Ejemplo n.º 1
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def test_cryptocompare_historical_data_price(
    data_dir,
    database,
    from_asset,
    to_asset,
    timestamp,
    price,
):
    """Test that the cryptocompare histohour data retrieval works and price is returned

    """
    cc = Cryptocompare(data_directory=data_dir, database=database)
    # Get lots of historical prices from at least 1 query after the ts we need
    cc.query_and_store_historical_data(
        from_asset=from_asset,
        to_asset=to_asset,
        timestamp=timestamp + 2020 * 3600,
    )
    # Query the ts we need directly from the cached data
    price_cache_entry = GlobalDBHandler().get_historical_price(
        from_asset=from_asset,
        to_asset=to_asset,
        timestamp=timestamp,
        max_seconds_distance=3600,
        source=HistoricalPriceOracle.CRYPTOCOMPARE,
    )
    assert price_cache_entry.price == price
Ejemplo n.º 2
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def test_cryptocompare_histohour_data_going_backward(data_dir, database,
                                                     freezer):
    """Test that the cryptocompare histohour data retrieval works properly

    This test checks that doing an additional query in the past workd properly
    and that the cached data are properly appended to the cached result. In production
    this scenario should not happen often. Only way to happen if cryptocompare somehow adds
    older data than what was previously queried.
    """
    globaldb = GlobalDBHandler()
    # first timestamp cryptocompare has histohour BTC/USD when queried from this test is
    btc_start_ts = 1279936800
    # first timestamp cryptocompare has histohour BTC/USD is: 1279940400
    now_ts = btc_start_ts + 3600 * 2000 + 122
    # create a cache file for BTC_USD
    cache_data = [
        HistoricalPrice(
            from_asset=A_BTC,
            to_asset=A_USD,
            source=HistoricalPriceOracle.CRYPTOCOMPARE,
            timestamp=Timestamp(1301536800),
            price=Price(FVal('0.298')),
        ),
        HistoricalPrice(
            from_asset=A_BTC,
            to_asset=A_USD,
            source=HistoricalPriceOracle.CRYPTOCOMPARE,
            timestamp=Timestamp(1301540400),
            price=Price(FVal('0.298')),
        )
    ]
    globaldb.add_historical_prices(cache_data)

    freezer.move_to(datetime.fromtimestamp(now_ts))
    cc = Cryptocompare(data_directory=data_dir, database=database)
    cc.query_and_store_historical_data(
        from_asset=A_BTC,
        to_asset=A_USD,
        timestamp=now_ts - 3600 * 2 - 55,
    )
    result = get_globaldb_cache_entries(from_asset=A_BTC, to_asset=A_USD)
    assert len(result) == CRYPTOCOMPARE_HOURQUERYLIMIT * 3 + 2
    check_cc_result(result, forward=False)
    data_range = globaldb.get_historical_price_range(
        A_BTC, A_USD, HistoricalPriceOracle.CRYPTOCOMPARE)  # noqa: E501
    assert data_range[0] == btc_start_ts
    assert data_range[
        1] == 1301540400  # that's the closest ts to now_ts cc returns
Ejemplo n.º 3
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def test_empty_histohour(data_dir, database, freezer):
    """Histohour can be empty and can have also floating point zeros like in CHI/EUR

    This test makes sure that an empty list is returned at the very first all zeros
    result that also has floating point and querying stops.

    If cryptocompare actually fixes their zero historical price problem this test can go away
    """
    now_ts = 1610365553
    freezer.move_to(datetime.fromtimestamp(now_ts))
    cc = Cryptocompare(data_directory=data_dir, database=database)
    cc.query_and_store_historical_data(
        from_asset=A_CHI,
        to_asset=A_EUR,
        timestamp=now_ts,
    )
    result = get_globaldb_cache_entries(from_asset=A_CHI, to_asset=A_EUR)
    assert len(result) == 0
Ejemplo n.º 4
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def test_cryptocompare_histohour_data_going_forward(data_dir, database,
                                                    freezer):
    """Test that the cryptocompare histohour data retrieval works properly

    This test checks that doing an additional query in the future works properly
    and appends the cached data with the newly returned data
    """
    # first timestamp cryptocompare has histohour BTC/USD when queried from this test is
    btc_start_ts = 1279940400
    now_ts = btc_start_ts + 3600 * 2000 + 122
    freezer.move_to(datetime.fromtimestamp(now_ts))
    cc = Cryptocompare(data_directory=data_dir, database=database)
    cc.query_and_store_historical_data(
        from_asset=A_BTC,
        to_asset=A_USD,
        timestamp=now_ts - 3600 * 2 - 55,
    )

    globaldb = GlobalDBHandler()
    result = get_globaldb_cache_entries(from_asset=A_BTC, to_asset=A_USD)
    assert len(result) == CRYPTOCOMPARE_HOURQUERYLIMIT + 1
    assert all(x.price == Price(FVal(0.05454)) for x in result)
    data_range = globaldb.get_historical_price_range(
        A_BTC, A_USD, HistoricalPriceOracle.CRYPTOCOMPARE)  # noqa: E501
    assert data_range[0] == btc_start_ts
    assert data_range[
        1] == 1287140400  # that's the closest ts to now_ts cc returns

    # now let's move a bit to the future and query again to see the cache is appended to
    now_ts = now_ts + 3600 * 2000 * 2 + 4700
    freezer.move_to(datetime.fromtimestamp(now_ts))
    cc.query_and_store_historical_data(
        from_asset=A_BTC,
        to_asset=A_USD,
        timestamp=now_ts - 3600 * 4 - 55,
    )
    result = get_globaldb_cache_entries(from_asset=A_BTC, to_asset=A_USD)
    assert len(result) == CRYPTOCOMPARE_HOURQUERYLIMIT * 3 + 2
    check_cc_result(result, forward=True)
    data_range = globaldb.get_historical_price_range(
        A_BTC, A_USD, HistoricalPriceOracle.CRYPTOCOMPARE)  # noqa: E501
    assert data_range[0] == btc_start_ts
    assert data_range[
        1] == 1301544000  # that's the closest ts to now_ts cc returns