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1 parent a27256e commit c0d4291Copy full SHA for c0d4291
backtesting/lib.py
@@ -37,7 +37,7 @@
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"""Dictionary of rules for aggregating resampled OHLCV data frames,
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e.g.
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- df.resample('4H', label='right').agg(OHLCV_AGG)
+ df.resample('4H', label='right').agg(OHLCV_AGG).dropna()
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"""
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TRADES_AGG = OrderedDict((
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