Refactor preprocessed trimming to seperate method
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@@ -10,6 +10,7 @@ from typing import Any, Dict, List
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import pandas as pd
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from pandas import DataFrame, to_datetime
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from freqtrade.configuration.timerange import TimeRange
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from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS, TradeList
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@@ -145,6 +146,27 @@ def trim_dataframe(df: DataFrame, timerange, df_date_col: str = 'date',
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return df
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def trim_dataframes(preprocessed: Dict[str, DataFrame], timerange: TimeRange,
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startup_candles: int) -> Dict[str, DataFrame]:
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"""
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Trim startup period from analyzed dataframes
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:param preprocessed: Dict of pair: dataframe
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:param timerange: timerange (use start and end date if available)
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:param startup_candles: Startup-candles that should be removed
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:return: Dict of trimmed dataframes
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"""
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processed: Dict[str, DataFrame] = {}
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for pair, df in preprocessed.items():
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trimed_df = trim_dataframe(df, timerange, startup_candles=startup_candles)
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if not trimed_df.empty:
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processed[pair] = trimed_df
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else:
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logger.warning(f'{pair} has no data left after adjusting for startup candles, '
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f'skipping.')
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return processed
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def order_book_to_dataframe(bids: list, asks: list) -> DataFrame:
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"""
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TODO: This should get a dedicated test
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