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Removed candletype from converter methods

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This commit is contained in:
Sam Germain 2021-11-07 21:37:57 -06:00
parent ee2ad8ca97
commit 3d95533bf9
4 changed files with 14 additions and 25 deletions
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18
freqtrade/data/converter.py
View File

@ -17,8 +17,7 @@ logger = logging.getLogger(__name__)
def ohlcv_to_dataframe(ohlcv: list, timeframe: str, pair: str, *,
fill_missing: bool = True, drop_incomplete: bool = True,
candle_type: Optional[str] = "") -> DataFrame:
fill_missing: bool = True, drop_incomplete: bool = True) -> DataFrame:
"""
Converts a list with candle (OHLCV) data (in format returned by ccxt.fetch_ohlcv)
to a Dataframe
@ -43,14 +42,12 @@ def ohlcv_to_dataframe(ohlcv: list, timeframe: str, pair: str, *,
'volume': 'float'})
return clean_ohlcv_dataframe(df, timeframe, pair,
fill_missing=fill_missing,
drop_incomplete=drop_incomplete,
candle_type=candle_type)
drop_incomplete=drop_incomplete)
def clean_ohlcv_dataframe(data: DataFrame, timeframe: str, pair: str, *,
fill_missing: bool = True,
drop_incomplete: bool = True,
candle_type: Optional[str] = "") -> DataFrame:
drop_incomplete: bool = True) -> DataFrame:
"""
Cleanse a OHLCV dataframe by
* Grouping it by date (removes duplicate tics)
@ -78,17 +75,12 @@ def clean_ohlcv_dataframe(data: DataFrame, timeframe: str, pair: str, *,
logger.debug('Dropping last candle')
if fill_missing:
return ohlcv_fill_up_missing_data(data, timeframe, pair, candle_type)
return ohlcv_fill_up_missing_data(data, timeframe, pair)
else:
return data
def ohlcv_fill_up_missing_data(
dataframe: DataFrame,
timeframe: str,
pair: str,
candle_type: Optional[str] = ""
) -> DataFrame:
def ohlcv_fill_up_missing_data(dataframe: DataFrame, timeframe: str, pair: str) -> DataFrame:
"""
Fills up missing data with 0 volume rows,
using the previous close as price for "open", "high" "low" and "close", volume is set to 0

6
freqtrade/data/history/history_utils.py
View File

@ -204,16 +204,14 @@ def _download_pair_history(pair: str, *,
)
# TODO: Maybe move parsing to exchange class (?)
new_dataframe = ohlcv_to_dataframe(new_data, timeframe, pair,
fill_missing=False, drop_incomplete=True,
candle_type=candle_type)
fill_missing=False, drop_incomplete=True)
if data.empty:
data = new_dataframe
else:
# Run cleaning again to ensure there were no duplicate candles
# Especially between existing and new data.
data = clean_ohlcv_dataframe(data.append(new_dataframe), timeframe, pair,
fill_missing=False, drop_incomplete=False,
candle_type=candle_type)
fill_missing=False, drop_incomplete=False)
logger.debug("New Start: %s",
f"{data.iloc[0]['date']:%Y-%m-%d %H:%M:%S}" if not data.empty else 'None')

3
freqtrade/data/history/idatahandler.py
View File

@ -212,8 +212,7 @@ class IDataHandler(ABC):
pair=pair,
fill_missing=fill_missing,
drop_incomplete=(drop_incomplete and
enddate == pairdf.iloc[-1]['date']),
candle_type=candle_type)
enddate == pairdf.iloc[-1]['date']))
self._check_empty_df(pairdf, pair, timeframe, warn_no_data, candle_type=candle_type)
return pairdf

12
freqtrade/exchange/exchange.py
View File

@ -7,7 +7,7 @@ import http
import inspect
import logging
from copy import deepcopy
from datetime import datetime, timedelta, timezone
from datetime import datetime, timezone
from math import ceil
from typing import Any, Dict, List, Optional, Tuple, Union
@ -1339,8 +1339,7 @@ class Exchange:
"""
ticks = self.get_historic_ohlcv(pair, timeframe, since_ms=since_ms)
return ohlcv_to_dataframe(ticks, timeframe, pair=pair, fill_missing=True,
drop_incomplete=self._ohlcv_partial_candle,
candle_type=candle_type)
drop_incomplete=self._ohlcv_partial_candle)
async def _async_get_historic_ohlcv(self, pair: str, timeframe: str,
since_ms: int, is_new_pair: bool,
@ -1441,8 +1440,7 @@ class Exchange:
# keeping parsed dataframe in cache
ohlcv_df = ohlcv_to_dataframe(
ticks, timeframe, pair=pair, fill_missing=True,
drop_incomplete=self._ohlcv_partial_candle,
candle_type=candle_type)
drop_incomplete=self._ohlcv_partial_candle)
results_df[(pair, timeframe)] = ohlcv_df
if cache:
self._klines[(pair, timeframe)] = ohlcv_df
@ -1469,7 +1467,9 @@ class Exchange:
) -> Tuple[str, str, List]:
"""
Asynchronously get candle history data using fetch_ohlcv
:param candle_type: "mark" if retrieving the mark price cnadles, "index" for index price candles
:param candle_type:
"mark" if retrieving the mark price cnadles
"index" for index price candles
returns tuple: (pair, timeframe, ohlcv_list)
"""
try: