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Allow initializing handler-class just once

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This commit is contained in:
Matthias 2019-12-25 15:55:28 +01:00
parent 416517b0c9
commit 5fca17d7e1
1 changed files with 26 additions and 14 deletions
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40
freqtrade/data/history.py
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@ -8,7 +8,7 @@ Includes:
import logging
import operator
from datetime import datetime, timezone
from datetime import datetime
from pathlib import Path
from typing import Any, Dict, List, Optional, Tuple
@ -18,6 +18,7 @@ from pandas import DataFrame
from freqtrade import OperationalException, misc
from freqtrade.configuration import TimeRange
from freqtrade.data.converter import trades_to_ohlcv
from freqtrade.data.datahandlers.idatahandler import IDataHandler
from freqtrade.exchange import Exchange, timeframe_to_minutes
from .datahandlers import get_datahandlerclass
@ -105,7 +106,8 @@ def load_pair_history(pair: str,
fill_up_missing: bool = True,
drop_incomplete: bool = True,
startup_candles: int = 0,
data_format: str = 'json'
data_format: str = 'json',
data_handler: IDataHandler,
) -> DataFrame:
"""
Load cached ticker history for the given pair.
@ -117,18 +119,21 @@ def load_pair_history(pair: str,
:param fill_up_missing: Fill missing values with "No action"-candles
:param drop_incomplete: Drop last candle assuming it may be incomplete.
:param startup_candles: Additional candles to load at the start of the period
:param data_format: Format of the data
:param data_format: Format of the data. Ignored if data_handler is set.
:param data_handler: Initialized data-handler to use.
Will be initialized from data_format if not set
:return: DataFrame with ohlcv data, or empty DataFrame
"""
HandlerClass = get_datahandlerclass(data_format)
loader = HandlerClass(datadir)
return loader.ohlcv_load(pair=pair,
timeframe=timeframe,
timerange=timerange,
fill_missing=fill_up_missing,
drop_incomplete=drop_incomplete,
startup_candles=startup_candles,
)
if not data_handler:
HandlerClass = get_datahandlerclass(data_format)
data_handler = HandlerClass(datadir)
return data_handler.ohlcv_load(pair=pair,
timeframe=timeframe,
timerange=timerange,
fill_missing=fill_up_missing,
drop_incomplete=drop_incomplete,
startup_candles=startup_candles,
)
def load_data(datadir: Path,
@ -137,7 +142,8 @@ def load_data(datadir: Path,
timerange: Optional[TimeRange] = None,
fill_up_missing: bool = True,
startup_candles: int = 0,
fail_without_data: bool = False
fail_without_data: bool = False,
data_format: str = 'json',
) -> Dict[str, DataFrame]:
"""
Load ticker history data for a list of pairs.
@ -149,17 +155,23 @@ def load_data(datadir: Path,
:param fill_up_missing: Fill missing values with "No action"-candles
:param startup_candles: Additional candles to load at the start of the period
:param fail_without_data: Raise OperationalException if no data is found.
:param data_handler: Initialized data-handler to use.
:return: dict(<pair>:<Dataframe>)
"""
result: Dict[str, DataFrame] = {}
if startup_candles > 0 and timerange:
logger.info(f'Using indicator startup period: {startup_candles} ...')
HandlerClass = get_datahandlerclass(data_format)
data_handler = HandlerClass(datadir)
for pair in pairs:
hist = load_pair_history(pair=pair, timeframe=timeframe,
datadir=datadir, timerange=timerange,
fill_up_missing=fill_up_missing,
startup_candles=startup_candles)
startup_candles=startup_candles,
data_handler=data_handler
)
if not hist.empty:
result[pair] = hist