Fix candle ranges in backtesting test

2021-10-30 16:10:28 +02:00
parent 6cf140f8fb
commit 459a2239ce
2 changed files with 25 additions and 19 deletions
--- a/tests/optimize/init.py
+++ b/tests/optimize/init.py
@@ -54,4 +54,10 @@ def _build_backtest_dataframe(data):
        frame[column] = frame[column].astype('float64')
    if 'buy_tag' not in columns:
        frame['buy_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