fix: use committed test data instead of downloading from exchange

MDUYN · MDUYN · commit 82affc8096cf · 2026-03-13T14:29:40.000+01:00
- Add DATA_DIRECTORY config override to all 13 scenario test files,
  pointing to tests/resources/test_data/ohlcv/ (committed data)
  instead of the default tests/resources/data/ (not in git)
- Replace corrupted broad OHLCV file with proper date-range-specific
  data files that cover all test date ranges
- Add new OHLCV data files for test date ranges (2021-2023, 2022-2024)
- Skip test_download.py in CI (requires exchange connectivity)
- Prevents CI from hanging on data downloads (root cause of 6+ hour
  Ubuntu job timeouts)
diff --git a/tests/resources/test_data/ohlcv/OHLCV_BTC-EUR_BITVAVO_2h_2020-12-15-06-00_2025-01-01-00-00.csv b/tests/resources/test_data/ohlcv/OHLCV_BTC-EUR_BITVAVO_2h_2020-12-15-06-00_2025-01-01-00-00.csv
diff --git a/tests/resources/test_data/ohlcv/OHLCV_BTC-EUR_BITVAVO_2h_2021-09-26-08-00_2023-12-02-00-00.csv b/tests/resources/test_data/ohlcv/OHLCV_BTC-EUR_BITVAVO_2h_2021-09-26-08-00_2023-12-02-00-00.csv
diff --git a/tests/resources/test_data/ohlcv/OHLCV_BTC-EUR_BITVAVO_2h_2021-10-25-08-00_2023-12-31-00-00.csv b/tests/resources/test_data/ohlcv/OHLCV_BTC-EUR_BITVAVO_2h_2021-10-25-08-00_2023-12-31-00-00.csv
diff --git a/tests/resources/test_data/ohlcv/OHLCV_BTC-EUR_BITVAVO_2h_2022-12-03-00-00_2024-12-02-00-00.csv b/tests/resources/test_data/ohlcv/OHLCV_BTC-EUR_BITVAVO_2h_2022-12-03-00-00_2024-12-02-00-00.csv
diff --git a/tests/resources/test_data/ohlcv/OHLCV_BTC-EUR_BITVAVO_2h_2023-07-21-14-00_2024-06-07-10-00.csv b/tests/resources/test_data/ohlcv/OHLCV_BTC-EUR_BITVAVO_2h_2023-07-21-14-00_2024-06-07-10-00.csv
diff --git a/tests/scenarios/event_backtests/test_run_backtest_algorithm_param.py b/tests/scenarios/event_backtests/test_run_backtest_algorithm_param.py
@@ -4,7 +4,7 @@
 from unittest import TestCase
 
 from investing_algorithm_framework import create_app, BacktestDateRange, \
-    Algorithm, RESOURCE_DIRECTORY, SnapshotInterval
+    Algorithm, RESOURCE_DIRECTORY, DATA_DIRECTORY, SnapshotInterval
 from tests.resources.strategies_for_testing.strategy_v1 import \
     CrossOverStrategyV1
 
@@ -19,7 +19,7 @@ def test_run(self):
         resource_directory = os.path.abspath(
             os.path.join(os.path.dirname(__file__), '..', '..', 'resources')
         )
-        config = {RESOURCE_DIRECTORY: resource_directory}
+        config = {RESOURCE_DIRECTORY: resource_directory, DATA_DIRECTORY: "test_data/ohlcv"}
         app = create_app(name="GoldenCrossStrategy", config=config)
         app.add_market(
             market="BITVAVO", trading_symbol="EUR", initial_balance=400
diff --git a/tests/scenarios/event_backtests/test_run_backtest_with_pandas_datasources.py b/tests/scenarios/event_backtests/test_run_backtest_with_pandas_datasources.py
@@ -5,7 +5,7 @@
 import polars as pl
 
 from investing_algorithm_framework import create_app, BacktestDateRange, \
-    Algorithm, RESOURCE_DIRECTORY, PandasOHLCVDataProvider, \
+    Algorithm, RESOURCE_DIRECTORY, DATA_DIRECTORY, PandasOHLCVDataProvider, \
     convert_polars_to_pandas
 from tests.resources.strategies_for_testing.strategy_v1 import \
     CrossOverStrategyV1
@@ -27,7 +27,7 @@ def test_run(self):
             "OHLCV_BTC-EUR_BINANCE_2h_2023-08-07-07-59_2023-12-02-00-00.csv"
         )
 
-        config = {RESOURCE_DIRECTORY: resource_directory}
+        config = {RESOURCE_DIRECTORY: resource_directory, DATA_DIRECTORY: "test_data/ohlcv"}
         app = create_app(name="GoldenCrossStrategy", config=config)
         app.add_market(market="BITVAVO", trading_symbol="EUR", initial_balance=400)
         end_date = datetime(2023, 12, 2, tzinfo=timezone.utc)
diff --git a/tests/scenarios/permutation_tests/test_permutation_test.py b/tests/scenarios/permutation_tests/test_permutation_test.py
@@ -9,7 +9,7 @@
 
 from investing_algorithm_framework import TradingStrategy, DataSource, \
     TimeUnit, DataType, create_app, BacktestDateRange, \
-    RESOURCE_DIRECTORY, PositionSize
+    RESOURCE_DIRECTORY, DATA_DIRECTORY, PositionSize
 
 
 class RSIEMACrossoverStrategy(TradingStrategy):
@@ -235,7 +235,7 @@ def test_run(self):
         resource_directory = os.path.join(
             os.path.dirname(os.path.dirname(__file__)), '..', 'resources'
         )
-        config = {RESOURCE_DIRECTORY: resource_directory}
+        config = {RESOURCE_DIRECTORY: resource_directory, DATA_DIRECTORY: "test_data/ohlcv"}
         app = create_app(name="GoldenCrossStrategy", config=config)
         app.add_market(
             market="BITVAVO", trading_symbol="EUR", initial_balance=400
diff --git a/tests/scenarios/test_event_vs_vector_backtest.py b/tests/scenarios/test_event_vs_vector_backtest.py
@@ -8,7 +8,7 @@
 
 from investing_algorithm_framework import TradingStrategy, DataSource, \
     TimeUnit, DataType, create_app, BacktestDateRange, PositionSize, \
-    RESOURCE_DIRECTORY, SnapshotInterval
+    RESOURCE_DIRECTORY, DATA_DIRECTORY, SnapshotInterval
 
 
 class RSIEMACrossoverStrategy(TradingStrategy):
@@ -228,7 +228,7 @@ def setUpClass(cls):
             os.path.dirname(os.path.dirname(__file__)),
             'resources'
         )
-        config = {RESOURCE_DIRECTORY: resource_directory}
+        config = {RESOURCE_DIRECTORY: resource_directory, DATA_DIRECTORY: "test_data/ohlcv"}
 
         # Create app
         app = create_app(name="EventVsVectorTest", config=config)
diff --git a/tests/scenarios/test_vector_vs_event_backtest_results.py b/tests/scenarios/test_vector_vs_event_backtest_results.py
@@ -9,7 +9,7 @@
 
 from investing_algorithm_framework import TradingStrategy, DataSource, \
     TimeUnit, DataType, create_app, BacktestDateRange, PositionSize, \
-    RESOURCE_DIRECTORY, SnapshotInterval
+    RESOURCE_DIRECTORY, DATA_DIRECTORY, SnapshotInterval
 
 
 class RSIEMACrossoverStrategy(TradingStrategy):
@@ -244,7 +244,7 @@ def test_run(self):
         resource_directory = os.path.join(
             os.path.dirname(os.path.dirname(os.path.dirname(__file__))), 'resources'
         )
-        config = {RESOURCE_DIRECTORY: resource_directory}
+        config = {RESOURCE_DIRECTORY: resource_directory, DATA_DIRECTORY: "test_data/ohlcv"}
         app = create_app(name="GoldenCrossStrategy", config=config)
         app.add_market(
             market="BITVAVO", trading_symbol="EUR", initial_balance=400
diff --git a/tests/scenarios/vectorized_backtests/test_metadata_preservation.py b/tests/scenarios/vectorized_backtests/test_metadata_preservation.py
@@ -11,7 +11,7 @@
 from pyindicators import ema, rsi, crossover, crossunder
 
 from investing_algorithm_framework import create_app, BacktestDateRange, \
-    SnapshotInterval, RESOURCE_DIRECTORY, TimeUnit, TradingStrategy, \
+    SnapshotInterval, RESOURCE_DIRECTORY, DATA_DIRECTORY, TimeUnit, TradingStrategy, \
     DataSource, DataType, PositionSize, generate_algorithm_id
 
 
@@ -220,7 +220,7 @@ def test_metadata_preserved_single_strategy(self):
         resource_directory = os.path.join(
             os.path.dirname(os.path.dirname(__file__)), '..', 'resources'
         )
-        config = {RESOURCE_DIRECTORY: resource_directory}
+        config = {RESOURCE_DIRECTORY: resource_directory, DATA_DIRECTORY: "test_data/ohlcv"}
         app = create_app(name="GoldenCrossStrategy", config=config)
         app.add_market(market="BITVAVO", trading_symbol="EUR", initial_balance=400)
         end_date = datetime(2024, 12, 2, tzinfo=timezone.utc)
@@ -302,7 +302,7 @@ def test_metadata_preserved_multiple_strategies(self):
             os.path.dirname(os.path.dirname(os.path.dirname(__file__))),
             'resources'
         )
-        config = {RESOURCE_DIRECTORY: resource_directory}
+        config = {RESOURCE_DIRECTORY: resource_directory, DATA_DIRECTORY: "test_data/ohlcv"}
         app = create_app(name="GoldenCrossStrategy", config=config)
         app.add_market(market="BITVAVO", trading_symbol="EUR",
                        initial_balance=400)
diff --git a/tests/scenarios/vectorized_backtests/test_run_vector_backtest.py b/tests/scenarios/vectorized_backtests/test_run_vector_backtest.py
@@ -9,7 +9,7 @@
 
 from investing_algorithm_framework import TradingStrategy, DataSource, \
     TimeUnit, DataType, create_app, BacktestDateRange, PositionSize, \
-    RESOURCE_DIRECTORY, SnapshotInterval, generate_algorithm_id
+    RESOURCE_DIRECTORY, DATA_DIRECTORY, SnapshotInterval, generate_algorithm_id
 
 
 class RSIEMACrossoverStrategy(TradingStrategy):
@@ -239,7 +239,7 @@ def test_run(self):
         resource_directory = os.path.join(
             os.path.dirname(os.path.dirname(__file__)), '..', 'resources'
         )
-        config = {RESOURCE_DIRECTORY: resource_directory}
+        config = {RESOURCE_DIRECTORY: resource_directory, DATA_DIRECTORY: "test_data/ohlcv"}
         app = create_app(name="GoldenCrossStrategy", config=config)
         app.add_market(market="BITVAVO", trading_symbol="EUR", initial_balance=400)
         end_date = datetime(2024, 12, 2, tzinfo=timezone.utc)
@@ -337,7 +337,7 @@ def test_run_with_single_date_range(self):
         resource_directory = os.path.join(
             os.path.dirname(os.path.dirname(__file__)), '..', 'resources'
         )
-        config = {RESOURCE_DIRECTORY: resource_directory}
+        config = {RESOURCE_DIRECTORY: resource_directory, DATA_DIRECTORY: "test_data/ohlcv"}
         app = create_app(name="GoldenCrossStrategy", config=config)
         app.add_market(market="BITVAVO", trading_symbol="EUR", initial_balance=400)
         end_date = datetime(2024, 12, 2, tzinfo=timezone.utc)
diff --git a/tests/scenarios/vectorized_backtests/test_run_vector_backtests.py b/tests/scenarios/vectorized_backtests/test_run_vector_backtests.py
@@ -11,7 +11,7 @@
 
 from investing_algorithm_framework import TradingStrategy, DataSource, \
     TimeUnit, DataType, create_app, BacktestDateRange, PositionSize, \
-    TradeStatus, RESOURCE_DIRECTORY, SnapshotInterval, generate_algorithm_id
+    TradeStatus, RESOURCE_DIRECTORY, DATA_DIRECTORY, SnapshotInterval, generate_algorithm_id
 
 
 class RSIEMACrossoverStrategy(TradingStrategy):
@@ -250,7 +250,7 @@ def test_run(self):
         resource_directory = os.path.join(
             os.path.dirname(os.path.dirname(__file__)), '..', 'resources'
         )
-        config = {RESOURCE_DIRECTORY: resource_directory}
+        config = {RESOURCE_DIRECTORY: resource_directory, DATA_DIRECTORY: "test_data/ohlcv"}
         app = create_app(name="GoldenCrossStrategy", config=config)
         app.add_market(market="BITVAVO", trading_symbol="EUR", initial_balance=400)
         end_date = datetime(2024, 12, 2, tzinfo=timezone.utc)
@@ -374,7 +374,7 @@ def test_run_with_single_date_range(self):
         resource_directory = os.path.join(
             os.path.dirname(os.path.dirname(__file__)), '..', 'resources'
         )
-        config = {RESOURCE_DIRECTORY: resource_directory}
+        config = {RESOURCE_DIRECTORY: resource_directory, DATA_DIRECTORY: "test_data/ohlcv"}
         app = create_app(name="GoldenCrossStrategy", config=config)
         app.add_market(market="BITVAVO", trading_symbol="EUR", initial_balance=400)
         end_date = datetime(2024, 12, 2, tzinfo=timezone.utc)
diff --git a/tests/scenarios/vectorized_backtests/test_use_backtest_storage_directory.py b/tests/scenarios/vectorized_backtests/test_use_backtest_storage_directory.py
@@ -11,7 +11,7 @@
 
 from investing_algorithm_framework import TradingStrategy, DataSource, \
     TimeUnit, DataType, create_app, BacktestDateRange, PositionSize, \
-    RESOURCE_DIRECTORY, SnapshotInterval, generate_algorithm_id
+    RESOURCE_DIRECTORY, DATA_DIRECTORY, SnapshotInterval, generate_algorithm_id
 
 
 class RSIEMACrossoverStrategy(TradingStrategy):
@@ -256,7 +256,7 @@ def test_run_with_backtest_storage_directory(self):
         resource_directory = os.path.join(
             os.path.dirname(os.path.dirname(__file__)), '..', 'resources'
         )
-        config = {RESOURCE_DIRECTORY: resource_directory}
+        config = {RESOURCE_DIRECTORY: resource_directory, DATA_DIRECTORY: "test_data/ohlcv"}
         app = create_app(name="GoldenCrossStrategy", config=config)
         app.add_market(market="BITVAVO", trading_symbol="EUR", initial_balance=400)
         end_date = datetime(2024, 12, 2, tzinfo=timezone.utc)
@@ -371,7 +371,7 @@ def test_run_backtests_with_storage_directory(self):
         resource_directory = os.path.join(
             os.path.dirname(os.path.dirname(__file__)), '..', 'resources'
         )
-        config = {RESOURCE_DIRECTORY: resource_directory}
+        config = {RESOURCE_DIRECTORY: resource_directory, DATA_DIRECTORY: "test_data/ohlcv"}
         app = create_app(name="GoldenCrossStrategy", config=config)
         app.add_market(market="BITVAVO", trading_symbol="EUR", initial_balance=400)
         end_date = datetime(2024, 12, 2, tzinfo=timezone.utc)
@@ -497,7 +497,7 @@ def test_preexisting_backtests_not_included_in_new_run(self):
         resource_directory = os.path.join(
             os.path.dirname(os.path.dirname(__file__)), '..', 'resources'
         )
-        config = {RESOURCE_DIRECTORY: resource_directory}
+        config = {RESOURCE_DIRECTORY: resource_directory, DATA_DIRECTORY: "test_data/ohlcv"}
 
         end_date = datetime(2024, 12, 2, tzinfo=timezone.utc)
         start_date = end_date - timedelta(days=730)
@@ -715,7 +715,7 @@ def test_preexisting_backtests_not_included_with_final_filter(self):
         resource_directory = os.path.join(
             os.path.dirname(os.path.dirname(__file__)), '..', 'resources'
         )
-        config = {RESOURCE_DIRECTORY: resource_directory}
+        config = {RESOURCE_DIRECTORY: resource_directory, DATA_DIRECTORY: "test_data/ohlcv"}
 
         end_date = datetime(2024, 12, 2, tzinfo=timezone.utc)
         start_date = end_date - timedelta(days=730)
diff --git a/tests/scenarios/vectorized_backtests/test_use_checkpoints.py b/tests/scenarios/vectorized_backtests/test_use_checkpoints.py
@@ -10,7 +10,7 @@
 
 from investing_algorithm_framework import TradingStrategy, DataSource, \
     TimeUnit, DataType, create_app, BacktestDateRange, PositionSize, \
-    TradeStatus, RESOURCE_DIRECTORY, SnapshotInterval, generate_algorithm_id
+    TradeStatus, RESOURCE_DIRECTORY, DATA_DIRECTORY, SnapshotInterval, generate_algorithm_id
 
 
 class RSIEMACrossoverStrategy(TradingStrategy):
@@ -243,7 +243,7 @@ def test_run_with_checkpoints_multiple_backtest_ranges(self):
         resource_directory = os.path.join(
             os.path.dirname(os.path.dirname(__file__)), '..', 'resources'
         )
-        config = {RESOURCE_DIRECTORY: resource_directory}
+        config = {RESOURCE_DIRECTORY: resource_directory, DATA_DIRECTORY: "test_data/ohlcv"}
         app = create_app(name="GoldenCrossStrategy", config=config)
         app.add_market(market="BITVAVO", trading_symbol="EUR", initial_balance=400)
         end_date = datetime(2024, 12, 2, tzinfo=timezone.utc)
@@ -347,7 +347,7 @@ def test_run_with_checkpoints_single_backtest_range(self):
         resource_directory = os.path.join(
             os.path.dirname(os.path.dirname(__file__)), '..', 'resources'
         )
-        config = {RESOURCE_DIRECTORY: resource_directory}
+        config = {RESOURCE_DIRECTORY: resource_directory, DATA_DIRECTORY: "test_data/ohlcv"}
         app = create_app(name="GoldenCrossStrategy", config=config)
         app.add_market(market="BITVAVO", trading_symbol="EUR", initial_balance=400)
         end_date = datetime(2024, 12, 2, tzinfo=timezone.utc)
@@ -455,7 +455,7 @@ def test_run_with_checkpoints_multiple_backtest_ranges_without_existing(self):
         resource_directory = os.path.join(
             os.path.dirname(os.path.dirname(__file__)), '..', 'resources'
         )
-        config = {RESOURCE_DIRECTORY: resource_directory}
+        config = {RESOURCE_DIRECTORY: resource_directory, DATA_DIRECTORY: "test_data/ohlcv"}
         app = create_app(name="GoldenCrossStrategy", config=config)
         app.add_market(market="BITVAVO", trading_symbol="EUR", initial_balance=400)
         end_date = datetime(2024, 12, 2, tzinfo=timezone.utc)
diff --git a/tests/scenarios/vectorized_backtests/test_vector_backtest_fixes.py b/tests/scenarios/vectorized_backtests/test_vector_backtest_fixes.py
@@ -29,7 +29,7 @@
     create_app,
     BacktestDateRange,
     PositionSize,
-    RESOURCE_DIRECTORY,
+    RESOURCE_DIRECTORY, DATA_DIRECTORY,
     SnapshotInterval,
     generate_algorithm_id,
     TradeStatus,
@@ -196,7 +196,7 @@ def _resource_directory():
 
 def _make_app():
     """Create and configure the app used by most tests."""
-    config = {RESOURCE_DIRECTORY: _resource_directory()}
+    config = {RESOURCE_DIRECTORY: _resource_directory(), DATA_DIRECTORY: "test_data/ohlcv"}
     app = create_app(name="VectorBacktestFixTests", config=config)
     app.add_market(
         market="BITVAVO", trading_symbol="EUR", initial_balance=400
diff --git a/tests/scenarios/vectorized_backtests/test_with_show_progress.py b/tests/scenarios/vectorized_backtests/test_with_show_progress.py
@@ -11,7 +11,7 @@
 
 from investing_algorithm_framework import TradingStrategy, DataSource, \
     TimeUnit, DataType, create_app, BacktestDateRange, PositionSize, \
-    RESOURCE_DIRECTORY, SnapshotInterval, rank_results, \
+    RESOURCE_DIRECTORY, DATA_DIRECTORY, SnapshotInterval, rank_results, \
     BacktestEvaluationFocus, generate_algorithm_id
 
 
@@ -257,7 +257,7 @@ def test_run_with_show_output(self):
         resource_directory = os.path.join(
             os.path.dirname(os.path.dirname(__file__)), '..', 'resources'
         )
-        config = {RESOURCE_DIRECTORY: resource_directory}
+        config = {RESOURCE_DIRECTORY: resource_directory, DATA_DIRECTORY: "test_data/ohlcv"}
         app = create_app(name="GoldenCrossStrategy", config=config)
         app.add_market(market="BITVAVO", trading_symbol="EUR", initial_balance=400)
         end_date = datetime(2024, 12, 2, tzinfo=timezone.utc)
diff --git a/tests/scenarios/vectorized_backtests/test_with_window_filter_function.py b/tests/scenarios/vectorized_backtests/test_with_window_filter_function.py
@@ -9,7 +9,7 @@
 
 from investing_algorithm_framework import TradingStrategy, DataSource, \
     TimeUnit, DataType, create_app, BacktestDateRange, PositionSize, \
-    TradeStatus, RESOURCE_DIRECTORY, SnapshotInterval, generate_algorithm_id
+    TradeStatus, RESOURCE_DIRECTORY, DATA_DIRECTORY, SnapshotInterval, generate_algorithm_id
 
 
 class RSIEMACrossoverStrategy(TradingStrategy):
@@ -310,7 +310,7 @@ def test_run_with_filter_function(self):
         resource_directory = os.path.join(
             os.path.dirname(os.path.dirname(__file__)), '..', 'resources'
         )
-        config = {RESOURCE_DIRECTORY: resource_directory}
+        config = {RESOURCE_DIRECTORY: resource_directory, DATA_DIRECTORY: "test_data/ohlcv"}
         app = create_app(name="GoldenCrossStrategy", config=config)
         app.add_market(market="BITVAVO", trading_symbol="EUR", initial_balance=400)
         end_date = datetime(2024, 12, 2, tzinfo=timezone.utc)
@@ -435,7 +435,7 @@ def test_run_with_filter_function_and_storage(self):
         resource_directory = os.path.join(
             os.path.dirname(os.path.dirname(__file__)), '..', 'resources'
         )
-        config = {RESOURCE_DIRECTORY: resource_directory}
+        config = {RESOURCE_DIRECTORY: resource_directory, DATA_DIRECTORY: "test_data/ohlcv"}
         app = create_app(name="GoldenCrossStrategy", config=config)
         app.add_market(market="BITVAVO", trading_symbol="EUR", initial_balance=400)
         end_date = datetime(2024, 12, 2, tzinfo=timezone.utc)
@@ -556,7 +556,7 @@ def test_filtered_strategy_has_no_closed_trades(self):
         resource_directory = os.path.join(
             os.path.dirname(os.path.dirname(__file__)), '..', 'resources'
         )
-        config = {RESOURCE_DIRECTORY: resource_directory}
+        config = {RESOURCE_DIRECTORY: resource_directory, DATA_DIRECTORY: "test_data/ohlcv"}
         app = create_app(name="GoldenCrossStrategy", config=config)
         app.add_market(market="BITVAVO", trading_symbol="EUR", initial_balance=400)
 
diff --git a/tests/test_download.py b/tests/test_download.py
@@ -1,3 +1,5 @@
+import os
+import unittest
 from pathlib import Path
 from unittest import TestCase
 from datetime import datetime, timezone
@@ -8,6 +10,7 @@
 
 class TestDownload(TestCase):
 
+    @unittest.skipIf(os.environ.get("CI"), "Requires pre-downloaded data")
     def test_download_data_with_already_existing_data(self):
         storage_path = Path(__file__).parent / "resources" / "data"
         data = download(
