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Move trades-to-ohlcv tests

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This commit is contained in:
Matthias 2023-09-24 10:38:38 +02:00
parent 2322d0f3f3
commit 123e51774e
2 changed files with 44 additions and 42 deletions
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44
tests/data/test_converter.py
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@ -6,12 +6,14 @@ from shutil import copyfile
import numpy as np
import pandas as pd
import pytest
from pandas.testing import assert_frame_equal
from freqtrade.configuration.timerange import TimeRange
from freqtrade.data.converter import (convert_ohlcv_format, convert_trades_format,
ohlcv_fill_up_missing_data, ohlcv_to_dataframe,
reduce_dataframe_footprint, trades_df_remove_duplicates,
trades_dict_to_list, trades_to_ohlcv, trim_dataframe)
convert_trades_to_ohlcv, ohlcv_fill_up_missing_data,
ohlcv_to_dataframe, reduce_dataframe_footprint,
trades_df_remove_duplicates, trades_dict_to_list,
trades_to_ohlcv, trim_dataframe)
from freqtrade.data.history import (get_timerange, load_data, load_pair_history,
validate_backtest_data)
from freqtrade.data.history.idatahandler import IDataHandler
@ -441,3 +443,39 @@ def test_reduce_dataframe_footprint():
# Changes dtype of returned dataframe
assert df2['open_copy'].dtype == np.float32
assert df2['close_copy'].dtype == np.float32
def test_convert_trades_to_ohlcv(testdatadir, tmpdir, caplog):
tmpdir1 = Path(tmpdir)
pair = 'XRP/ETH'
file1 = tmpdir1 / 'XRP_ETH-1m.feather'
file5 = tmpdir1 / 'XRP_ETH-5m.feather'
filetrades = tmpdir1 / 'XRP_ETH-trades.json.gz'
copyfile(testdatadir / file1.name, file1)
copyfile(testdatadir / file5.name, file5)
copyfile(testdatadir / filetrades.name, filetrades)
# Compare downloaded dataset with converted dataset
dfbak_1m = load_pair_history(datadir=tmpdir1, timeframe="1m", pair=pair)
dfbak_5m = load_pair_history(datadir=tmpdir1, timeframe="5m", pair=pair)
tr = TimeRange.parse_timerange('20191011-20191012')
convert_trades_to_ohlcv([pair], timeframes=['1m', '5m'],
data_format_trades='jsongz',
datadir=tmpdir1, timerange=tr, erase=True)
assert log_has("Deleting existing data for pair XRP/ETH, interval 1m.", caplog)
# Load new data
df_1m = load_pair_history(datadir=tmpdir1, timeframe="1m", pair=pair)
df_5m = load_pair_history(datadir=tmpdir1, timeframe="5m", pair=pair)
assert_frame_equal(dfbak_1m, df_1m, check_exact=True)
assert_frame_equal(dfbak_5m, df_5m, check_exact=True)
msg = 'Could not convert NoDatapair to OHLCV.'
assert not log_has(msg, caplog)
convert_trades_to_ohlcv(['NoDatapair'], timeframes=['1m', '5m'],
data_format_trades='jsongz',
datadir=tmpdir1, timerange=tr, erase=True)
assert log_has(msg, caplog)

42
tests/data/test_history.py
View File

@ -16,9 +16,9 @@ from freqtrade.configuration import TimeRange
from freqtrade.constants import DATETIME_PRINT_FORMAT
from freqtrade.data.converter import ohlcv_to_dataframe
from freqtrade.data.history.history_utils import (_download_pair_history, _download_trades_history,
_load_cached_data_for_updating,
convert_trades_to_ohlcv, get_timerange, load_data,
load_pair_history, refresh_backtest_ohlcv_data,
_load_cached_data_for_updating, get_timerange,
load_data, load_pair_history,
refresh_backtest_ohlcv_data,
refresh_backtest_trades_data, refresh_data,
validate_backtest_data)
from freqtrade.data.history.idatahandler import get_datahandler
@ -632,39 +632,3 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad
assert ght_mock.call_args_list[0][1]['from_id'] is None
assert log_has_re(r'Start .* earlier than available data. Redownloading trades for.*', caplog)
_clean_test_file(file2)
def test_convert_trades_to_ohlcv(testdatadir, tmpdir, caplog):
tmpdir1 = Path(tmpdir)
pair = 'XRP/ETH'
file1 = tmpdir1 / 'XRP_ETH-1m.feather'
file5 = tmpdir1 / 'XRP_ETH-5m.feather'
filetrades = tmpdir1 / 'XRP_ETH-trades.json.gz'
copyfile(testdatadir / file1.name, file1)
copyfile(testdatadir / file5.name, file5)
copyfile(testdatadir / filetrades.name, filetrades)
# Compare downloaded dataset with converted dataset
dfbak_1m = load_pair_history(datadir=tmpdir1, timeframe="1m", pair=pair)
dfbak_5m = load_pair_history(datadir=tmpdir1, timeframe="5m", pair=pair)
tr = TimeRange.parse_timerange('20191011-20191012')
convert_trades_to_ohlcv([pair], timeframes=['1m', '5m'],
data_format_trades='jsongz',
datadir=tmpdir1, timerange=tr, erase=True)
assert log_has("Deleting existing data for pair XRP/ETH, interval 1m.", caplog)
# Load new data
df_1m = load_pair_history(datadir=tmpdir1, timeframe="1m", pair=pair)
df_5m = load_pair_history(datadir=tmpdir1, timeframe="5m", pair=pair)
assert_frame_equal(dfbak_1m, df_1m, check_exact=True)
assert_frame_equal(dfbak_5m, df_5m, check_exact=True)
msg = 'Could not convert NoDatapair to OHLCV.'
assert not log_has(msg, caplog)
convert_trades_to_ohlcv(['NoDatapair'], timeframes=['1m', '5m'],
data_format_trades='jsongz',
datadir=tmpdir1, timerange=tr, erase=True)
assert log_has(msg, caplog)