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refactor: tests - update timezone.utc to UTC

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This commit is contained in:
Matthias
2025-07-04 09:01:13 +02:00
parent 79f0271720
commit deb8bde078
19 changed files with 145 additions and 145 deletions
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tests/exchange/test_bybit.py
+3 -3
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@@ -1,4 +1,4 @@
from datetime import datetime, timedelta, timezone
from datetime import UTC, datetime, timedelta
from unittest.mock import MagicMock
import pytest
@@ -73,7 +73,7 @@ async def test_bybit_fetch_funding_rate(default_conf, mocker):
def test_bybit_get_funding_fees(default_conf, mocker):
now = datetime.now(timezone.utc)
now = datetime.now(UTC)
exchange = get_patched_exchange(mocker, default_conf, exchange="bybit")
exchange._fetch_and_calculate_funding_fees = MagicMock()
exchange.get_funding_fees("BTC/USDT:USDT", 1, False, now)
@@ -117,7 +117,7 @@ def test_bybit_fetch_orders(default_conf, mocker, limit_order):
return True
mocker.patch(f"{EXMS}.exchange_has", side_effect=exchange_has)
start_time = datetime.now(timezone.utc) - timedelta(days=20)
start_time = datetime.now(UTC) - timedelta(days=20)
exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="bybit")
# Not available in dry-run
tests/exchange/test_exchange.py
+16 -16
View File
@@ -1,7 +1,7 @@
import copy
import logging
from copy import deepcopy
from datetime import datetime, timedelta, timezone
from datetime import UTC, datetime, timedelta
from random import randint
from unittest.mock import MagicMock, Mock, PropertyMock, patch
@@ -1728,7 +1728,7 @@ def test_fetch_orders(default_conf, mocker, exchange_name, limit_order):
api_mock.fetch_closed_orders = MagicMock(return_value=[limit_order["buy"]])
mocker.patch(f"{EXMS}.exchange_has", return_value=True)
start_time = datetime.now(timezone.utc) - timedelta(days=20)
start_time = datetime.now(UTC) - timedelta(days=20)
expected = 1
if exchange_name == "bybit":
expected = 3
@@ -2106,7 +2106,7 @@ def test___now_is_time_to_refresh(default_conf, mocker, exchange_name, time_mach
exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
pair = "BTC/USDT"
candle_type = CandleType.SPOT
start_dt = datetime(2023, 12, 1, 0, 10, 0, tzinfo=timezone.utc)
start_dt = datetime(2023, 12, 1, 0, 10, 0, tzinfo=UTC)
time_machine.move_to(start_dt, tick=False)
assert (pair, "5m", candle_type) not in exchange._pairs_last_refresh_time
@@ -2129,7 +2129,7 @@ def test___now_is_time_to_refresh(default_conf, mocker, exchange_name, time_mach
assert exchange._now_is_time_to_refresh(pair, "5m", candle_type) is True
# Test with 1d data
start_day_dt = datetime(2023, 12, 1, 0, 0, 0, tzinfo=timezone.utc)
start_day_dt = datetime(2023, 12, 1, 0, 0, 0, tzinfo=UTC)
last_closed_candle_1d = dt_ts(start_day_dt - timedelta(days=1))
exchange._pairs_last_refresh_time[(pair, "1d", candle_type)] = last_closed_candle_1d
@@ -2197,7 +2197,7 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name, candle_
async def test__async_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name, candle_type):
ohlcv = [
[
int((datetime.now(timezone.utc).timestamp() - 1000) * 1000),
int((datetime.now(UTC).timestamp() - 1000) * 1000),
1, # open
2, # high
3, # low
@@ -2501,7 +2501,7 @@ def test_refresh_latest_trades(
@pytest.mark.parametrize("candle_type", [CandleType.FUTURES, CandleType.MARK, CandleType.SPOT])
def test_refresh_latest_ohlcv_cache(mocker, default_conf, candle_type, time_machine) -> None:
start = datetime(2021, 8, 1, 0, 0, 0, 0, tzinfo=timezone.utc)
start = datetime(2021, 8, 1, 0, 0, 0, 0, tzinfo=UTC)
ohlcv = generate_test_data_raw("1h", 100, start.strftime("%Y-%m-%d"))
time_machine.move_to(start + timedelta(hours=99, minutes=30))
@@ -2595,7 +2595,7 @@ def test_refresh_latest_ohlcv_cache(mocker, default_conf, candle_type, time_mach
def test_refresh_ohlcv_with_cache(mocker, default_conf, time_machine) -> None:
start = datetime(2021, 8, 1, 0, 0, 0, 0, tzinfo=timezone.utc)
start = datetime(2021, 8, 1, 0, 0, 0, 0, tzinfo=UTC)
ohlcv = generate_test_data_raw("1h", 100, start.strftime("%Y-%m-%d"))
time_machine.move_to(start, tick=False)
pairs = [
@@ -2903,7 +2903,7 @@ def test_get_entry_rate(
mocker, default_conf, caplog, side, ask, bid, last, last_ab, expected, time_machine
) -> None:
caplog.set_level(logging.DEBUG)
start_dt = datetime(2023, 12, 1, 0, 10, 0, tzinfo=timezone.utc)
start_dt = datetime(2023, 12, 1, 0, 10, 0, tzinfo=UTC)
time_machine.move_to(start_dt, tick=False)
if last_ab is None:
del default_conf["entry_pricing"]["price_last_balance"]
@@ -2940,7 +2940,7 @@ def test_get_exit_rate(
default_conf, mocker, caplog, side, bid, ask, last, last_ab, expected, time_machine
) -> None:
caplog.set_level(logging.DEBUG)
start_dt = datetime(2023, 12, 1, 0, 10, 0, tzinfo=timezone.utc)
start_dt = datetime(2023, 12, 1, 0, 10, 0, tzinfo=UTC)
time_machine.move_to(start_dt, tick=False)
default_conf["exit_pricing"]["price_side"] = side
@@ -4019,7 +4019,7 @@ def test_get_trades_for_order(default_conf, mocker, exchange_name, trading_mode,
assert api_mock.fetch_my_trades.call_args[0][1] == 1525478395000
assert (
api_mock.fetch_my_trades.call_args[0][1]
== int(since.replace(tzinfo=timezone.utc).timestamp() - 5) * 1000
== int(since.replace(tzinfo=UTC).timestamp() - 5) * 1000
)
ccxt_exceptionhandlers(
@@ -4785,7 +4785,7 @@ def test_calculate_backoff(retrycount, max_retries, expected):
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_get_funding_fees(default_conf_usdt, mocker, exchange_name, caplog):
now = datetime.now(timezone.utc)
now = datetime.now(UTC)
default_conf_usdt["trading_mode"] = "futures"
default_conf_usdt["margin_mode"] = "isolated"
exchange = get_patched_exchange(mocker, default_conf_usdt, exchange=exchange_name)
@@ -5002,8 +5002,8 @@ def test_calculate_funding_fees(
):
exchange = get_patched_exchange(mocker, default_conf)
kraken = get_patched_exchange(mocker, default_conf, exchange="kraken")
prior_date = timeframe_to_prev_date("1h", datetime.now(timezone.utc) - timedelta(hours=1))
trade_date = timeframe_to_prev_date("1h", datetime.now(timezone.utc))
prior_date = timeframe_to_prev_date("1h", datetime.now(UTC) - timedelta(hours=1))
trade_date = timeframe_to_prev_date("1h", datetime.now(UTC))
funding_rates = DataFrame(
[
{"date": prior_date, "open": funding_rate}, # Line not used.
@@ -5072,9 +5072,9 @@ def test_combine_funding_and_mark(
futures_funding_rate,
):
exchange = get_patched_exchange(mocker, default_conf)
prior2_date = timeframe_to_prev_date("1h", datetime.now(timezone.utc) - timedelta(hours=2))
prior_date = timeframe_to_prev_date("1h", datetime.now(timezone.utc) - timedelta(hours=1))
trade_date = timeframe_to_prev_date("1h", datetime.now(timezone.utc))
prior2_date = timeframe_to_prev_date("1h", datetime.now(UTC) - timedelta(hours=2))
prior_date = timeframe_to_prev_date("1h", datetime.now(UTC) - timedelta(hours=1))
trade_date = timeframe_to_prev_date("1h", datetime.now(UTC))
funding_rates = DataFrame(
[
{"date": prior2_date, "open": funding_rate},
tests/exchange/test_exchange_utils.py
+21 -21
View File
@@ -1,5 +1,5 @@
# pragma pylint: disable=missing-docstring, protected-access, invalid-name
from datetime import datetime, timedelta, timezone
from datetime import UTC, datetime, timedelta
from math import isnan, nan
import pytest
@@ -117,7 +117,7 @@ def test_check_exchange(default_conf, caplog) -> None:
def test_date_minus_candles():
date = datetime(2019, 8, 12, 13, 25, 0, tzinfo=timezone.utc)
date = datetime(2019, 8, 12, 13, 25, 0, tzinfo=UTC)
assert date_minus_candles("5m", 3, date) == date - timedelta(minutes=15)
assert date_minus_candles("5m", 5, date) == date - timedelta(minutes=25)
@@ -167,59 +167,59 @@ def test_timeframe_to_resample_freq(timeframe, expected):
def test_timeframe_to_prev_date():
# 2019-08-12 13:22:08
date = datetime.fromtimestamp(1565616128, tz=timezone.utc)
date = datetime.fromtimestamp(1565616128, tz=UTC)
tf_list = [
# 5m -> 2019-08-12 13:20:00
("5m", datetime(2019, 8, 12, 13, 20, 0, tzinfo=timezone.utc)),
("5m", datetime(2019, 8, 12, 13, 20, 0, tzinfo=UTC)),
# 10m -> 2019-08-12 13:20:00
("10m", datetime(2019, 8, 12, 13, 20, 0, tzinfo=timezone.utc)),
("10m", datetime(2019, 8, 12, 13, 20, 0, tzinfo=UTC)),
# 1h -> 2019-08-12 13:00:00
("1h", datetime(2019, 8, 12, 13, 00, 0, tzinfo=timezone.utc)),
("1h", datetime(2019, 8, 12, 13, 00, 0, tzinfo=UTC)),
# 2h -> 2019-08-12 12:00:00
("2h", datetime(2019, 8, 12, 12, 00, 0, tzinfo=timezone.utc)),
("2h", datetime(2019, 8, 12, 12, 00, 0, tzinfo=UTC)),
# 4h -> 2019-08-12 12:00:00
("4h", datetime(2019, 8, 12, 12, 00, 0, tzinfo=timezone.utc)),
("4h", datetime(2019, 8, 12, 12, 00, 0, tzinfo=UTC)),
# 1d -> 2019-08-12 00:00:00
("1d", datetime(2019, 8, 12, 00, 00, 0, tzinfo=timezone.utc)),
("1d", datetime(2019, 8, 12, 00, 00, 0, tzinfo=UTC)),
]
for interval, result in tf_list:
assert timeframe_to_prev_date(interval, date) == result
date = datetime.now(tz=timezone.utc)
date = datetime.now(tz=UTC)
assert timeframe_to_prev_date("5m") < date
# Does not round
time = datetime(2019, 8, 12, 13, 20, 0, tzinfo=timezone.utc)
time = datetime(2019, 8, 12, 13, 20, 0, tzinfo=UTC)
assert timeframe_to_prev_date("5m", time) == time
time = datetime(2019, 8, 12, 13, 0, 0, tzinfo=timezone.utc)
time = datetime(2019, 8, 12, 13, 0, 0, tzinfo=UTC)
assert timeframe_to_prev_date("1h", time) == time
def test_timeframe_to_next_date():
# 2019-08-12 13:22:08
date = datetime.fromtimestamp(1565616128, tz=timezone.utc)
date = datetime.fromtimestamp(1565616128, tz=UTC)
tf_list = [
# 5m -> 2019-08-12 13:25:00
("5m", datetime(2019, 8, 12, 13, 25, 0, tzinfo=timezone.utc)),
("5m", datetime(2019, 8, 12, 13, 25, 0, tzinfo=UTC)),
# 10m -> 2019-08-12 13:30:00
("10m", datetime(2019, 8, 12, 13, 30, 0, tzinfo=timezone.utc)),
("10m", datetime(2019, 8, 12, 13, 30, 0, tzinfo=UTC)),
# 1h -> 2019-08-12 14:00:00
("1h", datetime(2019, 8, 12, 14, 00, 0, tzinfo=timezone.utc)),
("1h", datetime(2019, 8, 12, 14, 00, 0, tzinfo=UTC)),
# 2h -> 2019-08-12 14:00:00
("2h", datetime(2019, 8, 12, 14, 00, 0, tzinfo=timezone.utc)),
("2h", datetime(2019, 8, 12, 14, 00, 0, tzinfo=UTC)),
# 4h -> 2019-08-12 14:00:00
("4h", datetime(2019, 8, 12, 16, 00, 0, tzinfo=timezone.utc)),
("4h", datetime(2019, 8, 12, 16, 00, 0, tzinfo=UTC)),
# 1d -> 2019-08-13 00:00:00
("1d", datetime(2019, 8, 13, 0, 0, 0, tzinfo=timezone.utc)),
("1d", datetime(2019, 8, 13, 0, 0, 0, tzinfo=UTC)),
]
for interval, result in tf_list:
assert timeframe_to_next_date(interval, date) == result
date = datetime.now(tz=timezone.utc)
date = datetime.now(tz=UTC)
assert timeframe_to_next_date("5m") > date
date = datetime(2019, 8, 12, 13, 30, 0, tzinfo=timezone.utc)
date = datetime(2019, 8, 12, 13, 30, 0, tzinfo=UTC)
assert timeframe_to_next_date("5m", date) == date + timedelta(minutes=5)
tests/exchange/test_gate.py
+2 -2
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@@ -1,4 +1,4 @@
from datetime import datetime, timezone
from datetime import UTC, datetime
from unittest.mock import MagicMock
import pytest
@@ -113,7 +113,7 @@ def test_fetch_my_trades_gate(mocker, default_conf, takerormaker, rate, cost):
)
exchange = get_patched_exchange(mocker, default_conf, api_mock=api_mock, exchange="gate")
exchange._trading_fees = tick
trades = exchange.get_trades_for_order("22255", "ETH/USDT:USDT", datetime.now(timezone.utc))
trades = exchange.get_trades_for_order("22255", "ETH/USDT:USDT", datetime.now(UTC))
trade = trades[0]
assert trade["fee"]
assert trade["fee"]["rate"] == rate
tests/exchange/test_hyperliquid.py
+2 -2
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@@ -1,4 +1,4 @@
from datetime import datetime, timezone
from datetime import UTC, datetime
from unittest.mock import MagicMock, PropertyMock
import pytest
@@ -306,7 +306,7 @@ def test_hyperliquid_dry_run_liquidation_price(default_conf, mocker):
def test_hyperliquid_get_funding_fees(default_conf, mocker):
now = datetime.now(timezone.utc)
now = datetime.now(UTC)
exchange = get_patched_exchange(mocker, default_conf, exchange="hyperliquid")
exchange._fetch_and_calculate_funding_fees = MagicMock()
exchange.get_funding_fees("BTC/USDC:USDC", 1, False, now)
tests/exchange/test_okx.py
+6 -6
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@@ -1,4 +1,4 @@
from datetime import datetime, timedelta, timezone
from datetime import UTC, datetime, timedelta
from unittest.mock import AsyncMock, MagicMock, PropertyMock
import ccxt
@@ -15,7 +15,7 @@ from tests.exchange.test_exchange import ccxt_exceptionhandlers
def test_okx_ohlcv_candle_limit(default_conf, mocker):
exchange = get_patched_exchange(mocker, default_conf, exchange="okx")
timeframes = ("1m", "5m", "1h")
start_time = int(datetime(2021, 1, 1, tzinfo=timezone.utc).timestamp() * 1000)
start_time = int(datetime(2021, 1, 1, tzinfo=UTC).timestamp() * 1000)
for timeframe in timeframes:
assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT) == 300
@@ -29,7 +29,7 @@ def test_okx_ohlcv_candle_limit(default_conf, mocker):
assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUNDING_RATE, start_time) == 100
one_call = int(
(
datetime.now(timezone.utc)
datetime.now(UTC)
- timedelta(minutes=290 * timeframe_to_minutes(timeframe))
).timestamp()
* 1000
@@ -40,7 +40,7 @@ def test_okx_ohlcv_candle_limit(default_conf, mocker):
one_call = int(
(
datetime.now(timezone.utc)
datetime.now(UTC)
- timedelta(minutes=320 * timeframe_to_minutes(timeframe))
).timestamp()
* 1000
@@ -693,7 +693,7 @@ def test_fetch_orders_okx(default_conf, mocker, limit_order):
api_mock.fetch_closed_orders = MagicMock(return_value=[limit_order["buy"]])
mocker.patch(f"{EXMS}.exchange_has", return_value=True)
start_time = datetime.now(timezone.utc) - timedelta(days=20)
start_time = datetime.now(UTC) - timedelta(days=20)
exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="okx")
# Not available in dry-run
@@ -727,7 +727,7 @@ def test_fetch_orders_okx(default_conf, mocker, limit_order):
api_mock.fetch_closed_orders.reset_mock()
# regular closed_orders endpoint only has history for 7 days.
exchange.fetch_orders("mocked", datetime.now(timezone.utc) - timedelta(days=6))
exchange.fetch_orders("mocked", datetime.now(UTC) - timedelta(days=6))
assert api_mock.fetch_orders.call_count == 0
assert api_mock.fetch_open_orders.call_count == 1
assert api_mock.fetch_closed_orders.call_count == 1