Merge branch 'develop' into pr/theluxaz/5710

2021-11-03 19:43:36 +01:00
parent 6b90b4a144 1fefb132e0
commit 431b96de98
52 changed files with 649 additions and 270 deletions
--- a/tests/optimize/init.py
+++ b/tests/optimize/init.py
@@ -56,4 +56,10 @@ def _build_backtest_dataframe(data):
        frame['buy_tag'] = None
    if 'exit_tag' not in columns:
        frame['exit_tag'] = None
+
+    # Ensure all candles make kindof sense
+    assert all(frame['low'] <= frame['close'])
+    assert all(frame['low'] <= frame['open'])
+    assert all(frame['high'] >= frame['close'])
+    assert all(frame['high'] >= frame['open'])
    return frame