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Test add_external_candle

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Matthias 2022-12-10 20:03:42 +01:00 committed by Timothy Pogue
parent 414c0ce050
commit 96edd31458
1 changed files with 66 additions and 2 deletions
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68
tests/data/test_dataprovider.py
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@ -2,13 +2,13 @@ from datetime import datetime, timezone
from unittest.mock import MagicMock
import pytest
from pandas import DataFrame
from pandas import DataFrame, Timestamp
from freqtrade.data.dataprovider import DataProvider
from freqtrade.enums import CandleType, RunMode
from freqtrade.exceptions import ExchangeError, OperationalException
from freqtrade.plugins.pairlistmanager import PairListManager
from tests.conftest import get_patched_exchange
from tests.conftest import generate_test_data, get_patched_exchange
@pytest.mark.parametrize('candle_type', [
@ -412,3 +412,67 @@ def test_dp_send_msg(default_conf):
dp = DataProvider(default_conf, None)
dp.send_msg(msg, always_send=True)
assert msg not in dp._msg_queue
def test_dp__add_external_candle(default_conf_usdt):
timeframe = '1h'
default_conf_usdt["timeframe"] = timeframe
dp = DataProvider(default_conf_usdt, None)
df = generate_test_data(timeframe, 24, '2022-01-01 00:00:00+00:00')
last_analyzed = datetime.now(timezone.utc)
res = dp._add_external_candle('ETH/USDT', df, last_analyzed, timeframe, CandleType.SPOT)
assert res[0] is False
# Why 1000 ??
assert res[1] == 1000
dp._add_external_df('ETH/USDT', df, last_analyzed, timeframe, CandleType.SPOT)
# BTC is not stored yet
res = dp._add_external_candle('BTC/USDT', df, last_analyzed, timeframe, CandleType.SPOT)
assert res[0] is False
df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT)
assert len(df) == 24
# Add the same dataframe again - dataframe size shall not change.
res = dp._add_external_candle('ETH/USDT', df, last_analyzed, timeframe, CandleType.SPOT)
assert res[0] is True
assert res[1] == 0
df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT)
assert len(df) == 24
# Add a new day.
df2 = generate_test_data(timeframe, 24, '2022-01-02 00:00:00+00:00')
res = dp._add_external_candle('ETH/USDT', df2, last_analyzed, timeframe, CandleType.SPOT)
assert res[0] is True
assert res[1] == 0
df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT)
assert len(df) == 48
# Add a dataframe with a 12 hour offset - so 12 candles are overlapping, and 12 valid.
df3 = generate_test_data(timeframe, 24, '2022-01-02 12:00:00+00:00')
res = dp._add_external_candle('ETH/USDT', df3, last_analyzed, timeframe, CandleType.SPOT)
assert res[0] is True
assert res[1] == 0
df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT)
# New length = 48 + 12 (since we have a 12 hour offset).
assert len(df) == 60
assert df.iloc[-1]['date'] == df3.iloc[-1]['date']
assert df.iloc[-1]['date'] == Timestamp('2022-01-03 11:00:00+00:00')
# Generate 1 new candle
df4 = generate_test_data(timeframe, 1, '2022-01-03 12:00:00+00:00')
res = dp._add_external_candle('ETH/USDT', df4, last_analyzed, timeframe, CandleType.SPOT)
# assert res[0] is True
# assert res[1] == 0
df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT)
# New length = 61 + 1
assert len(df) == 61
# Gap in the data ...
df4 = generate_test_data(timeframe, 1, '2022-01-05 00:00:00+00:00')
res = dp._add_external_candle('ETH/USDT', df4, last_analyzed, timeframe, CandleType.SPOT)
assert res[0] is False
# 36 hours - from 2022-01-03 12:00:00+00:00 to 2022-01-05 00:00:00+00:00
assert res[1] == 36