Adjust some tests to dataframe passing

freqtrade/tests/conftest.py

@@ -481,7 +481,7 @@ def order_book_l2():
 
 
 @pytest.fixture
-def ticker_history():
+def ticker_history_list():
     return [
         [
             1511686200000,  # unix timestamp ms
@@ -510,6 +510,11 @@ def ticker_history():
     ]
 
 
+@pytest.fixture
+def ticker_history(ticker_history_list):
+    return parse_ticker_dataframe(ticker_history_list)
+
+
 @pytest.fixture
 def tickers():
     return MagicMock(return_value={

freqtrade/tests/exchange/test_exchange.py

@@ -9,6 +9,7 @@ from unittest.mock import Mock, MagicMock, PropertyMock
 import arrow
 import ccxt
 import pytest
+from pandas import DataFrame
 
 from freqtrade import DependencyException, OperationalException, TemporaryError
 from freqtrade.exchange import API_RETRY_COUNT, Exchange
@@ -737,12 +738,20 @@ def test_get_history(default_conf, mocker, caplog):
 def test_refresh_tickers(mocker, default_conf, caplog) -> None:
     tick = [
         [
-            arrow.utcnow().timestamp * 1000,  # unix timestamp ms
+            (arrow.utcnow().timestamp - 1) * 1000,  # unix timestamp ms
             1,  # open
             2,  # high
             3,  # low
             4,  # close
             5,  # volume (in quote currency)
+        ],
+        [
+            arrow.utcnow().timestamp * 1000,  # unix timestamp ms
+            3,  # open
+            1,  # high
+            4,  # low
+            6,  # close
+            5,  # volume (in quote currency)
         ]
     ]
 
@@ -752,14 +761,15 @@ def test_refresh_tickers(mocker, default_conf, caplog) -> None:
 
     pairs = ['IOTA/ETH', 'XRP/ETH']
     # empty dicts
-    assert not exchange.klines
+    assert not exchange._klines
     exchange.refresh_tickers(['IOTA/ETH', 'XRP/ETH'], '5m')
 
     assert log_has(f'Refreshing klines for {len(pairs)} pairs', caplog.record_tuples)
-    assert exchange.klines
+    assert exchange._klines
     assert exchange._api_async.fetch_ohlcv.call_count == 2
     for pair in pairs:
-        assert exchange.klines[pair]
+        assert isinstance(exchange.klines(pair), DataFrame)
+        assert len(exchange.klines(pair)) > 0
 
     # test caching
     exchange.refresh_tickers(['IOTA/ETH', 'XRP/ETH'], '5m')

freqtrade/tests/exchange/test_exchange_helpers.py

@@ -1,6 +1,8 @@
 # pragma pylint: disable=missing-docstring, C0103
+import logging
 
 from freqtrade.exchange.exchange_helpers import parse_ticker_dataframe
+from freqtrade.tests.conftest import log_has
 
 
 def test_dataframe_correct_length(result):
@@ -13,9 +15,11 @@ def test_dataframe_correct_columns(result):
         ['date', 'open', 'high', 'low', 'close', 'volume']
 
 
-def test_parse_ticker_dataframe(ticker_history):
+def test_parse_ticker_dataframe(ticker_history, caplog):
     columns = ['date', 'open', 'high', 'low', 'close', 'volume']
 
+    caplog.set_level(logging.DEBUG)
     # Test file with BV data
     dataframe = parse_ticker_dataframe(ticker_history)
     assert dataframe.columns.tolist() == columns
+    assert log_has('Parsing tickerlist to dataframe', caplog.record_tuples)

freqtrade/tests/strategy/test_interface.py

@@ -16,62 +16,64 @@ from freqtrade.strategy.default_strategy import DefaultStrategy
 _STRATEGY = DefaultStrategy(config={})
 
 
-def test_returns_latest_buy_signal(mocker, default_conf):
+def test_returns_latest_buy_signal(mocker, default_conf, ticker_history):
     mocker.patch.object(
         _STRATEGY, 'analyze_ticker',
         return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}])
     )
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', MagicMock()) == (True, False)
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (True, False)
 
     mocker.patch.object(
         _STRATEGY, 'analyze_ticker',
         return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}])
     )
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', MagicMock()) == (False, True)
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (False, True)
 
 
-def test_returns_latest_sell_signal(mocker, default_conf):
+def test_returns_latest_sell_signal(mocker, default_conf, ticker_history):
     mocker.patch.object(
         _STRATEGY, 'analyze_ticker',
         return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}])
     )
 
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', MagicMock()) == (False, True)
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (False, True)
 
     mocker.patch.object(
         _STRATEGY, 'analyze_ticker',
         return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}])
     )
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', MagicMock()) == (True, False)
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (True, False)
 
 
 def test_get_signal_empty(default_conf, mocker, caplog):
     assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'],
-                                                  None)
+                                                  DataFrame())
     assert log_has('Empty ticker history for pair foo', caplog.record_tuples)
 
 
-def test_get_signal_exception_valueerror(default_conf, mocker, caplog):
+def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ticker_history):
     caplog.set_level(logging.INFO)
     mocker.patch.object(
         _STRATEGY, 'analyze_ticker',
         side_effect=ValueError('xyz')
     )
-    assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'], 1)
+    assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'],
+                                                  ticker_history)
     assert log_has('Unable to analyze ticker for pair foo: xyz', caplog.record_tuples)
 
 
-def test_get_signal_empty_dataframe(default_conf, mocker, caplog):
+def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ticker_history):
     caplog.set_level(logging.INFO)
     mocker.patch.object(
         _STRATEGY, 'analyze_ticker',
         return_value=DataFrame([])
     )
-    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'], 1)
+    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
+                                                  ticker_history)
     assert log_has('Empty dataframe for pair xyz', caplog.record_tuples)
 
 
-def test_get_signal_old_dataframe(default_conf, mocker, caplog):
+def test_get_signal_old_dataframe(default_conf, mocker, caplog, ticker_history):
     caplog.set_level(logging.INFO)
     # default_conf defines a 5m interval. we check interval * 2 + 5m
     # this is necessary as the last candle is removed (partial candles) by default
@@ -81,7 +83,8 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog):
         _STRATEGY, 'analyze_ticker',
         return_value=DataFrame(ticks)
     )
-    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'], 1)
+    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
+                                                  ticker_history)
     assert log_has(
         'Outdated history for pair xyz. Last tick is 16 minutes old',
         caplog.record_tuples

scripts/plot_dataframe.py

@@ -139,7 +139,7 @@ def plot_analyzed_dataframe(args: Namespace) -> None:
     if args.live:
         logger.info('Downloading pair.')
         exchange.refresh_tickers([pair], tick_interval)
-        tickers[pair] = exchange.klines[pair]
+        tickers[pair] = exchange.klines(pair)
     else:
         tickers = optimize.load_data(
             datadir=_CONF.get("datadir"),