Merge pull request #1090 from freqtrade/ujson-loader

backtesting: try to load data with ujson if it exists

freqtrade/optimize/__init__.py

@@ -1,7 +1,12 @@
 # pragma pylint: disable=missing-docstring
 
 import gzip
-import json
+try:
+    import ujson as json
+except ImportError:
+    # see mypy/issues/1153
+    import json  # type: ignore
+import inspect
 import logging
 import os
 from typing import Optional, List, Dict, Tuple, Any
@@ -14,6 +19,14 @@ from freqtrade.arguments import TimeRange
 logger = logging.getLogger(__name__)
 
 
+def json_load(data):
+    """Try to load data with ujson"""
+    if inspect.getfullargspec(json.load)[5].get('precise_float'):
+        return json.load(data, precise_float=True)
+    else:
+        return json.load(data)
+
+
 def trim_tickerlist(tickerlist: List[Dict], timerange: TimeRange) -> List[Dict]:
     if not tickerlist:
         return tickerlist
@@ -63,11 +76,11 @@ def load_tickerdata_file(
     if os.path.isfile(gzipfile):
         logger.debug('Loading ticker data from file %s', gzipfile)
         with gzip.open(gzipfile) as tickerdata:
-            pairdata = json.load(tickerdata)
+            pairdata = json_load(tickerdata)
     elif os.path.isfile(file):
         logger.debug('Loading ticker data from file %s', file)
         with open(file) as tickerdata:
-            pairdata = json.load(tickerdata)
+            pairdata = json_load(tickerdata)
     else:
         return None
 
@@ -163,7 +176,7 @@ def load_cached_data_for_updating(filename: str,
     # read the cached file
     if os.path.isfile(filename):
         with open(filename, "rt") as file:
-            data = json.load(file)
+            data = json_load(file)
             # remove the last item, because we are not sure if it is correct
             # it could be fetched when the candle was incompleted
             if data: