Add fallback to load 1M files as well as 1Mo files

This commit is contained in:
Matthias
2022-05-01 19:51:25 +02:00
parent a1048fb619
commit 2e65a1793d
4 changed files with 34 additions and 21 deletions

View File

@@ -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':

View File

@@ -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:

View File

@@ -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