support smaller timeframes

This commit is contained in:
Matthias
2020-09-07 09:06:43 +02:00
parent 71af64af94
commit 7852feab05
2 changed files with 7 additions and 2 deletions

View File

@@ -26,7 +26,8 @@ def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
"""
minutes_inf = timeframe_to_minutes(timeframe_inf)
if timeframe == timeframe_inf:
minutes = timeframe_to_minutes(timeframe)
if minutes >= minutes_inf:
# No need to forwardshift if the timeframes are identical
informative['date_merge'] = informative["date"]
else: