Esempio n. 1
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def test_convert_trades_to_ohlcv(mocker, default_conf, testdatadir, caplog):

    pair = 'XRP/ETH'
    file1 = testdatadir / 'XRP_ETH-1m.json'
    file5 = testdatadir / 'XRP_ETH-5m.json'
    # Compare downloaded dataset with converted dataset
    dfbak_1m = load_pair_history(datadir=testdatadir,
                                 timeframe="1m",
                                 pair=pair)
    dfbak_5m = load_pair_history(datadir=testdatadir,
                                 timeframe="5m",
                                 pair=pair)

    _backup_file(file1, copy_file=True)
    _backup_file(file5)

    tr = TimeRange.parse_timerange('20191011-20191012')

    convert_trades_to_ohlcv([pair],
                            timeframes=['1m', '5m'],
                            datadir=testdatadir,
                            timerange=tr,
                            erase=True)

    assert log_has("Deleting existing data for pair XRP/ETH, interval 1m.",
                   caplog)
    # Load new data
    df_1m = load_pair_history(datadir=testdatadir, timeframe="1m", pair=pair)
    df_5m = load_pair_history(datadir=testdatadir, timeframe="5m", pair=pair)

    assert df_1m.equals(dfbak_1m)
    assert df_5m.equals(dfbak_5m)

    _clean_test_file(file1)
    _clean_test_file(file5)
Esempio n. 2
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def test_convert_trades_to_ohlcv(testdatadir, tmpdir, caplog):
    tmpdir1 = Path(tmpdir)
    pair = 'XRP/ETH'
    file1 = tmpdir1 / 'XRP_ETH-1m.json'
    file5 = tmpdir1 / 'XRP_ETH-5m.json'
    filetrades = tmpdir1 / 'XRP_ETH-trades.json.gz'
    copyfile(testdatadir / file1.name, file1)
    copyfile(testdatadir / file5.name, file5)
    copyfile(testdatadir / filetrades.name, filetrades)

    # Compare downloaded dataset with converted dataset
    dfbak_1m = load_pair_history(datadir=tmpdir1, timeframe="1m", pair=pair)
    dfbak_5m = load_pair_history(datadir=tmpdir1, timeframe="5m", pair=pair)

    tr = TimeRange.parse_timerange('20191011-20191012')

    convert_trades_to_ohlcv([pair],
                            timeframes=['1m', '5m'],
                            datadir=tmpdir1,
                            timerange=tr,
                            erase=True)

    assert log_has("Deleting existing data for pair XRP/ETH, interval 1m.",
                   caplog)
    # Load new data
    df_1m = load_pair_history(datadir=tmpdir1, timeframe="1m", pair=pair)
    df_5m = load_pair_history(datadir=tmpdir1, timeframe="5m", pair=pair)

    assert df_1m.equals(dfbak_1m)
    assert df_5m.equals(dfbak_5m)

    assert not log_has('Could not convert NoDatapair to OHLCV.', caplog)

    convert_trades_to_ohlcv(['NoDatapair'],
                            timeframes=['1m', '5m'],
                            datadir=tmpdir1,
                            timerange=tr,
                            erase=True)
    assert log_has('Could not convert NoDatapair to OHLCV.', caplog)