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improve tests slighly

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Matthias 2024-02-10 20:13:17 +01:00
parent fc15f98b80
commit d23079f837
2 changed files with 15 additions and 17 deletions
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4
freqtrade/exchange/exchange.py
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@ -2407,9 +2407,7 @@ class Exchange:
# fetch trades asynchronously # fetch trades asynchronously
if params: if params:
logger.debug("Fetching trades for pair %s, params: %s ", pair, params) logger.debug("Fetching trades for pair %s, params: %s ", pair, params)
trades = await self._api_async.fetch_trades(pair, trades = await self._api_async.fetch_trades(pair, params=params, limit=candle_limit)
params=params,
limit=candle_limit)
else: else:
logger.debug( logger.debug(
"Fetching trades for pair %s, since %s %s...", "Fetching trades for pair %s, since %s %s...",

18
tests/data/test_converter_public_trades.py
View File

@ -142,20 +142,20 @@ def test_public_trades_trades_mock_populate_dataframe_with_trades__check_trades(
} }
df = populate_dataframe_with_trades(config, df = populate_dataframe_with_trades(config,
dataframe, trades, pair='unitttest') dataframe, trades, pair='unitttest')
result = df.iloc[0] row = df.iloc[0]
assert result.index.values.tolist() == ['date', 'open', 'high', 'low', assert list(df.columns) == ['date', 'open', 'high', 'low',
'close', 'volume', 'trades', 'orderflow', 'close', 'volume', 'trades', 'orderflow',
'bid', 'ask', 'delta', 'min_delta', 'bid', 'ask', 'delta', 'min_delta',
'max_delta', 'total_trades', 'max_delta', 'total_trades',
'stacked_imbalances_bid', 'stacked_imbalances_bid',
'stacked_imbalances_ask'] 'stacked_imbalances_ask']
assert -50.519000000000005 == result['delta'] assert -50.519 == pytest.approx(row['delta'])
assert 219.961 == result['bid'] assert 219.961 == row['bid']
assert 169.442 == result['ask'] assert 169.442 == row['ask']
assert 151 == len(result.trades) assert 151 == len(row.trades)
t = result['trades'].iloc[0] t = row['trades'].iloc[0]
assert trades['id'][0] == t["id"] assert trades['id'][0] == t["id"]
assert int(trades['timestamp'][0]) == int(t['timestamp']) assert int(trades['timestamp'][0]) == int(t['timestamp'])
assert 'sell' == t['side'] assert 'sell' == t['side']
@ -195,7 +195,7 @@ def test_public_trades_binned_big_sample_list(public_trades_list):
assert 197.512 == df['bid_amount'].iat[0] # bid assert 197.512 == df['bid_amount'].iat[0] # bid
assert 88.98 == df['ask_amount'].iat[0] # ask assert 88.98 == df['ask_amount'].iat[0] # ask
assert 26 == df['ask'].iat[0] # ask assert 26 == df['ask'].iat[0] # ask
assert -108.53200000000001 == df['delta'].iat[0] # delta assert -108.532 == pytest.approx(df['delta'].iat[0]) # delta
assert 3 == df['bid'].iat[-1] # bid assert 3 == df['bid'].iat[-1] # bid
assert 50.659 == df['bid_amount'].iat[-1] # bid assert 50.659 == df['bid_amount'].iat[-1] # bid
assert 108.21 == df['ask_amount'].iat[-1] # ask assert 108.21 == df['ask_amount'].iat[-1] # ask
@ -219,7 +219,7 @@ def test_public_trades_binned_big_sample_list(public_trades_list):
# bid assert 763.7 == df['ask'].iat[0] # ask # bid assert 763.7 == df['ask'].iat[0] # ask
assert 710.98 == df['bid_amount'].iat[0] assert 710.98 == df['bid_amount'].iat[0]
assert 111 == df['bid'].iat[0] assert 111 == df['bid'].iat[0]
assert 52.71999999999997 == df['delta'].iat[0] # delta assert 52.7199999 == pytest.approx(df['delta'].iat[0]) # delta
# assert 50.659 == df['bid'].iat[-1] # bid # assert 50.659 == df['bid'].iat[-1] # bid
# assert 108.21 == df['ask'].iat[-1] # ask # assert 108.21 == df['ask'].iat[-1] # ask
# assert 57.551 == df['delta'].iat[-1] # delta # assert 57.551 == df['delta'].iat[-1] # delta