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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 json
import os
from datetime import datetime
from typing import Optional, List, Dict
from pandas import DataFrame
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)
file = '{abspath}/{pair}-{ticker_interval}.json'.format(
abspath=path,
pair=pair,
pair=pair.replace('/', '_'),
ticker_interval=ticker_interval,
)
gzipfile = file + '.gz'
@ -135,7 +136,7 @@ def download_backtesting_testdata(datadir: str, pair: str, interval: int = 5) ->
interval=interval,
))
filepair = pair.replace("-", "_")
filepair = pair.replace("/", "_")
filename = os.path.join(path, '{pair}-{interval}.json'.format(
pair=filepair,
interval=interval,
@ -155,9 +156,11 @@ def download_backtesting_testdata(datadir: str, pair: str, interval: int = 5) ->
for row in new_data:
if row not in data:
data.append(row)
logger.debug("New Start: {}".format(data[1]['T']))
logger.debug("New End: {}".format(data[-1:][0]['T']))
data = sorted(data, key=lambda data: data['T'])
logger.debug("New Start: {}".format(
datetime.fromtimestamp(data[0][0]/1000.0).strftime('%Y-%m-%dT%H:%M:%S')))
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)