Merge branch 'develop' into add-single-precision-freqai

tests/data/test_datahandler.py

@@ -1,6 +1,7 @@
 # pragma pylint: disable=missing-docstring, protected-access, C0103
 
 import re
+from datetime import datetime, timezone
 from pathlib import Path
 from unittest.mock import MagicMock
 
@@ -154,6 +155,23 @@ def test_jsondatahandler_ohlcv_load(testdatadir, caplog):
     assert df.columns.equals(df1.columns)
 
 
+def test_datahandler_ohlcv_data_min_max(testdatadir):
+    dh = JsonDataHandler(testdatadir)
+    min_max = dh.ohlcv_data_min_max('UNITTEST/BTC', '5m', 'spot')
+    assert len(min_max) == 2
+
+    # Empty pair
+    min_max = dh.ohlcv_data_min_max('UNITTEST/BTC', '8m', 'spot')
+    assert len(min_max) == 2
+    assert min_max[0] == datetime.fromtimestamp(0, tz=timezone.utc)
+    assert min_max[0] == min_max[1]
+    # Empty pair2
+    min_max = dh.ohlcv_data_min_max('NOPAIR/XXX', '4m', 'spot')
+    assert len(min_max) == 2
+    assert min_max[0] == datetime.fromtimestamp(0, tz=timezone.utc)
+    assert min_max[0] == min_max[1]
+
+
 def test_datahandler__check_empty_df(testdatadir, caplog):
     dh = JsonDataHandler(testdatadir)
     expected_text = r"Price jump in UNITTEST/USDT, 1h, spot between"

tests/optimize/test_backtesting.py

@@ -788,13 +788,14 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
         assert len(t['orders']) == 2
         ln = data_pair.loc[data_pair["date"] == t["open_date"]]
         # Check open trade rate alignes to open rate
-        assert ln is not None
+        assert not ln.empty
         assert round(ln.iloc[0]["open"], 6) == round(t["open_rate"], 6)
         # check close trade rate alignes to close rate or is between high and low
-        ln = data_pair.loc[data_pair["date"] == t["close_date"]]
-        assert (round(ln.iloc[0]["open"], 6) == round(t["close_rate"], 6) or
-                round(ln.iloc[0]["low"], 6) < round(
-                t["close_rate"], 6) < round(ln.iloc[0]["high"], 6))
+        ln1 = data_pair.loc[data_pair["date"] == t["close_date"]]
+        assert not ln1.empty
+        assert (round(ln1.iloc[0]["open"], 6) == round(t["close_rate"], 6) or
+                round(ln1.iloc[0]["low"], 6) < round(
+                t["close_rate"], 6) < round(ln1.iloc[0]["high"], 6))
 
 
 def test_backtest_timedout_entry_orders(default_conf, fee, mocker, testdatadir) -> None: