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Revert OHLVC dataformat to ccxt format

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* Also fixes backtesting - but data must be refreshed for now as no
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This commit is contained in:
Matthias Voppichler
2018-03-25 13:32:46 +02:00
parent dbb0a6261f
commit 016232a8e9
3 changed files with 23 additions and 25 deletions
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15
freqtrade/optimize/__init__.py
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@@ -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')