Add test for dataframe footprint reduction

tests/data/test_converter.py

@@ -3,18 +3,19 @@ import logging
 from pathlib import Path
 from shutil import copyfile
 
+import numpy as np
 import pytest
 
 from freqtrade.configuration.timerange import TimeRange
 from freqtrade.data.converter import (convert_ohlcv_format, convert_trades_format,
                                       ohlcv_fill_up_missing_data, ohlcv_to_dataframe,
-                                      trades_dict_to_list, trades_remove_duplicates,
+                                      reduce_dataframe_footprint, trades_dict_to_list,
-                                      trades_to_ohlcv, trim_dataframe)
+                                      trades_remove_duplicates, trades_to_ohlcv, trim_dataframe)
 from freqtrade.data.history import (get_timerange, load_data, load_pair_history,
                                     validate_backtest_data)
 from freqtrade.data.history.idatahandler import IDataHandler
 from freqtrade.enums import CandleType
-from tests.conftest import log_has, log_has_re
+from tests.conftest import generate_test_data, log_has, log_has_re
 from tests.data.test_history import _clean_test_file
 
 
@@ -344,3 +345,33 @@ def test_convert_ohlcv_format(default_conf, testdatadir, tmpdir, file_base, cand
         assert file.exists()
     for file in (files_new):
         assert not file.exists()
+
+
+def test_reduce_dataframe_footprint():
+    data = generate_test_data('15m', 40)
+
+    data['open_copy'] = data['open']
+    data['close_copy'] = data['close']
+    data['close_copy'] = data['close']
+
+    assert data['open'].dtype == np.float64
+    assert data['open_copy'].dtype == np.float64
+    assert data['close_copy'].dtype == np.float64
+
+    df2 = reduce_dataframe_footprint(data)
+
+    # Does not modify original dataframe
+    assert data['open'].dtype == np.float64
+    assert data['open_copy'].dtype == np.float64
+    assert data['close_copy'].dtype == np.float64
+
+    # skips ohlcv columns
+    assert df2['open'].dtype == np.float64
+    assert df2['high'].dtype == np.float64
+    assert df2['low'].dtype == np.float64
+    assert df2['close'].dtype == np.float64
+    assert df2['volume'].dtype == np.float64
+
+    # Changes dtype of returned dataframe
+    assert df2['open_copy'].dtype == np.float32
+    assert df2['close_copy'].dtype == np.float32