freqtrade_origin/tests/data/test_history.py

# pragma pylint: disable=missing-docstring, protected-access, C0103

import json
import logging
import uuid
from pathlib import Path
from shutil import copyfile
from unittest.mock import MagicMock, PropertyMock

import pytest
from pandas import DataFrame
from pandas.testing import assert_frame_equal

from freqtrade.configuration import TimeRange
from freqtrade.constants import DATETIME_PRINT_FORMAT
from freqtrade.data.converter import ohlcv_to_dataframe
from freqtrade.data.history.history_utils import (_download_pair_history, _download_trades_history,
                                                  _load_cached_data_for_updating,
                                                  convert_trades_to_ohlcv, get_timerange, load_data,
                                                  load_pair_history, refresh_backtest_ohlcv_data,
                                                  refresh_backtest_trades_data, refresh_data,
                                                  validate_backtest_data)
from freqtrade.data.history.idatahandler import get_datahandler
from freqtrade.data.history.jsondatahandler import JsonDataHandler, JsonGzDataHandler
from freqtrade.enums import CandleType
from freqtrade.exchange import timeframe_to_minutes
from freqtrade.misc import file_dump_json
from freqtrade.resolvers import StrategyResolver
from freqtrade.util import dt_utc
from tests.conftest import (CURRENT_TEST_STRATEGY, EXMS, get_patched_exchange, log_has, log_has_re,
                            patch_exchange)


def _clean_test_file(file: Path) -> None:
    """
    Backup existing file to avoid deleting the user file
    :param file: complete path to the file
    :return: None
    """
    file_swp = Path(str(file) + '.swp')
    # 1. Delete file from the test
    if file.is_file():
        file.unlink()

    # 2. Rollback to the initial file
    if file_swp.is_file():
        file_swp.rename(file)


def test_load_data_30min_timeframe(caplog, testdatadir) -> None:
    ld = load_pair_history(pair='UNITTEST/BTC', timeframe='30m', datadir=testdatadir)
    assert isinstance(ld, DataFrame)
    assert not log_has(
        'Download history data for pair: "UNITTEST/BTC", timeframe: 30m '
        'and store in None.', caplog
    )


def test_load_data_7min_timeframe(caplog, testdatadir) -> None:
    ld = load_pair_history(pair='UNITTEST/BTC', timeframe='7m', datadir=testdatadir)
    assert isinstance(ld, DataFrame)
    assert ld.empty
    assert log_has(
        'No history for UNITTEST/BTC, spot, 7m found. '
        'Use `freqtrade download-data` to download the data', caplog
    )


def test_load_data_1min_timeframe(ohlcv_history, mocker, caplog, testdatadir) -> None:
    mocker.patch(f'{EXMS}.get_historic_ohlcv', return_value=ohlcv_history)
    file = testdatadir / 'UNITTEST_BTC-1m.feather'
    load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC'])
    assert file.is_file()
    assert not log_has(
        'Download history data for pair: "UNITTEST/BTC", interval: 1m '
        'and store in None.', caplog
    )


def test_load_data_mark(ohlcv_history, mocker, caplog, testdatadir) -> None:
    mocker.patch(f'{EXMS}.get_historic_ohlcv', return_value=ohlcv_history)
    file = testdatadir / 'futures/UNITTEST_USDT_USDT-1h-mark.feather'
    load_data(datadir=testdatadir, timeframe='1h', pairs=['UNITTEST/BTC'], candle_type='mark')
    assert file.is_file()
    assert not log_has(
        'Download history data for pair: "UNITTEST/USDT:USDT", interval: 1m '
        'and store in None.', caplog
    )


def test_load_data_startup_candles(mocker, testdatadir) -> None:
    ltfmock = mocker.patch(
        'freqtrade.data.history.featherdatahandler.FeatherDataHandler._ohlcv_load',
        MagicMock(return_value=DataFrame()))
    timerange = TimeRange('date', None, 1510639620, 0)
    load_pair_history(pair='UNITTEST/BTC', timeframe='1m',
                      datadir=testdatadir, timerange=timerange,
                      startup_candles=20,)

    assert ltfmock.call_count == 1
    assert ltfmock.call_args_list[0][1]['timerange'] != timerange
    # startts is 20 minutes earlier
    assert ltfmock.call_args_list[0][1]['timerange'].startts == timerange.startts - 20 * 60


@pytest.mark.parametrize('candle_type', ['mark', ''])
def test_load_data_with_new_pair_1min(ohlcv_history_list, mocker, caplog,
                                      default_conf, tmpdir, candle_type) -> None:
    """
    Test load_pair_history() with 1 min timeframe
    """
    tmpdir1 = Path(tmpdir)
    mocker.patch(f'{EXMS}.get_historic_ohlcv', return_value=ohlcv_history_list)
    exchange = get_patched_exchange(mocker, default_conf)
    file = tmpdir1 / 'MEME_BTC-1m.feather'

    # do not download a new pair if refresh_pairs isn't set
    load_pair_history(datadir=tmpdir1, timeframe='1m', pair='MEME/BTC', candle_type=candle_type)
    assert not file.is_file()
    assert log_has(
        f"No history for MEME/BTC, {candle_type}, 1m found. "
        "Use `freqtrade download-data` to download the data", caplog
    )

    # download a new pair if refresh_pairs is set
    refresh_data(datadir=tmpdir1, timeframe='1m', pairs=['MEME/BTC'],
                 exchange=exchange, candle_type=CandleType.SPOT
                 )
    load_pair_history(datadir=tmpdir1, timeframe='1m', pair='MEME/BTC', candle_type=candle_type)
    assert file.is_file()
    assert log_has_re(
        r'\(0/1\) - Download history data for "MEME/BTC", 1m, '
        r'spot and store in .*', caplog
    )


def test_testdata_path(testdatadir) -> None:
    assert str(Path('tests') / 'testdata') in str(testdatadir)


@pytest.mark.parametrize("pair,timeframe,expected_result,candle_type", [
    ("ETH/BTC", "5m", "freqtrade/hello/world/ETH_BTC-5m.json", ""),
    ("ETH/USDT", "1M", "freqtrade/hello/world/ETH_USDT-1Mo.json", ""),
    ("Fabric Token/ETH", "5m", "freqtrade/hello/world/Fabric_Token_ETH-5m.json", ""),
    ("ETHH20", "5m", "freqtrade/hello/world/ETHH20-5m.json", ""),
    (".XBTBON2H", "5m", "freqtrade/hello/world/_XBTBON2H-5m.json", ""),
    ("ETHUSD.d", "5m", "freqtrade/hello/world/ETHUSD_d-5m.json", ""),
    ("ACC_OLD/BTC", "5m", "freqtrade/hello/world/ACC_OLD_BTC-5m.json", ""),
    ("ETH/BTC", "5m", "freqtrade/hello/world/futures/ETH_BTC-5m-mark.json", "mark"),
    ("ACC_OLD/BTC", "5m", "freqtrade/hello/world/futures/ACC_OLD_BTC-5m-index.json", "index"),
])
def test_json_pair_data_filename(pair, timeframe, expected_result, candle_type):
    fn = JsonDataHandler._pair_data_filename(
        Path('freqtrade/hello/world'),
        pair,
        timeframe,
        CandleType.from_string(candle_type)
    )
    assert isinstance(fn, Path)
    assert fn == Path(expected_result)
    fn = JsonGzDataHandler._pair_data_filename(
        Path('freqtrade/hello/world'),
        pair,
        timeframe,
        candle_type=CandleType.from_string(candle_type)
    )
    assert isinstance(fn, Path)
    assert fn == Path(expected_result + '.gz')


@pytest.mark.parametrize("pair,expected_result", [
    ("ETH/BTC", 'freqtrade/hello/world/ETH_BTC-trades.json'),
    ("Fabric Token/ETH", 'freqtrade/hello/world/Fabric_Token_ETH-trades.json'),
    ("ETHH20", 'freqtrade/hello/world/ETHH20-trades.json'),
    (".XBTBON2H", 'freqtrade/hello/world/_XBTBON2H-trades.json'),
    ("ETHUSD.d", 'freqtrade/hello/world/ETHUSD_d-trades.json'),
    ("ACC_OLD_BTC", 'freqtrade/hello/world/ACC_OLD_BTC-trades.json'),
])
def test_json_pair_trades_filename(pair, expected_result):
    fn = JsonDataHandler._pair_trades_filename(Path('freqtrade/hello/world'), pair)
    assert isinstance(fn, Path)
    assert fn == Path(expected_result)

    fn = JsonGzDataHandler._pair_trades_filename(Path('freqtrade/hello/world'), pair)
    assert isinstance(fn, Path)
    assert fn == Path(expected_result + '.gz')


def test_load_cached_data_for_updating(mocker, testdatadir) -> None:

    data_handler = get_datahandler(testdatadir, 'json')

    test_data = None
    test_filename = testdatadir.joinpath('UNITTEST_BTC-1m.json')
    with test_filename.open("rt") as file:
        test_data = json.load(file)

    test_data_df = ohlcv_to_dataframe(test_data, '1m', 'UNITTEST/BTC',
                                      fill_missing=False, drop_incomplete=False)
    # now = last cached item + 1 hour
    now_ts = test_data[-1][0] / 1000 + 60 * 60

    # timeframe starts earlier than the cached data
    # should fully update data
    timerange = TimeRange('date', None, test_data[0][0] / 1000 - 1, 0)
    data, start_ts, end_ts = _load_cached_data_for_updating(
        'UNITTEST/BTC', '1m', timerange, data_handler, CandleType.SPOT)
    assert data.empty
    assert start_ts == test_data[0][0] - 1000
    assert end_ts is None

    # timeframe starts earlier than the cached data - prepending

    timerange = TimeRange('date', None, test_data[0][0] / 1000 - 1, 0)
    data, start_ts, end_ts = _load_cached_data_for_updating(
        'UNITTEST/BTC', '1m', timerange, data_handler, CandleType.SPOT, True)
    assert_frame_equal(data, test_data_df.iloc[:-1])
    assert start_ts == test_data[0][0] - 1000
    assert end_ts == test_data[0][0]

    # timeframe starts in the center of the cached data
    # should return the cached data w/o the last item
    timerange = TimeRange('date', None, test_data[0][0] / 1000 + 1, 0)
    data, start_ts, end_ts = _load_cached_data_for_updating(
        'UNITTEST/BTC', '1m', timerange, data_handler, CandleType.SPOT)

    assert_frame_equal(data, test_data_df.iloc[:-1])
    assert test_data[-2][0] <= start_ts < test_data[-1][0]
    assert end_ts is None

    # timeframe starts after the cached data
    # should return the cached data w/o the last item
    timerange = TimeRange('date', None, test_data[-1][0] / 1000 + 100, 0)
    data, start_ts, end_ts = _load_cached_data_for_updating(
        'UNITTEST/BTC', '1m', timerange, data_handler, CandleType.SPOT)
    assert_frame_equal(data, test_data_df.iloc[:-1])
    assert test_data[-2][0] <= start_ts < test_data[-1][0]
    assert end_ts is None

    # no datafile exist
    # should return timestamp start time
    timerange = TimeRange('date', None, now_ts - 10000, 0)
    data, start_ts, end_ts = _load_cached_data_for_updating(
        'NONEXIST/BTC', '1m', timerange, data_handler, CandleType.SPOT)
    assert data.empty
    assert start_ts == (now_ts - 10000) * 1000
    assert end_ts is None

    # no datafile exist
    # should return timestamp start and end time time
    timerange = TimeRange('date', 'date', now_ts - 1000000, now_ts - 100000)
    data, start_ts, end_ts = _load_cached_data_for_updating(
        'NONEXIST/BTC', '1m', timerange, data_handler, CandleType.SPOT)
    assert data.empty
    assert start_ts == (now_ts - 1000000) * 1000
    assert end_ts == (now_ts - 100000) * 1000

    # no datafile exist, no timeframe is set
    # should return an empty array and None
    data, start_ts, end_ts = _load_cached_data_for_updating(
        'NONEXIST/BTC', '1m', None, data_handler, CandleType.SPOT)
    assert data.empty
    assert start_ts is None
    assert end_ts is None


@pytest.mark.parametrize('candle_type,subdir,file_tail', [
    ('mark', 'futures/', '-mark'),
    ('spot', '', ''),
])
def test_download_pair_history(
    ohlcv_history_list,
    mocker,
    default_conf,
    tmpdir,
    candle_type,
    subdir,
    file_tail
) -> None:
    mocker.patch(f'{EXMS}.get_historic_ohlcv', return_value=ohlcv_history_list)
    exchange = get_patched_exchange(mocker, default_conf)
    tmpdir1 = Path(tmpdir)
    file1_1 = tmpdir1 / f'{subdir}MEME_BTC-1m{file_tail}.feather'
    file1_5 = tmpdir1 / f'{subdir}MEME_BTC-5m{file_tail}.feather'
    file2_1 = tmpdir1 / f'{subdir}CFI_BTC-1m{file_tail}.feather'
    file2_5 = tmpdir1 / f'{subdir}CFI_BTC-5m{file_tail}.feather'

    assert not file1_1.is_file()
    assert not file2_1.is_file()

    assert _download_pair_history(datadir=tmpdir1, exchange=exchange,
                                  pair='MEME/BTC',
                                  timeframe='1m',
                                  candle_type=candle_type)
    assert _download_pair_history(datadir=tmpdir1, exchange=exchange,
                                  pair='CFI/BTC',
                                  timeframe='1m',
                                  candle_type=candle_type)
    assert not exchange._pairs_last_refresh_time
    assert file1_1.is_file()
    assert file2_1.is_file()

    # clean files freshly downloaded
    _clean_test_file(file1_1)
    _clean_test_file(file2_1)

    assert not file1_5.is_file()
    assert not file2_5.is_file()

    assert _download_pair_history(datadir=tmpdir1, exchange=exchange,
                                  pair='MEME/BTC',
                                  timeframe='5m',
                                  candle_type=candle_type)
    assert _download_pair_history(datadir=tmpdir1, exchange=exchange,
                                  pair='CFI/BTC',
                                  timeframe='5m',
                                  candle_type=candle_type)
    assert not exchange._pairs_last_refresh_time
    assert file1_5.is_file()
    assert file2_5.is_file()


def test_download_pair_history2(mocker, default_conf, testdatadir) -> None:
    tick = [
        [1509836520000, 0.00162008, 0.00162008, 0.00162008, 0.00162008, 108.14853839],
        [1509836580000, 0.00161, 0.00161, 0.00161, 0.00161, 82.390199]
    ]
    json_dump_mock = mocker.patch(
        'freqtrade.data.history.featherdatahandler.FeatherDataHandler.ohlcv_store',
        return_value=None)
    mocker.patch(f'{EXMS}.get_historic_ohlcv', return_value=tick)
    exchange = get_patched_exchange(mocker, default_conf)
    _download_pair_history(datadir=testdatadir, exchange=exchange, pair="UNITTEST/BTC",
                           timeframe='1m', candle_type='spot')
    _download_pair_history(datadir=testdatadir, exchange=exchange, pair="UNITTEST/BTC",
                           timeframe='3m', candle_type='spot')
    _download_pair_history(datadir=testdatadir, exchange=exchange, pair="UNITTEST/USDT",
                           timeframe='1h', candle_type='mark')
    assert json_dump_mock.call_count == 3


def test_download_backtesting_data_exception(mocker, caplog, default_conf, tmpdir) -> None:
    mocker.patch(f'{EXMS}.get_historic_ohlcv',
                 side_effect=Exception('File Error'))
    tmpdir1 = Path(tmpdir)
    exchange = get_patched_exchange(mocker, default_conf)

    assert not _download_pair_history(datadir=tmpdir1, exchange=exchange,
                                      pair='MEME/BTC',
                                      timeframe='1m', candle_type='spot')
    assert log_has('Failed to download history data for pair: "MEME/BTC", timeframe: 1m.', caplog)


def test_load_partial_missing(testdatadir, caplog) -> None:
    # Make sure we start fresh - test missing data at start
    start = dt_utc(2018, 1, 1)
    end = dt_utc(2018, 1, 11)
    data = load_data(testdatadir, '5m', ['UNITTEST/BTC'], startup_candles=20,
                     timerange=TimeRange('date', 'date', start.timestamp(), end.timestamp()))
    assert log_has(
        'Using indicator startup period: 20 ...', caplog
    )
    # timedifference in 5 minutes
    td = ((end - start).total_seconds() // 60 // 5) + 1
    assert td != len(data['UNITTEST/BTC'])
    start_real = data['UNITTEST/BTC'].iloc[0, 0]
    assert log_has(f'UNITTEST/BTC, spot, 5m, '
                   f'data starts at {start_real.strftime(DATETIME_PRINT_FORMAT)}',
                   caplog)
    # Make sure we start fresh - test missing data at end
    caplog.clear()
    start = dt_utc(2018, 1, 10)
    end = dt_utc(2018, 2, 20)
    data = load_data(datadir=testdatadir, timeframe='5m', pairs=['UNITTEST/BTC'],
                     timerange=TimeRange('date', 'date', start.timestamp(), end.timestamp()))
    # timedifference in 5 minutes
    td = ((end - start).total_seconds() // 60 // 5) + 1
    assert td != len(data['UNITTEST/BTC'])

    # Shift endtime with +5
    end_real = data['UNITTEST/BTC'].iloc[-1, 0].to_pydatetime()
    assert log_has(f'UNITTEST/BTC, spot, 5m, '
                   f'data ends at {end_real.strftime(DATETIME_PRINT_FORMAT)}',
                   caplog)


def test_init(default_conf) -> None:
    assert {} == load_data(
        datadir=Path(),
        pairs=[],
        timeframe=default_conf['timeframe']
    )


def test_init_with_refresh(default_conf, mocker) -> None:
    exchange = get_patched_exchange(mocker, default_conf)
    refresh_data(
        datadir=Path(),
        pairs=[],
        timeframe=default_conf['timeframe'],
        exchange=exchange,
        candle_type=CandleType.SPOT
    )
    assert {} == load_data(
        datadir=Path(),
        pairs=[],
        timeframe=default_conf['timeframe']
    )


def test_file_dump_json_tofile(testdatadir) -> None:
    file = testdatadir / f'test_{uuid.uuid4()}.json'
    data = {'bar': 'foo'}

    # check the file we will create does not exist
    assert not file.is_file()

    # Create the Json file
    file_dump_json(file, data)

    # Check the file was create
    assert file.is_file()

    # Open the Json file created and test the data is in it
    with file.open() as data_file:
        json_from_file = json.load(data_file)

    assert 'bar' in json_from_file
    assert json_from_file['bar'] == 'foo'

    # Remove the file
    _clean_test_file(file)


def test_get_timerange(default_conf, mocker, testdatadir) -> None:
    patch_exchange(mocker)

    default_conf.update({'strategy': CURRENT_TEST_STRATEGY})
    strategy = StrategyResolver.load_strategy(default_conf)

    data = strategy.advise_all_indicators(
        load_data(
            datadir=testdatadir,
            timeframe='1m',
            pairs=['UNITTEST/BTC']
        )
    )
    min_date, max_date = get_timerange(data)
    assert min_date.isoformat() == '2017-11-04T23:02:00+00:00'
    assert max_date.isoformat() == '2017-11-14T22:59:00+00:00'


def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir) -> None:
    patch_exchange(mocker)

    default_conf.update({'strategy': CURRENT_TEST_STRATEGY})
    strategy = StrategyResolver.load_strategy(default_conf)

    data = strategy.advise_all_indicators(
        load_data(
            datadir=testdatadir,
            timeframe='1m',
            pairs=['UNITTEST/BTC'],
            fill_up_missing=False
        )
    )
    min_date, max_date = get_timerange(data)
    caplog.clear()
    assert validate_backtest_data(data['UNITTEST/BTC'], 'UNITTEST/BTC',
                                  min_date, max_date, timeframe_to_minutes('1m'))
    assert len(caplog.record_tuples) == 1
    assert log_has(
        "UNITTEST/BTC has missing frames: expected 14397, got 13681, that's 716 missing values",
        caplog)


def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> None:
    patch_exchange(mocker)

    default_conf.update({'strategy': CURRENT_TEST_STRATEGY})
    strategy = StrategyResolver.load_strategy(default_conf)

    timerange = TimeRange()
    data = strategy.advise_all_indicators(
        load_data(
            datadir=testdatadir,
            timeframe='5m',
            pairs=['UNITTEST/BTC'],
            timerange=timerange
        )
    )

    min_date, max_date = get_timerange(data)
    caplog.clear()
    assert not validate_backtest_data(data['UNITTEST/BTC'], 'UNITTEST/BTC',
                                      min_date, max_date, timeframe_to_minutes('5m'))
    assert len(caplog.record_tuples) == 0


@pytest.mark.parametrize('trademode,callcount', [
    ('spot', 4),
    ('margin', 4),
    ('futures', 8),  # Called 8 times - 4 normal, 2 funding and 2 mark/index calls
])
def test_refresh_backtest_ohlcv_data(
        mocker, default_conf, markets, caplog, testdatadir, trademode, callcount):
    caplog.set_level(logging.DEBUG)
    dl_mock = mocker.patch('freqtrade.data.history.history_utils._download_pair_history')
    mocker.patch(f'{EXMS}.markets', PropertyMock(return_value=markets))

    mocker.patch.object(Path, "exists", MagicMock(return_value=True))
    mocker.patch.object(Path, "unlink", MagicMock())

    ex = get_patched_exchange(mocker, default_conf)
    timerange = TimeRange.parse_timerange("20190101-20190102")
    refresh_backtest_ohlcv_data(exchange=ex, pairs=["ETH/BTC", "XRP/BTC"],
                                timeframes=["1m", "5m"], datadir=testdatadir,
                                timerange=timerange, erase=True,
                                trading_mode=trademode
                                )

    assert dl_mock.call_count == callcount
    assert dl_mock.call_args[1]['timerange'].starttype == 'date'

    assert log_has_re(r"Downloading pair ETH/BTC, .* interval 1m\.", caplog)


def test_download_data_no_markets(mocker, default_conf, caplog, testdatadir):
    dl_mock = mocker.patch('freqtrade.data.history.history_utils._download_pair_history',
                           MagicMock())

    ex = get_patched_exchange(mocker, default_conf)
    mocker.patch(f'{EXMS}.markets', PropertyMock(return_value={}))
    timerange = TimeRange.parse_timerange("20190101-20190102")
    unav_pairs = refresh_backtest_ohlcv_data(exchange=ex, pairs=["BTT/BTC", "LTC/USDT"],
                                             timeframes=["1m", "5m"],
                                             datadir=testdatadir,
                                             timerange=timerange, erase=False,
                                             trading_mode='spot'
                                             )

    assert dl_mock.call_count == 0
    assert "BTT/BTC" in unav_pairs
    assert "LTC/USDT" in unav_pairs
    assert log_has("Skipping pair BTT/BTC...", caplog)


def test_refresh_backtest_trades_data(mocker, default_conf, markets, caplog, testdatadir):
    dl_mock = mocker.patch('freqtrade.data.history.history_utils._download_trades_history',
                           MagicMock())
    mocker.patch(f'{EXMS}.markets', PropertyMock(return_value=markets))
    mocker.patch.object(Path, "exists", MagicMock(return_value=True))
    mocker.patch.object(Path, "unlink", MagicMock())

    ex = get_patched_exchange(mocker, default_conf)
    timerange = TimeRange.parse_timerange("20190101-20190102")
    unavailable_pairs = refresh_backtest_trades_data(exchange=ex,
                                                     pairs=["ETH/BTC", "XRP/BTC", "XRP/ETH"],
                                                     datadir=testdatadir,
                                                     timerange=timerange, erase=True
                                                     )

    assert dl_mock.call_count == 2
    assert dl_mock.call_args[1]['timerange'].starttype == 'date'

    assert log_has("Downloading trades for pair ETH/BTC.", caplog)
    assert unavailable_pairs == ["XRP/ETH"]
    assert log_has("Skipping pair XRP/ETH...", caplog)


def test_download_trades_history(trades_history, mocker, default_conf, testdatadir, caplog,
                                 tmpdir) -> None:
    tmpdir1 = Path(tmpdir)
    ght_mock = MagicMock(side_effect=lambda pair, *args, **kwargs: (pair, trades_history))
    mocker.patch(f'{EXMS}.get_historic_trades', ght_mock)
    exchange = get_patched_exchange(mocker, default_conf)
    file1 = tmpdir1 / 'ETH_BTC-trades.json.gz'
    data_handler = get_datahandler(tmpdir1, data_format='jsongz')

    assert not file1.is_file()

    assert _download_trades_history(data_handler=data_handler, exchange=exchange,
                                    pair='ETH/BTC')
    assert log_has("New Amount of trades: 6", caplog)
    assert file1.is_file()

    ght_mock.reset_mock()
    since_time = int(trades_history[-3][0] // 1000)
    since_time2 = int(trades_history[-1][0] // 1000)
    timerange = TimeRange('date', None, since_time, 0)
    assert _download_trades_history(data_handler=data_handler, exchange=exchange,
                                    pair='ETH/BTC', timerange=timerange)

    assert ght_mock.call_count == 1
    # Check this in seconds - since we had to convert to seconds above too.
    assert int(ght_mock.call_args_list[0][1]['since'] // 1000) == since_time2 - 5
    assert ght_mock.call_args_list[0][1]['from_id'] is not None

    file1.unlink()

    mocker.patch(f'{EXMS}.get_historic_trades', MagicMock(side_effect=ValueError))

    assert not _download_trades_history(data_handler=data_handler, exchange=exchange,
                                        pair='ETH/BTC')
    assert log_has_re('Failed to download historic trades for pair: "ETH/BTC".*', caplog)

    file2 = tmpdir1 / 'XRP_ETH-trades.json.gz'
    copyfile(testdatadir / file2.name, file2)

    ght_mock.reset_mock()
    mocker.patch(f'{EXMS}.get_historic_trades', ght_mock)
    # Since before first start date
    since_time = int(trades_history[0][0] // 1000) - 500
    timerange = TimeRange('date', None, since_time, 0)

    assert _download_trades_history(data_handler=data_handler, exchange=exchange,
                                    pair='XRP/ETH', timerange=timerange)

    assert ght_mock.call_count == 1

    assert int(ght_mock.call_args_list[0][1]['since'] // 1000) == since_time
    assert ght_mock.call_args_list[0][1]['from_id'] is None
    assert log_has_re(r'Start .* earlier than available data. Redownloading trades for.*', caplog)
    _clean_test_file(file2)


def test_convert_trades_to_ohlcv(testdatadir, tmpdir, caplog):
    tmpdir1 = Path(tmpdir)
    pair = 'XRP/ETH'
    file1 = tmpdir1 / 'XRP_ETH-1m.feather'
    file5 = tmpdir1 / 'XRP_ETH-5m.feather'
    filetrades = tmpdir1 / 'XRP_ETH-trades.json.gz'
    copyfile(testdatadir / file1.name, file1)
    copyfile(testdatadir / file5.name, file5)
    copyfile(testdatadir / filetrades.name, filetrades)

    # Compare downloaded dataset with converted dataset
    dfbak_1m = load_pair_history(datadir=tmpdir1, timeframe="1m", pair=pair)
    dfbak_5m = load_pair_history(datadir=tmpdir1, timeframe="5m", pair=pair)

    tr = TimeRange.parse_timerange('20191011-20191012')

    convert_trades_to_ohlcv([pair], timeframes=['1m', '5m'],
                            data_format_trades='jsongz',
                            datadir=tmpdir1, timerange=tr, erase=True)

    assert log_has("Deleting existing data for pair XRP/ETH, interval 1m.", caplog)
    # Load new data
    df_1m = load_pair_history(datadir=tmpdir1, timeframe="1m", pair=pair)
    df_5m = load_pair_history(datadir=tmpdir1, timeframe="5m", pair=pair)

    assert_frame_equal(dfbak_1m, df_1m, check_exact=True)
    assert_frame_equal(dfbak_5m, df_5m, check_exact=True)
    msg = 'Could not convert NoDatapair to OHLCV.'
    assert not log_has(msg, caplog)

    convert_trades_to_ohlcv(['NoDatapair'], timeframes=['1m', '5m'],
                            data_format_trades='jsongz',
                            datadir=tmpdir1, timerange=tr, erase=True)
    assert log_has(msg, caplog)