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Move extract_trades_of_period to btanlaysis

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Matthias
2019-06-16 11:12:19 +02:00
parent 1c53aa5687
commit 1cd8415723
3 changed files with 59 additions and 18 deletions
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10
freqtrade/data/btanalysis.py
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@@ -108,3 +108,13 @@ def load_trades(db_url: str = None, exportfilename: str = None) -> pd.DataFrame:
trades = load_backtest_data(file)
return trades
def extract_trades_of_period(dataframe: pd.DataFrame, trades: pd.DataFrame) -> pd.DataFrame:
"""
Compare trades and backtested pair DataFrames to get trades performed on backtested period
:return: the DataFrame of a trades of period
"""
trades = trades.loc[(trades['open_time'] >= dataframe.iloc[0]['date']) &
(trades['close_time'] <= dataframe.iloc[-1]['date'])]
return trades