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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.relativedelta import relativedelta
from dateutil.tz import tzlocal from dateutil.tz import tzlocal
from numpy import NAN, inf, int64, mean from numpy import NAN, inf, int64, mean
from pandas import DataFrame from pandas import DataFrame, NaT
from freqtrade import __version__ from freqtrade import __version__
from freqtrade.configuration.timerange import TimeRange from freqtrade.configuration.timerange import TimeRange
@ -963,8 +963,18 @@ class RPC:
sell_mask = (dataframe['sell'] == 1) sell_mask = (dataframe['sell'] == 1)
sell_signals = int(sell_mask.sum()) sell_signals = int(sell_mask.sum())
dataframe.loc[sell_mask, '_sell_signal_close'] = dataframe.loc[sell_mask, 'close'] 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 = { res = {
'pair': pair, '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 pathlib import Path
from unittest.mock import ANY, MagicMock, PropertyMock from unittest.mock import ANY, MagicMock, PropertyMock
import pandas as pd
import pytest import pytest
import uvicorn import uvicorn
from fastapi import FastAPI 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] 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): def test_api_pair_history(botclient, ohlcv_history):