Fix ohlcv data sources tests

coding-kitties · Mar 22, 2024 · f1b70a3 · f1b70a3
1 parent a953c6b
commit f1b70a3
Show file tree

Hide file tree

Showing 2 changed files with 27 additions and 25 deletions.
diff --git a/investing_algorithm_framework/infrastructure/models/market_data_sources/csv.py b/investing_algorithm_framework/infrastructure/models/market_data_sources/csv.py
@@ -84,7 +84,7 @@ def get_data(
         # it's not already
         if 'Datetime' in df.columns and pd.api.types.is_string_dtype(
                 df['Datetime']):
-            df['Datetime'] = pd.to_datetime(df['Datetime'])
+            df['Datetime'] = pd.to_datetime(df['Datetime'], utc=True)
 
         # Filter rows based on the start and end dates
         filtered_df = df[
@@ -157,7 +157,7 @@ def get_data(self, index_datetime=None, **kwargs):
         # it's not already
         if 'Datetime' in df.columns and pd.api.types.is_string_dtype(
                 df['Datetime']):
-            df['Datetime'] = pd.to_datetime(df['Datetime'])
+            df['Datetime'] = pd.to_datetime(df['Datetime'], utc=True)
 
         # Filter rows based on the start and end dates
         filtered_df = df[(df['Datetime'] <= index_datetime)]

diff --git a/tests/infrastructure/market_data_sources/test_csv_ohlcv_market_data_source.py b/tests/infrastructure/market_data_sources/test_csv_ohlcv_market_data_source.py
@@ -1,5 +1,7 @@
 import os
 from datetime import datetime, timedelta
+
+from dateutil.tz import tzutc
 from unittest import TestCase
 
 from investing_algorithm_framework.infrastructure import \
@@ -26,8 +28,8 @@ def setUp(self) -> None:
         )
 
     def test_right_columns(self):
-        file_name = "OHLCV_BTC-EUR_BINANCE_15m_2023-12-" \
-                    "01:00:00_2023-12-25:00:00.csv"
+        file_name = "OHLCV_BTC-EUR_BINANCE" \
+                    "_2h_2023-08-07:07:59_2023-12-02:00:00.csv"
         CSVOHLCVMarketDataSource(
             csv_file_path=f"{self.resource_dir}/"
                           "market_data_sources/"
@@ -36,9 +38,9 @@ def test_right_columns(self):
         )
 
     def test_start_date(self):
-        start_date = datetime(2023, 12, 1)
-        file_name = "OHLCV_BTC-EUR_BINANCE_15m_2023-12-" \
-                    "01:00:00_2023-12-25:00:00.csv"
+        start_date = datetime(2023, 8, 7, 8, 0, tzinfo=tzutc())
+        file_name = "OHLCV_BTC-EUR_BINANCE" \
+                    "_2h_2023-08-07:07:59_2023-12-02:00:00.csv"
         csv_ohlcv_market_data_source = CSVOHLCVMarketDataSource(
             csv_file_path=f"{self.resource_dir}/"
                           "market_data_sources/"
@@ -51,9 +53,9 @@ def test_start_date(self):
         )
 
     def test_end_date(self):
-        end_date = datetime(2023, 12, 25)
-        file_name = "OHLCV_BTC-EUR_BINANCE_15m_2023-12-" \
-                    "01:00:00_2023-12-25:00:00.csv"
+        end_date = datetime(2023, 12, 2, 0, 0, tzinfo=tzutc())
+        file_name = "OHLCV_BTC-EUR_BINANCE" \
+                    "_2h_2023-08-07:07:59_2023-12-02:00:00.csv"
         csv_ohlcv_market_data_source = CSVOHLCVMarketDataSource(
             csv_file_path=f"{self.resource_dir}/"
                           "market_data_sources/"
@@ -66,9 +68,9 @@ def test_end_date(self):
         )
 
     def test_empty(self):
-        start_date = datetime(2023, 12, 1)
-        file_name = "OHLCV_BTC-EUR_BINANCE_15m_2023-12-" \
-                    "01:00:00_2023-12-25:00:00.csv"
+        start_date = datetime(2023, 8, 7, 8, 0, tzinfo=tzutc())
+        file_name = "OHLCV_BTC-EUR_BINANCE" \
+                    "_2h_2023-08-07:07:59_2023-12-02:00:00.csv"
         data_source = CSVOHLCVMarketDataSource(
             csv_file_path=f"{self.resource_dir}/"
                           "market_data_sources/"
@@ -78,13 +80,13 @@ def test_empty(self):
         )
         self.assertFalse(data_source.empty())
         self.assertEqual(start_date, data_source.start_date)
-        data_source.start_date = datetime(2023, 12, 25)
-        data_source.end_date = datetime(2023, 12, 16)
+        data_source.start_date = datetime(2023, 12, 25, 0, 0, tzinfo=tzutc())
+        data_source.end_date = datetime(2023, 12, 16, 0, 0, tzinfo=tzutc())
         self.assertTrue(data_source.empty())
 
     def test_get_data(self):
-        file_name = "OHLCV_BTC-EUR_BINANCE_15m_2023-12-" \
-                    "01:00:00_2023-12-25:00:00.csv"
+        file_name = "OHLCV_BTC-EUR_BINANCE" \
+                    "_2h_2023-08-07:07:59_2023-12-02:00:00.csv"
         datasource = CSVOHLCVMarketDataSource(
             csv_file_path=f"{self.resource_dir}/"
                           "market_data_sources/"
@@ -104,8 +106,8 @@ def test_get_data(self):
         self.assertTrue(number_of_runs > 0)
 
     def test_get_identifier(self):
-        file_name = "OHLCV_BTC-EUR_BINANCE_15m_2023-12-" \
-                    "01:00:00_2023-12-25:00:00.csv"
+        file_name = "OHLCV_BTC-EUR_BINANCE" \
+                    "_2h_2023-08-07:07:59_2023-12-02:00:00.csv"
         datasource = CSVOHLCVMarketDataSource(
             csv_file_path=f"{self.resource_dir}/"
                           "market_data_sources/"
@@ -117,8 +119,8 @@ def test_get_identifier(self):
         self.assertEqual("test", datasource.get_identifier())
 
     def test_get_market(self):
-        file_name = "OHLCV_BTC-EUR_BINANCE_15m_2023-12-" \
-                    "01:00:00_2023-12-25:00:00.csv"
+        file_name = "OHLCV_BTC-EUR_BINANCE" \
+                    "_2h_2023-08-07:07:59_2023-12-02:00:00.csv"
         datasource = CSVOHLCVMarketDataSource(
             csv_file_path=f"{self.resource_dir}/"
                           "market_data_sources/"
@@ -131,8 +133,8 @@ def test_get_market(self):
         self.assertEqual("test", datasource.get_market())
 
     def test_get_symbol(self):
-        file_name = "OHLCV_BTC-EUR_BINANCE_15m_2023-12-" \
-                    "01:00:00_2023-12-25:00:00.csv"
+        file_name = "OHLCV_BTC-EUR_BINANCE" \
+                    "_2h_2023-08-07:07:59_2023-12-02:00:00.csv"
         datasource = CSVOHLCVMarketDataSource(
             csv_file_path=f"{self.resource_dir}/"
                           "market_data_sources/"
@@ -144,8 +146,8 @@ def test_get_symbol(self):
         self.assertEqual("BTC/EUR", datasource.get_symbol())
 
     def test_get_timeframe(self):
-        file_name = "OHLCV_BTC-EUR_BINANCE_15m_2023-12-" \
-                    "01:00:00_2023-12-25:00:00.csv"
+        file_name = "OHLCV_BTC-EUR_BINANCE" \
+                    "_2h_2023-08-07:07:59_2023-12-02:00:00.csv"
         datasource = CSVOHLCVMarketDataSource(
             csv_file_path=f"{self.resource_dir}/"
                           "market_data_sources/"