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fix convert to ohlcv

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This commit is contained in:
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 from freqtrade.exchange import timeframe_to_minutes
timeframe_minutes = timeframe_to_minutes(timeframe) timeframe_minutes = timeframe_to_minutes(timeframe)
df = pd.DataFrame(trades) df = pd.DataFrame(trades, columns=DEFAULT_TRADES_COLUMNS)
df['datetime'] = pd.to_datetime(df['datetime']) df['timestamp'] = pd.to_datetime(df['timestamp'], unit='ms',
df = df.set_index('datetime') utc=True,)
df = df.set_index('timestamp')
df_new = df['price'].resample(f'{timeframe_minutes}min').ohlc() df_new = df['price'].resample(f'{timeframe_minutes}min').ohlc()
df_new['volume'] = df['amount'].resample(f'{timeframe_minutes}min').sum() df_new['volume'] = df['amount'].resample(f'{timeframe_minutes}min').sum()

4
freqtrade/data/history/history_utils.py
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@ -264,7 +264,11 @@ def _download_trades_history(exchange: Exchange,
# TradesList columns are defined in constants.DEFAULT_TRADES_COLUMNS # TradesList columns are defined in constants.DEFAULT_TRADES_COLUMNS
# DEFAULT_TRADES_COLUMNS: 0 -> timestamp # DEFAULT_TRADES_COLUMNS: 0 -> timestamp
# DEFAULT_TRADES_COLUMNS: 1 -> id # DEFAULT_TRADES_COLUMNS: 1 -> id
from_id = trades[-1][1] if trades else None from_id = trades[-1][1] if trades else None
if trades and since < trades[-1][0]:
# Reset since to the last available point
since = trades[-1][0]
logger.debug("Current Start: %s", trades[0][0] if trades else 'None') logger.debug("Current Start: %s", trades[0][0] if trades else 'None')
logger.debug("Current End: %s", trades[-1][0] if trades else 'None') logger.debug("Current End: %s", trades[-1][0] if trades else 'None')

2
freqtrade/data/history/jsondatahandler.py
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@ -9,7 +9,7 @@ from pandas import DataFrame, read_json, to_datetime
from freqtrade import misc from freqtrade import misc
from freqtrade.configuration import TimeRange from freqtrade.configuration import TimeRange
from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS
from freqtrade.converter import trades_dict_to_list from freqtrade.data.converter import trades_dict_to_list
from .idatahandler import IDataHandler, TradeList from .idatahandler import IDataHandler, TradeList