Move trim_dataframe from history to converter
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@@ -2,10 +2,12 @@
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Functions to convert data from one format to another
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"""
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import logging
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from datetime import datetime, timezone
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import pandas as pd
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from pandas import DataFrame, to_datetime
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from freqtrade.configuration.timerange import TimeRange
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logger = logging.getLogger(__name__)
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@@ -112,6 +114,23 @@ def ohlcv_fill_up_missing_data(dataframe: DataFrame, timeframe: str, pair: str)
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return df
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def trim_dataframe(df: DataFrame, timerange: TimeRange, df_date_col: str = 'date') -> DataFrame:
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"""
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Trim dataframe based on given timerange
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:param df: Dataframe to trim
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:param timerange: timerange (use start and end date if available)
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:param: df_date_col: Column in the dataframe to use as Date column
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:return: trimmed dataframe
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"""
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if timerange.starttype == 'date':
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start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
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df = df.loc[df[df_date_col] >= start, :]
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if timerange.stoptype == 'date':
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stop = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc)
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df = df.loc[df[df_date_col] <= stop, :]
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return df
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def order_book_to_dataframe(bids: list, asks: list) -> DataFrame:
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"""
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Gets order book list, returns dataframe with below format per suggested by creslin
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