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Add test for trades_ohlcv

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This commit is contained in:
Matthias 2019-10-13 16:04:40 +02:00
parent 56de81a1f9
commit ed9ec402fd
1 changed files with 45 additions and 7 deletions
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52
tests/data/test_history.py
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@ -13,14 +13,18 @@ from pandas import DataFrame
from freqtrade import OperationalException
from freqtrade.configuration import TimeRange
from freqtrade.data import history
from freqtrade.data.history import (download_pair_history,
_load_cached_data_for_updating,
refresh_backtest_ohlcv_data,
from freqtrade.data.history import (_load_cached_data_for_updating,
convert_trades_to_ohlcv,
download_pair_history,
download_trades_history,
load_tickerdata_file, pair_data_filename,
pair_trades_filename,
trim_tickerlist, refresh_backtest_trades_data, download_trades_history)
refresh_backtest_ohlcv_data,
refresh_backtest_trades_data,
trim_tickerlist)
from freqtrade.exchange import timeframe_to_minutes
from freqtrade.misc import file_dump_json
from freqtrade.resolvers.exchange_resolver import ExchangeResolver
from freqtrade.strategy.default_strategy import DefaultStrategy
from tests.conftest import (get_patched_exchange, log_has, log_has_re,
patch_exchange)
@ -637,6 +641,40 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad
assert log_has_re('Failed to download historic trades for pair: "ETH/BTC".*', caplog)
def convert_trades_to_ohlcv():
# TODO: Write this test
pass
def test_convert_trades_to_ohlcv(mocker, default_conf, testdatadir, caplog):
pair = 'XRP/ETH'
file1 = testdatadir / 'XRP_ETH-1m.json'
file5 = testdatadir / 'XRP_ETH-5m.json'
# Compare downloaded dataset with converted dataset
dfbak_1m = history.load_pair_history(datadir=testdatadir,
ticker_interval="1m",
pair=pair)
dfbak_5m = history.load_pair_history(datadir=testdatadir,
ticker_interval="5m",
pair=pair)
_backup_file(file1)
_backup_file(file5)
exchange = ExchangeResolver('Bittrex', default_conf).exchange
tr = TimeRange.parse_timerange('20191011-20191012')
# mocker.patch.object(Path, "exists", MagicMock(return_value=True))
# mocker.patch.object(Path, "unlink", MagicMock())
convert_trades_to_ohlcv(exchange, [pair], timeframes=['1m', '5m'],
datadir=testdatadir, timerange=tr, erase=True)
# assert log_has("Deleting existing data for XRP/ETH, interval 1m.", caplog)
# Load new data
df_1m = history.load_pair_history(datadir=testdatadir,
ticker_interval="1m",
pair=pair)
df_5m = history.load_pair_history(datadir=testdatadir,
ticker_interval="5m",
pair=pair)
assert df_1m.equals(dfbak_1m)
assert df_5m.equals(dfbak_5m)
_clean_test_file(file1)
_clean_test_file(file5)