add trim-dataframe method

This commit is contained in:
Matthias 2019-10-20 11:30:20 +02:00
parent 616fe08bce
commit 9e7e051eb4

View File

@ -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]:
"""