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fix backtest download

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This commit is contained in:
Matthias Voppichler 2018-03-11 20:24:24 +01:00
parent aa4f139a36
commit 5c945bd10c
1 changed files with 8 additions and 5 deletions
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13
freqtrade/optimize/__init__.py
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@ -3,6 +3,7 @@
import logging import logging
import json import json
import os import os
from datetime import datetime
from typing import Optional, List, Dict from typing import Optional, List, Dict
from pandas import DataFrame from pandas import DataFrame
from freqtrade.exchange import get_ticker_history from freqtrade.exchange import get_ticker_history
@ -35,7 +36,7 @@ def load_tickerdata_file(datadir, pair, ticker_interval, timerange=None):
path = make_testdata_path(datadir) path = make_testdata_path(datadir)
file = '{abspath}/{pair}-{ticker_interval}.json'.format( file = '{abspath}/{pair}-{ticker_interval}.json'.format(
abspath=path, abspath=path,
pair=pair, pair=pair.replace('/', '_'),
ticker_interval=ticker_interval, ticker_interval=ticker_interval,
) )
gzipfile = file + '.gz' gzipfile = file + '.gz'
@ -135,7 +136,7 @@ def download_backtesting_testdata(datadir: str, pair: str, interval: int = 5) ->
interval=interval, interval=interval,
)) ))
filepair = pair.replace("-", "_") filepair = pair.replace("/", "_")
filename = os.path.join(path, '{pair}-{interval}.json'.format( filename = os.path.join(path, '{pair}-{interval}.json'.format(
pair=filepair, pair=filepair,
interval=interval, interval=interval,
@ -155,9 +156,11 @@ def download_backtesting_testdata(datadir: str, pair: str, interval: int = 5) ->
for row in new_data: for row in new_data:
if row not in data: if row not in data:
data.append(row) data.append(row)
logger.debug("New Start: {}".format(data[1]['T'])) logger.debug("New Start: {}".format(
logger.debug("New End: {}".format(data[-1:][0]['T'])) datetime.fromtimestamp(data[0][0]/1000.0).strftime('%Y-%m-%dT%H:%M:%S')))
data = sorted(data, key=lambda data: data['T']) logger.debug("New End: {}".format(
datetime.fromtimestamp(data[-1:][0][0]/1000.0).strftime('%Y-%m-%dT%H:%M:%S')))
data = sorted(data, key=lambda data: data[0])
misc.file_dump_json(filename, data) misc.file_dump_json(filename, data)