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Add test for behavior in #9490.

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Matthias
2023-12-03 13:22:54 +01:00
parent c017366086
commit 4ed9ffbf31
1 changed files with 26 additions and 0 deletions
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26
tests/strategy/test_strategy_helpers.py
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@@ -61,6 +61,32 @@ def test_merge_informative_pair():
assert result.iloc[8]['date_1h'] is pd.NaT assert result.iloc[8]['date_1h'] is pd.NaT
def test_merge_informative_pair_high_tf():
# Covers roughly 2 months - until 2023-01-10
data = generate_test_data('1h', 1040, '2022-11-28')
informative = generate_test_data('1M', 40, '2022-01-01')
result = merge_informative_pair(data, informative, '1h', '1M', ffill=True)
assert isinstance(result, pd.DataFrame)
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')
candle2 = result.loc[(result['date'] == '2022-12-31T23:00:00.000Z')]
assert candle2.iloc[0]['date'] == pd.Timestamp('2022-12-31T23:00:00.000Z')
assert candle2.iloc[0]['date_1M'] == pd.Timestamp('2022-12-01T00:00:00.000Z')
# 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')
assert candle3.iloc[0]['date_1M'] is pd.NaT
# 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')
def test_merge_informative_pair_same(): def test_merge_informative_pair_same():
data = generate_test_data('15m', 40) data = generate_test_data('15m', 40)
informative = generate_test_data('15m', 40) informative = generate_test_data('15m', 40)