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Prevent merge artifacts in "informative" pair

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This commit is contained in:
Matthias
2023-12-03 13:31:08 +01:00
parent e9e7bf3caf
commit 0235db48a8
2 changed files with 3 additions and 1 deletions
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freqtrade/strategy/strategy_helper.py
+1 -1
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@@ -36,7 +36,7 @@ def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
:return: Merged dataframe :return: Merged dataframe
:raise: ValueError if the secondary timeframe is shorter than the dataframe timeframe :raise: ValueError if the secondary timeframe is shorter than the dataframe timeframe
""" """
informative = informative.copy()
minutes_inf = timeframe_to_minutes(timeframe_inf) minutes_inf = timeframe_to_minutes(timeframe_inf)
minutes = timeframe_to_minutes(timeframe) minutes = timeframe_to_minutes(timeframe)
if minutes == minutes_inf: if minutes == minutes_inf:
tests/strategy/test_strategy_helpers.py
+2
View File
@@ -12,9 +12,11 @@ from tests.conftest import generate_test_data, get_patched_exchange
def test_merge_informative_pair(): def test_merge_informative_pair():
data = generate_test_data('15m', 40) data = generate_test_data('15m', 40)
informative = generate_test_data('1h', 40) informative = generate_test_data('1h', 40)
cols_inf = list(informative.columns)
result = merge_informative_pair(data, informative, '15m', '1h', ffill=True) result = merge_informative_pair(data, informative, '15m', '1h', ffill=True)
assert isinstance(result, pd.DataFrame) assert isinstance(result, pd.DataFrame)
assert list(informative.columns) == cols_inf
assert len(result) == len(data) assert len(result) == len(data)
assert 'date' in result.columns assert 'date' in result.columns
assert result['date'].equals(data['date']) assert result['date'].equals(data['date'])