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Fix weekly resamples to ensure they're on monday.

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Matthias
2024-01-23 19:21:00 +01:00
parent 34ac2dc9ae
commit 1ae3b1e622
4 changed files with 8 additions and 5 deletions
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5
tests/data/test_converter.py
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@@ -163,14 +163,15 @@ def test_ohlcv_to_dataframe_multi(timeframe):
if timeframe in ('1M', '3M', '1y'):
data1.loc[:, 'date'] = data1.loc[:, 'date'] + pd.to_timedelta('1w')
else:
# Shift by half a timeframe
data1.loc[:, 'date'] = data1.loc[:, 'date'] + (pd.to_timedelta(timeframe) / 2)
df2 = ohlcv_to_dataframe(data1, timeframe, 'UNITTEST/USDT')
assert len(df2) == len(data) - 1
tfs = timeframe_to_seconds(timeframe)
tfm = timeframe_to_minutes(timeframe)
if 1 <= tfm < 43200:
# minute based resampling does not work on timeframes >= 1 month
if 1 <= tfm < 10000:
# minute based resampling does not work on timeframes >= 1 week
ohlcv_dict = {
'open': 'first',
'high': 'max',