Merge branch 'develop' into support_multiple_ticker

freqtrade/optimize/__init__.py

@@ -8,11 +8,25 @@ from pandas import DataFrame
 from freqtrade.exchange import get_ticker_history
 from freqtrade.optimize.hyperopt_conf import hyperopt_optimize_conf
 from freqtrade.analyze import populate_indicators, parse_ticker_dataframe
+from freqtrade import misc
 
 logger = logging.getLogger(__name__)
 
 
-def load_tickerdata_file(datadir, pair, ticker_interval):
+def trim_tickerlist(tickerlist, timerange):
+    (stype, start, stop) = timerange
+    if stype == (None, 'line'):
+        return tickerlist[stop:]
+    elif stype == ('line', None):
+        return tickerlist[0:start]
+    elif stype == ('index', 'index'):
+        return tickerlist[start:stop]
+    else:
+        return tickerlist
+
+
+def load_tickerdata_file(datadir, pair, ticker_interval,
+                         timerange=None):
     """
     Load a pair from file,
     :return dict OR empty if unsuccesful
@@ -30,11 +44,13 @@ def load_tickerdata_file(datadir, pair, ticker_interval):
     # Read the file, load the json
     with open(file) as tickerdata:
         pairdata = json.load(tickerdata)
+    if timerange:
+        pairdata = trim_tickerlist(pairdata, timerange)
     return pairdata
 
 
 def load_data(datadir: str, ticker_interval: int, pairs: Optional[List[str]] = None,
-              refresh_pairs: Optional[bool] = False) -> Dict[str, List]:
+              refresh_pairs: Optional[bool] = False, timerange=None) -> Dict[str, List]:
     """
     Loads ticker history data for the given parameters
     :param ticker_interval: ticker interval in minutes
@@ -51,16 +67,21 @@ def load_data(datadir: str, ticker_interval: int, pairs: Optional[List[str]] = N
         download_pairs(datadir, _pairs, ticker_interval)
 
     for pair in _pairs:
-        pairdata = load_tickerdata_file(datadir, pair, ticker_interval)
+        pairdata = load_tickerdata_file(datadir, pair, ticker_interval, timerange=timerange)
         if not pairdata:
             # download the tickerdata from exchange
             download_backtesting_testdata(datadir, pair=pair, interval=ticker_interval)
             # and retry reading the pair
-            pairdata = load_tickerdata_file(datadir, pair, ticker_interval)
+            pairdata = load_tickerdata_file(datadir, pair, ticker_interval, timerange=timerange)
         result[pair] = pairdata
     return result
 
 
+def tickerdata_to_dataframe(data):
+    preprocessed = preprocess(data)
+    return preprocessed
+
+
 def preprocess(tickerdata: Dict[str, List]) -> Dict[str, DataFrame]:
     """Creates a dataframe and populates indicators for given ticker data"""
     return {pair: populate_indicators(parse_ticker_dataframe(pair_data))
@@ -126,7 +147,6 @@ def download_backtesting_testdata(datadir: str, pair: str, interval: int = 5) ->
     logger.debug("New End: {}".format(data[-1:][0]['T']))
     data = sorted(data, key=lambda data: data['T'])
 
-    with open(filename, "wt") as fp:
-        json.dump(data, fp)
+    misc.file_dump_json(filename, data)
 
     return True