def test_ohlcv_fill_up_missing_data2(caplog):
timeframe = '5m'
ticks = [
[
1511686200000, # 8:50:00
8.794e-05, # open
8.948e-05, # high
8.794e-05, # low
8.88e-05, # close
2255, # volume (in quote currency)
],
[
1511686500000, # 8:55:00
8.88e-05,
8.942e-05,
8.88e-05,
8.893e-05,
9911,
],
[
1511687100000, # 9:05:00
8.891e-05,
8.893e-05,
8.875e-05,
8.877e-05,
2251
],
[
1511687400000, # 9:10:00
8.877e-05,
8.883e-05,
8.895e-05,
8.817e-05,
123551
]
]
# Generate test-data without filling missing
data = ohlcv_to_dataframe(ticks,
timeframe,
pair="UNITTEST/BTC",
fill_missing=False)
assert len(data) == 3
caplog.set_level(logging.DEBUG)
data2 = ohlcv_fill_up_missing_data(data, timeframe, "UNITTEST/BTC")
assert len(data2) == 4
# 3rd candle has been filled
row = data2.loc[2, :]
assert row['volume'] == 0
# close should match close of previous candle
assert row['close'] == data.loc[1, 'close']
assert row['open'] == row['close']
assert row['high'] == row['close']
assert row['low'] == row['close']
# Column names should not change
assert (data.columns == data2.columns).all()
assert log_has_re(
f"Missing data fillup for UNITTEST/BTC: before: "
f"{len(data)} - after: {len(data2)}.*", caplog)
def test_ohlcv_fill_up_missing_data(testdatadir, caplog):
data = load_pair_history(datadir=testdatadir,
timeframe='1m',
pair='UNITTEST/BTC',
fill_up_missing=False)
caplog.set_level(logging.DEBUG)
data2 = ohlcv_fill_up_missing_data(data, '1m', 'UNITTEST/BTC')
assert len(data2) > len(data)
# Column names should not change
assert (data.columns == data2.columns).all()
assert log_has(f"Missing data fillup for UNITTEST/BTC: before: "
f"{len(data)} - after: {len(data2)}", caplog)
# Test fillup actually fixes invalid backtest data
min_date, max_date = get_timerange({'UNITTEST/BTC': data})
assert validate_backtest_data(data, 'UNITTEST/BTC', min_date, max_date, 1)
assert not validate_backtest_data(data2, 'UNITTEST/BTC', min_date, max_date, 1)
def test_ohlcv_fill_up_missing_data(caplog):
data = load_pair_history(datadir=None,
ticker_interval='1m',
refresh_pairs=False,
pair='UNITTEST/BTC',
fill_up_missing=False)
caplog.set_level(logging.DEBUG)
data2 = ohlcv_fill_up_missing_data(data, '1m')
assert len(data2) > len(data)
# Column names should not change
assert (data.columns == data2.columns).all()
assert log_has(
f"Missing data fillup: before: {len(data)} - after: {len(data2)}",
caplog.record_tuples)
# Test fillup actually fixes invalid backtest data
min_date, max_date = get_timeframe({'UNITTEST/BTC': data})
assert validate_backtest_data({'UNITTEST/BTC': data}, min_date, max_date,
1)
assert not validate_backtest_data({'UNITTEST/BTC': data2}, min_date,
max_date, 1)
