def test_merge_fails_no_trade_list(self):
l1 = self.li[:7]
l2 = self.li[7:]
tl1 = BudaMarketTradeList()
tl1.append_and_resample(l1)
self.assertRaises(TypeError, tl1.merge, l2)
def persist(self, market_list: BudaMarketTradeList) -> None:
"""
Makes sure the trades are merged with the stored ohcl data before calling the persistor
"""
if self.market is None:
raise AttributeError(
'market attribute of the instance should not be None')
path = os.path.join(self.path, 'Buda_' + self.market + '.csv')
if not market_list.is_resampled():
market_list.resample_ohlcv()
if os.path.isfile(path):
stored = pd.read_csv(path,
sep=',',
encoding='utf-8',
parse_dates=True,
index_col='date')
stored_market_list = BudaMarketTradeList()
stored_market_list.trade_list = stored
market_list.merge(stored_market_list)
market_list.trade_list.to_csv(path, encoding='utf-8')
def test_merge_fails_cause_no_resampled_argument(self):
l1 = self.li[:7]
l2 = self.li[7:]
tl1 = BudaMarketTradeList()
tl1.append_and_resample(l1)
tl2 = BudaMarketTradeList()
tl2.append_raw(l2)
self.assertRaises(ValueError, tl1.merge, tl2)
def test_calculate_volume_df(self):
trade_list = BudaMarketTradeList()
trade_list.append_raw(self.li)
trade_list.resample_ohlcv()
vol_series = np.asarray(self.volumes).astype(float)
vol_pd = trade_list.trade_list['volume'].to_numpy()
self.assertTrue(np.array_equal(vol_series, vol_pd))
def test_merge_self_not_resampled_should_work_too(self):
l1 = self.li[:7]
l2 = self.li[7:]
tl1 = BudaMarketTradeList()
tl1.append_and_resample(self.li)
tl_copy1 = BudaMarketTradeList()
tl_copy2 = BudaMarketTradeList()
tl_copy1.append_raw(l1)
tl_copy2.append_raw(l2)
tl_copy2.resample_ohlcv()
tl_copy1.merge(tl_copy2)
self.assertTrue(tl1.trade_list.equals(tl_copy1.trade_list))
def test_merge(self):
l1 = self.li[:
7] # split the list right at 9 am, so that timestamp is present in the 2 df when merged
l2 = self.li[7:]
tl1 = BudaMarketTradeList()
tl1.append_and_resample(self.li)
tl_copy1 = BudaMarketTradeList()
tl_copy2 = BudaMarketTradeList()
tl_copy1.append_raw(l1)
tl_copy2.append_raw(l2)
tl_copy1.resample_ohlcv()
tl_copy2.resample_ohlcv()
tl_copy1.merge(tl_copy2)
self.assertTrue(tl1.trade_list.equals(tl_copy1.trade_list))
def _persist_new_entries(self, resp_json: dict,
market_config: MarketConfig) -> None:
buda_list = BudaMarketTradeList()
buda_list.append_raw(resp_json['trades']['entries'])
self.persistor.persist(buda_list)