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Add documentation for merge_informative_pair helper

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Matthias
2020-09-04 20:02:31 +02:00
parent bd4f3d838a
commit 7bc8927914
4 changed files with 71 additions and 23 deletions
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2
freqtrade/strategy/__init__.py
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@@ -2,4 +2,4 @@
from freqtrade.exchange import (timeframe_to_minutes, timeframe_to_prev_date,
timeframe_to_seconds, timeframe_to_next_date, timeframe_to_msecs)
from freqtrade.strategy.interface import IStrategy
from freqtrade.strategy.strategy_helper import merge_informative_pairs
from freqtrade.strategy.strategy_helper import merge_informative_pair

7
freqtrade/strategy/strategy_helper.py
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@@ -2,8 +2,8 @@ import pandas as pd
from freqtrade.exchange import timeframe_to_minutes
def merge_informative_pairs(dataframe: pd.DataFrame, informative: pd.DataFrame,
timeframe_inf: str, ffill: bool = True) -> pd.DataFrame:
def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
timeframe_inf: str, ffill: bool = True) -> pd.DataFrame:
"""
Correctly merge informative samples to the original dataframe, avoiding lookahead bias.
@@ -15,6 +15,9 @@ def merge_informative_pairs(dataframe: pd.DataFrame, informative: pd.DataFrame,
This way, the 14:00 1h candle is merged to 15:00 15m candle, since the 14:00 1h candle is the
last candle that's closed at 15:00, 15:15, 15:30 or 15:45.
Assuming inf_tf = '1d' - then the resulting columns will be:
date_1d, open_1d, high_1d, low_1d, close_1d, rsi_1d
:param dataframe: Original dataframe
:param informative: Informative pair, most likely loaded via dp.get_pair_dataframe
:param timeframe_inf: Timeframe of the informative pair sample.