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Parse ccxt ohlcv history into dict in get_ticker_history

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This commit is contained in:
enenn
2018-02-04 19:43:05 +01:00
parent e6181fee0e
commit f9338be455
4 changed files with 30 additions and 35 deletions
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8
freqtrade/analyze.py
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@@ -9,6 +9,7 @@ from typing import Dict, List
import arrow
from pandas import DataFrame, to_datetime
from freqtrade.misc import ticker_interval_to_minutes
from freqtrade.exchange import get_ticker_history
from freqtrade.strategy.strategy import Strategy
@@ -32,7 +33,7 @@ def parse_ticker_dataframe(ticker: list) -> DataFrame:
.rename(columns=columns)
if 'BV' in frame:
frame.drop('BV', 1, inplace=True)
frame['date'] = to_datetime(frame['date'], unit='ms')
frame['date'] = to_datetime(frame['date'], format='%Y-%m-%dT%H:%M:%S.%f')
frame.sort_values('date', inplace=True)
return frame
@@ -84,10 +85,11 @@ def analyze_ticker(ticker_history: List[Dict]) -> DataFrame:
# FIX: Maybe return False, if an error has occured,
# Otherwise we might mask an error as an non-signal-scenario
def get_signal(pair: str, interval: int) -> (bool, bool):
def get_signal(pair: str, interval: str) -> (bool, bool):
"""
Calculates current signal based several technical analysis indicators
:param pair: pair in format ANT/BTC
:param interval: interval in string format (1m, 5m, 1h,...)
:return: (Buy, Sell) A bool-tuple indicating buy/sell signal
"""
ticker_hist = get_ticker_history(pair, interval)
@@ -112,7 +114,7 @@ def get_signal(pair: str, interval: int) -> (bool, bool):
# Check if dataframe is out of date
signal_date = arrow.get(latest['date'])
if signal_date < arrow.now() - timedelta(minutes=(interval + 5)):
if signal_date < arrow.now() - timedelta(minutes=(ticker_interval_to_minutes(interval) + 5)):
logger.warning('Too old dataframe for pair %s', pair)
return (False, False) # return False ?