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Change DataProvider interface to accept pair per method

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This commit is contained in:
Matthias 2019-12-25 11:08:49 +01:00
parent e529a4c261
commit 48728e2d66
1 changed files with 22 additions and 12 deletions
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34
freqtrade/data/datahandlers/jsondatahandler.py
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@ -6,6 +6,7 @@ from pandas import DataFrame
from freqtrade import misc from freqtrade import misc
from freqtrade.configuration import TimeRange from freqtrade.configuration import TimeRange
from freqtrade.data.converter import parse_ticker_dataframe
from .idatahandler import IDataHandler from .idatahandler import IDataHandler
@ -25,31 +26,40 @@ class JsonDataHandler(IDataHandler):
# Check if regex found something and only return these results # Check if regex found something and only return these results
return [match[0].replace('_', '/') for match in _tmp if match] return [match[0].replace('_', '/') for match in _tmp if match]
def ohlcv_store(self, timeframe: str, data: DataFrame) -> None: def ohlcv_store(self, pair: str, timeframe: str, data: DataFrame) -> None:
""" """
Store data Store data
""" """
filename = JsonDataHandler._pair_data_filename(self._datadir, self._pair, timeframe) filename = JsonDataHandler._pair_data_filename(self._datadir, pair, timeframe)
misc.file_dump_json(filename, data, is_zip=self._use_zip) misc.file_dump_json(filename, data, is_zip=self._use_zip)
def ohlcv_append(self, timeframe: str, data: DataFrame) -> None: def ohlcv_append(self, pair: str, timeframe: str, data: DataFrame) -> None:
""" """
Append data to existing files Append data to existing files
""" """
raise NotImplementedError() raise NotImplementedError()
def ohlcv_load(self, timeframe: str, timerange: Optional[TimeRange] = None) -> DataFrame: def _ohlcv_load(self, pair: str, timeframe: str,
timerange: Optional[TimeRange] = None,
fill_up_missing: bool = True,
drop_incomplete: bool = True,
) -> DataFrame:
""" """
Load data for one pair Load data for one pair from disk.
Implements the loading and conversation to a Pandas dataframe.
:return: Dataframe :return: Dataframe
""" """
filename = JsonDataHandler._pair_data_filename(self._datadir, self._pair, timeframe) filename = JsonDataHandler._pair_data_filename(self._datadir, pair, timeframe)
pairdata = misc.file_load_json(filename) pairdata = misc.file_load_json(filename)
if not pairdata: if not pairdata:
return [] return DataFrame()
if timerange: if timerange:
pairdata = IDataHandler.trim_tickerlist(pairdata, timerange) pairdata = IDataHandler.trim_tickerlist(pairdata, timerange)
return parse_ticker_dataframe(pairdata, timeframe,
pair=self._pair,
fill_missing=fill_up_missing,
drop_incomplete=drop_incomplete)
return pairdata return pairdata
@classmethod @classmethod
@ -62,26 +72,26 @@ class JsonDataHandler(IDataHandler):
# Check if regex found something and only return these results to avoid exceptions. # Check if regex found something and only return these results to avoid exceptions.
return [match[0].replace('_', '/') for match in _tmp if match] return [match[0].replace('_', '/') for match in _tmp if match]
def trades_store(self, data: List[Dict]): def trades_store(self, pair: str, data: List[Dict]):
""" """
Store data Store data
""" """
filename = self._pair_trades_filename(self._datadir, self._pair) filename = self._pair_trades_filename(self._datadir, pair)
misc.file_dump_json(filename, data, is_zip=self._use_zip) misc.file_dump_json(filename, data, is_zip=self._use_zip)
def trades_append(self, data: DataFrame): def trades_append(self, pair: str, data: DataFrame):
""" """
Append data to existing files Append data to existing files
""" """
raise NotImplementedError() raise NotImplementedError()
def trades_load(self, timerange: Optional[TimeRange] = None) -> List[Dict]: def trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> List[Dict]:
""" """
Load a pair from file, either .json.gz or .json Load a pair from file, either .json.gz or .json
# TODO: validate timerange ... # TODO: validate timerange ...
:return: List of trades :return: List of trades
""" """
filename = self._pair_trades_filename(self._datadir, self._pair) filename = self._pair_trades_filename(self._datadir, pair)
tradesdata = misc.file_load_json(filename) tradesdata = misc.file_load_json(filename)
if not tradesdata: if not tradesdata:
return [] return []