Commit Graph

76 Commits

Author SHA1 Message Date
Matthias
9e4fc00a0f Add test for convert_ohlcv 2019-12-28 11:03:06 +01:00
Matthias
28787a001c Move convert functions to convert module 2019-12-28 11:02:34 +01:00
Matthias
b83487a70d Extract default dataframe columns to constant 2019-12-28 11:01:41 +01:00
Matthias
9876d126ca Use handler for trades 2019-12-28 11:01:41 +01:00
Matthias
416517b0c9 Move trim_dataframe from history to converter 2019-12-28 11:01:41 +01:00
Matthias
d9e7d64f33 Split parse_ticker_dataframe some logic to clean_ohlcv_dataframe. 2019-12-28 11:01:41 +01:00
Matthias
e4bdb92521 Replace some occurances of ticker_interval with timeframe 2019-11-12 15:13:06 +01:00
Matthias
13e80e449c cleanup and better docstring 2019-10-14 06:22:10 +02:00
Matthias
3e4617be37 add pandas-based converter-functions 2019-10-13 19:25:16 +02:00
Matthias
4a916125a0 Tests need to pass pair to parse_ticker_dataframe 2019-06-15 13:48:08 +02:00
Matthias
89ff614e1d Add pair as parameter, and warn when fillup was necessary 2019-06-15 13:46:19 +02:00
Matthias
01b5ece642 Log missing data filllup if necessary 2019-06-15 13:31:14 +02:00
Matthias
fdbbefdddd Make drop_incomplete optional 2019-06-09 14:35:58 +02:00
hroff-1902
9fbe573cca limit usage of ccxt to freqtrade/exchange only 2019-04-09 12:27:35 +03:00
hroff-1902
2aa1b43f01 get rid of TICKER_INTERVAL_MINUTES dict, use ccxt's parse_timeframe() instead 2019-04-04 20:56:40 +03:00
hroff-1902
d6c0c107ac
fixed flake
hmm, even in the comments?
2019-02-10 22:23:00 +03:00
hroff-1902
7ed15c64ba
what else? 2019-02-10 22:13:40 +03:00
hroff-1902
4dffb17dd6
fix flake 2019-02-10 22:01:46 +03:00
hroff-1902
14d6cdf9b2
OHLCV should be float for TA-LIB indicators in the strategy
Some exchanges (BitMEX) return integer values for Volume field. And sometimes even for OHLC -- same, on BitMEX, since price decrease is 0.5. TA-LIB functions assume floats and fail with exception.
Of course, this can be fixed (converted) in ccxt for particular exchange, but TA-LIB will still fail for exchanges for that such a conversion is not implemented in ccxt code. So let's make perform this conversion here in order to be sure our strategy will not crash on a new exchange.
2019-02-10 21:52:33 +03:00
Matthias
672d115eca Change default value and add docstring 2018-12-31 19:42:14 +01:00
Matthias
ef4555735a Fill up missing as part of loading data 2018-12-31 19:13:34 +01:00
Matthias
03389d961f ADd test for data_interpolate 2018-12-31 09:18:22 +01:00
Matthias
a021cd3ae2 Add ohlcv data interpolator 2018-12-31 07:12:54 +01:00
Matthias
f5b2430cda Fix docstrings and typo 2018-12-16 09:58:46 +01:00
Matthias
34ea214f7c Fix some tests to use dataframe 2018-12-15 14:42:21 +01:00
Matthias
b38195e9b3 Rename to converter 2018-12-14 06:32:49 +01:00