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minor improvements, fixes, old config+constant removal

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This commit is contained in:
Timothy Pogue
2022-09-04 10:22:10 -06:00
parent 1601868854
commit 07f806a314
10 changed files with 51 additions and 38 deletions
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33
freqtrade/data/dataprovider.py
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@@ -48,8 +48,11 @@ class DataProvider:
self.__producer_pairs: Dict[str, List[str]] = {}
self._msg_queue: deque = deque()
self._default_candle_type = self._config.get('candle_type_def', CandleType.SPOT)
self._default_timeframe = self._config.get('timeframe', '1h')
self.__msg_cache = PeriodicCache(
maxsize=1000, ttl=timeframe_to_seconds(self._config.get('timeframe', '1h')))
maxsize=1000, ttl=timeframe_to_seconds(self._default_timeframe))
self._num_sources = len(
self._config.get('external_message_consumer', {}).get('producers', [])
@@ -84,7 +87,7 @@ class DataProvider:
dataframe, datetime.now(timezone.utc))
# For multiple producers we will want to merge the pairlists instead of overwriting
def set_producer_pairs(self, pairlist: List[str], producer_name: str = "default"):
def _set_producer_pairs(self, pairlist: List[str], producer_name: str = "default"):
"""
Set the pairs received to later be used.
This only supports 1 Producer right now.
@@ -101,7 +104,7 @@ class DataProvider:
"""
return self.__producer_pairs.get(producer_name, [])
def emit_df(
def _emit_df(
self,
pair_key: PairWithTimeframe,
dataframe: DataFrame
@@ -123,12 +126,12 @@ class DataProvider:
}
)
def add_external_df(
def _add_external_df(
self,
pair: str,
timeframe: str,
dataframe: DataFrame,
candle_type: CandleType,
timeframe: Optional[str] = None,
candle_type: Optional[CandleType] = None,
producer_name: str = "default"
) -> None:
"""
@@ -138,18 +141,22 @@ class DataProvider:
:param timeframe: Timeframe to get data for
:param candle_type: Any of the enum CandleType (must match trading mode!)
"""
pair_key = (pair, timeframe, candle_type)
_timeframe = self._default_timeframe if not timeframe else timeframe
_candle_type = self._default_candle_type if not candle_type else candle_type
pair_key = (pair, _timeframe, _candle_type)
if producer_name not in self.__producer_pairs_df:
self.__producer_pairs_df[producer_name] = {}
self.__producer_pairs_df[producer_name][pair_key] = (dataframe, datetime.now(timezone.utc))
logger.debug(f"External DataFrame for {pair_key} from {producer_name} added.")
def get_external_df(
self,
pair: str,
timeframe: str,
candle_type: CandleType,
timeframe: Optional[str] = None,
candle_type: Optional[CandleType] = None,
producer_name: str = "default"
) -> Tuple[DataFrame, datetime]:
"""
@@ -160,16 +167,22 @@ class DataProvider:
:param timeframe: Timeframe to get data for
:param candle_type: Any of the enum CandleType (must match trading mode!)
"""
pair_key = (pair, timeframe, candle_type)
_timeframe = self._default_timeframe if not timeframe else timeframe
_candle_type = self._default_candle_type if not candle_type else candle_type
pair_key = (pair, _timeframe, _candle_type)
# If we have no data from this Producer yet
if producer_name not in self.__producer_pairs_df:
# We don't have this data yet, return empty DataFrame and datetime (01-01-1970)
return (DataFrame(), datetime.fromtimestamp(0, tz=timezone.utc))
# If we do have data from that Producer, but no data on this pair_key
if pair_key not in self.__producer_pairs_df[producer_name]:
# We don't have this data yet, return empty DataFrame and datetime (01-01-1970)
return (DataFrame(), datetime.fromtimestamp(0, tz=timezone.utc))
# We have it, return this data
return self.__producer_pairs_df[producer_name][pair_key]
def add_pairlisthandler(self, pairlists) -> None: