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Merge pull request #1115 from creslinux/candlesnottickers

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renamed/refactored get_ticker_history to get_candle_history to stop confusion
This commit is contained in:
Janne Sinivirta 2018-08-02 12:33:09 +03:00 committed by GitHub
commit 17d78b7807
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GPG Key ID: 4AEE18F83AFDEB23
11 changed files with 30 additions and 30 deletions
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2
freqtrade/exchange/__init__.py
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@ -330,7 +330,7 @@ class Exchange(object):
return self._cached_ticker[pair] return self._cached_ticker[pair]
@retrier @retrier
def get_ticker_history(self, pair: str, tick_interval: str, def get_candle_history(self, pair: str, tick_interval: str,
since_ms: Optional[int] = None) -> List[Dict]: since_ms: Optional[int] = None) -> List[Dict]:
try: try:
# last item should be in the time interval [now - tick_interval, now] # last item should be in the time interval [now - tick_interval, now]

2
freqtrade/exchange/exchange_helpers.py
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@ -10,7 +10,7 @@ logger = logging.getLogger(__name__)
def parse_ticker_dataframe(ticker: list) -> DataFrame: def parse_ticker_dataframe(ticker: list) -> DataFrame:
""" """
Analyses the trend for the given ticker history Analyses the trend for the given ticker history
:param ticker: See exchange.get_ticker_history :param ticker: See exchange.get_candle_history
:return: DataFrame :return: DataFrame
""" """
cols = ['date', 'open', 'high', 'low', 'close', 'volume'] cols = ['date', 'open', 'high', 'low', 'close', 'volume']

4
freqtrade/freqtradebot.py
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@ -330,7 +330,7 @@ class FreqtradeBot(object):
# Pick pair based on buy signals # Pick pair based on buy signals
for _pair in whitelist: for _pair in whitelist:
thistory = self.exchange.get_ticker_history(_pair, interval) thistory = self.exchange.get_candle_history(_pair, interval)
(buy, sell) = self.strategy.get_signal(_pair, interval, thistory) (buy, sell) = self.strategy.get_signal(_pair, interval, thistory)
if buy and not sell: if buy and not sell:
@ -497,7 +497,7 @@ class FreqtradeBot(object):
(buy, sell) = (False, False) (buy, sell) = (False, False)
experimental = self.config.get('experimental', {}) experimental = self.config.get('experimental', {})
if experimental.get('use_sell_signal') or experimental.get('ignore_roi_if_buy_signal'): if experimental.get('use_sell_signal') or experimental.get('ignore_roi_if_buy_signal'):
ticker = self.exchange.get_ticker_history(trade.pair, self.strategy.ticker_interval) ticker = self.exchange.get_candle_history(trade.pair, self.strategy.ticker_interval)
(buy, sell) = self.strategy.get_signal(trade.pair, self.strategy.ticker_interval, (buy, sell) = self.strategy.get_signal(trade.pair, self.strategy.ticker_interval,
ticker) ticker)

2
freqtrade/optimize/__init__.py
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@ -219,7 +219,7 @@ def download_backtesting_testdata(datadir: str,
logger.debug("Current Start: %s", misc.format_ms_time(data[1][0]) if data else 'None') logger.debug("Current Start: %s", misc.format_ms_time(data[1][0]) if data else 'None')
logger.debug("Current End: %s", misc.format_ms_time(data[-1][0]) if data else 'None') logger.debug("Current End: %s", misc.format_ms_time(data[-1][0]) if data else 'None')
new_data = exchange.get_ticker_history(pair=pair, tick_interval=tick_interval, new_data = exchange.get_candle_history(pair=pair, tick_interval=tick_interval,
since_ms=since_ms) since_ms=since_ms)
data.extend(new_data) data.extend(new_data)

2
freqtrade/optimize/backtesting.py
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@ -283,7 +283,7 @@ class Backtesting(object):
if self.config.get('live'): if self.config.get('live'):
logger.info('Downloading data for all pairs in whitelist ...') logger.info('Downloading data for all pairs in whitelist ...')
for pair in pairs: for pair in pairs:
data[pair] = self.exchange.get_ticker_history(pair, self.ticker_interval) data[pair] = self.exchange.get_candle_history(pair, self.ticker_interval)
else: else:
logger.info('Using local backtesting data (using whitelist in given config) ...') logger.info('Using local backtesting data (using whitelist in given config) ...')

16
freqtrade/tests/exchange/test_exchange.py
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@ -524,7 +524,7 @@ def make_fetch_ohlcv_mock(data):
return fetch_ohlcv_mock return fetch_ohlcv_mock
def test_get_ticker_history(default_conf, mocker): def test_get_candle_history(default_conf, mocker):
api_mock = MagicMock() api_mock = MagicMock()
tick = [ tick = [
[ [
@ -541,7 +541,7 @@ def test_get_ticker_history(default_conf, mocker):
exchange = get_patched_exchange(mocker, default_conf, api_mock) exchange = get_patched_exchange(mocker, default_conf, api_mock)
# retrieve original ticker # retrieve original ticker
ticks = exchange.get_ticker_history('ETH/BTC', default_conf['ticker_interval']) ticks = exchange.get_candle_history('ETH/BTC', default_conf['ticker_interval'])
assert ticks[0][0] == 1511686200000 assert ticks[0][0] == 1511686200000
assert ticks[0][1] == 1 assert ticks[0][1] == 1
assert ticks[0][2] == 2 assert ticks[0][2] == 2
@ -563,7 +563,7 @@ def test_get_ticker_history(default_conf, mocker):
api_mock.fetch_ohlcv = MagicMock(side_effect=make_fetch_ohlcv_mock(new_tick)) api_mock.fetch_ohlcv = MagicMock(side_effect=make_fetch_ohlcv_mock(new_tick))
exchange = get_patched_exchange(mocker, default_conf, api_mock) exchange = get_patched_exchange(mocker, default_conf, api_mock)
ticks = exchange.get_ticker_history('ETH/BTC', default_conf['ticker_interval']) ticks = exchange.get_candle_history('ETH/BTC', default_conf['ticker_interval'])
assert ticks[0][0] == 1511686210000 assert ticks[0][0] == 1511686210000
assert ticks[0][1] == 6 assert ticks[0][1] == 6
assert ticks[0][2] == 7 assert ticks[0][2] == 7
@ -572,16 +572,16 @@ def test_get_ticker_history(default_conf, mocker):
assert ticks[0][5] == 10 assert ticks[0][5] == 10
ccxt_exceptionhandlers(mocker, default_conf, api_mock, ccxt_exceptionhandlers(mocker, default_conf, api_mock,
"get_ticker_history", "fetch_ohlcv", "get_candle_history", "fetch_ohlcv",
pair='ABCD/BTC', tick_interval=default_conf['ticker_interval']) pair='ABCD/BTC', tick_interval=default_conf['ticker_interval'])
with pytest.raises(OperationalException, match=r'Exchange .* does not support.*'): with pytest.raises(OperationalException, match=r'Exchange .* does not support.*'):
api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NotSupported) api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NotSupported)
exchange = get_patched_exchange(mocker, default_conf, api_mock) exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_ticker_history(pair='ABCD/BTC', tick_interval=default_conf['ticker_interval']) exchange.get_candle_history(pair='ABCD/BTC', tick_interval=default_conf['ticker_interval'])
def test_get_ticker_history_sort(default_conf, mocker): def test_get_candle_history_sort(default_conf, mocker):
api_mock = MagicMock() api_mock = MagicMock()
# GDAX use-case (real data from GDAX) # GDAX use-case (real data from GDAX)
@ -604,7 +604,7 @@ def test_get_ticker_history_sort(default_conf, mocker):
exchange = get_patched_exchange(mocker, default_conf, api_mock) exchange = get_patched_exchange(mocker, default_conf, api_mock)
# Test the ticker history sort # Test the ticker history sort
ticks = exchange.get_ticker_history('ETH/BTC', default_conf['ticker_interval']) ticks = exchange.get_candle_history('ETH/BTC', default_conf['ticker_interval'])
assert ticks[0][0] == 1527830400000 assert ticks[0][0] == 1527830400000
assert ticks[0][1] == 0.07649 assert ticks[0][1] == 0.07649
assert ticks[0][2] == 0.07651 assert ticks[0][2] == 0.07651
@ -637,7 +637,7 @@ def test_get_ticker_history_sort(default_conf, mocker):
api_mock.fetch_ohlcv = MagicMock(side_effect=make_fetch_ohlcv_mock(tick)) api_mock.fetch_ohlcv = MagicMock(side_effect=make_fetch_ohlcv_mock(tick))
exchange = get_patched_exchange(mocker, default_conf, api_mock) exchange = get_patched_exchange(mocker, default_conf, api_mock)
# Test the ticker history sort # Test the ticker history sort
ticks = exchange.get_ticker_history('ETH/BTC', default_conf['ticker_interval']) ticks = exchange.get_candle_history('ETH/BTC', default_conf['ticker_interval'])
assert ticks[0][0] == 1527827700000 assert ticks[0][0] == 1527827700000
assert ticks[0][1] == 0.07659999 assert ticks[0][1] == 0.07659999
assert ticks[0][2] == 0.0766 assert ticks[0][2] == 0.0766

8
freqtrade/tests/optimize/test_backtesting.py
View File

@ -110,7 +110,7 @@ def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=Fals
return pairdata return pairdata
# use for mock freqtrade.exchange.get_ticker_history' # use for mock freqtrade.exchange.get_candle_history'
def _load_pair_as_ticks(pair, tickfreq): def _load_pair_as_ticks(pair, tickfreq):
ticks = optimize.load_data(None, ticker_interval=tickfreq, pairs=[pair]) ticks = optimize.load_data(None, ticker_interval=tickfreq, pairs=[pair])
ticks = trim_dictlist(ticks, -201) ticks = trim_dictlist(ticks, -201)
@ -411,7 +411,7 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None:
return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59) return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
mocker.patch('freqtrade.optimize.load_data', mocked_load_data) mocker.patch('freqtrade.optimize.load_data', mocked_load_data)
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history') mocker.patch('freqtrade.exchange.Exchange.get_candle_history')
patch_exchange(mocker) patch_exchange(mocker)
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.optimize.backtesting.Backtesting', 'freqtrade.optimize.backtesting.Backtesting',
@ -446,7 +446,7 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog) -> None:
return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59) return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
mocker.patch('freqtrade.optimize.load_data', MagicMock(return_value={})) mocker.patch('freqtrade.optimize.load_data', MagicMock(return_value={}))
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history') mocker.patch('freqtrade.exchange.Exchange.get_candle_history')
patch_exchange(mocker) patch_exchange(mocker)
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.optimize.backtesting.Backtesting', 'freqtrade.optimize.backtesting.Backtesting',
@ -677,7 +677,7 @@ def test_backtest_record(default_conf, fee, mocker):
def test_backtest_start_live(default_conf, mocker, caplog): def test_backtest_start_live(default_conf, mocker, caplog):
default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC'] default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', mocker.patch('freqtrade.exchange.Exchange.get_candle_history',
new=lambda s, n, i: _load_pair_as_ticks(n, i)) new=lambda s, n, i: _load_pair_as_ticks(n, i))
patch_exchange(mocker) patch_exchange(mocker)
mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock()) mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock())

16
freqtrade/tests/optimize/test_optimize.py
View File

@ -53,7 +53,7 @@ def _clean_test_file(file: str) -> None:
def test_load_data_30min_ticker(ticker_history, mocker, caplog, default_conf) -> None: def test_load_data_30min_ticker(ticker_history, mocker, caplog, default_conf) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=ticker_history) mocker.patch('freqtrade.exchange.Exchange.get_candle_history', return_value=ticker_history)
file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-30m.json') file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-30m.json')
_backup_file(file, copy_file=True) _backup_file(file, copy_file=True)
optimize.load_data(None, pairs=['UNITTEST/BTC'], ticker_interval='30m') optimize.load_data(None, pairs=['UNITTEST/BTC'], ticker_interval='30m')
@ -63,7 +63,7 @@ def test_load_data_30min_ticker(ticker_history, mocker, caplog, default_conf) ->
def test_load_data_5min_ticker(ticker_history, mocker, caplog, default_conf) -> None: def test_load_data_5min_ticker(ticker_history, mocker, caplog, default_conf) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=ticker_history) mocker.patch('freqtrade.exchange.Exchange.get_candle_history', return_value=ticker_history)
file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-5m.json') file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-5m.json')
_backup_file(file, copy_file=True) _backup_file(file, copy_file=True)
@ -74,7 +74,7 @@ def test_load_data_5min_ticker(ticker_history, mocker, caplog, default_conf) ->
def test_load_data_1min_ticker(ticker_history, mocker, caplog) -> None: def test_load_data_1min_ticker(ticker_history, mocker, caplog) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=ticker_history) mocker.patch('freqtrade.exchange.Exchange.get_candle_history', return_value=ticker_history)
file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-1m.json') file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-1m.json')
_backup_file(file, copy_file=True) _backup_file(file, copy_file=True)
optimize.load_data(None, ticker_interval='1m', pairs=['UNITTEST/BTC']) optimize.load_data(None, ticker_interval='1m', pairs=['UNITTEST/BTC'])
@ -87,7 +87,7 @@ def test_load_data_with_new_pair_1min(ticker_history, mocker, caplog, default_co
""" """
Test load_data() with 1 min ticker Test load_data() with 1 min ticker
""" """
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=ticker_history) mocker.patch('freqtrade.exchange.Exchange.get_candle_history', return_value=ticker_history)
exchange = get_patched_exchange(mocker, default_conf) exchange = get_patched_exchange(mocker, default_conf)
file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json') file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
@ -118,7 +118,7 @@ def test_testdata_path() -> None:
def test_download_pairs(ticker_history, mocker, default_conf) -> None: def test_download_pairs(ticker_history, mocker, default_conf) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=ticker_history) mocker.patch('freqtrade.exchange.Exchange.get_candle_history', return_value=ticker_history)
exchange = get_patched_exchange(mocker, default_conf) exchange = get_patched_exchange(mocker, default_conf)
file1_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json') file1_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
file1_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-5m.json') file1_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-5m.json')
@ -261,7 +261,7 @@ def test_load_cached_data_for_updating(mocker) -> None:
def test_download_pairs_exception(ticker_history, mocker, caplog, default_conf) -> None: def test_download_pairs_exception(ticker_history, mocker, caplog, default_conf) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=ticker_history) mocker.patch('freqtrade.exchange.Exchange.get_candle_history', return_value=ticker_history)
mocker.patch('freqtrade.optimize.__init__.download_backtesting_testdata', mocker.patch('freqtrade.optimize.__init__.download_backtesting_testdata',
side_effect=BaseException('File Error')) side_effect=BaseException('File Error'))
exchange = get_patched_exchange(mocker, default_conf) exchange = get_patched_exchange(mocker, default_conf)
@ -279,7 +279,7 @@ def test_download_pairs_exception(ticker_history, mocker, caplog, default_conf)
def test_download_backtesting_testdata(ticker_history, mocker, default_conf) -> None: def test_download_backtesting_testdata(ticker_history, mocker, default_conf) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=ticker_history) mocker.patch('freqtrade.exchange.Exchange.get_candle_history', return_value=ticker_history)
exchange = get_patched_exchange(mocker, default_conf) exchange = get_patched_exchange(mocker, default_conf)
# Download a 1 min ticker file # Download a 1 min ticker file
@ -304,7 +304,7 @@ def test_download_backtesting_testdata2(mocker, default_conf) -> None:
[1509836580000, 0.00161, 0.00161, 0.00161, 0.00161, 82.390199] [1509836580000, 0.00161, 0.00161, 0.00161, 0.00161, 82.390199]
] ]
json_dump_mock = mocker.patch('freqtrade.misc.file_dump_json', return_value=None) json_dump_mock = mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=tick) mocker.patch('freqtrade.exchange.Exchange.get_candle_history', return_value=tick)
exchange = get_patched_exchange(mocker, default_conf) exchange = get_patched_exchange(mocker, default_conf)
download_backtesting_testdata(None, exchange, pair="UNITTEST/BTC", tick_interval='1m') download_backtesting_testdata(None, exchange, pair="UNITTEST/BTC", tick_interval='1m')
download_backtesting_testdata(None, exchange, pair="UNITTEST/BTC", tick_interval='3m') download_backtesting_testdata(None, exchange, pair="UNITTEST/BTC", tick_interval='3m')

2
freqtrade/tests/strategy/test_interface.py
View File

@ -88,7 +88,7 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog):
def test_get_signal_handles_exceptions(mocker, default_conf): def test_get_signal_handles_exceptions(mocker, default_conf):
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=MagicMock()) mocker.patch('freqtrade.exchange.Exchange.get_candle_history', return_value=MagicMock())
exchange = get_patched_exchange(mocker, default_conf) exchange = get_patched_exchange(mocker, default_conf)
mocker.patch.object( mocker.patch.object(
_STRATEGY, 'analyze_ticker', _STRATEGY, 'analyze_ticker',

4
freqtrade/tests/test_freqtradebot.py
View File

@ -43,7 +43,7 @@ def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False)) -> None:
:return: None :return: None
""" """
freqtrade.strategy.get_signal = lambda e, s, t: value freqtrade.strategy.get_signal = lambda e, s, t: value
freqtrade.exchange.get_ticker_history = lambda p, i: None freqtrade.exchange.get_candle_history = lambda p, i: None
def patch_RPCManager(mocker) -> MagicMock: def patch_RPCManager(mocker) -> MagicMock:
@ -544,7 +544,7 @@ def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.exchange.Exchange', 'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
get_ticker_history=MagicMock(return_value=20), get_candle_history=MagicMock(return_value=20),
get_balance=MagicMock(return_value=20), get_balance=MagicMock(return_value=20),
get_fee=fee, get_fee=fee,
) )

2
scripts/plot_dataframe.py
View File

@ -138,7 +138,7 @@ def plot_analyzed_dataframe(args: Namespace) -> None:
tickers = {} tickers = {}
if args.live: if args.live:
logger.info('Downloading pair.') logger.info('Downloading pair.')
tickers[pair] = exchange.get_ticker_history(pair, tick_interval) tickers[pair] = exchange.get_candle_history(pair, tick_interval)
else: else:
tickers = optimize.load_data( tickers = optimize.load_data(
datadir=_CONF.get("datadir"), datadir=_CONF.get("datadir"),