test: testing change rate history

tests/broker/test_backtest.py

@@ -1,6 +1,7 @@
 import pytest
 import datetime
 
+from pandas import DataFrame  # type: ignore
 from auto_trading.broker.backtest import Backtest
 
 
@@ -22,6 +23,11 @@ def test_nyse_backtest(backtest, first_change):
     assert backtest.current_change == first_change
     assert backtest.properties.period == step
     assert backtest.step == step
+    assert (
+        (backtest.change_rate_history == backtest.data.close.unstack(level=1))
+        .all()
+        .all()
+    )
     k = first_day
     for data in backtest:
         k += step