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

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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
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11
freqtrade/data/history/hdf5datahandler.py
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@ -77,7 +77,8 @@ class HDF5DataHandler(IDataHandler):
key = self._pair_ohlcv_key(pair, timeframe) key = self._pair_ohlcv_key(pair, timeframe)
_data = data.copy() _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) self.create_dir_if_needed(filename)
_data.loc[:, self._columns].to_hdf( _data.loc[:, self._columns].to_hdf(
@ -104,12 +105,16 @@ class HDF5DataHandler(IDataHandler):
filename = self._pair_data_filename( filename = self._pair_data_filename(
self._datadir, self._datadir,
pair, pair,
timeframe, self.timeframe_to_file(timeframe),
candle_type=candle_type candle_type=candle_type
) )
if not filename.exists(): 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 = [] where = []
if timerange: if timerange:
if timerange.starttype == 'date': if timerange.starttype == 'date':

7
freqtrade/data/history/idatahandler.py
View File

@ -98,7 +98,8 @@ class IDataHandler(ABC):
:param candle_type: Any of the enum CandleType (must match trading mode!) :param candle_type: Any of the enum CandleType (must match trading mode!)
:return: True when deleted, false if file did not exist. :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(): if filename.exists():
filename.unlink() filename.unlink()
return True return True
@ -201,7 +202,7 @@ class IDataHandler(ABC):
datadir = datadir.joinpath('futures') datadir = datadir.joinpath('futures')
candle = f"-{candle_type}" candle = f"-{candle_type}"
filename = datadir.joinpath( 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 return filename
@classmethod @classmethod
@ -220,7 +221,7 @@ class IDataHandler(ABC):
converts timeframe from disk to file converts timeframe from disk to file
Replaces mo with M (to avoid problems on case-insensitive filesystems) 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 @staticmethod
def rebuild_pair_from_filename(pair: str) -> str: def rebuild_pair_from_filename(pair: str) -> str:

12
freqtrade/data/history/jsondatahandler.py
View File

@ -77,7 +77,8 @@ class JsonDataHandler(IDataHandler):
:param candle_type: Any of the enum CandleType (must match trading mode!) :param candle_type: Any of the enum CandleType (must match trading mode!)
:return: None :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) self.create_dir_if_needed(filename)
_data = data.copy() _data = data.copy()
# Convert date to int # Convert date to int
@ -103,9 +104,14 @@ class JsonDataHandler(IDataHandler):
:param candle_type: Any of the enum CandleType (must match trading mode!) :param candle_type: Any of the enum CandleType (must match trading mode!)
:return: DataFrame with ohlcv data, or empty DataFrame :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(): 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: try:
pairdata = read_json(filename, orient='values') pairdata = read_json(filename, orient='values')
pairdata.columns = self._columns pairdata.columns = self._columns

25
tests/data/test_history.py
View File

@ -158,21 +158,22 @@ def test_testdata_path(testdatadir) -> None:
assert str(Path('tests') / 'testdata') in str(testdatadir) assert str(Path('tests') / 'testdata') in str(testdatadir)
@pytest.mark.parametrize("pair,expected_result,candle_type", [ @pytest.mark.parametrize("pair,timeframe,expected_result,candle_type", [
("ETH/BTC", 'freqtrade/hello/world/ETH_BTC-5m.json', ""), ("ETH/BTC", "5m", "freqtrade/hello/world/ETH_BTC-5m.json", ""),
("Fabric Token/ETH", 'freqtrade/hello/world/Fabric_Token_ETH-5m.json', ""), ("ETH/USDT", "1M", "freqtrade/hello/world/ETH_USDT-1Mo.json", ""),
("ETHH20", 'freqtrade/hello/world/ETHH20-5m.json', ""), ("Fabric Token/ETH", "5m", "freqtrade/hello/world/Fabric_Token_ETH-5m.json", ""),
(".XBTBON2H", 'freqtrade/hello/world/_XBTBON2H-5m.json', ""), ("ETHH20", "5m", "freqtrade/hello/world/ETHH20-5m.json", ""),
("ETHUSD.d", 'freqtrade/hello/world/ETHUSD_d-5m.json', ""), (".XBTBON2H", "5m", "freqtrade/hello/world/_XBTBON2H-5m.json", ""),
("ACC_OLD/BTC", 'freqtrade/hello/world/ACC_OLD_BTC-5m.json', ""), ("ETHUSD.d", "5m", "freqtrade/hello/world/ETHUSD_d-5m.json", ""),
("ETH/BTC", 'freqtrade/hello/world/futures/ETH_BTC-5m-mark.json', "mark"), ("ACC_OLD/BTC", "5m", "freqtrade/hello/world/ACC_OLD_BTC-5m.json", ""),
("ACC_OLD/BTC", 'freqtrade/hello/world/futures/ACC_OLD_BTC-5m-index.json', "index"), ("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( fn = JsonDataHandler._pair_data_filename(
Path('freqtrade/hello/world'), Path('freqtrade/hello/world'),
pair, pair,
'5m', JsonDataHandler.timeframe_to_file(timeframe),
CandleType.from_string(candle_type) CandleType.from_string(candle_type)
) )
assert isinstance(fn, Path) assert isinstance(fn, Path)
@ -180,7 +181,7 @@ def test_json_pair_data_filename(pair, expected_result, candle_type):
fn = JsonGzDataHandler._pair_data_filename( fn = JsonGzDataHandler._pair_data_filename(
Path('freqtrade/hello/world'), Path('freqtrade/hello/world'),
pair, pair,
'5m', JsonGzDataHandler.timeframe_to_file(timeframe),
candle_type=CandleType.from_string(candle_type) candle_type=CandleType.from_string(candle_type)
) )
assert isinstance(fn, Path) assert isinstance(fn, Path)