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Restore prior data transfer format

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This commit is contained in:
Matthias 2022-11-18 13:59:29 +01:00
parent 49ecc83061
commit 4c7bb79c86
2 changed files with 14 additions and 8 deletions
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20
freqtrade/misc.py
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@ -10,7 +10,8 @@ from typing import Any, Dict, Iterator, List, Mapping, Union
from typing.io import IO from typing.io import IO
from urllib.parse import urlparse from urllib.parse import urlparse
import pandas import orjson
import pandas as pd
import rapidjson import rapidjson
from freqtrade.constants import DECIMAL_PER_COIN_FALLBACK, DECIMALS_PER_COIN from freqtrade.constants import DECIMAL_PER_COIN_FALLBACK, DECIMALS_PER_COIN
@ -256,7 +257,7 @@ def parse_db_uri_for_logging(uri: str):
return parsed_db_uri.geturl().replace(f':{pwd}@', ':*****@') return parsed_db_uri.geturl().replace(f':{pwd}@', ':*****@')
def dataframe_to_json(dataframe: pandas.DataFrame) -> str: def dataframe_to_json(dataframe: pd.DataFrame) -> str:
""" """
Serialize a DataFrame for transmission over the wire using JSON Serialize a DataFrame for transmission over the wire using JSON
:param dataframe: A pandas DataFrame :param dataframe: A pandas DataFrame
@ -265,23 +266,28 @@ def dataframe_to_json(dataframe: pandas.DataFrame) -> str:
# https://github.com/pandas-dev/pandas/issues/24889 # https://github.com/pandas-dev/pandas/issues/24889
# https://github.com/pandas-dev/pandas/issues/40443 # https://github.com/pandas-dev/pandas/issues/40443
# We need to convert to a dict to avoid mem leak # We need to convert to a dict to avoid mem leak
return dataframe.to_dict(orient='tight') def default(z):
if isinstance(z, pd.Timestamp):
return z.timestamp() * 1e3
raise TypeError
return str(orjson.dumps(dataframe.to_dict(orient='split'), default=default), 'utf-8')
def json_to_dataframe(data: str) -> pandas.DataFrame: def json_to_dataframe(data: str) -> pd.DataFrame:
""" """
Deserialize JSON into a DataFrame Deserialize JSON into a DataFrame
:param data: A JSON string :param data: A JSON string
:returns: A pandas DataFrame from the JSON string :returns: A pandas DataFrame from the JSON string
""" """
dataframe = pandas.DataFrame.from_dict(data, orient='tight') dataframe = pd.read_json(data, orient='split')
if 'date' in dataframe.columns: if 'date' in dataframe.columns:
dataframe['date'] = pandas.to_datetime(dataframe['date'], unit='ms', utc=True) dataframe['date'] = pd.to_datetime(dataframe['date'], unit='ms', utc=True)
return dataframe return dataframe
def remove_entry_exit_signals(dataframe: pandas.DataFrame): def remove_entry_exit_signals(dataframe: pd.DataFrame):
""" """
Remove Entry and Exit signals from a DataFrame Remove Entry and Exit signals from a DataFrame

2
scripts/ws_client.py
View File

@ -101,7 +101,7 @@ def json_deserialize(message):
:param message: The message to deserialize :param message: The message to deserialize
""" """
def json_to_dataframe(data: str) -> pandas.DataFrame: def json_to_dataframe(data: str) -> pandas.DataFrame:
dataframe = pandas.DataFrame.from_dict(data, orient='tight') dataframe = pandas.read_json(data, orient='split')
if 'date' in dataframe.columns: if 'date' in dataframe.columns:
dataframe['date'] = pandas.to_datetime(dataframe['date'], unit='ms', utc=True) dataframe['date'] = pandas.to_datetime(dataframe['date'], unit='ms', utc=True)