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Implement get_available_data

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Matthias 2020-07-24 17:30:16 +02:00
parent d4540c846a
commit 31df42e737
1 changed files with 16 additions and 2 deletions
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18
freqtrade/data/history/hdf5datahandler.py
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@ -7,7 +7,9 @@ import pandas as pd
from freqtrade import misc from freqtrade import misc
from freqtrade.configuration import TimeRange from freqtrade.configuration import TimeRange
from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS from freqtrade.constants import (DEFAULT_DATAFRAME_COLUMNS,
DEFAULT_TRADES_COLUMNS,
ListPairsWithTimeframes)
from .idatahandler import IDataHandler, TradeList from .idatahandler import IDataHandler, TradeList
@ -18,6 +20,18 @@ class HDF5Handler(IDataHandler):
_columns = DEFAULT_DATAFRAME_COLUMNS _columns = DEFAULT_DATAFRAME_COLUMNS
@classmethod
def ohlcv_get_available_data(cls, datadir: Path) -> ListPairsWithTimeframes:
"""
Returns a list of all pairs with ohlcv data available in this datadir
:param datadir: Directory to search for ohlcv files
:return: List of Tuples of (pair, timeframe)
"""
_tmp = [re.search(r'^([a-zA-Z_]+)\-(\d+\S+)(?=.h5)', p.name)
for p in datadir.glob("*.h5")]
return [(match[1].replace('_', '/'), match[2]) for match in _tmp
if match and len(match.groups()) > 1]
@classmethod @classmethod
def ohlcv_get_pairs(cls, datadir: Path, timeframe: str) -> List[str]: def ohlcv_get_pairs(cls, datadir: Path, timeframe: str) -> List[str]:
""" """
@ -45,7 +59,7 @@ class HDF5Handler(IDataHandler):
_data = data.copy() _data = data.copy()
filename = self._pair_data_filename(self._datadir, pair, timeframe) filename = self._pair_data_filename(self._datadir, pair, timeframe)
ds = pd.HDFStore(filename, mode='a', complevel=9) ds = pd.HDFStore(filename, mode='a', complevel=9, complib='blosc')
ds.put(key, _data.loc[:, self._columns], format='table', data_columns=['date']) ds.put(key, _data.loc[:, self._columns], format='table', data_columns=['date'])
ds.close() ds.close()