def test__load_ohlcvs__all_symbols_no_exchange_directory(self):
with self.assertRaises(FileNotFoundError) as e:
load_ohlcvs(ohlcv_dir=ohlcv_dir,
exchange_names=['acx'],
symbols=[])
self.assertEqual(str(e.exception),
'Cannot find ohlcv directory for exchange (acx)')
def test__load_ohlcvs__defect_file(self):
with self.assertRaises(ValueError) as e:
load_ohlcvs(ohlcv_dir=ohlcv_dir,
exchange_names=['defect'],
symbols=['XRP/ETH'])
self.assertEqual(
str(e.exception),
'Cannot parse symbol (XRP/ETH) file for exchange (defect)')
def test__load_ohlcvs__exchange_does_not_exist(self):
with self.assertRaises(FileNotFoundError) as e:
load_ohlcvs(ohlcv_dir=ohlcv_dir,
exchange_names=['inexistent'],
symbols=['ETH/BTC'])
self.assertEqual(
str(e.exception),
'Cannot find symbol (ETH/BTC) file for exchange (inexistent)')
def test__load_ohlcvs__all_symbols_per_exchange(self):
result = load_ohlcvs(ohlcv_dir=ohlcv_dir,
exchange_names=['bitmex'],
symbols=[])
self.assertEqual(sorted(result.keys()), ['bitmex'])
self.assertEqual(sorted(result['bitmex'].keys()),
['ETH/BTC', 'XRP/ETH'])
self.assert_frame_equal(result['bitmex']['XRP/ETH'], bitmex_xrp_eth)
self.assert_frame_equal(result['bitmex']['ETH/BTC'], bitmex_eth_btc)
