have backtest and dry-mode working

partially revert d20e3f79be - Changing the
OHLVC format should not be done at this time
This commit is contained in:
Matthias Voppichler
2018-03-24 19:51:40 +01:00
parent 85af68d807
commit ab6e32f6bb
3 changed files with 44 additions and 12 deletions

View File

@@ -44,13 +44,13 @@ class Analyze(object):
:param ticker: See exchange.get_ticker_history
:return: DataFrame
"""
cols = ['date', 'open', 'high', 'low', 'close', 'volume']
frame = DataFrame(ticker, columns=cols)
columns = {'C': 'close', 'V': 'volume', 'O': 'open', 'H': 'high', 'L': 'low', 'T': 'date'}
frame = DataFrame(ticker) \
.rename(columns=columns)
if 'BV' in frame:
frame.drop('BV', 1, inplace=True)
frame['date'] = to_datetime(frame['date'], utc=True, infer_datetime_format=True)
frame['date'] = to_datetime(frame['date'],
unit='ms',
utc=True,
infer_datetime_format=True)
frame.sort_values('date', inplace=True)
return frame