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add trim-dataframe method

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This commit is contained in:
Matthias 2019-10-20 11:30:20 +02:00
parent 616fe08bce
commit 9e7e051eb4
1 changed files with 14 additions and 0 deletions
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14
freqtrade/data/history.py
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@ -13,6 +13,7 @@ from pathlib import Path
from typing import Any, Dict, List, Optional, Tuple from typing import Any, Dict, List, Optional, Tuple
import arrow import arrow
import pytz
from pandas import DataFrame from pandas import DataFrame
from freqtrade import OperationalException, misc 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] 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, def load_tickerdata_file(datadir: Path, pair: str, ticker_interval: str,
timerange: Optional[TimeRange] = None) -> Optional[list]: timerange: Optional[TimeRange] = None) -> Optional[list]:
""" """