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docstring and tests

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This commit is contained in:
Timothy Pogue 2022-09-07 15:26:38 -06:00
parent 2c9b765953
commit 1ef1fc269e
2 changed files with 26 additions and 1 deletions
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4
freqtrade/strategy/strategy_helper.py
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@ -31,6 +31,8 @@ def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
:param ffill: Forwardfill missing values - optional but usually required :param ffill: Forwardfill missing values - optional but usually required
:param append_timeframe: Rename columns by appending timeframe. :param append_timeframe: Rename columns by appending timeframe.
:param date_column: A custom date column name. :param date_column: A custom date column name.
:param suffix: A string suffix to add at the end of the informative columns. If specified,
append_timeframe must be false.
:return: Merged dataframe :return: Merged dataframe
:raise: ValueError if the secondary timeframe is shorter than the dataframe timeframe :raise: ValueError if the secondary timeframe is shorter than the dataframe timeframe
""" """
@ -57,7 +59,7 @@ def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
date_merge = f'date_merge_{timeframe_inf}' date_merge = f'date_merge_{timeframe_inf}'
informative.columns = [f"{col}_{timeframe_inf}" for col in informative.columns] informative.columns = [f"{col}_{timeframe_inf}" for col in informative.columns]
elif suffix: elif suffix and not append_timeframe:
date_merge = f'date_merge_{suffix}' date_merge = f'date_merge_{suffix}'
informative.columns = [f"{col}_{suffix}" for col in informative.columns] informative.columns = [f"{col}_{suffix}" for col in informative.columns]

23
tests/strategy/test_strategy_helpers.py
View File

@ -117,6 +117,29 @@ def test_merge_informative_pair_lower():
merge_informative_pair(data, informative, '1h', '15m', ffill=True) merge_informative_pair(data, informative, '1h', '15m', ffill=True)
def test_merge_informative_pair_suffix():
data = generate_test_data('15m', 20)
informative = generate_test_data('1h', 20)
result = merge_informative_pair(data, informative, '15m', '1h',
append_timeframe=False, suffix="suf")
assert 'date' in result.columns
assert result['date'].equals(data['date'])
assert 'date_suf' in result.columns
assert 'open_suf' in result.columns
assert 'open_1h' not in result.columns
def test_merge_informative_pair_suffix_append_timeframe():
data = generate_test_data('15m', 20)
informative = generate_test_data('1h', 20)
with pytest.raises(ValueError, match=r"You can not specify `append_timeframe` .*"):
merge_informative_pair(data, informative, '15m', '1h', suffix="suf")
def test_stoploss_from_open(): def test_stoploss_from_open():
open_price_ranges = [ open_price_ranges = [
[0.01, 1.00, 30], [0.01, 1.00, 30],