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Merge pull request #6340 from TheJoeSchr/frequi-datetime

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freqUI: fix can't import backtest with missing datetime data
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Matthias 2022-02-09 07:21:30 +01:00 committed by GitHub
commit 2e41d80a2c
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2 changed files with 32 additions and 3 deletions
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16
freqtrade/rpc/rpc.py
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@ -12,7 +12,7 @@ import psutil
from dateutil.relativedelta import relativedelta
from dateutil.tz import tzlocal
from numpy import NAN, inf, int64, mean
from pandas import DataFrame
from pandas import DataFrame, NaT
from freqtrade import __version__
from freqtrade.configuration.timerange import TimeRange
@ -963,8 +963,18 @@ class RPC:
sell_mask = (dataframe['sell'] == 1)
sell_signals = int(sell_mask.sum())
dataframe.loc[sell_mask, '_sell_signal_close'] = dataframe.loc[sell_mask, 'close']
dataframe = dataframe.replace([inf, -inf], NAN)
dataframe = dataframe.replace({NAN: None})
# band-aid until this is fixed:
# https://github.com/pandas-dev/pandas/issues/45836
datetime_types = ['datetime', 'datetime64', 'datetime64[ns, UTC]']
date_columns = dataframe.select_dtypes(include=datetime_types)
for date_column in date_columns:
# replace NaT with empty string,
# because if replaced with `None`
# it will be casted into NaT again
dataframe[date_column] = dataframe[date_column].astype(object).replace({NaT: None})
dataframe = dataframe.replace({inf: None, -inf: None, NAN: None})
res = {
'pair': pair,

19
tests/rpc/test_rpc_apiserver.py
View File

@ -7,6 +7,7 @@ from datetime import datetime, timedelta, timezone
from pathlib import Path
from unittest.mock import ANY, MagicMock, PropertyMock
import pandas as pd
import pytest
import uvicorn
from fastapi import FastAPI
@ -1181,6 +1182,24 @@ def test_api_pair_candles(botclient, ohlcv_history):
0.7039405, 8.885e-05, 0, 0, 1511686800000, None, None]
])
ohlcv_history['sell'] = ohlcv_history['sell'].astype('float64')
ohlcv_history.at[0, 'sell'] = float('inf')
ohlcv_history['date1'] = ohlcv_history['date']
ohlcv_history.at[0, 'date1'] = pd.NaT
ftbot.dataprovider._set_cached_df("XRP/BTC", timeframe, ohlcv_history)
rc = client_get(client,
f"{BASE_URI}/pair_candles?limit={amount}&pair=XRP%2FBTC&timeframe={timeframe}")
assert_response(rc)
assert (rc.json()['data'] ==
[['2017-11-26 08:50:00', 8.794e-05, 8.948e-05, 8.794e-05, 8.88e-05, 0.0877869,
None, 0, None, None, 1511686200000, None, None],
['2017-11-26 08:55:00', 8.88e-05, 8.942e-05, 8.88e-05,
8.893e-05, 0.05874751, 8.886500000000001e-05, 1, 0.0, '2017-11-26 08:55:00',
1511686500000, 8.893e-05, None],
['2017-11-26 09:00:00', 8.891e-05, 8.893e-05, 8.875e-05, 8.877e-05,
0.7039405, 8.885e-05, 0, 0.0, '2017-11-26 09:00:00', 1511686800000, None, None]
])
def test_api_pair_history(botclient, ohlcv_history):