class PriceHistoryTestCase(TestCase):
def setUp(self):
self.price_history = PriceVolumeHistoryStorage(
ticker=ticker1, exchange=exchange, timestamp=timestamp,
index=index, value=value
)
def test_must_use_standard_index(self):
self.price_history.index = "some_other_price"
self.assertRaises(
PriceVolumeHistoryException,
self.price_history.save
)
def test_old_timestamp_raises_exception(self):
def instantiate_old_price_history():
old_price_history = PriceVolumeHistoryStorage(
ticker=ticker1, exchange=exchange,
timestamp=JAN_1_2017_TIMESTAMP - 1, # too old
index=index, value=value
)
self.assertRaises(
TimeseriesException,
instantiate_old_price_history
)
def test_dublicate_returns_0(self):
self.price_history.index = "close_price"
self.price_history.value = 12345
self.price_history.unix_timestamp = JAN_1_2017_TIMESTAMP + 298343
# first time saves, returns 1 for 1 entry added
self.assertEqual(self.price_history.save(), 1)
# second time saves, returns 0 for duplicate, no entry added
self.assertEqual(self.price_history.save(), 0)
def test_query_tolerance(self):
query_results = PriceVolumeHistoryStorage.query(ticker=ticker1, exchange=exchange,
index=index, timestamp=timestamp,
periods_range=1, timestamp_tolerance=29)
self.assertLess(len(query_results['values']), 7)
def tearDown(self):
from settings.redis_db import database
database.delete(self.price_history.get_db_key())
def save_pv_histories_to_redis(ph_object, pipeline=None):
if ph_object.source is not BINANCE or ph_object.counter_currency not in [
BTC, USDT
]:
return pipeline or [0]
using_local_pipeline = (not pipeline)
if using_local_pipeline:
pipeline = database.pipeline() # transaction=False
ticker = f'{ph_object.transaction_currency}_{ph_object.get_counter_currency_display()}'
exchange = str(ph_object.get_source_display())
unix_timestamp = int(ph_object.timestamp.timestamp())
# SAVE VALUES IN REDIS USING PriceVolumeHistoryStorage OBJECT
# CREATE OBJECT FOR STORAGE
pv_storage = PriceVolumeHistoryStorage(ticker=ticker,
exchange=exchange,
timestamp=unix_timestamp)
publish_close_price = timestamp_is_near_5min(unix_timestamp)
if ph_object.volume and ph_object.volume > 0:
pv_storage.index = "close_volume"
pv_storage.value = ph_object.volume
pipeline = pv_storage.save(publish=publish_close_price,
pipeline=pipeline)
if ph_object.open_p and ph_object.open_p > 0:
pv_storage.index = "open_price"
pv_storage.value = ph_object.open_p
pipeline = pv_storage.save(publish=False, pipeline=pipeline)
if ph_object.high and ph_object.high > 0:
pv_storage.index = "high_price"
pv_storage.value = ph_object.high
pipeline = pv_storage.save(publish=False, pipeline=pipeline)
if ph_object.low and ph_object.low > 0:
pv_storage.index = "low_price"
pv_storage.value = ph_object.low
pipeline = pv_storage.save(publish=False, pipeline=pipeline)
# always run 'close_price' index last
# why? when it saves, it triggers price storage to resample
# after resampling history indexes are deleted
# so all others should be available for resampling before being deleted
if ph_object.close and ph_object.close > 0:
pv_storage.index = "close_price"
pv_storage.value = ph_object.close
pipeline = pv_storage.save(publish=True, pipeline=pipeline)
if using_local_pipeline:
return pipeline.execute()
else:
return pipeline
### END PULL OF PRICE HISTORY RECORDS ###