tests: fix test and improve coverage

freqtrade/exchange/binance.py

@@ -142,14 +142,13 @@ class Binance(Exchange):
                     timeframe=timeframe,
                     since_ms=since_ms,
                     until_ms=until_ms,
-                    stop_on_404=True,
+                    stop_on_404=False,
                 )
             )
             if df.empty:
                 rest_since_ms = since_ms
             else:
                 rest_since_ms = dt_ts(df.iloc[-1].date) + timeframe_to_msecs(timeframe)
-
             if until_ms and rest_since_ms > until_ms:
                 rest_df = DataFrame()
             else:

freqtrade/exchange/binance_public_data.py

@@ -39,7 +39,8 @@ async def fetch_ohlcv(
     :candle_type: Currently only spot and futures are supported
     :param until_ms: `None` indicates the timestamp of the latest available data
     :param stop_on_404: Stop to download the following data when a 404 returned
-    :return: None if no data available in the time range
+    :return: the date range is between [since_ms, until_ms),
+        return None if no data available in the time range
     """
     if candle_type == CandleType.SPOT:
         asset_type = "spot"
@@ -57,7 +58,14 @@ async def fetch_ohlcv(
     end = min(end, last_available_date)
     if start >= end:
         return DataFrame()
-    return await _fetch_ohlcv(asset_type, symbol, timeframe, start, end, stop_on_404)
+    df = await _fetch_ohlcv(asset_type, symbol, timeframe, start, end, stop_on_404)
+    logger.info(
+        f"Downloaded data for {pair} from https://data.binance.vision/ with length {len(df)}."
+    )
+    if not df.empty:
+        return df.loc[(df["date"] >= start) & (df["date"] < end)]
+    else:
+        return df
 
 
 def symbol_ccxt_to_binance(symbol: str) -> str:
@@ -149,7 +157,7 @@ async def get_daily_ohlcv(
     date: datetime.date,
     session: aiohttp.ClientSession,
     retry_count: int = 3,
-) -> DataFrame | None:
+) -> DataFrame | None | Exception:
     """
     Get daily OHLCV from https://data.binance.vision
     See https://github.com/binance/binance-public-data
@@ -199,4 +207,4 @@ async def get_daily_ohlcv(
             retry += 1
             if retry >= retry_count:
                 logger.debug(f"Failed to get data from {url}: {e}")
-                raise
+                return e

freqtrade/exchange/exchange.py

@@ -2246,7 +2246,7 @@ class Exchange:
                 candle_type=candle_type,
             )
         )
-        logger.info(f"Downloaded data for {pair} with length {len(data)}.")
+        logger.info(f"Downloaded data for {pair} from ccxt with length {len(data)}.")
         return ohlcv_to_dataframe(data, timeframe, pair, fill_missing=False, drop_incomplete=True)
 
     async def _async_get_historic_ohlcv(

tests/exchange/test_binance.py

@@ -1,4 +1,4 @@
-from datetime import datetime, timedelta, timezone
+from datetime import datetime, timedelta
 from random import randint
 from unittest.mock import AsyncMock, MagicMock, PropertyMock
 
@@ -8,9 +8,10 @@ import pytest
 
 from freqtrade.enums import CandleType, MarginMode, TradingMode
 from freqtrade.exceptions import DependencyException, InvalidOrderException, OperationalException
+from freqtrade.exchange.exchange_utils_timeframe import timeframe_to_seconds
 from freqtrade.persistence import Trade
 from freqtrade.util.datetime_helpers import dt_from_ts, dt_ts, dt_utc
-from tests.conftest import EXMS, get_mock_coro, get_patched_exchange, log_has_re
+from tests.conftest import EXMS, get_patched_exchange
 from tests.exchange.test_exchange import ccxt_exceptionhandlers
 
 
@@ -733,17 +734,17 @@ def test__set_leverage_binance(mocker, default_conf):
     )
 
 
-def make_storage(start: datetime, end: datetime, timeframe: str = "1min"):
+def make_storage(start: datetime, end: datetime, timeframe: str):
-    date = pd.date_range(start, end, freq=timeframe)
+    date = pd.date_range(start, end, freq=timeframe.replace("m", "min"))
     df = pd.DataFrame(
         data=dict(date=date, open=1.0, high=1.0, low=1.0, close=1.0),
     )
     return df
 
 
-def patch_ohlcv(mocker, start, archive_end, api_end):
+def patch_ohlcv(mocker, start, archive_end, api_end, timeframe):
-    archive_storage = make_storage(start, archive_end)
+    archive_storage = make_storage(start, archive_end, timeframe)
-    api_storage = make_storage(start, api_end)
+    api_storage = make_storage(start, api_end, timeframe)
 
     ohlcv = [[dt_ts(start), 1, 1, 1, 1]]
     # (pair, timeframe, candle_type, ohlcv, True)
@@ -768,6 +769,7 @@ def patch_ohlcv(mocker, start, archive_end, api_end):
         timeframe,
         since_ms,
         until_ms,
+        stop_on_404=False,
     ):
         since = dt_from_ts(since_ms)
         until = dt_from_ts(until_ms) if until_ms else archive_end + timedelta(seconds=1)
@@ -909,11 +911,22 @@ def patch_ohlcv(mocker, start, archive_end, api_end):
             dt_utc(2020, 1, 1),
             dt_utc(2020, 1, 2),
             dt_utc(2020, 1, 1),
-            dt_utc(2020, 1, 1, 23, 59),
+            dt_utc(2020, 1, 1, 23),
             False,
             False,
             True,
         ),
+        (
+            "1m",
+            False,
+            dt_utc(2020, 1, 1),
+            dt_utc(2020, 1, 1, 3, 50, 30),
+            dt_utc(2020, 1, 1),
+            dt_utc(2020, 1, 1, 3, 50),
+            False,
+            True,
+            False,
+        ),
     ],
 )
 def test_get_historic_ohlcv_binance(
@@ -935,7 +948,7 @@ def test_get_historic_ohlcv_binance(
     archive_end = dt_utc(2020, 1, 2)
     api_end = dt_utc(2020, 1, 3)
     candle_mock, api_mock, archive_mock = patch_ohlcv(
-        mocker, start=start, archive_end=archive_end, api_end=api_end
+        mocker, start=start, archive_end=archive_end, api_end=api_end, timeframe=timeframe
     )
 
     candle_type = CandleType.SPOT
@@ -952,6 +965,9 @@ def test_get_historic_ohlcv_binance(
     else:
         assert df["date"].iloc[0] == first_date
         assert df["date"].iloc[-1] == last_date
+        assert (
+            df["date"].diff().iloc[1:] == timedelta(seconds=timeframe_to_seconds(timeframe))
+        ).all()
 
     if candle_called:
         candle_mock.assert_called_once()
@@ -961,45 +977,6 @@ def test_get_historic_ohlcv_binance(
         api_mock.assert_called_once()
 
 
-@pytest.mark.xfail(reason="Need refactor")
-@pytest.mark.parametrize("candle_type", [CandleType.MARK, ""])
-async def test__async_get_historic_ohlcv_binance(default_conf, mocker, caplog, candle_type):
-    ohlcv = [
-        [
-            int((datetime.now(timezone.utc).timestamp() - 1000) * 1000),
-            1,  # open
-            2,  # high
-            3,  # low
-            4,  # close
-            5,  # volume (in quote currency)
-        ]
-    ]
-
-    exchange = get_patched_exchange(mocker, default_conf, exchange="binance")
-    # Monkey-patch async function
-    exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
-
-    pair = "ETH/BTC"
-    respair, restf, restype, res, _ = await exchange._async_get_historic_ohlcv(
-        pair, "5m", 1500000000000, is_new_pair=False, candle_type=candle_type
-    )
-    assert respair == pair
-    assert restf == "5m"
-    assert restype == candle_type
-    # Call with very old timestamp - causes tons of requests
-    assert exchange._api_async.fetch_ohlcv.call_count > 400
-    # assert res == ohlcv
-    exchange._api_async.fetch_ohlcv.reset_mock()
-    _, _, _, res, _ = await exchange._async_get_historic_ohlcv(
-        pair, "5m", 1500000000000, is_new_pair=True, candle_type=candle_type
-    )
-
-    # Called twice - one "init" call - and one to get the actual data.
-    assert exchange._api_async.fetch_ohlcv.call_count == 2
-    assert res == ohlcv
-    assert log_has_re(r"Candle-data for ETH/BTC available starting with .*", caplog)
-
-
 @pytest.mark.parametrize(
     "pair,notional_value,mm_ratio,amt",
     [

tests/exchange/test_binance_public_data.py

@@ -13,6 +13,7 @@ from freqtrade.exchange.binance_public_data import (
     BadHttpStatus,
     fetch_ohlcv,
     get_daily_ohlcv,
+    symbol_ccxt_to_binance,
     zip_name,
 )
 from freqtrade.util.datetime_helpers import dt_ts, dt_utc
@@ -93,10 +94,18 @@ def make_response_from_url(start_date, end_date):
 
 
 @pytest.mark.parametrize(
-    "since,until,first_date,last_date,stop_on_404",
+    "candle_type,since,until,first_date,last_date,stop_on_404",
     [
-        (dt_utc(2020, 1, 1), dt_utc(2020, 1, 2), dt_utc(2020, 1, 1), dt_utc(2020, 1, 2, 23), False),
         (
+            CandleType.SPOT,
+            dt_utc(2020, 1, 1),
+            dt_utc(2020, 1, 2),
+            dt_utc(2020, 1, 1),
+            dt_utc(2020, 1, 1, 23),
+            False,
+        ),
+        (
+            CandleType.SPOT,
             dt_utc(2020, 1, 1),
             dt_utc(2020, 1, 1, 23, 59, 59),
             dt_utc(2020, 1, 1),
@@ -104,6 +113,7 @@ def make_response_from_url(start_date, end_date):
             False,
         ),
         (
+            CandleType.SPOT,
             dt_utc(2020, 1, 1),
             dt_utc(2020, 1, 5),
             dt_utc(2020, 1, 1),
@@ -111,6 +121,7 @@ def make_response_from_url(start_date, end_date):
             False,
         ),
         (
+            CandleType.SPOT,
             dt_utc(2019, 1, 1),
             dt_utc(2020, 1, 5),
             dt_utc(2020, 1, 1),
@@ -118,6 +129,7 @@ def make_response_from_url(start_date, end_date):
             False,
         ),
         (
+            CandleType.SPOT,
             dt_utc(2019, 1, 1),
             dt_utc(2019, 1, 5),
             None,
@@ -125,6 +137,7 @@ def make_response_from_url(start_date, end_date):
             False,
         ),
         (
+            CandleType.SPOT,
             dt_utc(2021, 1, 1),
             dt_utc(2021, 1, 5),
             None,
@@ -132,6 +145,7 @@ def make_response_from_url(start_date, end_date):
             False,
         ),
         (
+            CandleType.SPOT,
             dt_utc(2020, 1, 2),
             None,
             dt_utc(2020, 1, 2),
@@ -139,20 +153,44 @@ def make_response_from_url(start_date, end_date):
             False,
         ),
         (
+            CandleType.SPOT,
             dt_utc(2019, 1, 1),
             dt_utc(2020, 1, 5),
             None,
             None,
             True,
         ),
+        (
+            CandleType.SPOT,
+            dt_utc(2020, 1, 5),
+            dt_utc(2020, 1, 1),
+            None,
+            None,
+            False,
+        ),
+        (
+            CandleType.FUTURES,
+            dt_utc(2020, 1, 1),
+            dt_utc(2020, 1, 1, 23, 59, 59),
+            dt_utc(2020, 1, 1),
+            dt_utc(2020, 1, 1, 23),
+            False,
+        ),
+        (
+            CandleType.INDEX,
+            dt_utc(2020, 1, 1),
+            dt_utc(2020, 1, 1, 23, 59, 59),
+            None,
+            None,
+            False,
+        ),
     ],
 )
-async def test_fetch_ohlcv(mocker, since, until, first_date, last_date, stop_on_404):
+async def test_fetch_ohlcv(mocker, candle_type, since, until, first_date, last_date, stop_on_404):
     history_start = dt_utc(2020, 1, 1).date()
     history_end = dt_utc(2020, 1, 3).date()
-    candle_type = CandleType.SPOT
-    pair = "BTC/USDT"
     timeframe = "1h"
+    pair = "BTCUSDT"
 
     since_ms = dt_ts(since)
     until_ms = dt_ts(until)
@@ -160,6 +198,8 @@ async def test_fetch_ohlcv(mocker, since, until, first_date, last_date, stop_on_
     mocker.patch(
         "aiohttp.ClientSession.get", side_effect=make_response_from_url(history_start, history_end)
     )
+
+    if candle_type in [CandleType.SPOT, CandleType.FUTURES]:
         df = await fetch_ohlcv(candle_type, pair, timeframe, since_ms, until_ms, stop_on_404)
 
         if df.empty:
@@ -167,6 +207,23 @@ async def test_fetch_ohlcv(mocker, since, until, first_date, last_date, stop_on_
         else:
             assert df["date"].iloc[0] == first_date
             assert df["date"].iloc[-1] == last_date
+    else:
+        with pytest.raises(ValueError):
+            await fetch_ohlcv(candle_type, pair, timeframe, since_ms, until_ms, stop_on_404)
+
+
+async def test_fetch_ohlcv_exc(mocker):
+    timeframe = "1h"
+    pair = "BTCUSDT"
+
+    since_ms = dt_ts(dt_utc(2020, 1, 1))
+    until_ms = dt_ts(dt_utc(2020, 1, 2))
+
+    mocker.patch("aiohttp.ClientSession.get", side_effect=RuntimeError)
+
+    df = await fetch_ohlcv(CandleType.SPOT, pair, timeframe, since_ms, until_ms)
+
+    assert df.empty
 
 
 async def test_get_daily_ohlcv(mocker, testdatadir):
@@ -197,9 +254,16 @@ async def test_get_daily_ohlcv(mocker, testdatadir):
 
         mocker.patch("aiohttp.ClientSession.get", return_value=MockResponse(b"", 500))
         mocker.patch("asyncio.sleep")
-        with pytest.raises(BadHttpStatus):
         df = await get_daily_ohlcv("spot", symbol, timeframe, date, session)
+        assert isinstance(df, BadHttpStatus)
 
         mocker.patch("aiohttp.ClientSession.get", return_value=MockResponse(b"nop", 200))
-        with pytest.raises(zipfile.BadZipFile):
         df = await get_daily_ohlcv("spot", symbol, timeframe, date, session)
+        assert isinstance(df, zipfile.BadZipFile)
+
+
+def test_symbol_ccxt_to_binance():
+    assert symbol_ccxt_to_binance("BTC/USDT") == "BTCUSDT"
+    assert symbol_ccxt_to_binance("BTC/USDT:USDT") == "BTCUSDT"
+    with pytest.raises(ValueError):
+        assert symbol_ccxt_to_binance("BTC:USDT:USDT") == "BTCUSDT"

tests/exchange/test_exchange.py

@@ -2124,7 +2124,7 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name, candle_
     assert exchange._async_get_candle_history.call_count == 2
     # Returns twice the above OHLCV data after truncating the open candle.
     assert len(ret) == 2
-    assert log_has_re(r"Downloaded data for .* with length .*\.", caplog)
+    assert log_has_re(r"Downloaded data for .* from ccxt with length .*\.", caplog)
 
     caplog.clear()
 

tests/exchange_online/test_binance_compare_ohlcv.py

@@ -1,10 +1,23 @@
 """
 Check if the earliest klines from rest API have its counterpart on https://data.binance.vision
+Not expected to run in CI, manually run from shell:
 
-Not expected to run in CI
+    TEST_BINANCE_COMPARE_OHLCV=1 pytest tests/exchange_online/test_binance_compare_ohlcv.py
 
-Manually run from shell:
+Until 2024-10-30, there are three usdt-m futures symbols "lack" data
-TEST_BINANCE_COMPARE_OHLCV=1 pytest tests/exchange_online/test_binance_compare_ohlcv.py
+All SPOT symbols are good.
+
+BTCUSDT-1m                                          113 days
+ARCHIVE: 2019-12-31 00:00:00 │ 2024-10-30 02:51:00 │ 2541772
+API:     2019-09-08 17:57:00 │ 2024-10-30 03:11:00 │ 2704874
+
+ETHUSDT                                              34 days
+ARCHIVE: 2019-12-31 00:00:00 │ 2020-02-29 23:59:00 │   87840
+API:     2019-11-27 07:45:00 │ 2020-03-01 11:03:00 │  136999
+
+BCHUSDT                                              12 days
+ARCHIVE: 2019-12-31 00:00:00 │ 2020-02-29 23:59:00 │   87840
+API:     2019-12-19 08:57:00 │ 2020-03-01 06:55:00 │  104999
 """
 
 import asyncio