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Merge pull request #1454 from freqtrade/feat/interpolate_missing

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interpolate missing candles
This commit is contained in:
Misagh
2019-01-04 22:33:53 +01:00
committed by GitHub
parent 55235ce20d 672d115eca
commit 26a77e193e
13 changed files with 157 additions and 40 deletions
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2
freqtrade/tests/strategy/test_default_strategy.py
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@@ -10,7 +10,7 @@ from freqtrade.strategy.default_strategy import DefaultStrategy
@pytest.fixture
def result():
with open('freqtrade/tests/testdata/ETH_BTC-1m.json') as data_file:
return parse_ticker_dataframe(json.load(data_file))
return parse_ticker_dataframe(json.load(data_file), '1m', fill_missing=True)
def test_default_strategy_structure():

4
freqtrade/tests/strategy/test_interface.py
View File

@@ -111,9 +111,9 @@ def test_tickerdata_to_dataframe(default_conf) -> None:
timerange = TimeRange(None, 'line', 0, -100)
tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange)
tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick)}
tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', True)}
data = strategy.tickerdata_to_dataframe(tickerlist)
assert len(data['UNITTEST/BTC']) == 99 # partial candle was removed
assert len(data['UNITTEST/BTC']) == 102 # partial candle was removed
def test_min_roi_reached(default_conf, fee) -> None: