Revert OHLVC dataformat to ccxt format

* Also fixes backtesting - but data must be refreshed for now as no
conversation is happening yet
This commit is contained in:
Matthias Voppichler
2018-03-25 13:32:46 +02:00
parent dbb0a6261f
commit 016232a8e9
3 changed files with 23 additions and 25 deletions

View File

@@ -44,12 +44,13 @@ class Analyze(object):
:param ticker: See exchange.get_ticker_history
:return: DataFrame
"""
columns = {'C': 'close', 'V': 'volume', 'O': 'open', 'H': 'high', 'L': 'low', 'T': 'date'}
frame = DataFrame(ticker) \
.rename(columns=columns)
if 'BV' in frame:
frame.drop('BV', 1, inplace=True)
frame['date'] = to_datetime(frame['date'], utc=True, infer_datetime_format=True)
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)
frame.sort_values('date', inplace=True)
return frame