import pandas as pd import numpy as np from freqtrade.strategy import merge_informative_pair, timeframe_to_minutes def generate_test_data(timeframe: str, size: int): np.random.seed(42) tf_mins = timeframe_to_minutes(timeframe) base = np.random.normal(20, 2, size=size) date = pd.period_range('2020-07-05', periods=size, freq=f'{tf_mins}min').to_timestamp() df = pd.DataFrame({ 'date': date, 'open': base, 'high': base + np.random.normal(2, 1, size=size), 'low': base - np.random.normal(2, 1, size=size), 'close': base + np.random.normal(0, 1, size=size), 'volume': np.random.normal(200, size=size) } ) df = df.dropna() return df def test_merge_informative_pair(): data = generate_test_data('15m', 40) informative = generate_test_data('1h', 40) result = merge_informative_pair(data, informative, '15m', '1h', ffill=True) assert isinstance(result, pd.DataFrame) assert len(result) == len(data) assert 'date' in result.columns assert result['date'].equals(data['date']) assert 'date_1h' in result.columns assert 'open' in result.columns assert 'open_1h' in result.columns assert result['open'].equals(data['open']) assert 'close' in result.columns assert 'close_1h' in result.columns assert result['close'].equals(data['close']) assert 'volume' in result.columns assert 'volume_1h' in result.columns assert result['volume'].equals(data['volume']) # First 4 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 assert result.iloc[3]['date_1h'] is pd.NaT # Next 4 rows contain the starting date (0:00) assert result.iloc[4]['date_1h'] == result.iloc[0]['date'] assert result.iloc[5]['date_1h'] == result.iloc[0]['date'] assert result.iloc[6]['date_1h'] == result.iloc[0]['date'] assert result.iloc[7]['date_1h'] == result.iloc[0]['date'] # Next 4 rows contain the next Hourly date original date row 4 assert result.iloc[8]['date_1h'] == result.iloc[4]['date'] def test_merge_informative_pair_same(): data = generate_test_data('15m', 40) informative = generate_test_data('15m', 40) result = merge_informative_pair(data, informative, '15m', '15m', ffill=True) assert isinstance(result, pd.DataFrame) assert len(result) == len(data) assert 'date' in result.columns assert result['date'].equals(data['date']) assert 'date_15m' in result.columns assert 'open' in result.columns assert 'open_15m' in result.columns assert result['open'].equals(data['open']) assert 'close' in result.columns assert 'close_15m' in result.columns assert result['close'].equals(data['close']) assert 'volume' in result.columns assert 'volume_15m' in result.columns assert result['volume'].equals(data['volume']) # Dates match 1:1 assert result['date_15m'].equals(result['date'])