mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-14 04:03:55 +00:00
34 lines
1.0 KiB
Python
34 lines
1.0 KiB
Python
"""
|
|
Functions to analyze ticker data with indicators and produce buy and sell signals
|
|
"""
|
|
import logging
|
|
from pandas import DataFrame, to_datetime
|
|
|
|
logger = logging.getLogger(__name__)
|
|
|
|
|
|
def parse_ticker_dataframe(ticker: list) -> DataFrame:
|
|
"""
|
|
Analyses the trend for the given ticker history
|
|
:param ticker: See exchange.get_ticker_history
|
|
:return: DataFrame
|
|
"""
|
|
cols = ['date', 'open', 'high', 'low', 'close', 'volume']
|
|
frame = DataFrame(ticker, columns=cols)
|
|
|
|
frame['date'] = to_datetime(frame['date'],
|
|
unit='ms',
|
|
utc=True,
|
|
infer_datetime_format=True)
|
|
|
|
# group by index and aggregate results to eliminate duplicate ticks
|
|
frame = frame.groupby(by='date', as_index=False, sort=True).agg({
|
|
'open': 'first',
|
|
'high': 'max',
|
|
'low': 'min',
|
|
'close': 'last',
|
|
'volume': 'max',
|
|
})
|
|
frame.drop(frame.tail(1).index, inplace=True) # eliminate partial candle
|
|
return frame
|