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Add test for trades-conversation on different dates

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Matthias 2024-01-23 19:22:50 +01:00
parent 267f2e352e
commit 79ecca3e40
1 changed files with 30 additions and 1 deletions
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31
tests/data/test_converter.py
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@ -18,7 +18,7 @@ from freqtrade.data.history import (get_timerange, load_data, load_pair_history,
from freqtrade.data.history.idatahandler import IDataHandler
from freqtrade.enums import CandleType
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
from tests.conftest import generate_test_data, log_has, log_has_re
from tests.conftest import generate_test_data, generate_trades_history, log_has, log_has_re
from tests.data.test_history import _clean_test_file
@ -68,6 +68,35 @@ def test_trades_to_ohlcv(trades_history_df, caplog):
assert df_1s.iloc[-1, :]['date'] == pd.Timestamp('2019-08-14 15:59:59+0000')
@pytest.mark.parametrize('timeframe,rows,days,candles,start,end,weekday', [
('1s', 20_000, 5, 19522, '2020-01-01 00:00:05', '2020-01-05 23:59:27', None),
('1m', 20_000, 5, 6745, '2020-01-01 00:00:00', '2020-01-05 23:59:00', None),
('5m', 20_000, 5, 1440, '2020-01-01 00:00:00', '2020-01-05 23:55:00', None),
('15m', 20_000, 5, 480, '2020-01-01 00:00:00', '2020-01-05 23:45:00', None),
('1h', 20_000, 5, 120, '2020-01-01 00:00:00', '2020-01-05 23:00:00', None),
('2h', 20_000, 5, 60, '2020-01-01 00:00:00', '2020-01-05 22:00:00', None),
('4h', 20_000, 5, 30, '2020-01-01 00:00:00', '2020-01-05 20:00:00', None),
('8h', 20_000, 5, 15, '2020-01-01 00:00:00', '2020-01-05 16:00:00', None),
('12h', 20_000, 5, 10, '2020-01-01 00:00:00', '2020-01-05 12:00:00', None),
('1d', 20_000, 5, 5, '2020-01-01 00:00:00', '2020-01-05 00:00:00', 'Sunday'),
('7d', 20_000, 37, 6, '2020-01-01 00:00:00', '2020-02-05 00:00:00', 'Monday'),
('1w', 20_000, 50, 8, '2020-01-01 00:00:00', '2020-02-19 00:00:00', 'Monday'),
('1M', 20_000, 74, 3, '2020-01-01 00:00:00', '2020-03-01 00:00:00', None),
('3M', 20_000, 100, 2, '2020-01-01 00:00:00', '2020-04-01 00:00:00', None),
('1y', 20_000, 1000, 3, '2020-01-01 00:00:00', '2022-01-01 00:00:00', None),
])
def test_trades_to_ohlcv_multi(timeframe, rows, days, candles, start, end, weekday):
trades_history = generate_trades_history(n_rows=rows, days=days)
df = trades_to_ohlcv(trades_history, timeframe)
assert not df.empty
assert len(df) == candles
assert df.iloc[0, :]['date'] == pd.Timestamp(f'{start}+0000')
assert df.iloc[-1, :]['date'] == pd.Timestamp(f'{end}+0000')
if weekday:
# Weekday is only relevant for daily and weekly candles.
assert df.iloc[-1, :]['date'].day_name() == weekday
def test_ohlcv_fill_up_missing_data(testdatadir, caplog):
data = load_pair_history(datadir=testdatadir,
timeframe='1m',