wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-07-15 11:22:18 +08:00
Code Issues Packages Projects Releases Wiki Activity

BLD: fix issue with removing extra candle in resampling

Browse Source
This commit is contained in:
Frederic Fortier
2018-02-12 22:39:03 -05:00
parent d64d6f191f
commit 67400f048b
1 changed files with 10 additions and 2 deletions
Download Patch File Download Diff File Expand all files Collapse all files
catalyst/exchange/utils/exchange_utils.py
+10 -2
View File
@@ -540,8 +540,16 @@ def resample_history_df(df, freq, field, start_dt=None):
else:
raise ValueError('Invalid field.')
resampled_df = df.resample(freq, closed='left', label='left').agg(agg)
resampled_df = resampled_df[resampled_df.index >= start_dt]
resampled_df = df.resample(
freq, closed='left', label='left'
).agg(agg) # type: pd.DataFrame
# Because the samples are closed left, we get one more candle at
# the beginning then the requested number for bars. Removing this
# candle to avoid confusion.
if start_dt and not resampled_df.empty:
resampled_df = resampled_df[resampled_df.index >= start_dt]
return resampled_df