def test_startTime_with_endTime(self):
# Range of candles within interval StartTime-endTime
startTime = '2018-09-09 22:05:13'
endTime = '2018-09-10 22:05:13'
symbol = 'BTCUSDT'
candles = dc.insert_hourly_candles(
symbol,
startTime=startTime,
endTime=endTime,
debug=True,
datasource=CryptocompareData('Binance'))
assert len(candles) == 24
#-----------------------------------------------------------------------
symbol = ['BTCUSDT', 'ETHUSDT']
candles = dc.insert_hourly_candles(
symbol,
startTime=startTime,
endTime=endTime,
debug=True,
datasource=CryptocompareData('Binance'))
assert len(candles) == 48
def test_multi_chunk(self):
startTime = datetime.utcnow() - timedelta(days=26)
endTime = datetime.utcnow() - timedelta(days=1)
symbol = ['BTCUSDT']
candles = dc.insert_hourly_candles(
symbol,
startTime=startTime,
endTime=endTime,
debug=True,
datasource=CryptocompareData('Binance'))
hour_before = startTime - timedelta(hours=1)
hour_after = startTime + timedelta(hours=1)
assert hour_before < DateConvert(
candles.open_date.min()).datetime < hour_after
hour_before = endTime - timedelta(hours=1)
hour_after = endTime + timedelta(hours=1)
assert hour_before < DateConvert(
candles.open_date.max()).datetime < hour_after
dates = list(candles.open_date)
min_date = min(dates)
max_date = max(dates)
complete_range = pd.date_range(min_date, max_date, freq='1H')
complete_range = list(
map(lambda x: DateConvert(x).date, complete_range))
assert np.isin(complete_range, dates).all()
def test_candle_date_range(self):
symbol = 'BTCUSDT'
start = '2018-09-10 12:00:00'
end = '2018-09-11 12:00:00'
check_dates = CryptocompareData('Binance').candle(symbol,
startTime=start,
endTime=end)
assert check_dates.open_date.iloc[0] == start
assert check_dates.open_date.iloc[-1] == end
def test_no_endTime_and_no_startTime(self):
symbol = 'BTCUSDT'
candles = dc.insert_hourly_candles(
symbol, debug=True, datasource=CryptocompareData('Binance'))
now = datetime.utcnow()
nearest_complete = now.replace(minute=0, second=0, microsecond=0)
hour_ago = now - timedelta(hours=1)
now, hour_ago = DateConvert(now).date, DateConvert(hour_ago).date
assert len(candles) == 1
assert hour_ago < candles.open_date.iloc[0] < now
assert candles.open_date.iloc[0] == DateConvert(nearest_complete).date
#-----------------------------------------------------------------------
symbol = ['BTCUSDT', 'ETHUSDT']
candles = dc.insert_hourly_candles(
symbol, debug=True, datasource=CryptocompareData('Binance'))
assert len(candles) == 2
def test_startTime_with_no_endTime(self):
# A range of candles from startTime to most recent
startTime = datetime.utcnow() - timedelta(hours=5)
symbol = 'BTCUSDT'
candles = dc.insert_hourly_candles(
symbol,
startTime=startTime,
debug=True,
datasource=CryptocompareData('Binance'))
assert len(candles) == 5
#-----------------------------------------------------------------------
symbol = ['BTCUSDT', 'ETHUSDT']
candles = dc.insert_hourly_candles(
symbol,
startTime=startTime,
debug=True,
datasource=CryptocompareData('Binance'))
assert len(candles) == 10
def test_endTime_with_no_startTime(self):
endTime = '2018-09-11 22:05:13'
symbol = 'BTCUSDT'
candles = dc.insert_hourly_candles(
symbol,
endTime=endTime,
debug=True,
datasource=CryptocompareData('Binance'))
assert len(candles) == 1
#-----------------------------------------------------------------------
symbol = ['BTCUSDT', 'ETHUSDT']
candles = dc.insert_hourly_candles(
symbol,
endTime=endTime,
debug=True,
datasource=CryptocompareData('Binance'))
assert len(candles) == 2
def test_expected_date(self):
"""Function should return the last complete candle."""
endTime = '2018-09-11 22:05:13'
symbol = 'BTCUSDT'
candles = dc.insert_hourly_candles(
symbol,
endTime=endTime,
debug=True,
datasource=CryptocompareData('Binance'))
assert len(candles) == 1
#-----------------------------------------------------------------------
symbol = ['BTCUSDT', 'ETHUSDT']
candles = dc.insert_hourly_candles(
symbol,
endTime=endTime,
debug=True,
datasource=CryptocompareData('Binance'))
assert candles.open_date.iloc[0] == '2018-09-11 22:00:00'
#-----------------------------------------------------------------------
endTime = '2018-09-11 22:00:00'
symbol = 'BTCUSDT'
candles = dc.insert_hourly_candles(
symbol,
endTime=endTime,
debug=True,
datasource=CryptocompareData('Binance'))
assert len(candles) == 1
#-----------------------------------------------------------------------
symbol = ['BTCUSDT', 'ETHUSDT']
candles = dc.insert_hourly_candles(
symbol,
endTime=endTime,
debug=True,
datasource=CryptocompareData('Binance'))
assert candles.open_date.iloc[0] == '2018-09-11 22:00:00'
#-----------------------------------------------------------------------
endTime = '2018-09-11 21:59:00'
symbol = 'BTCUSDT'
candles = dc.insert_hourly_candles(symbol, endTime=endTime, debug=True)
assert len(candles) == 1
#-----------------------------------------------------------------------
symbol = ['BTCUSDT', 'ETHUSDT']
candles = dc.insert_hourly_candles(
symbol,
endTime=endTime,
debug=True,
datasource=CryptocompareData('Binance'))
assert candles.open_date.iloc[0] == '2018-09-11 21:00:00'