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parse_ticker_dataframe: group dataframe by date

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gcarq 2018-03-29 17:12:49 +02:00
parent 131dfaf263
commit 02aacdd0c8
1 changed files with 8 additions and 0 deletions
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8
freqtrade/analyze.py
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@ -50,6 +50,14 @@ class Analyze(object):
.rename(columns=columns) .rename(columns=columns)
if 'BV' in frame: if 'BV' in frame:
frame.drop('BV', 1, inplace=True) 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['date'] = to_datetime(frame['date'], utc=True, infer_datetime_format=True)
frame.sort_values('date', inplace=True) frame.sort_values('date', inplace=True)
return frame return frame