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Fix backtest-test with timestamp-conversion

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This commit is contained in:
Matthias 2019-01-27 10:40:52 +01:00
parent b112f2f315
commit 1d08ada939
1 changed files with 5 additions and 4 deletions
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9
freqtrade/tests/optimize/test_backtesting.py
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@ -529,10 +529,11 @@ def test_backtest(default_conf, fee, mocker) -> None:
{'pair': [pair, pair], {'pair': [pair, pair],
'profit_percent': [0.0, 0.0], 'profit_percent': [0.0, 0.0],
'profit_abs': [0.0, 0.0], 'profit_abs': [0.0, 0.0],
'open_time': [Arrow(2018, 1, 29, 18, 40, 0).datetime, 'open_time': pd.to_datetime([Arrow(2018, 1, 29, 18, 40, 0).datetime,
Arrow(2018, 1, 30, 3, 30, 0).datetime], Arrow(2018, 1, 30, 3, 30, 0).datetime], utc=True
'close_time': [Arrow(2018, 1, 29, 22, 35, 0).datetime, ),
Arrow(2018, 1, 30, 4, 10, 0).datetime], 'close_time': pd.to_datetime([Arrow(2018, 1, 29, 22, 35, 0).datetime,
Arrow(2018, 1, 30, 4, 10, 0).datetime], utc=True),
'open_index': [78, 184], 'open_index': [78, 184],
'close_index': [125, 192], 'close_index': [125, 192],
'trade_duration': [235, 40], 'trade_duration': [235, 40],