Remove unnecessary test-file

freqtrade/tests/optimize/test_optimize.py

@@ -57,7 +57,8 @@ def test_load_data_30min_ticker(ticker_history, mocker, caplog, default_conf) ->
     mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history)
     file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-30m.json')
     _backup_file(file, copy_file=True)
-    optimize.load_data(None, pairs=['UNITTEST/BTC'], ticker_interval='30m')
+    ld = optimize.load_data(None, pairs=['UNITTEST/BTC'], ticker_interval='30m')
+    assert isinstance(ld, dict)
     assert os.path.isfile(file) is True
     assert not log_has('Download the pair: "UNITTEST/BTC", Interval: 30m', caplog.record_tuples)
     _clean_test_file(file)

freqtrade/tests/strategy/test_interface.py

@@ -179,6 +179,10 @@ def test_analyze_ticker_skip_analyze(ticker_history, mocker, caplog) -> None:
     strategy.process_only_new_candles = True
 
     ret = strategy.analyze_ticker(ticker_history, {'pair': 'ETH/BTC'})
+    assert 'high' in ret.columns
+    assert 'low' in ret.columns
+    assert 'close' in ret.columns
+    assert isinstance(ret, DataFrame)
     assert ind_mock.call_count == 1
     assert buy_mock.call_count == 1
     assert buy_mock.call_count == 1
@@ -193,8 +197,8 @@ def test_analyze_ticker_skip_analyze(ticker_history, mocker, caplog) -> None:
     assert buy_mock.call_count == 1
     assert buy_mock.call_count == 1
     # only skipped analyze adds buy and sell columns, otherwise it's all mocked
-    assert 'buy' in ret
+    assert 'buy' in ret.columns
-    assert 'sell' in ret
+    assert 'sell' in ret.columns
     assert ret['buy'].sum() == 0
     assert ret['sell'].sum() == 0
     assert not log_has('TA Analysis Launched', caplog.record_tuples)

freqtrade/tests/test_dataframe.py

@@ -1,32 +0,0 @@
-# pragma pylint: disable=missing-docstring, C0103
-
-import pandas
-
-from freqtrade.optimize import load_data
-from freqtrade.resolvers import StrategyResolver
-
-_pairs = ['ETH/BTC']
-
-
-def load_dataframe_pair(pairs, strategy):
-    ld = load_data(None, ticker_interval='5m', pairs=pairs)
-    assert isinstance(ld, dict)
-    assert isinstance(pairs[0], str)
-    dataframe = ld[pairs[0]]
-
-    dataframe = strategy.analyze_ticker(dataframe, {'pair': pairs[0]})
-    return dataframe
-
-
-def test_dataframe_load():
-    strategy = StrategyResolver({'strategy': 'DefaultStrategy'}).strategy
-    dataframe = load_dataframe_pair(_pairs, strategy)
-    assert isinstance(dataframe, pandas.core.frame.DataFrame)
-
-
-def test_dataframe_columns_exists():
-    strategy = StrategyResolver({'strategy': 'DefaultStrategy'}).strategy
-    dataframe = load_dataframe_pair(_pairs, strategy)
-    assert 'high' in dataframe.columns
-    assert 'low' in dataframe.columns
-    assert 'close' in dataframe.columns