Fix create_cum_profit to work with trades that don't open on candle

opens
2019-10-28 14:24:12 +01:00
parent 17fce00a5e
commit e82460bde6
4 changed files with 17 additions and 11 deletions
--- a/tests/data/test_btanalysis.py
+++ b/tests/data/test_btanalysis.py
@@ -130,7 +130,7 @@ def test_create_cum_profit(testdatadir):

    cum_profits = create_cum_profit(df.set_index('date'),
                                    bt_data[bt_data["pair"] == 'POWR/BTC'],
-                                    "cum_profits")
+                                    "cum_profits", timeframe="5m")
    assert "cum_profits" in cum_profits.columns
    assert cum_profits.iloc[0]['cum_profits'] == 0
    assert cum_profits.iloc[-1]['cum_profits'] == 0.0798005