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Add active test for alternative futures rates (ensures history is loaded correctly).

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This commit is contained in:
Matthias
2023-08-08 20:14:37 +02:00
parent 46bafa9d5d
commit 62ad2cca1a
1 changed files with 19 additions and 4 deletions
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tests/exchange/test_ccxt_compat.py
+19 -4
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@@ -511,7 +511,8 @@ class TestCCXTExchange:
now = datetime.now(timezone.utc) - timedelta(minutes=(timeframe_to_minutes(timeframe) * 2)) now = datetime.now(timezone.utc) - timedelta(minutes=(timeframe_to_minutes(timeframe) * 2))
assert exch.klines(pair_tf).iloc[-1]['date'] >= timeframe_to_prev_date(timeframe, now) assert exch.klines(pair_tf).iloc[-1]['date'] >= timeframe_to_prev_date(timeframe, now)
def ccxt__async_get_candle_history(self, exchange, exchangename, pair, timeframe, candle_type): def ccxt__async_get_candle_history(
self, exchange, exchangename, pair, timeframe, candle_type, factor=0.9):
timeframe_ms = timeframe_to_msecs(timeframe) timeframe_ms = timeframe_to_msecs(timeframe)
now = timeframe_to_prev_date( now = timeframe_to_prev_date(
@@ -532,11 +533,11 @@ class TestCCXTExchange:
assert res[1] == timeframe assert res[1] == timeframe
assert res[2] == candle_type assert res[2] == candle_type
candles = res[3] candles = res[3]
factor = 0.9
candle_count = exchange.ohlcv_candle_limit(timeframe, candle_type, since_ms) * factor candle_count = exchange.ohlcv_candle_limit(timeframe, candle_type, since_ms) * factor
candle_count1 = (now.timestamp() * 1000 - since_ms) // timeframe_ms * factor candle_count1 = (now.timestamp() * 1000 - since_ms) // timeframe_ms * factor
assert len(candles) >= min(candle_count, candle_count1), \ assert len(candles) >= min(candle_count, candle_count1), \
f"{len(candles)} < {candle_count} in {timeframe}, Offset: {offset} {factor}" f"{len(candles)} < {candle_count} in {timeframe}, Offset: {offset} {factor}"
# Check if first-timeframe is either the start, or start + 1
assert candles[0][0] == since_ms or (since_ms + timeframe_ms) assert candles[0][0] == since_ms or (since_ms + timeframe_ms)
def test_ccxt__async_get_candle_history(self, exchange: EXCHANGE_FIXTURE_TYPE): def test_ccxt__async_get_candle_history(self, exchange: EXCHANGE_FIXTURE_TYPE):
@@ -552,15 +553,29 @@ class TestCCXTExchange:
self.ccxt__async_get_candle_history( self.ccxt__async_get_candle_history(
exc, exchangename, pair, timeframe, CandleType.SPOT) exc, exchangename, pair, timeframe, CandleType.SPOT)
def test_ccxt__async_get_candle_history_futures(self, exchange_futures: EXCHANGE_FIXTURE_TYPE): @pytest.mark.parametrize('candle_type', [
CandleType.FUTURES,
CandleType.FUNDING_RATE,
CandleType.MARK,
])
def test_ccxt__async_get_candle_history_futures(
self, exchange_futures: EXCHANGE_FIXTURE_TYPE, candle_type):
exchange, exchangename = exchange_futures exchange, exchangename = exchange_futures
if not exchange: if not exchange:
# exchange_futures only returns values for supported exchanges # exchange_futures only returns values for supported exchanges
return return
pair = EXCHANGES[exchangename].get('futures_pair', EXCHANGES[exchangename]['pair']) pair = EXCHANGES[exchangename].get('futures_pair', EXCHANGES[exchangename]['pair'])
timeframe = EXCHANGES[exchangename]['timeframe'] timeframe = EXCHANGES[exchangename]['timeframe']
if candle_type == CandleType.FUNDING_RATE:
timeframe = exchange._ft_has.get('funding_fee_timeframe',
exchange._ft_has['mark_ohlcv_timeframe'])
self.ccxt__async_get_candle_history( self.ccxt__async_get_candle_history(
exchange, exchangename, pair, timeframe, CandleType.FUTURES) exchange,
exchangename,
pair=pair,
timeframe=timeframe,
candle_type=candle_type,
)
def test_ccxt_fetch_funding_rate_history(self, exchange_futures: EXCHANGE_FIXTURE_TYPE): def test_ccxt_fetch_funding_rate_history(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
exchange, exchangename = exchange_futures exchange, exchangename = exchange_futures