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

parse_ticker_dataframe: use as_index=False to keep date column

Browse Source
This commit is contained in:
gcarq 2018-03-29 20:14:43 +02:00
parent 02aacdd0c8
commit 4f2d3dbb41
1 changed files with 9 additions and 9 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

18
freqtrade/analyze.py
View File

@ -46,20 +46,20 @@ class Analyze(object):
:return: DataFrame :return: DataFrame
""" """
columns = {'C': 'close', 'V': 'volume', 'O': 'open', 'H': 'high', 'L': 'low', 'T': 'date'} columns = {'C': 'close', 'V': 'volume', 'O': 'open', 'H': 'high', 'L': 'low', 'T': 'date'}
frame = DataFrame(ticker) \ frame = DataFrame(ticker).rename(columns=columns)
.rename(columns=columns)
if 'BV' in frame: if 'BV' in frame:
frame.drop('BV', 1, inplace=True) frame.drop('BV', axis=1, inplace=True)
# group by date to eliminate duplicate ticks
frame.groupby('date').agg({ frame['date'] = to_datetime(frame['date'], utc=True, infer_datetime_format=True)
'volume': 'max',
'open': 'first', # group by index and aggregate results to eliminate duplicate ticks
frame = frame.groupby(by='date', as_index=False, sort=True).agg({
'close': 'last', 'close': 'last',
'high': 'max', 'high': 'max',
'low': 'min', 'low': 'min',
'open': 'first',
'volume': 'max',
}) })
frame['date'] = to_datetime(frame['date'], utc=True, infer_datetime_format=True)
frame.sort_values('date', inplace=True)
return frame return frame
def populate_indicators(self, dataframe: DataFrame) -> DataFrame: def populate_indicators(self, dataframe: DataFrame) -> DataFrame: