adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

more replacements of ticker_interval

Browse Source
This commit is contained in:
Matthias
2019-11-02 20:34:39 +01:00
parent 334ac8b10c
commit 1c57a4ac35
3 changed files with 6 additions and 6 deletions
Download Patch File Download Diff File Expand all files Collapse all files

6
freqtrade/data/btanalysis.py
View File

@@ -178,9 +178,9 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
:return: Returns df with one additional column, col_name, containing the cumulative profit.
"""
from freqtrade.exchange import timeframe_to_minutes
ticker_minutes = timeframe_to_minutes(timeframe)
# Resample to ticker_interval to make sure trades match candles
_trades_sum = trades.resample(f'{ticker_minutes}min', on='close_time')[['profitperc']].sum()
timeframe_minutes = timeframe_to_minutes(timeframe)
# Resample to timeframe to make sure trades match candles
_trades_sum = trades.resample(f'{timeframe_minutes}min', on='close_time')[['profitperc']].sum()
df.loc[:, col_name] = _trades_sum.cumsum()
# Set first value to 0
df.loc[df.iloc[0].name, col_name] = 0