From 02aacdd0c897cb0a6824b1d999bde2787622031f Mon Sep 17 00:00:00 2001
From: gcarq <michael.egger@tsn.at>
Date: Thu, 29 Mar 2018 17:12:49 +0200
Subject: [PATCH] parse_ticker_dataframe: group dataframe by date

---
 freqtrade/analyze.py | 8 ++++++++
 1 file changed, 8 insertions(+)

diff --git a/freqtrade/analyze.py b/freqtrade/analyze.py
index ccdbb139e..4d5412d23 100644
--- a/freqtrade/analyze.py
+++ b/freqtrade/analyze.py
@@ -50,6 +50,14 @@ class Analyze(object):
             .rename(columns=columns)
         if 'BV' in frame:
             frame.drop('BV', 1, inplace=True)
+        # group by date to eliminate duplicate ticks
+        frame.groupby('date').agg({
+            'volume': 'max',
+            'open': 'first',
+            'close': 'last',
+            'high': 'max',
+            'low': 'min',
+        })
         frame['date'] = to_datetime(frame['date'], utc=True, infer_datetime_format=True)
         frame.sort_values('date', inplace=True)
         return frame