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Test non-ffill approach

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Matthias 2022-04-23 11:25:20 +02:00
parent 84f5a4d5bc
commit a2af7b4fd8
1 changed files with 15 additions and 0 deletions
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15
tests/strategy/test_strategy_helpers.py
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@ -68,6 +68,21 @@ def test_merge_informative_pair():
assert result.iloc[7]['date_1h'] == result.iloc[4]['date'] assert result.iloc[7]['date_1h'] == result.iloc[4]['date']
assert result.iloc[8]['date_1h'] == result.iloc[4]['date'] assert result.iloc[8]['date_1h'] == result.iloc[4]['date']
informative = generate_test_data('1h', 40)
result = merge_informative_pair(data, informative, '15m', '1h', ffill=False)
# First 3 rows are empty
assert result.iloc[0]['date_1h'] is pd.NaT
assert result.iloc[1]['date_1h'] is pd.NaT
assert result.iloc[2]['date_1h'] is pd.NaT
# Next 4 rows contain the starting date (0:00)
assert result.iloc[3]['date_1h'] == result.iloc[0]['date']
assert result.iloc[4]['date_1h'] is pd.NaT
assert result.iloc[5]['date_1h'] is pd.NaT
assert result.iloc[6]['date_1h'] is pd.NaT
# Next 4 rows contain the next Hourly date original date row 4
assert result.iloc[7]['date_1h'] == result.iloc[4]['date']
assert result.iloc[8]['date_1h'] is pd.NaT
def test_merge_informative_pair_same(): def test_merge_informative_pair_same():
data = generate_test_data('15m', 40) data = generate_test_data('15m', 40)