okx-codex-trader/tests/test_export_freqtrade_data.py

import importlib.util
import json
import sys
from pathlib import Path

from okx_codex_trader.models import Candle


def load_export_module():
    path = Path(__file__).resolve().parents[1] / "scripts" / "export_freqtrade_data.py"
    spec = importlib.util.spec_from_file_location("export_freqtrade_data", path)
    assert spec is not None
    module = importlib.util.module_from_spec(spec)
    assert spec.loader is not None
    sys.modules[spec.name] = module
    spec.loader.exec_module(module)
    return module


def test_export_ohlcv_json_writes_freqtrade_futures_filename(tmp_path):
    module = load_export_module()
    cache_dir = tmp_path / "cache"
    explore = __import__("scripts.explore_ultrashort", fromlist=["save_cached_candles"])
    explore.save_cached_candles(
        cache_dir,
        "BTC-USDT-SWAP",
        "15m",
        [
            Candle("BTC-USDT-SWAP", 1_700_000_000_000, 100.0, 101.0, 99.0, 100.5, 10.0),
            Candle("BTC-USDT-SWAP", 1_700_000_900_000, 100.5, 102.0, 100.0, 101.5, 11.0),
        ],
        history_exhausted=True,
    )

    output_file = module.export_ohlcv_json(
        symbol="BTC-USDT-SWAP",
        bar="15m",
        cache_dir=cache_dir,
        output_dir=tmp_path / "freqtrade",
    )

    assert output_file.name == "BTC_USDT_USDT-15m-futures.json"
    assert json.loads(output_file.read_text()) == [
        [1_700_000_000_000, 100.0, 101.0, 99.0, 100.5, 10.0],
        [1_700_000_900_000, 100.5, 102.0, 100.0, 101.5, 11.0],
    ]