def test_hdf5datahandler_trades_store(testdatadir, tmpdir): tmpdir1 = Path(tmpdir) dh = HDF5DataHandler(testdatadir) trades = dh.trades_load('XRP/ETH') dh1 = HDF5DataHandler(tmpdir1) dh1.trades_store('XRP/NEW', trades) file = tmpdir1 / 'XRP_NEW-trades.h5' assert file.is_file() # Load trades back trades_new = dh1.trades_load('XRP/NEW') assert len(trades_new) == len(trades) assert trades[0][0] == trades_new[0][0] assert trades[0][1] == trades_new[0][1] # assert trades[0][2] == trades_new[0][2] # This is nan - so comparison does not make sense assert trades[0][3] == trades_new[0][3] assert trades[0][4] == trades_new[0][4] assert trades[0][5] == trades_new[0][5] assert trades[0][6] == trades_new[0][6] assert trades[-1][0] == trades_new[-1][0] assert trades[-1][1] == trades_new[-1][1] # assert trades[-1][2] == trades_new[-1][2] # This is nan - so comparison does not make sense assert trades[-1][3] == trades_new[-1][3] assert trades[-1][4] == trades_new[-1][4] assert trades[-1][5] == trades_new[-1][5] assert trades[-1][6] == trades_new[-1][6]
def test_hdf5datahandler_ohlcv_load_and_resave(testdatadir, tmpdir): tmpdir1 = Path(tmpdir) dh = HDF5DataHandler(testdatadir) ohlcv = dh.ohlcv_load('UNITTEST/BTC', '5m') assert isinstance(ohlcv, DataFrame) assert len(ohlcv) > 0 file = tmpdir1 / 'UNITTEST_NEW-5m.h5' assert not file.is_file() dh1 = HDF5DataHandler(tmpdir1) dh1.ohlcv_store('UNITTEST/NEW', '5m', ohlcv) assert file.is_file() assert not ohlcv[ohlcv['date'] < '2018-01-15'].empty # Data gores from 2018-01-10 - 2018-01-30 timerange = TimeRange.parse_timerange('20180115-20180119') # Call private function to ensure timerange is filtered in hdf5 ohlcv = dh._ohlcv_load('UNITTEST/BTC', '5m', timerange) ohlcv1 = dh1._ohlcv_load('UNITTEST/NEW', '5m', timerange) assert len(ohlcv) == len(ohlcv1) assert ohlcv.equals(ohlcv1) assert ohlcv[ohlcv['date'] < '2018-01-15'].empty assert ohlcv[ohlcv['date'] > '2018-01-19'].empty # Try loading inexisting file ohlcv = dh.ohlcv_load('UNITTEST/NONEXIST', '5m') assert ohlcv.empty
def test_datahandler_ohlcv_get_pairs(testdatadir): pairs = JsonDataHandler.ohlcv_get_pairs(testdatadir, '5m', candle_type=CandleType.SPOT) # Convert to set to avoid failures due to sorting assert set(pairs) == { 'UNITTEST/BTC', 'XLM/BTC', 'ETH/BTC', 'TRX/BTC', 'LTC/BTC', 'XMR/BTC', 'ZEC/BTC', 'ADA/BTC', 'ETC/BTC', 'NXT/BTC', 'DASH/BTC', 'XRP/ETH' } pairs = JsonGzDataHandler.ohlcv_get_pairs(testdatadir, '8m', candle_type=CandleType.SPOT) assert set(pairs) == {'UNITTEST/BTC'} pairs = HDF5DataHandler.ohlcv_get_pairs(testdatadir, '5m', candle_type=CandleType.SPOT) assert set(pairs) == {'UNITTEST/BTC'} pairs = JsonDataHandler.ohlcv_get_pairs(testdatadir, '1h', candle_type=CandleType.MARK) assert set(pairs) == {'UNITTEST/USDT', 'XRP/USDT'} pairs = JsonGzDataHandler.ohlcv_get_pairs(testdatadir, '1h', candle_type=CandleType.FUTURES) assert set(pairs) == {'XRP/USDT'} pairs = HDF5DataHandler.ohlcv_get_pairs(testdatadir, '1h', candle_type=CandleType.MARK) assert set(pairs) == {'UNITTEST/USDT:USDT'}
def test_hdf5datahandler_ohlcv_purge(mocker, testdatadir): mocker.patch.object(Path, "exists", MagicMock(return_value=False)) unlinkmock = mocker.patch.object(Path, "unlink", MagicMock()) dh = HDF5DataHandler(testdatadir) assert not dh.ohlcv_purge('UNITTEST/NONEXIST', '5m') assert unlinkmock.call_count == 0 mocker.patch.object(Path, "exists", MagicMock(return_value=True)) assert dh.ohlcv_purge('UNITTEST/NONEXIST', '5m') assert unlinkmock.call_count == 1
def test_hdf5datahandler_ohlcv_load_and_resave(testdatadir, tmpdir, pair, timeframe, candle_type, candle_append, startdt, enddt): tmpdir1 = Path(tmpdir) tmpdir2 = tmpdir1 if candle_type not in ('', 'spot'): tmpdir2 = tmpdir1 / 'futures' tmpdir2.mkdir() dh = HDF5DataHandler(testdatadir) ohlcv = dh._ohlcv_load(pair, timeframe, None, candle_type=candle_type) assert isinstance(ohlcv, DataFrame) assert len(ohlcv) > 0 file = tmpdir2 / f"UNITTEST_NEW-{timeframe}{candle_append}.h5" assert not file.is_file() dh1 = HDF5DataHandler(tmpdir1) dh1.ohlcv_store('UNITTEST/NEW', timeframe, ohlcv, candle_type=candle_type) assert file.is_file() assert not ohlcv[ohlcv['date'] < startdt].empty timerange = TimeRange.parse_timerange( f"{startdt.replace('-', '')}-{enddt.replace('-', '')}") # Call private function to ensure timerange is filtered in hdf5 ohlcv = dh._ohlcv_load(pair, timeframe, timerange, candle_type=candle_type) ohlcv1 = dh1._ohlcv_load('UNITTEST/NEW', timeframe, timerange, candle_type=candle_type) assert len(ohlcv) == len(ohlcv1) assert ohlcv.equals(ohlcv1) assert ohlcv[ohlcv['date'] < startdt].empty assert ohlcv[ohlcv['date'] > enddt].empty # Try loading inexisting file ohlcv = dh.ohlcv_load('UNITTEST/NONEXIST', timeframe, candle_type=candle_type) assert ohlcv.empty
def test_datahandler_ohlcv_get_pairs(testdatadir): pairs = JsonDataHandler.ohlcv_get_pairs(testdatadir, '5m') # Convert to set to avoid failures due to sorting assert set(pairs) == {'UNITTEST/BTC', 'XLM/BTC', 'ETH/BTC', 'TRX/BTC', 'LTC/BTC', 'XMR/BTC', 'ZEC/BTC', 'ADA/BTC', 'ETC/BTC', 'NXT/BTC', 'DASH/BTC', 'XRP/ETH'} pairs = JsonGzDataHandler.ohlcv_get_pairs(testdatadir, '8m') assert set(pairs) == {'UNITTEST/BTC'} pairs = HDF5DataHandler.ohlcv_get_pairs(testdatadir, '5m') assert set(pairs) == {'UNITTEST/BTC'}
def test_datahandler_ohlcv_get_available_data(testdatadir): paircombs = JsonDataHandler.ohlcv_get_available_data(testdatadir) # Convert to set to avoid failures due to sorting assert set(paircombs) == {('UNITTEST/BTC', '5m'), ('ETH/BTC', '5m'), ('XLM/BTC', '5m'), ('TRX/BTC', '5m'), ('LTC/BTC', '5m'), ('XMR/BTC', '5m'), ('ZEC/BTC', '5m'), ('UNITTEST/BTC', '1m'), ('ADA/BTC', '5m'), ('ETC/BTC', '5m'), ('NXT/BTC', '5m'), ('DASH/BTC', '5m'), ('XRP/ETH', '1m'), ('XRP/ETH', '5m'), ('UNITTEST/BTC', '30m'), ('UNITTEST/BTC', '8m'), ('NOPAIR/XXX', '4m')} paircombs = JsonGzDataHandler.ohlcv_get_available_data(testdatadir) assert set(paircombs) == {('UNITTEST/BTC', '8m')} paircombs = HDF5DataHandler.ohlcv_get_available_data(testdatadir) assert set(paircombs) == {('UNITTEST/BTC', '5m')}
def test_datahandler_ohlcv_get_available_data(testdatadir): paircombs = JsonDataHandler.ohlcv_get_available_data( testdatadir, TradingMode.SPOT) # Convert to set to avoid failures due to sorting assert set(paircombs) == { ('UNITTEST/BTC', '5m', CandleType.SPOT), ('ETH/BTC', '5m', CandleType.SPOT), ('XLM/BTC', '5m', CandleType.SPOT), ('TRX/BTC', '5m', CandleType.SPOT), ('LTC/BTC', '5m', CandleType.SPOT), ('XMR/BTC', '5m', CandleType.SPOT), ('ZEC/BTC', '5m', CandleType.SPOT), ('UNITTEST/BTC', '1m', CandleType.SPOT), ('ADA/BTC', '5m', CandleType.SPOT), ('ETC/BTC', '5m', CandleType.SPOT), ('NXT/BTC', '5m', CandleType.SPOT), ('DASH/BTC', '5m', CandleType.SPOT), ('XRP/ETH', '1m', CandleType.SPOT), ('XRP/ETH', '5m', CandleType.SPOT), ('UNITTEST/BTC', '30m', CandleType.SPOT), ('UNITTEST/BTC', '8m', CandleType.SPOT), ('NOPAIR/XXX', '4m', CandleType.SPOT), } paircombs = JsonDataHandler.ohlcv_get_available_data( testdatadir, TradingMode.FUTURES) # Convert to set to avoid failures due to sorting assert set(paircombs) == { ('UNITTEST/USDT', '1h', 'mark'), ('XRP/USDT', '1h', 'futures'), ('XRP/USDT', '1h', 'mark'), ('XRP/USDT', '8h', 'mark'), ('XRP/USDT', '8h', 'funding_rate'), } paircombs = JsonGzDataHandler.ohlcv_get_available_data( testdatadir, TradingMode.SPOT) assert set(paircombs) == {('UNITTEST/BTC', '8m', CandleType.SPOT)} paircombs = HDF5DataHandler.ohlcv_get_available_data( testdatadir, TradingMode.SPOT) assert set(paircombs) == {('UNITTEST/BTC', '5m', CandleType.SPOT)}
def test_hdf5datahandler_trades_load(testdatadir): dh = HDF5DataHandler(testdatadir) trades = dh.trades_load('XRP/ETH') assert isinstance(trades, list) trades1 = dh.trades_load('UNITTEST/NONEXIST') assert trades1 == [] # data goes from 2019-10-11 - 2019-10-13 timerange = TimeRange.parse_timerange('20191011-20191012') trades2 = dh._trades_load('XRP/ETH', timerange) assert len(trades) > len(trades2) # unfiltered load has trades before starttime assert len([t for t in trades if t[0] < timerange.startts * 1000]) >= 0 # filtered list does not have trades before starttime assert len([t for t in trades2 if t[0] < timerange.startts * 1000]) == 0 # unfiltered load has trades after endtime assert len([t for t in trades if t[0] > timerange.stopts * 1000]) > 0 # filtered list does not have trades after endtime assert len([t for t in trades2 if t[0] > timerange.stopts * 1000]) == 0
def test_hdf5datahandler_trades_get_pairs(testdatadir): pairs = HDF5DataHandler.trades_get_pairs(testdatadir) # Convert to set to avoid failures due to sorting assert set(pairs) == {'XRP/ETH'}