test: update test

tests/strategy/test_strategy_helpers.py

@@ -101,8 +101,6 @@ def test_merge_informative_pair_monthly():
     candle1 = result.loc[(result["date"] == "2022-12-31T22:00:00.000Z")]
     assert candle1.iloc[0]["date"] == pd.Timestamp("2022-12-31T22:00:00.000Z")
     assert candle1.iloc[0]["date_1M"] == pd.Timestamp("2022-11-01T00:00:00.000Z")
-    prev_m_vol = informative.loc[informative["date"] == "2022-11-01T00:00:00.000", "volume"]
-    assert candle1.iloc[0]["volume_1M"] == prev_m_vol.iloc[0]
 
     candle2 = result.loc[(result["date"] == "2022-12-31T23:00:00.000Z")]
     assert candle2.iloc[0]["date"] == pd.Timestamp("2022-12-31T23:00:00.000Z")
@@ -111,14 +109,20 @@ def test_merge_informative_pair_monthly():
     # Candle is empty, as the start-date did fail.
     candle3 = result.loc[(result["date"] == "2022-11-30T22:00:00.000Z")]
     assert candle3.iloc[0]["date"] == pd.Timestamp("2022-11-30T22:00:00.000Z")
-    prev_m_vol = informative.loc[informative["date"] == "2022-10-01 00:00:00+00:00", "volume"]
-    assert candle3.iloc[0]["volume_1M"] == prev_m_vol.iloc[0]
+    # Merged on prior month
+    assert candle3.iloc[0]["date_1M"] == pd.Timestamp("2022-10-01T00:00:00.000Z")
 
     # First candle with 1M data merged.
     candle4 = result.loc[(result["date"] == "2022-11-30T23:00:00.000Z")]
     assert candle4.iloc[0]["date"] == pd.Timestamp("2022-11-30T23:00:00.000Z")
     assert candle4.iloc[0]["date_1M"] == pd.Timestamp("2022-11-01T00:00:00.000Z")
 
+    # Very first candle in the result dataframe
+    # Merged the latest informative candle before the start-date
+    candle5 = result.iloc[0]
+    assert candle5["date"] == pd.Timestamp("2022-11-28T00:00:00.000Z")
+    assert candle5["date_1M"] == pd.Timestamp("2022-10-01T00:00:00.000Z")
+
 
 def test_merge_informative_pair_same():
     data = generate_test_data("15m", 40)