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fix convert to ohlcv

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Matthias
2020-03-31 20:46:42 +02:00
parent d76bb1ccf4
commit bac0eaab03
3 changed files with 9 additions and 4 deletions
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7
freqtrade/data/converter.py
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@@ -174,9 +174,10 @@ def trades_to_ohlcv(trades: List, timeframe: str) -> DataFrame:
"""
from freqtrade.exchange import timeframe_to_minutes
timeframe_minutes = timeframe_to_minutes(timeframe)
df = pd.DataFrame(trades)
df['datetime'] = pd.to_datetime(df['datetime'])
df = df.set_index('datetime')
df = pd.DataFrame(trades, columns=DEFAULT_TRADES_COLUMNS)
df['timestamp'] = pd.to_datetime(df['timestamp'], unit='ms',
utc=True,)
df = df.set_index('timestamp')
df_new = df['price'].resample(f'{timeframe_minutes}min').ohlc()
df_new['volume'] = df['amount'].resample(f'{timeframe_minutes}min').sum()