From 4509271e56b7d2b5944bfb08979888216623a1f7 Mon Sep 17 00:00:00 2001 From: misagh Date: Fri, 28 Sep 2018 20:23:30 +0200 Subject: [PATCH] =?UTF-8?q?updating=20=E2=80=98close=E2=80=99=20price=20of?= =?UTF-8?q?=20last=20candle=20with=20=E2=80=98open=E2=80=99=20price=20of?= =?UTF-8?q?=20partial=20candle?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- freqtrade/exchange/exchange_helpers.py | 7 +++++++ 1 file changed, 7 insertions(+) diff --git a/freqtrade/exchange/exchange_helpers.py b/freqtrade/exchange/exchange_helpers.py index 8f4b03daf..778cbe34c 100644 --- a/freqtrade/exchange/exchange_helpers.py +++ b/freqtrade/exchange/exchange_helpers.py @@ -15,6 +15,13 @@ def parse_ticker_dataframe(ticker: list) -> DataFrame: :return: DataFrame """ cols = ['date', 'open', 'high', 'low', 'close', 'volume'] + + # Sometimes the newly open candle "open price" is different from + # the complete candle "close price". we should consider the + # partial candle open price as the close price for last + # complete candle + ticker[-2][4] = ticker[-1][1] + frame = DataFrame(ticker, columns=cols) frame['date'] = to_datetime(frame['date'],