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refactor: tests - update timezone.utc to UTC

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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_exchange.py
+16 -16
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@@ -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},