stable/freqtrade/dataprovider.py

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"""
Dataprovider
Responsible to provide data to the bot
including Klines, tickers, historic data
Common Interface for bot and strategy to access data.
"""
import logging
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from typing import List, Dict
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from pandas import DataFrame
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from freqtrade.exchange import Exchange
logger = logging.getLogger(__name__)
class DataProvider(object):
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def __init__(self, config: dict, exchange: Exchange) -> None:
self._config = config
self._exchange = exchange
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def refresh(self, pairlist: List[str]) -> None:
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"""
Refresh data, called with each cycle
"""
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self._exchange.refresh_tickers(pairlist, self._config['ticker_interval'])
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def ohlcv(self, pair: str) -> List[str]:
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"""
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get ohlcv data for the given pair as DataFrame
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"""
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# TODO: Should not be stored in exchange but in this class
return self._exchange.klines.get(pair)
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def historic_ohlcv(self, pair: str) -> DataFrame:
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"""
get historic ohlcv data stored for backtesting
"""
pass
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def ticker(self, pair: str):
"""
Return last ticker data
"""
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pass
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def orderbook(self, pair: str, max: int):
"""
return latest orderbook data
"""
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pass
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def balance(self, pair):
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# TODO: maybe use wallet directly??
pass