pass around dataframe instead of list

This commit is contained in:
Matthias
2018-12-11 19:47:48 +01:00
parent a377088421
commit 627ab9f583
4 changed files with 22 additions and 15 deletions

View File

@@ -6,7 +6,7 @@ import logging
from abc import ABC, abstractmethod
from datetime import datetime
from enum import Enum
from typing import Dict, List, NamedTuple, Optional, Tuple
from typing import Dict, List, NamedTuple, Tuple
import warnings
import arrow
@@ -122,15 +122,13 @@ class IStrategy(ABC):
"""
return self.__class__.__name__
def analyze_ticker(self, ticker_history: List[Dict], metadata: dict) -> DataFrame:
def analyze_ticker(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Parses the given ticker history and returns a populated DataFrame
add several TA indicators and buy signal to it
:return DataFrame with ticker data and indicator data
"""
dataframe = parse_ticker_dataframe(ticker_history)
pair = str(metadata.get('pair'))
# Test if seen this pair and last candle before.
@@ -155,19 +153,20 @@ class IStrategy(ABC):
return dataframe
def get_signal(self, pair: str, interval: str,
ticker_hist: Optional[List[Dict]]) -> Tuple[bool, bool]:
dataframe: DataFrame) -> Tuple[bool, bool]:
"""
Calculates current signal based several technical analysis indicators
:param pair: pair in format ANT/BTC
:param interval: Interval to use (in min)
:param dataframe: Dataframe to analyze
:return: (Buy, Sell) A bool-tuple indicating buy/sell signal
"""
if not ticker_hist:
if isinstance(dataframe, DataFrame) and dataframe.empty:
logger.warning('Empty ticker history for pair %s', pair)
return False, False
try:
dataframe = self.analyze_ticker(ticker_hist, {'pair': pair})
dataframe = self.analyze_ticker(dataframe, {'pair': pair})
except ValueError as error:
logger.warning(
'Unable to analyze ticker for pair %s: %s',