BUG: fix of bug from commit ce085e01ec

This commit is contained in:
Victor Grau Serrat
2017-12-12 16:56:29 -07:00
parent 24460967b3
commit 024342ce12
+1 -1
View File
@@ -261,7 +261,7 @@ class PoloniexCurator(object):
vol = df['total'].to_frame('volume') # set Vol aside
df.drop('total', axis=1, inplace=True) # Drop volume data
ohlc = df.resample('T').ohlc() # Resample OHLC 1min
ohlc.cols = ohlc.cols.map(lambda t: t[1]) # Raname cols
ohlc.columns = ohlc.columns.map(lambda t: t[1]) # Rename cols
closes = ohlc['close'].fillna(method='pad') # Pad fwd missing close
ohlc = ohlc.apply(lambda x: x.fillna(closes)) # Fill NA w/ last close
vol = vol.resample('T').sum().fillna(0) # Add volumes by bin