Fix the poloniex latest candles issue

libcryptomarket/core/candle/__init__.py

@@ -98,7 +98,7 @@ def latest_candles(source, symbols, frequency, frequency_count, end_time=None):
     closest_end_time = pd.Timestamp(end_time).floor(
         timedelta(seconds=FREQUENCY_TO_SEC_DICT[frequency]))
     start_time = closest_end_time - timedelta(
-        seconds=FREQUENCY_TO_SEC_DICT[frequency] * frequency_count)
+        seconds=FREQUENCY_TO_SEC_DICT[frequency] * (frequency_count + 1))
 
     all_data = []
     for symbol in symbols:
@@ -111,6 +111,6 @@ def latest_candles(source, symbols, frequency, frequency_count, end_time=None):
         all_data.append(data.set_index(['start_time', 'end_time']))
 
     if len(all_data) == 1:
-        return all_data[0]
+        return all_data[0].iloc[1:, :]
     else:
-        return pd.concat(all_data, axis=1, keys=symbols)
+        return pd.concat(all_data, axis=1, keys=symbols).iloc[1:, :]

notebooks/Candles.ipynb

@@ -5,8 +5,8 @@
    "execution_count": 1,
    "metadata": {
     "ExecuteTime": {
-     "end_time": "2018-01-27T23:56:10.234256Z",
-     "start_time": "2018-01-27T23:56:09.703438Z"
+     "end_time": "2018-01-31T15:32:12.633315Z",
+     "start_time": "2018-01-31T15:32:11.476421Z"
     }
    },
    "outputs": [],
@@ -28,11 +28,11 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 17,
+   "execution_count": 2,
    "metadata": {
     "ExecuteTime": {
-     "end_time": "2018-01-28T00:06:20.147882Z",
-     "start_time": "2018-01-28T00:06:14.812410Z"
+     "end_time": "2018-01-31T15:32:18.992459Z",
+     "start_time": "2018-01-31T15:32:12.637992Z"
     },
     "scrolled": true
    },
@@ -68,13 +68,27 @@
   },
   {
    "cell_type": "code",
-   "execution_count": null,
-   "metadata": {},
-   "outputs": [],
+   "execution_count": 5,
+   "metadata": {
+    "ExecuteTime": {
+     "end_time": "2018-01-31T15:33:04.405264Z",
+     "start_time": "2018-01-31T15:33:00.256283Z"
+    }
+   },
+   "outputs": [
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "Running exchange poloniex for instrument ['BTC_LTC', 'BTC_ETH']\n"
+     ]
+    }
+   ],
    "source": [
     "for source, symbols in [\n",
     "        (\"poloniex\", [\"BTC_LTC\", \"BTC_ETH\"]), \n",
-    "        (\"bitfinex\", [\"tBTCUSD\", \"tETHUSD\"])]:\n",
+    "        (\"bitfinex\", [\"tBTCUSD\", \"tETHUSD\"]),\n",
+    "    ]:\n",
     "    print(\"Running exchange {} for instrument {}\".format(source, symbols))\n",
     "    data = latest_candles(source=source, symbols=symbols, frequency=\"30m\", frequency_count=1)\n",
     "    assert data.shape[0] == 1"
@@ -82,18 +96,10 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 10,
-   "metadata": {
-    "ExecuteTime": {
-     "end_time": "2018-01-28T00:02:19.164726Z",
-     "start_time": "2018-01-28T00:02:14.937305Z"
-    }
-   },
+   "execution_count": null,
+   "metadata": {},
    "outputs": [],
-   "source": [
-    "data = candles(source=\"gdax\", symbol=\"BTC-USD\", \n",
-    "               start_time=pd.Timestamp(\"2017-12-15\"), end_time=pd.Timestamp(\"2017-12-31\"), frequency=\"1d\")"
-   ]
+   "source": []
   }
  ],
  "metadata": {