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34 lines
1.0 KiB
Python
34 lines
1.0 KiB
Python
"""
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Functions to analyze ticker data with indicators and produce buy and sell signals
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"""
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import logging
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from pandas import DataFrame, to_datetime
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logger = logging.getLogger(__name__)
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def parse_ticker_dataframe(ticker: list) -> DataFrame:
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"""
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Analyses the trend for the given ticker history
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:param ticker: See exchange.get_ticker_history
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:return: DataFrame
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"""
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cols = ['date', 'open', 'high', 'low', 'close', 'volume']
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frame = DataFrame(ticker, columns=cols)
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frame['date'] = to_datetime(frame['date'],
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unit='ms',
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utc=True,
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infer_datetime_format=True)
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# group by index and aggregate results to eliminate duplicate ticks
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frame = frame.groupby(by='date', as_index=False, sort=True).agg({
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'open': 'first',
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'high': 'max',
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'low': 'min',
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'close': 'last',
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'volume': 'max',
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})
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frame.drop(frame.tail(1).index, inplace=True) # eliminate partial candle
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return frame
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