Do not use ticker where it's not a ticker

This commit is contained in:
hroff-1902
2020-03-08 13:35:31 +03:00
parent 77944175e2
commit 3208faf7ed
43 changed files with 459 additions and 452 deletions

View File

@@ -9,7 +9,7 @@ from pandas import DataFrame
from freqtrade.configuration import TimeRange
from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS
from freqtrade.data.converter import parse_ticker_dataframe, trades_to_ohlcv
from freqtrade.data.converter import ohlcv_to_dataframe, trades_to_ohlcv
from freqtrade.data.history.idatahandler import IDataHandler, get_datahandler
from freqtrade.exceptions import OperationalException
from freqtrade.exchange import Exchange
@@ -28,10 +28,10 @@ def load_pair_history(pair: str,
data_handler: IDataHandler = None,
) -> DataFrame:
"""
Load cached ticker history for the given pair.
Load cached ohlcv history for the given pair.
:param pair: Pair to load data for
:param timeframe: Ticker timeframe (e.g. "5m")
:param timeframe: Timeframe (e.g. "5m")
:param datadir: Path to the data storage location.
:param data_format: Format of the data. Ignored if data_handler is set.
:param timerange: Limit data to be loaded to this timerange
@@ -63,10 +63,10 @@ def load_data(datadir: Path,
data_format: str = 'json',
) -> Dict[str, DataFrame]:
"""
Load ticker history data for a list of pairs.
Load ohlcv history data for a list of pairs.
:param datadir: Path to the data storage location.
:param timeframe: Ticker Timeframe (e.g. "5m")
:param timeframe: Timeframe (e.g. "5m")
:param pairs: List of pairs to load
:param timerange: Limit data to be loaded to this timerange
:param fill_up_missing: Fill missing values with "No action"-candles
@@ -104,10 +104,10 @@ def refresh_data(datadir: Path,
timerange: Optional[TimeRange] = None,
) -> None:
"""
Refresh ticker history data for a list of pairs.
Refresh ohlcv history data for a list of pairs.
:param datadir: Path to the data storage location.
:param timeframe: Ticker Timeframe (e.g. "5m")
:param timeframe: Timeframe (e.g. "5m")
:param pairs: List of pairs to load
:param exchange: Exchange object
:param timerange: Limit data to be loaded to this timerange
@@ -165,7 +165,7 @@ def _download_pair_history(datadir: Path,
Based on @Rybolov work: https://github.com/rybolov/freqtrade-data
:param pair: pair to download
:param timeframe: Ticker Timeframe (e.g 5m)
:param timeframe: Timeframe (e.g "5m")
:param timerange: range of time to download
:return: bool with success state
"""
@@ -194,8 +194,8 @@ def _download_pair_history(datadir: Path,
days=-30).float_timestamp) * 1000
)
# TODO: Maybe move parsing to exchange class (?)
new_dataframe = parse_ticker_dataframe(new_data, timeframe, pair,
fill_missing=False, drop_incomplete=True)
new_dataframe = ohlcv_to_dataframe(new_data, timeframe, pair,
fill_missing=False, drop_incomplete=True)
if data.empty:
data = new_dataframe
else:
@@ -362,7 +362,7 @@ def validate_backtest_data(data: DataFrame, pair: str, min_date: datetime,
:param pair: pair used for log output.
:param min_date: start-date of the data
:param max_date: end-date of the data
:param timeframe_min: ticker Timeframe in minutes
:param timeframe_min: Timeframe in minutes
"""
# total difference in minutes / timeframe-minutes
expected_frames = int((max_date - min_date).total_seconds() // 60 // timeframe_min)

View File

@@ -55,7 +55,7 @@ class IDataHandler(ABC):
Implements the loading and conversion to a Pandas dataframe.
Timerange trimming and dataframe validation happens outside of this method.
:param pair: Pair to load data
:param timeframe: Ticker timeframe (e.g. "5m")
:param timeframe: Timeframe (e.g. "5m")
:param timerange: Limit data to be loaded to this timerange.
Optionally implemented by subclasses to avoid loading
all data where possible.
@@ -67,7 +67,7 @@ class IDataHandler(ABC):
"""
Remove data for this pair
:param pair: Delete data for this pair.
:param timeframe: Ticker timeframe (e.g. "5m")
:param timeframe: Timeframe (e.g. "5m")
:return: True when deleted, false if file did not exist.
"""
@@ -129,10 +129,10 @@ class IDataHandler(ABC):
warn_no_data: bool = True
) -> DataFrame:
"""
Load cached ticker history for the given pair.
Load cached candle (OHLCV) data for the given pair.
:param pair: Pair to load data for
:param timeframe: Ticker timeframe (e.g. "5m")
:param timeframe: Timeframe (e.g. "5m")
:param timerange: Limit data to be loaded to this timerange
:param fill_missing: Fill missing values with "No action"-candles
:param drop_incomplete: Drop last candle assuming it may be incomplete.
@@ -145,28 +145,27 @@ class IDataHandler(ABC):
if startup_candles > 0 and timerange_startup:
timerange_startup.subtract_start(timeframe_to_seconds(timeframe) * startup_candles)
pairdf = self._ohlcv_load(pair, timeframe,
timerange=timerange_startup)
if pairdf.empty:
df = self._ohlcv_load(pair, timeframe, timerange=timerange_startup)
if df.empty:
if warn_no_data:
logger.warning(
f'No history data for pair: "{pair}", timeframe: {timeframe}. '
'Use `freqtrade download-data` to download the data'
)
return pairdf
return df
else:
enddate = pairdf.iloc[-1]['date']
enddate = df.iloc[-1]['date']
if timerange_startup:
self._validate_pairdata(pair, pairdf, timerange_startup)
pairdf = trim_dataframe(pairdf, timerange_startup)
self._validate_pairdata(pair, df, timerange_startup)
df = trim_dataframe(df, timerange_startup)
# incomplete candles should only be dropped if we didn't trim the end beforehand.
return clean_ohlcv_dataframe(pairdf, timeframe,
return clean_ohlcv_dataframe(df, timeframe,
pair=pair,
fill_missing=fill_missing,
drop_incomplete=(drop_incomplete and
enddate == pairdf.iloc[-1]['date']))
enddate == df.iloc[-1]['date']))
def _validate_pairdata(self, pair, pairdata: DataFrame, timerange: TimeRange):
"""

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@@ -60,7 +60,7 @@ class JsonDataHandler(IDataHandler):
Implements the loading and conversion to a Pandas dataframe.
Timerange trimming and dataframe validation happens outside of this method.
:param pair: Pair to load data
:param timeframe: Ticker timeframe (e.g. "5m")
:param timeframe: Timeframe (e.g. "5m")
:param timerange: Limit data to be loaded to this timerange.
Optionally implemented by subclasses to avoid loading
all data where possible.
@@ -83,7 +83,7 @@ class JsonDataHandler(IDataHandler):
"""
Remove data for this pair
:param pair: Delete data for this pair.
:param timeframe: Ticker timeframe (e.g. "5m")
:param timeframe: Timeframe (e.g. "5m")
:return: True when deleted, false if file did not exist.
"""
filename = self._pair_data_filename(self._datadir, pair, timeframe)