Fixed unit tests with date time as index

tests/SMC.test.py

@@ -470,15 +470,15 @@ def fig_to_buffer(fig):
     fvg_data = smc.fvg(window_df, join_consecutive=True)
     swing_highs_lows_data = smc.swing_highs_lows(window_df, swing_length=5)
     bos_choch_data = smc.bos_choch(window_df, swing_highs_lows_data)
-    ob_data = smc.ob(window_df, swing_highs_lows_data)
+    # ob_data = smc.ob(window_df, swing_highs_lows_data)
     liquidity_data = smc.liquidity(window_df, swing_highs_lows_data)
     previous_high_low_data = smc.previous_high_low(window_df, time_frame="4h")
     sessions = smc.sessions(window_df, session="London")
     retracements = smc.retracements(window_df, swing_highs_lows_data)
     fig = add_FVG(fig, window_df, fvg_data)
     fig = add_swing_highs_lows(fig, window_df, swing_highs_lows_data)
     fig = add_bos_choch(fig, window_df, bos_choch_data)
-    fig = add_OB(fig, window_df, ob_data)
+    # fig = add_OB(fig, window_df, ob_data)
     fig = add_liquidity(fig, window_df, liquidity_data)
     fig = add_previous_high_low(fig, window_df, previous_high_low_data)
     fig = add_sessions(fig, window_df, sessions)

tests/conftest.py

@@ -7,9 +7,10 @@
 def df():
     test_instrument = "EURUSD"
     instrument_data = f"{test_instrument}_15M.csv"
-    return pd.read_csv(
-        os.path.join("tests/test_data", test_instrument, instrument_data)
-    )
+    df = pd.read_csv(os.path.join("test_data", test_instrument, instrument_data))
+    df = df.set_index("Date")
+    df.index = pd.to_datetime(df.index)
+    return df
 
 
 @pytest.fixture