From 016232a8e97cc13e3cf292096d57d95609397c5e Mon Sep 17 00:00:00 2001
From: Matthias Voppichler <xmatthias@outlook.com>
Date: Sun, 25 Mar 2018 13:32:46 +0200
Subject: [PATCH] Revert OHLVC dataformat to ccxt format

* Also fixes backtesting - but data must be refreshed for now as no
conversation is happening yet
---
 freqtrade/analyze.py           | 13 +++++++------
 freqtrade/exchange/__init__.py | 20 ++++++--------------
 freqtrade/optimize/__init__.py | 15 ++++++++++-----
 3 files changed, 23 insertions(+), 25 deletions(-)

diff --git a/freqtrade/analyze.py b/freqtrade/analyze.py
index f3e44b57b..e6e8023f0 100644
--- a/freqtrade/analyze.py
+++ b/freqtrade/analyze.py
@@ -44,12 +44,13 @@ class Analyze(object):
         :param ticker: See exchange.get_ticker_history
         :return: DataFrame
         """
-        columns = {'C': 'close', 'V': 'volume', 'O': 'open', 'H': 'high', 'L': 'low', 'T': 'date'}
-        frame = DataFrame(ticker) \
-            .rename(columns=columns)
-        if 'BV' in frame:
-            frame.drop('BV', 1, inplace=True)
-        frame['date'] = to_datetime(frame['date'], utc=True, infer_datetime_format=True)
+        cols = ['date', 'open', 'high', 'low', 'close', 'volume']
+        frame = DataFrame(ticker, columns=cols)
+
+        frame['date'] = to_datetime(frame['date'],
+                                    unit='ms',
+                                    utc=True,
+                                    infer_datetime_format=True)
 
         frame.sort_values('date', inplace=True)
         return frame
diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py
index 2a9222141..e2e22a358 100644
--- a/freqtrade/exchange/__init__.py
+++ b/freqtrade/exchange/__init__.py
@@ -181,26 +181,18 @@ def get_ticker(pair: str, refresh: Optional[bool] = True) -> dict:
 
 # @cached(TTLCache(maxsize=100, ttl=30))
 @retrier
-def get_ticker_history(pair: str, tick_interval) -> List[Dict]:
+def get_ticker_history(pair: str, tick_interval) -> List[List]:
     # TODO: tickers need to be in format 1m,5m
     # fetch_ohlcv returns an [[datetime,o,h,l,c,v]]
     if 'fetchOHLCV' not in _API.has or not _API.has['fetchOHLCV']:
-        logger.warning('Exhange %s does not support fetching historical candlestick data.', _API.name)
+        logger.warning('Exhange %s does not support fetching historical candlestick data.',
+                       _API.name)
         return []
 
     try:
-        history = _API.fetch_ohlcv(pair, timeframe=str(tick_interval)+"m")
-        history_json = []
-        for candlestick in history:
-            history_json.append({
-                'T': datetime.fromtimestamp(candlestick[0]/1000.0).strftime('%Y-%m-%dT%H:%M:%S.%f'),
-                'O': candlestick[1],
-                'H': candlestick[2],
-                'L': candlestick[3],
-                'C': candlestick[4],
-                'V': candlestick[5],
-            })
-        return history_json
+        ohlcv = _API.fetch_ohlcv(pair, timeframe=str(tick_interval)+"m")
+
+        return ohlcv
     except IndexError as e:
         logger.warning('Empty ticker history. Msg %s', str(e))
     except ccxt.NetworkError as e:
diff --git a/freqtrade/optimize/__init__.py b/freqtrade/optimize/__init__.py
index 61694d884..be2300de7 100644
--- a/freqtrade/optimize/__init__.py
+++ b/freqtrade/optimize/__init__.py
@@ -4,6 +4,7 @@ import gzip
 import json
 import os
 from typing import Optional, List, Dict, Tuple
+from datetime import datetime
 
 from freqtrade import misc
 from freqtrade.exchange import get_ticker_history
@@ -135,8 +136,8 @@ def download_backtesting_testdata(datadir: str, pair: str, interval: int = 5) ->
     if os.path.isfile(filename):
         with open(filename, "rt") as file:
             data = json.load(file)
-        logger.debug("Current Start: %s", data[1]['T'])
-        logger.debug("Current End: %s", data[-1:][0]['T'])
+        logger.debug("Current Start: %s", format_ms_time(data[1][0]))
+        logger.debug("Current End: %s", format_ms_time(data[-1:][0][0]))
     else:
         data = []
         logger.debug("Current Start: None")
@@ -146,10 +147,14 @@ def download_backtesting_testdata(datadir: str, pair: str, interval: int = 5) ->
     for row in new_data:
         if row not in data:
             data.append(row)
-    logger.debug("New Start: %s", data[1]['T'])
-    logger.debug("New End: %s", data[-1:][0]['T'])
-    data = sorted(data, key=lambda data: data['T'])
+    logger.debug("New Start: %s", format_ms_time(data[0][0]))
+    logger.debug("New End: %s", format_ms_time(data[-1:][0][0]))
+    data = sorted(data, key=lambda data: data[0])
 
     misc.file_dump_json(filename, data)
 
     return True
+
+
+def format_ms_time(date: str) -> str:
+    return datetime.fromtimestamp(date/1000.0).strftime('%Y-%m-%dT%H:%M:%S')