(mocker, default_conf)
tick_interval = default_conf['ticker_interval']
exchange._klines[('XRP/BTC', tick_interval)] = ticker_history
exchange._klines[('UNITTEST/BTC', tick_interval)] = ticker_history
dp = DataProvider(default_conf, exchange)
assert len(dp.available_pairs) == 2
assert dp.available_pairs == [('XRP/BTC', tick_interval), ('UNITTEST/BTC', tick_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')
tick_interval = default_conf['ticker_interval']
pairs = [('XRP/BTC', tick_interval),
('UNITTEST/BTC', tick_interval),
]
pairs_non_trad = [('ETH/USDT', tick_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