rename analyze.py to exchange_helpers.py

freqtrade/exchange/exchange_helpers.py

@@ -0,0 +1,33 @@
+"""
+Functions to analyze ticker data with indicators and produce buy and sell signals
+"""
+import logging
+from pandas import DataFrame, to_datetime
+
+logger = logging.getLogger(__name__)
+
+
+def parse_ticker_dataframe(ticker: list) -> DataFrame:
+    """
+    Analyses the trend for the given ticker history
+    :param ticker: See exchange.get_ticker_history
+    :return: DataFrame
+    """
+    cols = ['date', 'open', 'high', 'low', 'close', 'volume']
+    frame = DataFrame(ticker, columns=cols)
+
+    frame['date'] = to_datetime(frame['date'],
+                                unit='ms',
+                                utc=True,
+                                infer_datetime_format=True)
+
+    # group by index and aggregate results to eliminate duplicate ticks
+    frame = frame.groupby(by='date', as_index=False, sort=True).agg({
+        'open': 'first',
+        'high': 'max',
+        'low': 'min',
+        'close': 'last',
+        'volume': 'max',
+    })
+    frame.drop(frame.tail(1).index, inplace=True)     # eliminate partial candle
+    return frame