stable/freqtrade/data/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 pathlib import Path
from typing import List, Tuple
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from pandas import DataFrame
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from freqtrade.data.history import load_pair_history
from freqtrade.exchange import Exchange
from freqtrade.state import RunMode
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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[Tuple[str, str]]) -> None:
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"""
Refresh data, called with each cycle
"""
self._exchange.refresh_latest_ohlcv(pairlist)
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@property
def available_pairs(self) -> List[str]:
"""
Return a list of tuples containing pair, tick_interval for which data is currently cached.
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Should be whitelist + open trades.
"""
return list(self._exchange._klines.keys())
def ohlcv(self, pair: str, tick_interval: str = None, copy: bool = True) -> DataFrame:
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"""
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get ohlcv data for the given pair as DataFrame
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Please check `available_pairs` to verify which pairs are currently cached.
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:param pair: pair to get the data for
:param tick_interval: ticker_interval to get pair for
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:param copy: copy dataframe before returning.
Use false only for RO operations (where the dataframe is not modified)
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"""
if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
if tick_interval:
pairtick = (pair, tick_interval)
else:
pairtick = (pair, self._config['ticker_interval'])
return self._exchange.klines(pairtick, copy=copy)
else:
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return DataFrame()
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def historic_ohlcv(self, pair: str, ticker_interval: str) -> DataFrame:
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"""
get historic ohlcv data stored for backtesting
:param pair: pair to get the data for
:param tick_interval: ticker_interval to get pair for
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"""
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return load_pair_history(pair=pair,
ticker_interval=ticker_interval,
refresh_pairs=False,
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datadir=Path(self._config['datadir']) if self._config.get(
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'datadir') else None
)
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def ticker(self, pair: str):
"""
Return last ticker data
"""
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# TODO: Implement me
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pass
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def orderbook(self, pair: str, max: int):
"""
return latest orderbook data
"""
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# TODO: Implement me
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pass
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@property
def runmode(self) -> RunMode:
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"""
Get runmode of the bot
can be "live", "dry-run", "backtest", "edgecli", "hyperopt" or "other".
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"""
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return RunMode(self._config.get('runmode', RunMode.OTHER))