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Fix bug resampling monthly candles

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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
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8
freqtrade/data/converter.py
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@@ -96,8 +96,14 @@ def ohlcv_fill_up_missing_data(dataframe: DataFrame, timeframe: str, pair: str)
'volume': 'sum'
}
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
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
df['close'] = df['close'].fillna(method='ffill')