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Fix error in documentation (wrong sequence of steps)

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Matthias 2020-09-09 15:39:35 +02:00
parent aa2d1e9cca
commit 4480b3b393
1 changed files with 5 additions and 4 deletions
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9
docs/strategy-customization.md
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@ -580,10 +580,6 @@ All columns of the informative dataframe will be available on the returning data
A custom implementation for this is possible, and can be done as follows:
``` python
# Rename columns to be unique
informative.columns = [f"{col}_{inf_tf}" for col in informative.columns]
# Assuming inf_tf = '1d' - then the columns will now be:
# date_1d, open_1d, high_1d, low_1d, close_1d, rsi_1d
# Shift date by 1 candle
# This is necessary since the data is always the "open date"
@ -592,6 +588,11 @@ All columns of the informative dataframe will be available on the returning data
# Only do this if the timeframes are different:
informative['date_merge'] = informative["date"] + pd.to_timedelta(minutes, 'm')
# Rename columns to be unique
informative.columns = [f"{col}_{inf_tf}" for col in informative.columns]
# Assuming inf_tf = '1d' - then the columns will now be:
# date_1d, open_1d, high_1d, low_1d, close_1d, rsi_1d
# Combine the 2 dataframes
# all indicators on the informative sample MUST be calculated before this point
dataframe = pd.merge(dataframe, informative, left_on='date', right_on=f'date_merge_{inf_tf}', how='left')