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Move dataframe validation to abstract class

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This commit is contained in:
Matthias 2019-12-26 09:56:42 +01:00
parent e861f05b75
commit 37c5b68987
2 changed files with 19 additions and 24 deletions
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18
freqtrade/data/datahandlers/idatahandler.py
View File

@ -10,6 +10,7 @@ from pathlib import Path
from typing import Dict, List, Optional
from datetime import datetime, timezone
from pandas import DataFrame
from freqtrade.data.converter import clean_ohlcv_dataframe, trim_dataframe
from freqtrade.configuration import TimeRange
from freqtrade.exchange import timeframe_to_seconds
@ -47,15 +48,26 @@ class IDataHandler(ABC):
timerange_startup.subtract_start(timeframe_to_seconds(timeframe) * startup_candles)
pairdf = self._ohlcv_load(pair, timeframe,
timerange=timerange_startup,
fill_missing=fill_missing,
drop_incomplete=drop_incomplete)
timerange=timerange_startup)
if pairdf.empty:
logger.warning(
f'No history data for pair: "{pair}", timeframe: {timeframe}. '
'Use `freqtrade download-data` to download the data'
)
return pairdf
else:
enddate = pairdf.iloc[-1]['date']
if timerange_startup:
self._validate_pairdata(pair, pairdf, timerange_startup)
pairdf = trim_dataframe(pairdf, timerange_startup)
# incomplete candles should only be dropped if we didn't trim the end beforehand.
return clean_ohlcv_dataframe(pairdf, timeframe,
pair=pair,
fill_missing=fill_missing,
drop_incomplete=(drop_incomplete and
enddate == pairdf.iloc[-1]['date']))
def _validate_pairdata(self, pair, pairdata: DataFrame, timerange: TimeRange):
"""

23
freqtrade/data/datahandlers/jsondatahandler.py
View File

@ -7,7 +7,6 @@ from pandas import DataFrame, read_json, to_datetime
from freqtrade import misc
from freqtrade.configuration import TimeRange
from freqtrade.data.converter import clean_ohlcv_dataframe, trim_dataframe
from .idatahandler import IDataHandler
@ -54,18 +53,14 @@ class JsonDataHandler(IDataHandler):
def _ohlcv_load(self, pair: str, timeframe: str,
timerange: Optional[TimeRange] = None,
fill_missing: bool = True,
drop_incomplete: bool = True,
) -> DataFrame:
"""
Internal method used to load data for one pair from disk.
Implements the loading and conversation 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 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.
:param startup_candles: Additional candles to load at the start of the period
:param timerange: Limit data to be loaded to this timerange.
:return: DataFrame with ohlcv data, or empty DataFrame
"""
filename = self._pair_data_filename(self._datadir, pair, timeframe)
@ -77,19 +72,7 @@ class JsonDataHandler(IDataHandler):
unit='ms',
utc=True,
infer_datetime_format=True)
enddate = pairdata.iloc[-1]['date']
if timerange:
self._validate_pairdata(pair, pairdata, timerange)
pairdata = trim_dataframe(pairdata, timerange)
# incomplete candles should only be dropped if we didn't trim the end beforehand.
return clean_ohlcv_dataframe(pairdata, timeframe,
pair=pair,
fill_missing=fill_missing,
drop_incomplete=(drop_incomplete and
enddate == pairdata.iloc[-1]['date']))
return pairdata
def ohlcv_append(self, pair: str, timeframe: str, data: DataFrame) -> None:
"""