Merge pull request #44 from joshyattridge/correct_unit_tests_for_time…

…_index_indicators

Correct unit tests for time index indicators and fixed previous_high_low function

smartmoneyconcepts/smc.py

@@ -724,15 +724,19 @@ def previous_high_low(cls, ohlc: DataFrame, time_frame: str = "1D") -> Series:
         currently_broken_low = False
         last_broken_time = None
         for i in range(len(ohlc)):
-            # remove rows with nan values (ignoring weekends)
             resampled_previous_index = np.where(
                 resampled_ohlc.index < ohlc.index[i]
             )[0]
             if len(resampled_previous_index) <= 1:
                 previous_high[i] = np.nan
                 previous_low[i] = np.nan
                 continue
-            resampled_previous_index = resampled_previous_index[-1]
+            resampled_previous_index = resampled_previous_index[-2]
+
+            if last_broken_time != resampled_previous_index:
+                currently_broken_high = False
+                currently_broken_low = False
+                last_broken_time = resampled_previous_index
 
             previous_high[i] = resampled_ohlc["high"].iloc[resampled_previous_index] 
             previous_low[i] = resampled_ohlc["low"].iloc[resampled_previous_index]

tests/conftest.py

@@ -7,10 +7,12 @@
 def df():
     test_instrument = "EURUSD"
     instrument_data = f"{test_instrument}_15M.csv"
-    return pd.read_csv(
+    df = pd.read_csv(
         os.path.join("tests/test_data", test_instrument, instrument_data)
     )
-
+    df = df.set_index("Date")
+    df.index = pd.to_datetime(df.index)
+    return df
 
 @pytest.fixture
 def fvg_result_data():