Merge branch 'feature/fetch-public-trades-cached' into feature/fetch-public-trades

tests/data/test_converter_public_trades.py

@@ -1,3 +1,5 @@
+from collections import OrderedDict
+
 import numpy as np
 import pandas as pd
 import pytest
@@ -47,6 +49,15 @@ def public_trades_list_simple(testdatadir):
     return read_csv(testdatadir / "orderflow/public_trades_list_simple_example.csv").copy()
 
 
+@pytest.fixture
+def reset_cache(request):
+    import freqtrade.data.converter.orderflow as orderflow
+
+    global orderflow  # noqa F811
+    orderflow.cached_grouped_trades = OrderedDict()
+    yield
+
+
 def test_public_trades_columns_before_change(
     populate_dataframe_with_trades_dataframe, populate_dataframe_with_trades_trades
 ):
@@ -71,7 +82,7 @@ def test_public_trades_columns_before_change(
 
 
 def test_public_trades_mock_populate_dataframe_with_trades__check_orderflow(
-    populate_dataframe_with_trades_dataframe, populate_dataframe_with_trades_trades
+    reset_cache, populate_dataframe_with_trades_dataframe, populate_dataframe_with_trades_trades
 ):
     """
     Tests the `populate_dataframe_with_trades` function's order flow calculation.
@@ -90,6 +101,7 @@ def test_public_trades_mock_populate_dataframe_with_trades__check_orderflow(
     config = {
         "timeframe": "5m",
         "orderflow": {
+            "cache_size": 1000,
             "max_candles": 1500,
             "scale": 0.005,
             "imbalance_volume": 0,
@@ -169,7 +181,7 @@ def test_public_trades_mock_populate_dataframe_with_trades__check_orderflow(
 
 
 def test_public_trades_trades_mock_populate_dataframe_with_trades__check_trades(
-    populate_dataframe_with_trades_dataframe, populate_dataframe_with_trades_trades
+    reset_cache, populate_dataframe_with_trades_dataframe, populate_dataframe_with_trades_trades
 ):
     """
     Tests the `populate_dataframe_with_trades` function's handling of trades,
@@ -201,6 +213,7 @@ def test_public_trades_trades_mock_populate_dataframe_with_trades__check_trades(
     config = {
         "timeframe": "5m",
         "orderflow": {
+            "cache_size": 1000,
             "max_candles": 1500,
             "scale": 0.5,
             "imbalance_volume": 0,
@@ -243,7 +256,7 @@ def test_public_trades_trades_mock_populate_dataframe_with_trades__check_trades(
     assert 169.442 == row["ask"]
 
     # Assert the number of trades
-    assert 151 == len(row.trades)
+    assert 151 == len(row["trades"])
 
     # Assert specific details of the first trade
     t = row["trades"].iloc[0]
@@ -367,6 +380,7 @@ def test_public_trades_config_max_trades(
     orderflow_config = {
         "timeframe": "5m",
         "orderflow": {
+            "cache_size": 1000,
             "max_candles": 1,
             "scale": 0.005,
             "imbalance_volume": 0,