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Liquidity tests pass
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@miohtama
miohtama committed Nov 25, 2024
1 parent 9458fec commit 27ce5ff
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Showing 2 changed files with 37 additions and 41 deletions.
60 changes: 28 additions & 32 deletions tests/test_candle_universe.py
View file
Original file line number Diff line number Diff line change
Expand Up @@ -156,14 +156,13 @@ def test_iterate_pairs_by_timestamp_range(persistent_test_client: Client):
pass


def test_data_for_single_pair(persistent_test_client: Client):
def test_data_for_single_pair(persistent_test_client: Client, default_pairs_df):
"""Get data from the single pair candle universe."""

client = persistent_test_client

exchange_universe = client.fetch_exchange_universe()
columnar_pair_table = client.fetch_pair_universe()
pairs_df = columnar_pair_table.to_pandas()
pairs_df = default_pairs_df

exchange = exchange_universe.get_by_chain_and_slug(ChainId.bsc, "pancakeswap-v2")

Expand All @@ -189,14 +188,13 @@ def test_data_for_single_pair(persistent_test_client: Client):
assert df.iloc[-1]["timestamp"] > pd.Timestamp("2021-1-1")


def test_data_for_two_pairs(persistent_test_client: Client):
def test_data_for_two_pairs(persistent_test_client: Client, default_pairs_df):
"""Get data from the two pair candle universe."""

client = persistent_test_client

exchange_universe = client.fetch_exchange_universe()
columnar_pair_table = client.fetch_pair_universe()
pairs_df = columnar_pair_table.to_pandas()
pairs_df = default_pairs_df

exchange = exchange_universe.get_by_chain_and_slug(ChainId.bsc, "pancakeswap-v2")

Expand All @@ -214,14 +212,13 @@ def test_data_for_two_pairs(persistent_test_client: Client):
candle_universe = GroupedCandleUniverse(two_pair_candles)


def test_candle_colour(persistent_test_client: Client):
def test_candle_colour(persistent_test_client: Client, default_pairs_df):
"""Green and red candle coloring functions work."""

client = persistent_test_client

exchange_universe = client.fetch_exchange_universe()
columnar_pair_table = client.fetch_pair_universe()
pairs_df = columnar_pair_table.to_pandas()
pairs_df = default_pairs_df

exchange = exchange_universe.get_by_chain_and_slug(ChainId.bsc, "pancakeswap-v2")

Expand Down Expand Up @@ -266,14 +263,13 @@ def test_candle_colour(persistent_test_client: Client):
assert is_candle_red(candle)


def test_candle_upsample(persistent_test_client: Client):
def test_candle_upsample(persistent_test_client: Client, default_pairs_df):
"""Upsample OHLCV candles."""

client = persistent_test_client

exchange_universe = client.fetch_exchange_universe()
columnar_pair_table = client.fetch_pair_universe()
pairs_df = columnar_pair_table.to_pandas()
pairs_df = default_pairs_df

exchange = exchange_universe.get_by_chain_and_slug(ChainId.bsc, "pancakeswap-v2")

Expand Down Expand Up @@ -462,7 +458,7 @@ def test_candle_get_last_entries(persistent_test_client: Client):


@pytest.mark.skip(reason="This test currently downloads a 3.4G parquet and load it to RAM, TODO: move to manual test")
def test_filter_pyarrow(persistent_test_client: Client):
def test_filter_pyarrow(persistent_test_client: Client, default_pairs_df):
"""Filter loaded pyarrow files without loading them fully to the memory.
Ensures that we can work on candle and liquidity data files on low memory servers.
Expand All @@ -486,7 +482,7 @@ def test_filter_pyarrow(persistent_test_client: Client):

client = persistent_test_client
exchange_universe = client.fetch_exchange_universe()
pairs_df = client.fetch_pair_universe().to_pandas()
pairs_df = default_pairs_df

# Create filtered exchange and pair data
exchange = exchange_universe.get_by_chain_and_slug(ChainId.bsc, "pancakeswap-v2")
Expand Down Expand Up @@ -518,12 +514,12 @@ def test_filter_pyarrow(persistent_test_client: Client):
# print(f"Max mem {mem_used/(1024*1024)} MB")


def test_load_candles_using_jsonl(persistent_test_client: Client):
def test_load_candles_using_jsonl(persistent_test_client: Client, default_pairs_df):
"""Load data using JSONL endpoint"""

client = persistent_test_client
exchange_universe = client.fetch_exchange_universe()
pairs_df = client.fetch_pair_universe().to_pandas()
pairs_df = default_pairs_df

# Create filtered exchange and pair data
exchange = exchange_universe.get_by_chain_and_slug(ChainId.bsc, "pancakeswap-v2")
Expand All @@ -547,12 +543,12 @@ def test_load_candles_using_jsonl(persistent_test_client: Client):



def test_load_candles_using_jsonl_max_bytes(persistent_test_client: Client):
def test_load_candles_using_jsonl_max_bytes(persistent_test_client: Client, default_pairs_df):
"""OverloadJSONL endpoint max_bytes"""

client = persistent_test_client
exchange_universe = client.fetch_exchange_universe()
pairs_df = client.fetch_pair_universe().to_pandas()
pairs_df = default_pairs_df

# Create filtered exchange and pair data
exchange = exchange_universe.get_by_chain_and_slug(ChainId.bsc, "pancakeswap-v2")
Expand All @@ -570,12 +566,12 @@ def test_load_candles_using_jsonl_max_bytes(persistent_test_client: Client):
)


def test_load_candles_using_json_historical(persistent_test_client: Client):
def test_load_candles_using_json_historical(persistent_test_client: Client, default_pairs_df):
"""Load historical candles using JSONL endpoint"""

client = persistent_test_client
exchange_universe = client.fetch_exchange_universe()
pairs_df = client.fetch_pair_universe().to_pandas()
pairs_df = default_pairs_df

# Create filtered exchange and pair data
exchange = exchange_universe.get_by_chain_and_slug(ChainId.bsc, "pancakeswap-v2")
Expand All @@ -594,12 +590,12 @@ def test_load_candles_using_json_historical(persistent_test_client: Client):
assert len(candles_df) == 25 # 24 hours + 1 inclusive


def test_examine_anomalies_single_pair(persistent_test_client: Client):
def test_examine_anomalies_single_pair(persistent_test_client: Client, default_pairs_df):
"""Run examine_anomalies() on candle data"""

client = persistent_test_client
exchange_universe = client.fetch_exchange_universe()
pairs_df = client.fetch_pair_universe().to_pandas()
pairs_df = default_pairs_df

# Create filtered exchange and pair data
exchange = exchange_universe.get_by_chain_and_slug(ChainId.bsc, "pancakeswap-v2")
Expand All @@ -625,12 +621,12 @@ def test_examine_anomalies_single_pair(persistent_test_client: Client):
assert not issues_found


def test_examine_anomalies_multi_pair(persistent_test_client: Client):
def test_examine_anomalies_multi_pair(persistent_test_client: Client, default_pairs_df):
"""Run examine_anomalies() on candle data for multiple pairs"""

client = persistent_test_client
exchange_universe = client.fetch_exchange_universe()
pairs_df = client.fetch_pair_universe().to_pandas()
pairs_df = default_pairs_df

# Create filtered exchange and pair data
exchange = exchange_universe.get_by_chain_and_slug(ChainId.bsc, "pancakeswap-v2")
Expand Down Expand Up @@ -658,12 +654,12 @@ def test_examine_anomalies_multi_pair(persistent_test_client: Client):
assert not issues_found


def test_fix_prices_in_between_time_frames_no_actions(persistent_test_client: Client):
def test_fix_prices_in_between_time_frames_no_actions(persistent_test_client: Client, default_pairs_df):
"""Run fix_prices_in_between_time_frames() - nothing should happen"""

client = persistent_test_client
exchange_universe = client.fetch_exchange_universe()
pairs_df = client.fetch_pair_universe().to_pandas()
pairs_df = default_pairs_df

# Create filtered exchange and pair data
exchange = exchange_universe.get_by_chain_and_slug(ChainId.bsc, "pancakeswap-v2")
Expand Down Expand Up @@ -699,7 +695,7 @@ def test_fix_prices_in_between_time_frames_no_actions(persistent_test_client: Cl
assert original.equals(healed)


def test_fix_prices_in_between_time_frames_broken_data(persistent_test_client: Client):
def test_fix_prices_in_between_time_frames_broken_data(persistent_test_client: Client, default_pairs_df):
"""Run fix_prices_in_between_time_frames().
- Fix one broken entry we create
Expand All @@ -708,7 +704,7 @@ def test_fix_prices_in_between_time_frames_broken_data(persistent_test_client: C
"""

client = persistent_test_client
pairs_df = client.fetch_pair_universe().to_pandas()
pairs_df = default_pairs_df

# Create filtered exchange and pair data
pair_universe = PandasPairUniverse.create_pair_universe(
Expand Down Expand Up @@ -753,15 +749,15 @@ def test_fix_prices_in_between_time_frames_broken_data(persistent_test_client: C
assert healed["2024-09-27 10:00"] == pytest.approx(0.012104, rel=0.10)


def test_fix_min_max_price(persistent_test_client: Client):
def test_fix_min_max_price(persistent_test_client: Client, default_pairs_df):
"""Run remove_min_max_price().
- Fix one broken entry we create
"""

client = persistent_test_client
exchange_universe = client.fetch_exchange_universe()
pairs_df = client.fetch_pair_universe().to_pandas()
pairs_df = default_pairs_df

# Create filtered exchange and pair data
exchange = exchange_universe.get_by_chain_and_slug(ChainId.bsc, "pancakeswap-v2")
Expand Down Expand Up @@ -794,11 +790,11 @@ def test_fix_min_max_price(persistent_test_client: Client):
assert isinstance(df, DataFrameGroupBy)


def test_normalise_volume(persistent_test_client: Client):
def test_normalise_volume(persistent_test_client: Client, default_pairs_df):
"""Normalise volume data ulocaniswap v2 + v3."""

client = persistent_test_client
pairs_df = client.fetch_pair_universe().to_pandas()
pairs_df = default_pairs_df

# Create filtered exchange and pair data
pair_universe = PandasPairUniverse.create_pair_universe(
Expand Down
18 changes: 9 additions & 9 deletions tests/test_liquidity_universe.py
View file
Original file line number Diff line number Diff line change
Expand Up @@ -122,10 +122,9 @@ def test_liquidity_index_is_datetime(
client = persistent_test_client

pair_universe = default_pair_universe
exchange_universe = default_exchange_universe()
exchange_universe = default_exchange_universe

exchange = exchange_universe.get_by_chain_and_slug(ChainId.ethereum, "uniswap-v2")
pair = pair_universe.get_pair_by_ticker_by_exchange(exchange.exchange_id, "WETH", "DAI")
pair = pair_universe.get_pair_by_human_description([ChainId.ethereum, "uniswap-v2", "WETH", "DAI"])

exchange = exchange_universe.get_by_chain_and_slug(ChainId.ethereum, "uniswap-v2")
assert exchange, "Uniswap v2 not found"
Expand All @@ -138,7 +137,9 @@ def test_liquidity_index_is_datetime(

def test_merge_liquidity_samples(
persistent_test_client: Client,
default_exchange_universe
default_exchange_universe,
default_pairs_df,
default_pair_universe,
):
"""Merging two liquidity graphs using Pandas should work.
Expand All @@ -148,15 +149,14 @@ def test_merge_liquidity_samples(

client = persistent_test_client

exchange_universe = default_exchange_universe()
exchange_universe = default_exchange_universe

uniswap_v2 = exchange_universe.get_by_chain_and_name(ChainId.ethereum, "uniswap v2")
sushi_swap = exchange_universe.get_by_chain_and_name(ChainId.ethereum, "sushi")

raw_pairs = client.fetch_pair_universe().to_pandas()
raw_liquidity_samples = client.fetch_all_liquidity_samples(TimeBucket.d7).to_pandas()
raw_pairs = default_pairs_df

pair_universe = PandasPairUniverse(raw_pairs, build_index=False)
pair_universe = default_pair_universe

pair1: DEXPair = pair_universe.get_one_pair_from_pandas_universe(
sushi_swap.exchange_id,
Expand Down Expand Up @@ -204,7 +204,7 @@ def test_build_liquidity_summary(

client = persistent_test_client

exchange_universe = default_exchange_universe()
exchange_universe = default_exchange_universe

exchange = exchange_universe.get_by_chain_and_slug(ChainId.ethereum, "uniswap-v3")
pairs_df = default_pairs_df
Expand Down

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