diff --git a/tests/strategy/test_strategy_helpers.py b/tests/strategy/test_strategy_helpers.py index 982dd184f..e5486f8ae 100644 --- a/tests/strategy/test_strategy_helpers.py +++ b/tests/strategy/test_strategy_helpers.py @@ -101,8 +101,6 @@ def test_merge_informative_pair_monthly(): candle1 = result.loc[(result["date"] == "2022-12-31T22:00:00.000Z")] assert candle1.iloc[0]["date"] == pd.Timestamp("2022-12-31T22:00:00.000Z") assert candle1.iloc[0]["date_1M"] == pd.Timestamp("2022-11-01T00:00:00.000Z") - prev_m_vol = informative.loc[informative["date"] == "2022-11-01T00:00:00.000", "volume"] - assert candle1.iloc[0]["volume_1M"] == prev_m_vol.iloc[0] candle2 = result.loc[(result["date"] == "2022-12-31T23:00:00.000Z")] assert candle2.iloc[0]["date"] == pd.Timestamp("2022-12-31T23:00:00.000Z") @@ -111,14 +109,20 @@ def test_merge_informative_pair_monthly(): # Candle is empty, as the start-date did fail. candle3 = result.loc[(result["date"] == "2022-11-30T22:00:00.000Z")] assert candle3.iloc[0]["date"] == pd.Timestamp("2022-11-30T22:00:00.000Z") - prev_m_vol = informative.loc[informative["date"] == "2022-10-01 00:00:00+00:00", "volume"] - assert candle3.iloc[0]["volume_1M"] == prev_m_vol.iloc[0] + # Merged on prior month + assert candle3.iloc[0]["date_1M"] == pd.Timestamp("2022-10-01T00:00:00.000Z") # First candle with 1M data merged. candle4 = result.loc[(result["date"] == "2022-11-30T23:00:00.000Z")] assert candle4.iloc[0]["date"] == pd.Timestamp("2022-11-30T23:00:00.000Z") assert candle4.iloc[0]["date_1M"] == pd.Timestamp("2022-11-01T00:00:00.000Z") + # Very first candle in the result dataframe + # Merged the latest informative candle before the start-date + candle5 = result.iloc[0] + assert candle5["date"] == pd.Timestamp("2022-11-28T00:00:00.000Z") + assert candle5["date_1M"] == pd.Timestamp("2022-10-01T00:00:00.000Z") + def test_merge_informative_pair_same(): data = generate_test_data("15m", 40)