From 0235db48a8ac512e936804b4109e97669f87f2d2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 3 Dec 2023 13:31:08 +0100 Subject: [PATCH] Prevent merge artifacts in "informative" pair --- freqtrade/strategy/strategy_helper.py | 2 +- tests/strategy/test_strategy_helpers.py | 2 ++ 2 files changed, 3 insertions(+), 1 deletion(-) diff --git a/freqtrade/strategy/strategy_helper.py b/freqtrade/strategy/strategy_helper.py index 0a774e9af..b0fc538ca 100644 --- a/freqtrade/strategy/strategy_helper.py +++ b/freqtrade/strategy/strategy_helper.py @@ -36,7 +36,7 @@ def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame, :return: Merged dataframe :raise: ValueError if the secondary timeframe is shorter than the dataframe timeframe """ - + informative = informative.copy() minutes_inf = timeframe_to_minutes(timeframe_inf) minutes = timeframe_to_minutes(timeframe) if minutes == minutes_inf: diff --git a/tests/strategy/test_strategy_helpers.py b/tests/strategy/test_strategy_helpers.py index 6c6270e64..831856702 100644 --- a/tests/strategy/test_strategy_helpers.py +++ b/tests/strategy/test_strategy_helpers.py @@ -12,9 +12,11 @@ from tests.conftest import generate_test_data, get_patched_exchange def test_merge_informative_pair(): data = generate_test_data('15m', 40) informative = generate_test_data('1h', 40) + cols_inf = list(informative.columns) result = merge_informative_pair(data, informative, '15m', '1h', ffill=True) assert isinstance(result, pd.DataFrame) + assert list(informative.columns) == cols_inf assert len(result) == len(data) assert 'date' in result.columns assert result['date'].equals(data['date'])