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Make drop_incomplete optional

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Matthias
2019-06-09 14:35:58 +02:00
parent 3fe5388d4c
commit fdbbefdddd
2 changed files with 15 additions and 5 deletions
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12
freqtrade/data/converter.py
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@@ -10,14 +10,16 @@ from pandas import DataFrame, to_datetime
logger = logging.getLogger(__name__)
def parse_ticker_dataframe(ticker: list, ticker_interval: str,
fill_missing: bool = True) -> DataFrame:
def parse_ticker_dataframe(ticker: list, ticker_interval: str, *,
fill_missing: bool = True,
drop_incomplete: bool = True) -> DataFrame:
"""
Converts a ticker-list (format ccxt.fetch_ohlcv) to a Dataframe
:param ticker: ticker list, as returned by exchange.async_get_candle_history
:param ticker_interval: ticker_interval (e.g. 5m). Used to fill up eventual missing data
:param fill_missing: fill up missing candles with 0 candles
(see ohlcv_fill_up_missing_data for details)
:param drop_incomplete: Drop the last candle of the dataframe, assuming it's incomplete
:return: DataFrame
"""
logger.debug("Parsing tickerlist to dataframe")
@@ -43,8 +45,10 @@ def parse_ticker_dataframe(ticker: list, ticker_interval: str,
'close': 'last',
'volume': 'max',
})
frame.drop(frame.tail(1).index, inplace=True) # eliminate partial candle
logger.debug('Dropping last candle')
# eliminate partial candle
if drop_incomplete:
frame.drop(frame.tail(1).index, inplace=True)
logger.debug('Dropping last candle')
if fill_missing:
return ohlcv_fill_up_missing_data(frame, ticker_interval)