adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Fix UTC handling of timestamp() conversation in fetch_my_trades

Browse Source
This commit is contained in:
Matthias
2019-11-08 06:55:07 +01:00
parent ad2289c34c
commit da57396d07
4 changed files with 39 additions and 10 deletions
Download Patch File Download Diff File Expand all files Collapse all files

6
freqtrade/data/btanalysis.py
View File

@@ -7,7 +7,7 @@ from typing import Dict
import numpy as np
import pandas as pd
import pytz
from datetime import timezone
from freqtrade import persistence
from freqtrade.misc import json_load
@@ -106,8 +106,8 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
"stop_loss", "initial_stop_loss", "strategy", "ticker_interval"]
trades = pd.DataFrame([(t.pair,
t.open_date.replace(tzinfo=pytz.UTC),
t.close_date.replace(tzinfo=pytz.UTC) if t.close_date else None,
t.open_date.replace(tzinfo=timezone.utc),
t.close_date.replace(tzinfo=timezone.utc) if t.close_date else None,
t.calc_profit(), t.calc_profit_percent(),
t.open_rate, t.close_rate, t.amount,
(round((t.close_date.timestamp() - t.open_date.timestamp()) / 60, 2)

7
freqtrade/data/history.py
View File

@@ -9,12 +9,11 @@ Includes:
import logging
import operator
from copy import deepcopy
from datetime import datetime
from datetime import datetime, timezone
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
@@ -56,10 +55,10 @@ 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)
start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
df = df.loc[df['date'] >= start, :]
if timerange.stoptype == 'date':
stop = datetime.fromtimestamp(timerange.stopts, tz=pytz.utc)
stop = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc)
df = df.loc[df['date'] <= stop, :]
return df