extract combine_tickers to btanalysis
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@@ -5,11 +5,14 @@ from arrow import Arrow
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from pandas import DataFrame, to_datetime
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from freqtrade.arguments import Arguments, TimeRange
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from freqtrade.data.btanalysis import (BT_DATA_COLUMNS, create_cum_profit,
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from freqtrade.data.btanalysis import (BT_DATA_COLUMNS,
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combine_tickers_with_mean,
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create_cum_profit,
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extract_trades_of_period,
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load_backtest_data, load_trades,
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load_trades_from_db)
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from freqtrade.data.history import load_pair_history, make_testdata_path
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from freqtrade.data.history import (load_data, load_pair_history,
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make_testdata_path)
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from freqtrade.tests.test_persistence import create_mock_trades
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@@ -97,6 +100,19 @@ def test_load_trades(default_conf, mocker):
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assert bt_mock.call_count == 1
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def test_combine_tickers_with_mean():
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pairs = ["ETH/BTC", "XLM/BTC"]
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tickers = load_data(datadir=None,
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pairs=pairs,
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ticker_interval='5m'
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)
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df = combine_tickers_with_mean(tickers)
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assert isinstance(df, DataFrame)
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assert "ETH/BTC" in df.columns
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assert "XLM/BTC" in df.columns
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assert "mean" in df.columns
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def test_create_cum_profit():
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filename = make_testdata_path(None) / "backtest-result_test.json"
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bt_data = load_backtest_data(filename)
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