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add pandas-based converter-functions

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Matthias
2019-10-13 19:21:27 +02:00
parent ed9ec402fd
commit 3e4617be37
3 changed files with 27 additions and 10 deletions
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6
freqtrade/data/history.py
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@@ -17,7 +17,7 @@ from pandas import DataFrame
from freqtrade import OperationalException, misc
from freqtrade.configuration import TimeRange
from freqtrade.data.converter import parse_ticker_dataframe
from freqtrade.data.converter import parse_ticker_dataframe, trades_to_ohlcv
from freqtrade.exchange import Exchange, timeframe_to_minutes
logger = logging.getLogger(__name__)
@@ -398,7 +398,7 @@ def refresh_backtest_trades_data(exchange: Exchange, pairs: List[str], datadir:
return pairs_not_available
def convert_trades_to_ohlcv(exchange: Exchange, pairs: List[str], timeframes: List[str],
def convert_trades_to_ohlcv(pairs: List[str], timeframes: List[str],
datadir: Path, timerange: TimeRange, erase=False) -> None:
"""
Convert stored trades data to ohlcv data
@@ -410,7 +410,7 @@ def convert_trades_to_ohlcv(exchange: Exchange, pairs: List[str], timeframes: Li
if erase and ohlcv_file.exists():
logger.info(f'Deleting existing data for pair {pair}, interval {timeframe}.')
ohlcv_file.unlink()
ohlcv = exchange.build_ohlcv(trades, timeframe)
ohlcv = trades_to_ohlcv(trades, timeframe)
# Store ohlcv
store_tickerdata_file(datadir, pair, timeframe, data=ohlcv)