cleanup and better docstring

freqtrade/data/converter.py

@@ -116,21 +116,23 @@ def order_book_to_dataframe(bids: list, asks: list) -> DataFrame:
     return frame
 
 
-def trades_to_ohlcv(trades, timeframe):
+def trades_to_ohlcv(trades: list, timeframe: str) -> list:
     """
     Converts trades list to ohlcv list
+    :param trades: List of trades, as returned by ccxt.fetch_trades.
+    :param timeframe: Ticker timeframe to resample data to
+    :return: ohlcv timeframe as list (as returned by ccxt.fetch_ohlcv)
     """
     from freqtrade.exchange import timeframe_to_minutes
     ticker_minutes = timeframe_to_minutes(timeframe)
     df = pd.DataFrame(trades)
     df['datetime'] = pd.to_datetime(df['datetime'])
-
     df = df.set_index('datetime')
-    df_new = df['price'].resample(f'{ticker_minutes}min').ohlc()
 
+    df_new = df['price'].resample(f'{ticker_minutes}min').ohlc()
     df_new['volume'] = df['amount'].resample(f'{ticker_minutes}min').sum()
     df_new['date'] = df_new.index.astype("int64") // 10 ** 6
-    # Drop 0 volume columns
+    # Drop 0 volume rows
     df_new = df_new.dropna()
     columns = ["date", "open", "high", "low", "close", "volume"]
     return list(zip(*[df_new[x].values.tolist() for x in columns]))

freqtrade/data/history.py

@@ -93,7 +93,6 @@ def load_trades_file(datadir: Path, pair: str,
     if not tradesdata:
         return []
 
-    # TODO: trim trades based on timerange... ?
     return tradesdata