Merge branch 'develop' into feat/short

2021-11-06 15:24:52 +01:00
parent c094ac5762 d99eaccb5a
commit ebc38159b8
57 changed files with 1202 additions and 197 deletions
--- a/tests/optimize/init.py
+++ b/tests/optimize/init.py
@@ -58,4 +58,12 @@ def _build_backtest_dataframe(data):
        frame[column] = frame[column].astype('float64')
    if 'enter_tag' not in columns:
        frame['enter_tag'] = None
+    if 'exit_tag' not in columns:
+        frame['exit_tag'] = None
+
+    # Ensure all candles make kindof sense
+    assert all(frame['low'] <= frame['close'])
+    assert all(frame['low'] <= frame['open'])
+    assert all(frame['high'] >= frame['close'])
+    assert all(frame['high'] >= frame['open'])
    return frame