lychiyu/freqtrade_origin
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2024-11-10 10:21:59 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

Ruff fix

Browse Source
This commit is contained in:
Joe Schr 2024-02-08 19:46:15 +01:00
parent 3d92b40ad3
commit 9ec45ce042
2 changed files with 32 additions and 29 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

8
freqtrade/data/converter/converter.py
View File

@ -144,17 +144,17 @@ def populate_dataframe_with_trades(config: Config,
# calculate imbalances for each candle's orderflow
df.loc[is_between, 'imbalances'] = df.loc[is_between, 'orderflow'].apply(
lambda x: trades_orderflow_to_imbalances(x,
imbalance_ratio=config_orderflow['imbalance_ratio'],
imbalance_volume=config_orderflow['imbalance_volume']))
imbalance_ratio=config_orderflow['imbalance_ratio'], # noqa: E501
imbalance_volume=config_orderflow['imbalance_volume'])) # noqa: E501
df.loc[is_between, 'stacked_imbalances_bid'] = df.loc[is_between,
'imbalances'].apply(
lambda x: stacked_imbalance_bid(x, # noqa: E501
stacked_imbalance_range=config_orderflow['stacked_imbalance_range']))
stacked_imbalance_range=config_orderflow['stacked_imbalance_range'])) # noqa: E501
df.loc[is_between, 'stacked_imbalances_ask'] = df.loc[is_between,
'imbalances'].apply(
lambda x: stacked_imbalance_ask(x, # noqa: E501
stacked_imbalance_range=config_orderflow['stacked_imbalance_range']))
stacked_imbalance_range=config_orderflow['stacked_imbalance_range'])) # noqa: E501
buy = df.loc[is_between, 'bid'].apply(lambda _: np.where(
trades_grouped_df['side'].str.contains('buy'), 0, trades_grouped_df['amount']))

53
tests/data/test_converter_public_trades.py
View File

@ -50,24 +50,9 @@ def public_trades_list_simple_bidask():
return read_csv('tests/testdata/public_trades_list_simple_bidask.csv').copy()
def conjuresetup():
public_trades_list = public_trades_list()
print(public_trades_list.columns.tolist())
public_trades_list_simple = public_trades_list_simple()
print(public_trades_list_simple.columns.tolist())
print(public_trades_list_simple.loc[:, [
'timestamp', 'id', 'price', 'side', 'amount']])
public_trades_list_simple_results = public_trades_list_simple_results()
print(public_trades_list_simple_results.columns.tolist())
public_trades_list_simple_bidask = public_trades_list_simple_bidask()
print(public_trades_list_simple_bidask.columns.tolist())
print(public_trades_list_simple_bidask)
print(public_trades_list_simple_results)
# conjuresetup() # never called except in REPL
# /conjuresetup
def test_public_trades_columns_before_change(populate_dataframe_with_trades_dataframe, populate_dataframe_with_trades_trades):
def test_public_trades_columns_before_change(
populate_dataframe_with_trades_dataframe,
populate_dataframe_with_trades_trades):
assert populate_dataframe_with_trades_dataframe.columns.tolist() == [
'date', 'open', 'high', 'low', 'close', 'volume']
assert populate_dataframe_with_trades_trades.columns.tolist() == [
@ -84,7 +69,12 @@ def test_public_trades_mock_populate_dataframe_with_trades__check_orderflow(
dataframe['date'], unit='ms')
dataframe = dataframe.copy().tail().reset_index(drop=True)
config = {'timeframe': '5m',
'orderflow': {'scale': 0.005, 'imbalance_volume': 0, 'imbalance_ratio': 300, 'stacked_imbalance_range': 3}}
'orderflow': {
'scale': 0.005,
'imbalance_volume': 0,
'imbalance_ratio': 300,
'stacked_imbalance_range': 3
}}
df = populate_dataframe_with_trades(config,
dataframe, trades, pair='unitttest')
results = df.iloc[0]
@ -143,13 +133,22 @@ def test_public_trades_trades_mock_populate_dataframe_with_trades__check_trades(
config = {
'timeframe': '5m',
'orderflow': {'scale': 0.5, 'imbalance_volume': 0, 'imbalance_ratio': 300, 'stacked_imbalance_range': 3}
}
'orderflow': {
'scale': 0.5,
'imbalance_volume': 0,
'imbalance_ratio': 300,
'stacked_imbalance_range': 3
}
}
df = populate_dataframe_with_trades(config,
dataframe, trades, pair='unitttest')
result = df.iloc[0]
assert result.index.values.tolist() == ['date', 'open', 'high', 'low', 'close', 'volume', 'trades', 'orderflow',
'bid', 'ask', 'delta', 'min_delta', 'max_delta', 'total_trades', 'stacked_imbalances_bid', 'stacked_imbalances_ask']
assert result.index.values.tolist() == ['date', 'open', 'high', 'low',
'close', 'volume', 'trades', 'orderflow',
'bid', 'ask', 'delta', 'min_delta',
'max_delta', 'total_trades',
'stacked_imbalances_bid',
'stacked_imbalances_ask']
assert -50.519000000000005 == result['delta']
assert 219.961 == result['bid']
@ -254,8 +253,12 @@ def do_plot(pair, data, trades, plot_config=None):
# need to be at last to see if some test changed the testdata
# always need to use .copy() to avoid changing the testdata
def test_public_trades_testdata_sanity(candles, public_trades_list, public_trades_list_simple,
populate_dataframe_with_trades_dataframe, populate_dataframe_with_trades_trades):
def test_public_trades_testdata_sanity(
candles,
public_trades_list,
public_trades_list_simple,
populate_dataframe_with_trades_dataframe,
populate_dataframe_with_trades_trades):
assert 10999 == len(candles)
assert 1000 == len(public_trades_list)
assert 999 == len(populate_dataframe_with_trades_dataframe)