def test_add_new_candle():
candles_manager = CandlesManager()
candle = _gen_candles(1)[0]
candles_manager.add_new_candle(candle)
assert candles_manager.close_candles_index == 1
assert len(candles_manager.close_candles) == CandlesManager.MAX_CANDLES_COUNT
assert candles_manager.close_candles[0] == candle[PriceIndexes.IND_PRICE_CLOSE.value]
async def handle_candles_update(self,
time_frame,
new_symbol_candles_data,
replace_all=False,
partial=False):
try:
symbol_candles = self.symbol_candles[time_frame]
except KeyError:
symbol_candles = CandlesManager()
await symbol_candles.initialize()
if replace_all:
symbol_candles.replace_all_candles(new_symbol_candles_data)
else:
pass # TODO ask exchange to init
self.symbol_candles[time_frame] = symbol_candles
return
if partial:
symbol_candles.add_old_and_new_candles(new_symbol_candles_data)
elif replace_all:
symbol_candles.replace_all_candles(new_symbol_candles_data)
else:
symbol_candles.add_new_candle(new_symbol_candles_data)
async def symbol_data(time_frame):
symbol_candles = CandlesManager()
await symbol_candles.initialize()
symbol_candles.replace_all_candles(_get_candles())
symbol_kline = KlineManager()
await symbol_kline.initialize()
symbol_kline.kline_update(_get_candle(11))
manager = ExchangeManager({}, "binance")
symbol_data = ExchangeSymbolData(manager, "BTC/USDT")
tf = TimeFrames(time_frame)
symbol_data.symbol_candles[tf] = symbol_candles
symbol_data.symbol_klines[tf] = symbol_kline
return symbol_data
def test_reach_max_candles_count():
candles_manager = CandlesManager()
all_candles = _gen_candles(candles_manager.MAX_CANDLES_COUNT + 3)
max_candles = all_candles[0:candles_manager.MAX_CANDLES_COUNT]
other_candles = all_candles[candles_manager.MAX_CANDLES_COUNT:]
assert candles_manager.reached_max is False
candles_manager.add_old_and_new_candles(max_candles)
assert candles_manager.reached_max is True
_test_data(candles_manager.get_symbol_close_candles(), candles_manager.MAX_CANDLES_COUNT,
max_candles[-1][PriceIndexes.IND_PRICE_CLOSE.value])
assert candles_manager.close_candles_index == candles_manager.MAX_CANDLES_COUNT - 1
# should remove oldest (first) candles and insert new ones instead
candles_manager.add_old_and_new_candles(other_candles)
_test_data(candles_manager.get_symbol_close_candles(), candles_manager.MAX_CANDLES_COUNT,
other_candles[-1][PriceIndexes.IND_PRICE_CLOSE.value])
def test_replace_all_candles():
candles_manager = CandlesManager()
many_candles = _gen_candles(20)[10:]
candles_manager.add_old_and_new_candles(many_candles)
assert candles_manager.close_candles[0] == many_candles[0][PriceIndexes.IND_PRICE_CLOSE.value]
assert candles_manager.close_candles[9] == many_candles[9][PriceIndexes.IND_PRICE_CLOSE.value]
new_candles = _gen_candles(10)
candles_manager.replace_all_candles(new_candles)
assert candles_manager.close_candles[0] == new_candles[0][PriceIndexes.IND_PRICE_CLOSE.value]
assert candles_manager.close_candles[9] == new_candles[9][PriceIndexes.IND_PRICE_CLOSE.value]
def test_get_symbol_prices():
candles_manager = CandlesManager()
candle = _gen_candles(1)[0]
candles_manager.add_new_candle(candle)
symbol_price = candles_manager.get_symbol_prices()
assert symbol_price[PriceIndexes.IND_PRICE_CLOSE.value][-1] == candle[PriceIndexes.IND_PRICE_CLOSE.value]
assert symbol_price[PriceIndexes.IND_PRICE_OPEN.value][-1] == candle[PriceIndexes.IND_PRICE_OPEN.value]
assert symbol_price[PriceIndexes.IND_PRICE_HIGH.value][-1] == candle[PriceIndexes.IND_PRICE_HIGH.value]
assert symbol_price[PriceIndexes.IND_PRICE_LOW.value][-1] == candle[PriceIndexes.IND_PRICE_LOW.value]
assert symbol_price[PriceIndexes.IND_PRICE_VOL.value][-1] == candle[PriceIndexes.IND_PRICE_VOL.value]
assert symbol_price[PriceIndexes.IND_PRICE_TIME.value][-1] == candle[PriceIndexes.IND_PRICE_TIME.value]
second_candle = _gen_candles(2)[1]
candles_manager.add_new_candle(second_candle)
second_sym_price = candles_manager.get_symbol_prices(1)
assert second_sym_price[PriceIndexes.IND_PRICE_CLOSE.value][-1] == second_candle[PriceIndexes.IND_PRICE_CLOSE.value]
assert second_sym_price[PriceIndexes.IND_PRICE_OPEN.value][-1] == second_candle[PriceIndexes.IND_PRICE_OPEN.value]
assert second_sym_price[PriceIndexes.IND_PRICE_HIGH.value][-1] == second_candle[PriceIndexes.IND_PRICE_HIGH.value]
assert second_sym_price[PriceIndexes.IND_PRICE_LOW.value][-1] == second_candle[PriceIndexes.IND_PRICE_LOW.value]
assert second_sym_price[PriceIndexes.IND_PRICE_VOL.value][-1] == second_candle[PriceIndexes.IND_PRICE_VOL.value]
assert second_sym_price[PriceIndexes.IND_PRICE_TIME.value][-1] == second_candle[PriceIndexes.IND_PRICE_TIME.value]
def test_add_old_and_new_candles():
candles_manager = CandlesManager()
# with one candle
single_candle = _gen_candles(1)
candles_manager.add_old_and_new_candles(single_candle)
assert candles_manager.reached_max is False
assert candles_manager.close_candles_index == 1
assert len(candles_manager.close_candles) == CandlesManager.MAX_CANDLES_COUNT
assert candles_manager.close_candles[0] == single_candle[0][PriceIndexes.IND_PRICE_CLOSE.value]
# with many candles including first one
many_candles = _gen_candles(10)
candles_manager.add_old_and_new_candles(many_candles)
assert candles_manager.reached_max is False
assert candles_manager.close_candles_index == 10
assert len(candles_manager.close_candles) == CandlesManager.MAX_CANDLES_COUNT
assert candles_manager.close_candles[0] == many_candles[0][PriceIndexes.IND_PRICE_CLOSE.value]
assert candles_manager.close_candles[9] == many_candles[9][PriceIndexes.IND_PRICE_CLOSE.value]
def create_new_candles_manager(candles=None) -> CandlesManager:
manager = CandlesManager()
if candles is not None:
manager.replace_all_candles(candles)
return manager
def test_get_symbol_candles_data():
candles_manager = CandlesManager()
_test_data(candles_manager.get_symbol_close_candles(), 0, np.nan)
_test_data(candles_manager.get_symbol_open_candles(), 0, np.nan)
_test_data(candles_manager.get_symbol_high_candles(), 0, np.nan)
_test_data(candles_manager.get_symbol_low_candles(), 0, np.nan)
_test_data(candles_manager.get_symbol_time_candles(), 0, np.nan)
_test_data(candles_manager.get_symbol_volume_candles(), 0, np.nan)
new_candles = _gen_candles(2)
candles_manager.add_old_and_new_candles(new_candles)
_test_data(candles_manager.get_symbol_close_candles(), 2, new_candles[-1][PriceIndexes.IND_PRICE_CLOSE.value])
_test_data(candles_manager.get_symbol_open_candles(), 2, new_candles[-1][PriceIndexes.IND_PRICE_OPEN.value])
_test_data(candles_manager.get_symbol_high_candles(), 2, new_candles[-1][PriceIndexes.IND_PRICE_HIGH.value])
_test_data(candles_manager.get_symbol_low_candles(), 2, new_candles[-1][PriceIndexes.IND_PRICE_LOW.value])
_test_data(candles_manager.get_symbol_volume_candles(), 2, new_candles[-1][PriceIndexes.IND_PRICE_VOL.value])
_test_data(candles_manager.get_symbol_time_candles(), 2, new_candles[-1][PriceIndexes.IND_PRICE_TIME.value])
def test_constructor():
candles_manager = CandlesManager()
assert candles_manager.candles_initialized is False
assert candles_manager.close_candles_index == 0
assert len(candles_manager.close_candles) == CandlesManager.MAX_CANDLES_COUNT
assert all(np.isnan(value) for value in candles_manager.close_candles)