Refactor generic data generation to conftest

This commit is contained in:
Matthias
2022-10-05 18:09:26 +02:00
parent b0eff4160f
commit 9b1fb02df8
2 changed files with 24 additions and 23 deletions

View File

@@ -5,29 +5,8 @@ import pytest
from freqtrade.data.dataprovider import DataProvider
from freqtrade.enums import CandleType
from freqtrade.resolvers.strategy_resolver import StrategyResolver
from freqtrade.strategy import (merge_informative_pair, stoploss_from_absolute, stoploss_from_open,
timeframe_to_minutes)
from tests.conftest import get_patched_exchange
def generate_test_data(timeframe: str, size: int, start: str = '2020-07-05'):
np.random.seed(42)
tf_mins = timeframe_to_minutes(timeframe)
base = np.random.normal(20, 2, size=size)
date = pd.date_range(start, periods=size, freq=f'{tf_mins}min', tz='UTC')
df = pd.DataFrame({
'date': date,
'open': base,
'high': base + np.random.normal(2, 1, size=size),
'low': base - np.random.normal(2, 1, size=size),
'close': base + np.random.normal(0, 1, size=size),
'volume': np.random.normal(200, size=size)
}
)
df = df.dropna()
return df
from freqtrade.strategy import merge_informative_pair, stoploss_from_absolute, stoploss_from_open
from tests.conftest import generate_test_data, get_patched_exchange
def test_merge_informative_pair():