def test__fetch_ohlcv_dataframe__no_data(self):
backend = ExchangeBackend(ohlcvs={},
timeframe=MagicMock(),
balances={})
with self.assertRaises(BadSymbol) as e:
backend.fetch_ohlcv_dataframe('UNK/BTC', '1m')
self.assertEqual(str(e.exception),
'ExchangeBackend: no prices for UNK/BTC')
def test__fetch_ohlcv_dataframe__not_avail_past_values(self):
symbol = 'BTC/USD'
backend = ExchangeBackend(ohlcvs={symbol: self.fetch_ohlcv_ohlcvs},
timeframe=self.fetch_ohlcv_timeframe,
balances={})
with self.assertRaises(BadRequest) as e:
backend.fetch_ohlcv_dataframe(symbol=symbol, since=1483232330000)
self.assertEqual(
str(e.exception), 'ExchangeBackend: fetch_ohlcv: no '
'date availabe at since')
def test__fetch_ohlcv_dataframe__access_future__timeframe(self):
symbol = 'BTC/USD'
backend = ExchangeBackend(ohlcvs={symbol: self.fetch_ohlcv_ohlcvs},
timeframe=self.fetch_ohlcv_timeframe,
balances={})
with self.assertRaises(BadRequest) as e:
backend.fetch_ohlcv_dataframe(
symbol=symbol, timeframe='2m', since=1483232610000, limit=10)
self.assertEqual(
str(e.exception),
'ExchangeBackend: fetch_ohlcv: since.ceil(timeframe) + limit'
' * timeframe needs to be in the past')
def test__fetch_ohlcv_dataframe__limit(self):
symbol = 'BTC/USD'
backend = ExchangeBackend(ohlcvs={symbol: self.fetch_ohlcv_ohlcvs},
timeframe=self.fetch_ohlcv_timeframe,
balances={})
result = backend.fetch_ohlcv_dataframe(symbol=symbol, limit=3)
pandas.testing.assert_frame_equal(
result,
pandas.DataFrame(
data={
'open': [4, 8, 12],
'high': [5, 9, 13],
'low': [3, 7, 11],
'close': [8, 12, 16],
'volume': [100, 104, 108]},
dtype=float,
index=pandas.date_range(
'2017-01-01 1:01', '2017-01-01 1:03', 3, tz='UTC')))
def test__fetch_ohlcv_dataframe__since(self):
symbol = 'BTC/USD'
backend = ExchangeBackend(ohlcvs={symbol: self.fetch_ohlcv_ohlcvs},
timeframe=self.fetch_ohlcv_timeframe,
balances={})
result = backend.fetch_ohlcv_dataframe(symbol=symbol,
since=1483232790000)
pandas.testing.assert_frame_equal(
result,
pandas.DataFrame(
data={
'open': [28, 32, 36, 40, 44],
'high': [29, 33, 37, 41, 45],
'low': [27, 31, 35, 39, 43],
'close': [32, 36, 40, 44, 48],
'volume': [124, 128, 132, 136, 140]},
dtype=float,
index=pandas.date_range(
'2017-01-01 1:07', '2017-01-01 1:11', 5, tz='UTC')))
def test__fetch_ohlcv_dataframe__partial_data(self):
symbol = 'BTC/USD'
backend = ExchangeBackend(ohlcvs={symbol: self.fetch_ohlcv_ohlcvs},
timeframe=self.fetch_ohlcv_timeframe,
balances={})
result = backend.fetch_ohlcv_dataframe(
symbol=symbol, timeframe='3m', since=1483233000000, limit=3)
pandas.testing.assert_frame_equal(
result,
pandas.DataFrame(
data={
'open': [48.0, 60.0, 72.0],
'high': [57.0, 69.0, 77.0],
'low': [47.0, 59.0, 71.0],
'close': [60.0, 72.0, 80.0],
'volume': [444.0, 480.0, 340.0]},
dtype=float,
index=pandas.date_range(
'2017-01-01 01:12', '2017-01-01 01:18', 3, tz='UTC')))
def test__fetch_ohlcv_dataframe(self):
symbol = 'BTC/USD'
backend = ExchangeBackend(ohlcvs={symbol: self.fetch_ohlcv_ohlcvs},
timeframe=self.fetch_ohlcv_timeframe,
balances={})
result = backend.fetch_ohlcv_dataframe(symbol=symbol)
pandas.testing.assert_frame_equal(
result,
pandas.DataFrame(
data={
'open': [4, 8, 12, 16, 20],
'high': [5, 9, 13, 17, 21],
'low': [3, 7, 11, 15, 19],
'close': [8, 12, 16, 20, 24],
'volume': [100, 104, 108, 112, 116]},
dtype=float,
index=pandas.date_range(
'2017-01-01 1:01', '2017-01-01 1:05',
freq='1T', tz='UTC')))
def test__fetch_ohlcv_dataframe__resample_other_freq(self):
symbol = 'BTC/USD'
backend = ExchangeBackend(ohlcvs={symbol: self.fetch_ohlcv_ohlcvs},
timeframe=self.fetch_ohlcv_timeframe,
balances={})
result = backend.fetch_ohlcv_dataframe(symbol=symbol,
since=1483232590000,
limit=3,
timeframe='3m')
pandas.testing.assert_frame_equal(
result,
pandas.DataFrame(
data={
'open': [24, 36, 48],
'high': [33, 45, 57],
'low': [23, 35, 47],
'close': [36, 48, 60],
'volume': [372, 408, 444]},
dtype=float,
index=pandas.date_range(
'2017-01-01 1:06', '2017-01-01 1:12', 3, tz='UTC')))
def test__fetch_ohlcv_dataframe__resample(self):
symbol = 'BTC/USD'
backend = ExchangeBackend(ohlcvs={symbol: self.fetch_ohlcv_ohlcvs},
timeframe=self.fetch_ohlcv_timeframe,
balances={})
result = backend.fetch_ohlcv_dataframe(symbol=symbol,
since=1483232490000,
limit=3,
timeframe='4m')
pandas.testing.assert_frame_equal(
result,
pandas.DataFrame(
data={
'open': [16, 32, 48],
'high': [29, 45, 61],
'low': [15, 31, 47],
'close': [32, 48, 64],
'volume': [472, 536, 600]},
dtype=float,
index=pandas.date_range(
'2017-01-01 1:04', '2017-01-01 1:12', 3, tz='UTC')))