stable/freqtrade/exchange/exchange_helpers.py

"""
Functions to analyze ticker data with indicators and produce buy and sell signals
"""
import logging
from pandas import DataFrame, to_datetime

logger = logging.getLogger(__name__)


def parse_ticker_dataframe(ticker: list) -> DataFrame:
    """
    Analyses the trend for the given ticker history
    :param ticker: See exchange.get_candle_history
    :return: DataFrame
    """
    cols = ['date', 'open', 'high', 'low', 'close', 'volume']
    frame = DataFrame(ticker, columns=cols)

    frame['date'] = to_datetime(frame['date'],
                                unit='ms',
                                utc=True,
                                infer_datetime_format=True)

    # group by index and aggregate results to eliminate duplicate ticks
    frame = frame.groupby(by='date', as_index=False, sort=True).agg({
        'open': 'first',
        'high': 'max',
        'low': 'min',
        'close': 'last',
        'volume': 'max',
    })
    frame.drop(frame.tail(1).index, inplace=True)     # eliminate partial candle
    return frame