stable/freqtrade/data/datahandlers/idatahandler.py

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"""
Abstract datahandler interface.
It's subclasses handle and storing data from disk.
"""
from abc import ABC, abstractmethod, abstractclassmethod
from pathlib import Path
from typing import Dict, List, Optional
from pandas import DataFrame
from freqtrade.configuration import TimeRange
class IDataHandler(ABC):
def __init__(self, datadir: Path, pair: str) -> None:
self._datadir = datadir
self._pair = pair
@abstractclassmethod
def ohlcv_get_pairs(cls, datadir: Path, timeframe: str) -> List[str]:
"""
Returns a list of all pairs available in this datadir
"""
@abstractmethod
def ohlcv_store(self, timeframe: str, data: DataFrame):
"""
Store data
"""
@abstractmethod
def ohlcv_append(self, timeframe: str, data: DataFrame):
"""
Append data to existing files
"""
@abstractmethod
def ohlcv_load(self, timeframe: str, timerange: Optional[TimeRange] = None) -> DataFrame:
"""
Load data for one pair
:return: Dataframe
"""
@abstractclassmethod
def trades_get_pairs(cls, datadir: Path) -> List[str]:
"""
Returns a list of all pairs available in this datadir
"""
@abstractmethod
def trades_store(self, data: DataFrame):
"""
Store data
"""
@abstractmethod
def trades_append(self, data: DataFrame):
"""
Append data to existing files
"""
@abstractmethod
def trades_load(self, timerange: Optional[TimeRange] = None):
"""
Load data for one pair
:return: Dataframe
"""
@staticmethod
def trim_tickerlist(tickerlist: List[Dict], timerange: TimeRange) -> List[Dict]:
"""
TODO: investigate if this is needed ... we can probably cover this in a dataframe
Trim tickerlist based on given timerange
"""
if not tickerlist:
return tickerlist
start_index = 0
stop_index = len(tickerlist)
if timerange.starttype == 'date':
while (start_index < len(tickerlist) and
tickerlist[start_index][0] < timerange.startts * 1000):
start_index += 1
if timerange.stoptype == 'date':
while (stop_index > 0 and
tickerlist[stop_index-1][0] > timerange.stopts * 1000):
stop_index -= 1
if start_index > stop_index:
raise ValueError(f'The timerange [{timerange.startts},{timerange.stopts}] is incorrect')
return tickerlist[start_index:stop_index]