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use resample_freq where possible

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Matthias
2024-01-24 19:19:16 +01:00
parent 2fe6fe14aa
commit ea9c51570f
1 changed files with 3 additions and 3 deletions
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freqtrade/data/metrics.py
+3 -3
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@@ -61,10 +61,10 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
""" """
if len(trades) == 0: if len(trades) == 0:
raise ValueError("Trade dataframe empty.") raise ValueError("Trade dataframe empty.")
from freqtrade.exchange import timeframe_to_minutes from freqtrade.exchange import timeframe_to_resample_freq
timeframe_minutes = timeframe_to_minutes(timeframe) timeframe_freq = timeframe_to_resample_freq(timeframe)
# Resample to timeframe to make sure trades match candles # Resample to timeframe to make sure trades match candles
_trades_sum = trades.resample(f'{timeframe_minutes}min', on='close_date' _trades_sum = trades.resample(timeframe_freq, on='close_date'
)[['profit_abs']].sum() )[['profit_abs']].sum()
df.loc[:, col_name] = _trades_sum['profit_abs'].cumsum() df.loc[:, col_name] = _trades_sum['profit_abs'].cumsum()
# Set first value to 0 # Set first value to 0