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test: improve orderflow test

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Matthias
2024-12-05 07:12:35 +01:00
parent ff371c43e0
commit 82d517fcbb
1 changed files with 6 additions and 2 deletions
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tests/data/test_converter_orderflow.py
+6 -2
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@@ -503,6 +503,7 @@ def test_analyze_with_orderflow(
df = strategy.advise_indicators(ohlcv_history, {"pair:": "ETH/BTC"}) df = strategy.advise_indicators(ohlcv_history, {"pair:": "ETH/BTC"})
assert len(df) == len(ohlcv_history) assert len(df) == len(ohlcv_history)
assert "open" in df.columns assert "open" in df.columns
pair = "ETH/BTC"
expected_cols = [ expected_cols = [
"trades", "trades",
@@ -532,7 +533,8 @@ def test_analyze_with_orderflow(
} }
strategy.config = default_conf_usdt strategy.config = default_conf_usdt
df1 = strategy.advise_indicators(ohlcv_history, {"pair": "ETH/BTC"}) # First round - builds cache
df1 = strategy.advise_indicators(ohlcv_history, {"pair": pair})
assert len(df1) == len(ohlcv_history) assert len(df1) == len(ohlcv_history)
assert "open" in df1.columns assert "open" in df1.columns
for col in expected_cols: for col in expected_cols:
@@ -541,8 +543,10 @@ def test_analyze_with_orderflow(
if col not in ("stacked_imbalances_bid", "stacked_imbalances_ask"): if col not in ("stacked_imbalances_bid", "stacked_imbalances_ask"):
assert df1[col].count() == 5, f"Column {col} has {df1[col].count()} non-NaN values" assert df1[col].count() == 5, f"Column {col} has {df1[col].count()} non-NaN values"
assert len(strategy._cached_grouped_trades_per_pair[pair]) == 5
# Ensure caching works - call the same logic again. # Ensure caching works - call the same logic again.
df2 = strategy.advise_indicators(ohlcv_history, {"pair": "ETH/BTC"}) df2 = strategy.advise_indicators(ohlcv_history, {"pair": pair})
assert len(df2) == len(ohlcv_history) assert len(df2) == len(ohlcv_history)
assert "open" in df2.columns assert "open" in df2.columns
for col in expected_cols: for col in expected_cols: