def test__load_ohlcvs__all_symbols_no_exchange_directory(self): with self.assertRaises(FileNotFoundError) as e: load_ohlcvs(ohlcv_dir=ohlcv_dir, exchange_names=['acx'], symbols=[]) self.assertEqual(str(e.exception), 'Cannot find ohlcv directory for exchange (acx)')
def test__load_ohlcvs__defect_file(self): with self.assertRaises(ValueError) as e: load_ohlcvs(ohlcv_dir=ohlcv_dir, exchange_names=['defect'], symbols=['XRP/ETH']) self.assertEqual( str(e.exception), 'Cannot parse symbol (XRP/ETH) file for exchange (defect)')
def test__load_ohlcvs__exchange_does_not_exist(self): with self.assertRaises(FileNotFoundError) as e: load_ohlcvs(ohlcv_dir=ohlcv_dir, exchange_names=['inexistent'], symbols=['ETH/BTC']) self.assertEqual( str(e.exception), 'Cannot find symbol (ETH/BTC) file for exchange (inexistent)')
def test__load_ohlcvs__all_symbols_per_exchange(self): result = load_ohlcvs(ohlcv_dir=ohlcv_dir, exchange_names=['bitmex'], symbols=[]) self.assertEqual(sorted(result.keys()), ['bitmex']) self.assertEqual(sorted(result['bitmex'].keys()), ['ETH/BTC', 'XRP/ETH']) self.assert_frame_equal(result['bitmex']['XRP/ETH'], bitmex_xrp_eth) self.assert_frame_equal(result['bitmex']['ETH/BTC'], bitmex_eth_btc)