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Add test for convert_ohlcv

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Matthias
2019-12-28 10:54:10 +01:00
parent 70f3ff0461
commit 9e4fc00a0f
2 changed files with 46 additions and 1 deletions
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2
freqtrade/data/converter.py
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@@ -135,6 +135,7 @@ def trim_dataframe(df: DataFrame, timerange: TimeRange, df_date_col: str = 'date
def order_book_to_dataframe(bids: list, asks: list) -> DataFrame:
"""
TODO: This should get a dedicated test
Gets order book list, returns dataframe with below format per suggested by creslin
-------------------------------------------------------------------
b_sum b_size bids asks a_size a_sum
@@ -160,6 +161,7 @@ def order_book_to_dataframe(bids: list, asks: list) -> DataFrame:
def trades_to_ohlcv(trades: list, timeframe: str) -> DataFrame:
"""
Converts trades list to ohlcv list
TODO: This should get a dedicated test
:param trades: List of trades, as returned by ccxt.fetch_trades.
:param timeframe: Ticker timeframe to resample data to
:return: ohlcv Dataframe.