freqtrade_origin/tests/data/test_history.py
2024-05-13 07:10:24 +02:00

705 lines
25 KiB
Python

# pragma pylint: disable=missing-docstring, protected-access, C0103
import json
import logging
import uuid
from datetime import timedelta
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 import get_datahandler
from freqtrade.data.history.datahandlers.jsondatahandler import JsonDataHandler, JsonGzDataHandler
from freqtrade.data.history.history_utils import (
_download_pair_history,
_download_trades_history,
_load_cached_data_for_updating,
get_timerange,
load_data,
load_pair_history,
refresh_backtest_ohlcv_data,
refresh_backtest_trades_data,
refresh_data,
validate_backtest_data,
)
from freqtrade.enums import CandleType, TradingMode
from freqtrade.exchange import timeframe_to_minutes
from freqtrade.misc import file_dump_json
from freqtrade.resolvers import StrategyResolver
from freqtrade.util import dt_ts, 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.datahandlers.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, tmp_path, candle_type
) -> None:
"""
Test load_pair_history() with 1 min timeframe
"""
mocker.patch(f"{EXMS}.get_historic_ohlcv", return_value=ohlcv_history_list)
exchange = get_patched_exchange(mocker, default_conf)
file = tmp_path / "MEME_BTC-1m.feather"
# do not download a new pair if refresh_pairs isn't set
load_pair_history(datadir=tmp_path, 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=tmp_path,
timeframe="1m",
pairs=["MEME/BTC"],
exchange=exchange,
candle_type=CandleType.SPOT,
)
load_pair_history(datadir=tmp_path, 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,trading_mode,expected_result",
[
("ETH/BTC", "", "freqtrade/hello/world/ETH_BTC-trades.json"),
("ETH/USDT:USDT", "futures", "freqtrade/hello/world/futures/ETH_USDT_USDT-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, trading_mode, expected_result):
fn = JsonDataHandler._pair_trades_filename(Path("freqtrade/hello/world"), pair, trading_mode)
assert isinstance(fn, Path)
assert fn == Path(expected_result)
fn = JsonGzDataHandler._pair_trades_filename(Path("freqtrade/hello/world"), pair, trading_mode)
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, tmp_path, 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)
file1_1 = tmp_path / f"{subdir}MEME_BTC-1m{file_tail}.feather"
file1_5 = tmp_path / f"{subdir}MEME_BTC-5m{file_tail}.feather"
file2_1 = tmp_path / f"{subdir}CFI_BTC-1m{file_tail}.feather"
file2_5 = tmp_path / 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=tmp_path,
exchange=exchange,
pair="MEME/BTC",
timeframe="1m",
candle_type=candle_type,
)
assert _download_pair_history(
datadir=tmp_path, 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=tmp_path,
exchange=exchange,
pair="MEME/BTC",
timeframe="5m",
candle_type=candle_type,
)
assert _download_pair_history(
datadir=tmp_path, 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.datahandlers.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, tmp_path) -> None:
mocker.patch(f"{EXMS}.get_historic_ohlcv", side_effect=Exception("File Error"))
exchange = get_patched_exchange(mocker, default_conf)
assert not _download_pair_history(
datadir=tmp_path, 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())
default_conf["trading_mode"] = trademode
ex = get_patched_exchange(mocker, default_conf, id="bybit")
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)
if trademode == "futures":
assert log_has_re(r"Downloading pair ETH/BTC, funding_rate, interval 8h\.", caplog)
assert log_has_re(r"Downloading pair ETH/BTC, mark, interval 4h\.", 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,
trading_mode=TradingMode.SPOT,
)
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, tmp_path, time_machine
) -> None:
start_dt = dt_utc(2023, 1, 1)
time_machine.move_to(start_dt, tick=False)
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 = tmp_path / "ETH_BTC-trades.json.gz"
data_handler = get_datahandler(tmp_path, data_format="jsongz")
assert not file1.is_file()
assert _download_trades_history(
data_handler=data_handler, exchange=exchange, pair="ETH/BTC", trading_mode=TradingMode.SPOT
)
assert log_has("Current Amount of trades: 0", caplog)
assert log_has("New Amount of trades: 6", caplog)
assert ght_mock.call_count == 1
# Default "since" - 30 days before current day.
assert ght_mock.call_args_list[0][1]["since"] == dt_ts(start_dt - timedelta(days=30))
assert file1.is_file()
caplog.clear()
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,
trading_mode=TradingMode.SPOT,
)
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))
caplog.clear()
assert not _download_trades_history(
data_handler=data_handler, exchange=exchange, pair="ETH/BTC", trading_mode=TradingMode.SPOT
)
assert log_has_re('Failed to download historic trades for pair: "ETH/BTC".*', caplog)
file2 = tmp_path / "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,
trading_mode=TradingMode.SPOT,
)
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)