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Fix informative sample documentation

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Matthias 2020-09-02 19:59:04 +02:00
parent f54fecaeba
commit e268bd192e
1 changed files with 11 additions and 1 deletions
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docs/strategy-customization.md
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@ -483,6 +483,10 @@ if self.dp:
### Complete Data-provider sample ### Complete Data-provider sample
```python ```python
from freqtrade.strategy import IStrategy, timeframe_to_minutes
from pandas import DataFrame
import pandas as pd
class SampleStrategy(IStrategy): class SampleStrategy(IStrategy):
# strategy init stuff... # strategy init stuff...
@ -518,9 +522,15 @@ class SampleStrategy(IStrategy):
# Assuming inf_tf = '1d' - then the columns will now be: # Assuming inf_tf = '1d' - then the columns will now be:
# date_1d, open_1d, high_1d, low_1d, close_1d, rsi_1d # date_1d, open_1d, high_1d, low_1d, close_1d, rsi_1d
# Shift date by 1 Frequency unit
# This is necessary since the data is always the "open date"
# and a 15m candle starting at 12:15 should not know the close of the 1h candle from 12:00 to 13:00
minutes = timeframe_to_minutes(inf_tf)
informative['date_merge'] = informative["date"] + pd.to_timedelta(minutes, 'm')
# Combine the 2 dataframes # Combine the 2 dataframes
# all indicators on the informative sample MUST be calculated before this point # all indicators on the informative sample MUST be calculated before this point
dataframe = pd.merge(dataframe, informative, left_on='date', right_on=f'date_{inf_tf}', how='left') dataframe = pd.merge(dataframe, informative, left_on='date', right_on=f'date_merge_{inf_tf}', how='left')
# FFill to have the 1d value available in every row throughout the day. # FFill to have the 1d value available in every row throughout the day.
# Without this, comparisons would only work once per day. # Without this, comparisons would only work once per day.
dataframe = dataframe.ffill() dataframe = dataframe.ffill()