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changes testcase

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This commit is contained in:
kevinjulian
2021-07-23 11:42:43 +07:00
parent 65fc094c9f
commit aea5da0c73
5 changed files with 236 additions and 229 deletions
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6
tests/optimize/__init__.py
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@@ -18,7 +18,7 @@ class BTrade(NamedTuple):
sell_reason: SellType
open_tick: int
close_tick: int
buy_tag: Optional[str] = ''
buy_tag: Optional[str] = None
class BTContainer(NamedTuple):
@@ -44,7 +44,9 @@ def _get_frame_time_from_offset(offset):
def _build_backtest_dataframe(data):
columns = ['date', 'open', 'high', 'low', 'close', 'volume', 'buy', 'sell', 'buy_tag']
columns = ['date', 'open', 'high', 'low', 'close', 'volume', 'buy', 'sell']
columns = columns + ['buy_tag'] if len(data[0]) == 9 else columns
frame = DataFrame.from_records(data, columns=columns)
frame['date'] = frame['date'].apply(_get_frame_time_from_offset)