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Add handling to properly merge 1M data to

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closes #9490
This commit is contained in:
Matthias
2023-12-03 13:27:00 +01:00
parent 4ed9ffbf31
commit 4464b02719
1 changed files with 10 additions and 4 deletions
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freqtrade/strategy/strategy_helper.py
+10 -4
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@@ -46,10 +46,16 @@ def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
# Subtract "small" timeframe so merging is not delayed by 1 small candle # Subtract "small" timeframe so merging is not delayed by 1 small candle
# Detailed explanation in https://github.com/freqtrade/freqtrade/issues/4073 # Detailed explanation in https://github.com/freqtrade/freqtrade/issues/4073
if not informative.empty: if not informative.empty:
informative['date_merge'] = ( if timeframe_inf == '1M':
informative[date_column] + pd.to_timedelta(minutes_inf, 'm') - informative['date_merge'] = (
pd.to_timedelta(minutes, 'm') (informative[date_column] + pd.offsets.MonthBegin(1))
) - pd.to_timedelta(minutes, 'm')
)
else:
informative['date_merge'] = (
informative[date_column] + pd.to_timedelta(minutes_inf, 'm') -
pd.to_timedelta(minutes, 'm')
)
else: else:
informative['date_merge'] = informative[date_column] informative['date_merge'] = informative[date_column]
else: else: