test: add test-case for no overlap merges

pull/12201/head
Matthias 4 months ago
parent 0ca846b2c5
commit 876875cff2

@ -125,6 +125,23 @@ def test_merge_informative_pair_monthly():
assert candle5["date_1M"] == pd.Timestamp("2022-10-01T00:00:00.000Z")
def test_merge_informative_pair_no_overlap():
# Covers roughly a day
data = generate_test_data("1m", 1440, "2022-11-28")
# Data stops WAY before the main data starts
informative = generate_test_data("1h", 40, "2022-11-01")
result = merge_informative_pair(data, informative, "1m", "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
# If there's no overlap, forward filling should not fill anything
assert result["date_1h"].isnull().all()
def test_merge_informative_pair_same():
data = generate_test_data("15m", 40)
informative = generate_test_data("15m", 40)

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