diff --git a/tests/strategy/test_strategy_helpers.py b/tests/strategy/test_strategy_helpers.py index c3ee01c19..e855668c6 100644 --- a/tests/strategy/test_strategy_helpers.py +++ b/tests/strategy/test_strategy_helpers.py @@ -125,6 +125,23 @@ def test_merge_informative_pair_monthly(): assert candle5["date_1M"] == pd.Timestamp("2022-10-01T00:00:00.000Z") +def test_merge_informative_pair_no_overlap(): + # Covers roughly a day + data = generate_test_data("1m", 1440, "2022-11-28") + # Data stops WAY before the main data starts + informative = generate_test_data("1h", 40, "2022-11-01") + + result = merge_informative_pair(data, informative, "1m", "1h", ffill=True) + + assert isinstance(result, pd.DataFrame) + assert len(result) == len(data) + assert "date" in result.columns + assert result["date"].equals(data["date"]) + assert "date_1h" in result.columns + # If there's no overlap, forward filling should not fill anything + assert result["date_1h"].isnull().all() + + def test_merge_informative_pair_same(): data = generate_test_data("15m", 40) informative = generate_test_data("15m", 40)