CTYPTO/freqtrade
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2025-11-29 08:33:07 +00:00
Code Issues Packages Projects Releases Wiki Activity

Fix bug resampling monthly candles

Browse Source 
closes #8972
This commit is contained in:
Matthias
2023-07-29 08:58:30 +02:00
parent e7e7a17183
commit 79910870a3
1 changed files with 7 additions and 1 deletions
Download Patch File Download Diff File Expand all files Collapse all files

8
freqtrade/data/converter.py
View File

@@ -96,8 +96,14 @@ def ohlcv_fill_up_missing_data(dataframe: DataFrame, timeframe: str, pair: str)
'volume': 'sum' 'volume': 'sum'
} }
timeframe_minutes = timeframe_to_minutes(timeframe) timeframe_minutes = timeframe_to_minutes(timeframe)
resample_interval = f'{timeframe_minutes}min'
if timeframe_minutes >= 43200 and timeframe_minutes < 525600:
# Monthly candles need special treatment to stick to the 1st of the month
resample_interval = f'{timeframe}S'
elif timeframe_minutes > 43200:
resample_interval = timeframe
# Resample to create "NAN" values # Resample to create "NAN" values
df = dataframe.resample(f'{timeframe_minutes}min', on='date').agg(ohlcv_dict) df = dataframe.resample(resample_interval, on='date').agg(ohlcv_dict)
# Forwardfill close for missing columns # Forwardfill close for missing columns
df['close'] = df['close'].fillna(method='ffill') df['close'] = df['close'].fillna(method='ffill')