From 2e65a1793d086ecbdf904d74a0dc3dc3b4ddeac1 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 1 May 2022 19:51:25 +0200 Subject: [PATCH] Add fallback to load 1M files as well as 1Mo files --- freqtrade/data/history/hdf5datahandler.py | 11 +++++++--- freqtrade/data/history/idatahandler.py | 7 ++++--- freqtrade/data/history/jsondatahandler.py | 12 ++++++++--- tests/data/test_history.py | 25 ++++++++++++----------- 4 files changed, 34 insertions(+), 21 deletions(-) diff --git a/freqtrade/data/history/hdf5datahandler.py b/freqtrade/data/history/hdf5datahandler.py index 165685960..6099c22bc 100644 --- a/freqtrade/data/history/hdf5datahandler.py +++ b/freqtrade/data/history/hdf5datahandler.py @@ -77,7 +77,8 @@ class HDF5DataHandler(IDataHandler): key = self._pair_ohlcv_key(pair, timeframe) _data = data.copy() - filename = self._pair_data_filename(self._datadir, pair, timeframe, candle_type) + filename = self._pair_data_filename( + self._datadir, pair, self.timeframe_to_file(timeframe), candle_type) self.create_dir_if_needed(filename) _data.loc[:, self._columns].to_hdf( @@ -104,12 +105,16 @@ class HDF5DataHandler(IDataHandler): filename = self._pair_data_filename( self._datadir, pair, - timeframe, + self.timeframe_to_file(timeframe), candle_type=candle_type ) if not filename.exists(): - return pd.DataFrame(columns=self._columns) + # Fallback mode for 1M files + filename = self._pair_data_filename( + self._datadir, pair, timeframe, candle_type=candle_type) + if not filename.exists(): + return pd.DataFrame(columns=self._columns) where = [] if timerange: if timerange.starttype == 'date': diff --git a/freqtrade/data/history/idatahandler.py b/freqtrade/data/history/idatahandler.py index bd795f480..69d6212ee 100644 --- a/freqtrade/data/history/idatahandler.py +++ b/freqtrade/data/history/idatahandler.py @@ -98,7 +98,8 @@ class IDataHandler(ABC): :param candle_type: Any of the enum CandleType (must match trading mode!) :return: True when deleted, false if file did not exist. """ - filename = self._pair_data_filename(self._datadir, pair, timeframe, candle_type) + filename = self._pair_data_filename( + self._datadir, pair, self.timeframe_to_file(timeframe), candle_type) if filename.exists(): filename.unlink() return True @@ -201,7 +202,7 @@ class IDataHandler(ABC): datadir = datadir.joinpath('futures') candle = f"-{candle_type}" filename = datadir.joinpath( - f'{pair_s}-{cls.timeframe_to_file(timeframe)}{candle}.{cls._get_file_extension()}') + f'{pair_s}-{timeframe}{candle}.{cls._get_file_extension()}') return filename @classmethod @@ -220,7 +221,7 @@ class IDataHandler(ABC): converts timeframe from disk to file Replaces mo with M (to avoid problems on case-insensitive filesystems) """ - return re.sub('mo', 'M', timeframe, flags=re.IGNORECASE) + return re.sub('1mo', '1M', timeframe, flags=re.IGNORECASE) @staticmethod def rebuild_pair_from_filename(pair: str) -> str: diff --git a/freqtrade/data/history/jsondatahandler.py b/freqtrade/data/history/jsondatahandler.py index fa02c770b..38402a113 100644 --- a/freqtrade/data/history/jsondatahandler.py +++ b/freqtrade/data/history/jsondatahandler.py @@ -77,7 +77,8 @@ class JsonDataHandler(IDataHandler): :param candle_type: Any of the enum CandleType (must match trading mode!) :return: None """ - filename = self._pair_data_filename(self._datadir, pair, timeframe, candle_type) + filename = self._pair_data_filename( + self._datadir, pair, self.timeframe_to_file(timeframe), candle_type) self.create_dir_if_needed(filename) _data = data.copy() # Convert date to int @@ -103,9 +104,14 @@ class JsonDataHandler(IDataHandler): :param candle_type: Any of the enum CandleType (must match trading mode!) :return: DataFrame with ohlcv data, or empty DataFrame """ - filename = self._pair_data_filename(self._datadir, pair, timeframe, candle_type=candle_type) + filename = self._pair_data_filename( + self._datadir, pair, self.timeframe_to_file(timeframe), candle_type=candle_type) if not filename.exists(): - return DataFrame(columns=self._columns) + # Fallback mode for 1M files + filename = self._pair_data_filename( + self._datadir, pair, timeframe, candle_type=candle_type) + if not filename.exists(): + return DataFrame(columns=self._columns) try: pairdata = read_json(filename, orient='values') pairdata.columns = self._columns diff --git a/tests/data/test_history.py b/tests/data/test_history.py index 82d4a841c..1e7d8855e 100644 --- a/tests/data/test_history.py +++ b/tests/data/test_history.py @@ -158,21 +158,22 @@ def test_testdata_path(testdatadir) -> None: assert str(Path('tests') / 'testdata') in str(testdatadir) -@pytest.mark.parametrize("pair,expected_result,candle_type", [ - ("ETH/BTC", 'freqtrade/hello/world/ETH_BTC-5m.json', ""), - ("Fabric Token/ETH", 'freqtrade/hello/world/Fabric_Token_ETH-5m.json', ""), - ("ETHH20", 'freqtrade/hello/world/ETHH20-5m.json', ""), - (".XBTBON2H", 'freqtrade/hello/world/_XBTBON2H-5m.json', ""), - ("ETHUSD.d", 'freqtrade/hello/world/ETHUSD_d-5m.json', ""), - ("ACC_OLD/BTC", 'freqtrade/hello/world/ACC_OLD_BTC-5m.json', ""), - ("ETH/BTC", 'freqtrade/hello/world/futures/ETH_BTC-5m-mark.json', "mark"), - ("ACC_OLD/BTC", 'freqtrade/hello/world/futures/ACC_OLD_BTC-5m-index.json', "index"), +@pytest.mark.parametrize("pair,timeframe,expected_result,candle_type", [ + ("ETH/BTC", "5m", "freqtrade/hello/world/ETH_BTC-5m.json", ""), + ("ETH/USDT", "1M", "freqtrade/hello/world/ETH_USDT-1Mo.json", ""), + ("Fabric Token/ETH", "5m", "freqtrade/hello/world/Fabric_Token_ETH-5m.json", ""), + ("ETHH20", "5m", "freqtrade/hello/world/ETHH20-5m.json", ""), + (".XBTBON2H", "5m", "freqtrade/hello/world/_XBTBON2H-5m.json", ""), + ("ETHUSD.d", "5m", "freqtrade/hello/world/ETHUSD_d-5m.json", ""), + ("ACC_OLD/BTC", "5m", "freqtrade/hello/world/ACC_OLD_BTC-5m.json", ""), + ("ETH/BTC", "5m", "freqtrade/hello/world/futures/ETH_BTC-5m-mark.json", "mark"), + ("ACC_OLD/BTC", "5m", "freqtrade/hello/world/futures/ACC_OLD_BTC-5m-index.json", "index"), ]) -def test_json_pair_data_filename(pair, expected_result, candle_type): +def test_json_pair_data_filename(pair, timeframe, expected_result, candle_type): fn = JsonDataHandler._pair_data_filename( Path('freqtrade/hello/world'), pair, - '5m', + JsonDataHandler.timeframe_to_file(timeframe), CandleType.from_string(candle_type) ) assert isinstance(fn, Path) @@ -180,7 +181,7 @@ def test_json_pair_data_filename(pair, expected_result, candle_type): fn = JsonGzDataHandler._pair_data_filename( Path('freqtrade/hello/world'), pair, - '5m', + JsonGzDataHandler.timeframe_to_file(timeframe), candle_type=CandleType.from_string(candle_type) ) assert isinstance(fn, Path)