adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge pull request #1454 from freqtrade/feat/interpolate_missing

Browse Source 
interpolate missing candles
This commit is contained in:
Misagh
2019-01-04 22:33:53 +01:00
committed by GitHub
parent 55235ce20d 672d115eca
commit 26a77e193e
13 changed files with 157 additions and 40 deletions
Download Patch File Download Diff File Expand all files Collapse all files

9
freqtrade/data/history.py
View File

@@ -82,6 +82,7 @@ def load_pair_history(pair: str,
timerange: TimeRange = TimeRange(None, None, 0, 0),
refresh_pairs: bool = False,
exchange: Optional[Exchange] = None,
fill_up_missing: bool = True
) -> DataFrame:
"""
Loads cached ticker history for the given pair.
@@ -111,7 +112,7 @@ def load_pair_history(pair: str,
logger.warning('Missing data at end for pair %s, data ends at %s',
pair,
arrow.get(pairdata[-1][0] // 1000).strftime('%Y-%m-%d %H:%M:%S'))
return parse_ticker_dataframe(pairdata)
return parse_ticker_dataframe(pairdata, ticker_interval, fill_up_missing)
else:
logger.warning('No data for pair: "%s", Interval: %s. '
'Use --refresh-pairs-cached to download the data',
@@ -124,7 +125,8 @@ def load_data(datadir: Optional[Path],
pairs: List[str],
refresh_pairs: bool = False,
exchange: Optional[Exchange] = None,
timerange: TimeRange = TimeRange(None, None, 0, 0)) -> Dict[str, DataFrame]:
timerange: TimeRange = TimeRange(None, None, 0, 0),
fill_up_missing: bool = True) -> Dict[str, DataFrame]:
"""
Loads ticker history data for a list of pairs the given parameters
:return: dict(<pair>:<tickerlist>)
@@ -135,7 +137,8 @@ def load_data(datadir: Optional[Path],
hist = load_pair_history(pair=pair, ticker_interval=ticker_interval,
datadir=datadir, timerange=timerange,
refresh_pairs=refresh_pairs,
exchange=exchange)
exchange=exchange,
fill_up_missing=fill_up_missing)
if hist is not None:
result[pair] = hist
return result