Exemplo n.º 1
0
def test_get_analyzed_dataframe(mocker, default_conf, ohlcv_history):

    default_conf["runmode"] = RunMode.DRY_RUN

    timeframe = default_conf["timeframe"]
    exchange = get_patched_exchange(mocker, default_conf)

    dp = DataProvider(default_conf, exchange)
    dp._set_cached_df("XRP/BTC", timeframe, ohlcv_history)
    dp._set_cached_df("UNITTEST/BTC", timeframe, ohlcv_history)

    assert dp.runmode == RunMode.DRY_RUN
    dataframe, time = dp.get_analyzed_dataframe("UNITTEST/BTC", timeframe)
    assert ohlcv_history.equals(dataframe)
    assert isinstance(time, datetime)

    dataframe, time = dp.get_analyzed_dataframe("XRP/BTC", timeframe)
    assert ohlcv_history.equals(dataframe)
    assert isinstance(time, datetime)

    dataframe, time = dp.get_analyzed_dataframe("NOTHING/BTC", timeframe)
    assert dataframe.empty
    assert isinstance(time, datetime)
    assert time == datetime(1970, 1, 1, tzinfo=timezone.utc)
Exemplo n.º 2
0
def test_get_analyzed_dataframe(mocker, default_conf, ohlcv_history):

    default_conf["runmode"] = RunMode.DRY_RUN

    timeframe = default_conf["timeframe"]
    exchange = get_patched_exchange(mocker, default_conf)

    dp = DataProvider(default_conf, exchange)
    dp._set_cached_df("XRP/BTC", timeframe, ohlcv_history, CandleType.SPOT)
    dp._set_cached_df("UNITTEST/BTC", timeframe, ohlcv_history, CandleType.SPOT)

    assert dp.runmode == RunMode.DRY_RUN
    dataframe, time = dp.get_analyzed_dataframe("UNITTEST/BTC", timeframe)
    assert ohlcv_history.equals(dataframe)
    assert isinstance(time, datetime)

    dataframe, time = dp.get_analyzed_dataframe("XRP/BTC", timeframe)
    assert ohlcv_history.equals(dataframe)
    assert isinstance(time, datetime)

    dataframe, time = dp.get_analyzed_dataframe("NOTHING/BTC", timeframe)
    assert dataframe.empty
    assert isinstance(time, datetime)
    assert time == datetime(1970, 1, 1, tzinfo=timezone.utc)

    # Test backtest mode
    default_conf["runmode"] = RunMode.BACKTEST
    dp._set_dataframe_max_index(1)
    dataframe, time = dp.get_analyzed_dataframe("XRP/BTC", timeframe)

    assert len(dataframe) == 1

    dp._set_dataframe_max_index(2)
    dataframe, time = dp.get_analyzed_dataframe("XRP/BTC", timeframe)
    assert len(dataframe) == 2

    dp._set_dataframe_max_index(3)
    dataframe, time = dp.get_analyzed_dataframe("XRP/BTC", timeframe)
    assert len(dataframe) == 3

    dp._set_dataframe_max_index(500)
    dataframe, time = dp.get_analyzed_dataframe("XRP/BTC", timeframe)
    assert len(dataframe) == len(ohlcv_history)