From 9e7e051eb42d45fffed0b8318587a0f8e7e78d99 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 20 Oct 2019 11:30:20 +0200 Subject: [PATCH] add trim-dataframe method --- freqtrade/data/history.py | 14 ++++++++++++++ 1 file changed, 14 insertions(+) diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py index ed5d80b0e..d385a28ed 100644 --- a/freqtrade/data/history.py +++ b/freqtrade/data/history.py @@ -13,6 +13,7 @@ from pathlib import Path from typing import Any, Dict, List, Optional, Tuple import arrow +import pytz from pandas import DataFrame from freqtrade import OperationalException, misc @@ -49,6 +50,19 @@ def trim_tickerlist(tickerlist: List[Dict], timerange: TimeRange) -> List[Dict]: return tickerlist[start_index:stop_index] +def trim_dataframe(df: DataFrame, timerange: TimeRange) -> DataFrame: + """ + Trim dataframe based on given timerange + """ + if timerange.starttype == 'date': + start = datetime.fromtimestamp(timerange.startts, tz=pytz.utc) + df = df.loc[df['date'] >= start, :] + if timerange.stoptype == 'date': + stop = datetime.fromtimestamp(timerange.stopts, tz=pytz.utc) + df = df.loc[df['date'] <= stop, :] + return df + + def load_tickerdata_file(datadir: Path, pair: str, ticker_interval: str, timerange: Optional[TimeRange] = None) -> Optional[list]: """