CTYPTO/freqtrade
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2025-11-29 00:23:07 +00:00
Code Issues Packages Projects Releases Wiki Activity

Add test for informative weekly merging

Browse Source 
closes #9518
This commit is contained in:
Matthias
2023-12-08 20:34:56 +01:00
parent 7321a14c35
commit bb85efd6ad
1 changed files with 28 additions and 0 deletions
Download Patch File Download Diff File Expand all files Collapse all files

28
tests/strategy/test_strategy_helpers.py
View File

@@ -63,6 +63,34 @@ def test_merge_informative_pair():
assert result.iloc[8]['date_1h'] is pd.NaT
def test_merge_informative_pair_weekly():
# Covers roughly 2 months - until 2023-01-10
data = generate_test_data('1h', 1040, '2022-11-28')
informative = generate_test_data('1w', 40, '2022-11-01')
informative['day'] = informative['date'].dt.day_name()
result = merge_informative_pair(data, informative, '1h', '1w', ffill=True)
assert isinstance(result, pd.DataFrame)
# 2022-12-24 is a Saturday
candle1 = result.loc[(result['date'] == '2022-12-24T22:00:00.000Z')]
assert candle1.iloc[0]['date'] == pd.Timestamp('2022-12-24T22:00:00.000Z')
assert candle1.iloc[0]['date_1w'] == pd.Timestamp('2022-12-12T00:00:00.000Z')
candle2 = result.loc[(result['date'] == '2022-12-24T23:00:00.000Z')]
assert candle2.iloc[0]['date'] == pd.Timestamp('2022-12-24T23:00:00.000Z')
assert candle2.iloc[0]['date_1w'] == pd.Timestamp('2022-12-12T00:00:00.000Z')
# 2022-12-25 is a Sunday
candle3 = result.loc[(result['date'] == '2022-12-25T22:00:00.000Z')]
assert candle3.iloc[0]['date'] == pd.Timestamp('2022-12-25T22:00:00.000Z')
# Still old candle
assert candle3.iloc[0]['date_1w'] == pd.Timestamp('2022-12-12T00:00:00.000Z')
candle4 = result.loc[(result['date'] == '2022-12-25T23:00:00.000Z')]
assert candle4.iloc[0]['date'] == pd.Timestamp('2022-12-25T23:00:00.000Z')
assert candle4.iloc[0]['date_1w'] == pd.Timestamp('2022-12-19T00:00:00.000Z')
def test_merge_informative_pair_monthly():
# Covers roughly 2 months - until 2023-01-10
data = generate_test_data('1h', 1040, '2022-11-28')