From 57313dd9611e159f90c5f74b9fcc771a77aa1c35 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 10 Nov 2022 18:11:39 +0100 Subject: [PATCH] Update some usages of timerange to new, simplified method --- freqtrade/configuration/timerange.py | 2 ++ freqtrade/data/converter.py | 7 ++----- freqtrade/data/history/history_utils.py | 6 +++--- freqtrade/data/history/idatahandler.py | 6 ++---- freqtrade/freqai/data_kitchen.py | 18 ++++++++---------- freqtrade/freqai/utils.py | 4 +--- 6 files changed, 18 insertions(+), 25 deletions(-) diff --git a/freqtrade/configuration/timerange.py b/freqtrade/configuration/timerange.py index e152a625c..8fcf95b45 100644 --- a/freqtrade/configuration/timerange.py +++ b/freqtrade/configuration/timerange.py @@ -33,11 +33,13 @@ class TimeRange: def startdt(self) -> Optional[datetime]: if self.startts: return datetime.fromtimestamp(self.startts, tz=timezone.utc) + return None @property def stopdt(self) -> Optional[datetime]: if self.stopts: return datetime.fromtimestamp(self.stopts, tz=timezone.utc) + return None def __eq__(self, other): """Override the default Equals behavior""" diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py index 98ed15489..718011eb6 100644 --- a/freqtrade/data/converter.py +++ b/freqtrade/data/converter.py @@ -3,7 +3,6 @@ Functions to convert data from one format to another """ import itertools import logging -from datetime import datetime, timezone from operator import itemgetter from typing import Dict, List @@ -137,11 +136,9 @@ def trim_dataframe(df: DataFrame, timerange, df_date_col: str = 'date', df = df.iloc[startup_candles:, :] else: if timerange.starttype == 'date': - start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc) - df = df.loc[df[df_date_col] >= start, :] + df = df.loc[df[df_date_col] >= timerange.startdt, :] if timerange.stoptype == 'date': - stop = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc) - df = df.loc[df[df_date_col] <= stop, :] + df = df.loc[df[df_date_col] <= timerange.stopdt, :] return df diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py index 93534e919..9a206baa4 100644 --- a/freqtrade/data/history/history_utils.py +++ b/freqtrade/data/history/history_utils.py @@ -1,6 +1,6 @@ import logging import operator -from datetime import datetime, timezone +from datetime import datetime from pathlib import Path from typing import Dict, List, Optional, Tuple @@ -160,9 +160,9 @@ def _load_cached_data_for_updating( end = None if timerange: if timerange.starttype == 'date': - start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc) + start = timerange.startdt if timerange.stoptype == 'date': - end = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc) + end = timerange.stopdt # Intentionally don't pass timerange in - since we need to load the full dataset. data = data_handler.ohlcv_load(pair, timeframe=timeframe, diff --git a/freqtrade/data/history/idatahandler.py b/freqtrade/data/history/idatahandler.py index b82d2055b..57441b4be 100644 --- a/freqtrade/data/history/idatahandler.py +++ b/freqtrade/data/history/idatahandler.py @@ -366,13 +366,11 @@ class IDataHandler(ABC): """ if timerange.starttype == 'date': - start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc) - if pairdata.iloc[0]['date'] > start: + if pairdata.iloc[0]['date'] > timerange.startdt: logger.warning(f"{pair}, {candle_type}, {timeframe}, " f"data starts at {pairdata.iloc[0]['date']:%Y-%m-%d %H:%M:%S}") if timerange.stoptype == 'date': - stop = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc) - if pairdata.iloc[-1]['date'] < stop: + if pairdata.iloc[-1]['date'] < timerange.stopdt: logger.warning(f"{pair}, {candle_type}, {timeframe}, " f"data ends at {pairdata.iloc[-1]['date']:%Y-%m-%d %H:%M:%S}") diff --git a/freqtrade/freqai/data_kitchen.py b/freqtrade/freqai/data_kitchen.py index 12a3cd519..5e1238884 100644 --- a/freqtrade/freqai/data_kitchen.py +++ b/freqtrade/freqai/data_kitchen.py @@ -432,8 +432,8 @@ class FreqaiDataKitchen: timerange_train.stopts = timerange_train.startts + train_period_days first = False - start = datetime.fromtimestamp(timerange_train.startts, tz=timezone.utc) - stop = datetime.fromtimestamp(timerange_train.stopts, tz=timezone.utc) + start = timerange_train.startdt + stop = timerange_train.stopdt tr_training_list.append(start.strftime("%Y%m%d") + "-" + stop.strftime("%Y%m%d")) tr_training_list_timerange.append(copy.deepcopy(timerange_train)) @@ -446,8 +446,8 @@ class FreqaiDataKitchen: if timerange_backtest.stopts > config_timerange.stopts: timerange_backtest.stopts = config_timerange.stopts - start = datetime.fromtimestamp(timerange_backtest.startts, tz=timezone.utc) - stop = datetime.fromtimestamp(timerange_backtest.stopts, tz=timezone.utc) + start = timerange_backtest.startdt + stop = timerange_backtest.stopdt tr_backtesting_list.append(start.strftime("%Y%m%d") + "-" + stop.strftime("%Y%m%d")) tr_backtesting_list_timerange.append(copy.deepcopy(timerange_backtest)) @@ -490,11 +490,9 @@ class FreqaiDataKitchen: it is sliced down to just the present training period. """ - start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc) - stop = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc) - df = df.loc[df["date"] >= start, :] + df = df.loc[df["date"] >= timerange.startdt, :] if not self.live: - df = df.loc[df["date"] < stop, :] + df = df.loc[df["date"] < timerange.stopdt, :] return df @@ -1057,8 +1055,8 @@ class FreqaiDataKitchen: backtest_timerange.startts = ( backtest_timerange.startts - backtest_period_days * SECONDS_IN_DAY ) - start = datetime.fromtimestamp(backtest_timerange.startts, tz=timezone.utc) - stop = datetime.fromtimestamp(backtest_timerange.stopts, tz=timezone.utc) + start = backtest_timerange.startdt + stop = backtest_timerange.stopdt full_timerange = start.strftime("%Y%m%d") + "-" + stop.strftime("%Y%m%d") config_path = Path(self.config["config_files"][0]) diff --git a/freqtrade/freqai/utils.py b/freqtrade/freqai/utils.py index e854bcf0b..aa5185075 100644 --- a/freqtrade/freqai/utils.py +++ b/freqtrade/freqai/utils.py @@ -230,7 +230,5 @@ def get_timerange_backtest_live_models(config: Config) -> str: dk = FreqaiDataKitchen(config) models_path = dk.get_full_models_path(config) timerange, _ = dk.get_timerange_and_assets_end_dates_from_ready_models(models_path) - start_date = datetime.fromtimestamp(timerange.startts, tz=timezone.utc) - end_date = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc) - tr = f"{start_date.strftime('%Y%m%d')}-{end_date.strftime('%Y%m%d')}" + tr = f"{timerange.startdt.strftime('%Y%m%d')}-{timerange.stopdt.strftime('%Y%m%d')}" return tr