Implement abstract interface
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@ -24,7 +24,102 @@ class IDataHandler(ABC):
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def __init__(self, datadir: Path) -> None:
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self._datadir = datadir
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# TODO: create abstract interface
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@abstractclassmethod
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def ohlcv_get_pairs(cls, datadir: Path, timeframe: str) -> List[str]:
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"""
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Returns a list of all pairs with ohlcv data available in this datadir
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for the specified timeframe
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:param datadir: Directory to search for ohlcv files
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:param timeframe: Timeframe to search pairs for
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:return: List of Pairs
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"""
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@abstractmethod
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def ohlcv_store(self, pair: str, timeframe: str, data: DataFrame) -> None:
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"""
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Store data in json format "values".
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format looks as follows:
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[[<date>,<open>,<high>,<low>,<close>]]
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:param pair: Pair - used to generate filename
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:timeframe: Timeframe - used to generate filename
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:data: Dataframe containing OHLCV data
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:return: None
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"""
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@abstractmethod
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def _ohlcv_load(self, pair: str, timeframe: str,
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timerange: Optional[TimeRange] = None,
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) -> DataFrame:
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"""
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Internal method used to load data for one pair from disk.
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Implements the loading and conversation to a Pandas dataframe.
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Timerange trimming and dataframe validation happens outside of this method.
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:param pair: Pair to load data
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:param timeframe: Ticker timeframe (e.g. "5m")
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:param timerange: Limit data to be loaded to this timerange.
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Optionally implemented by subclasses to avoid loading
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all data where possible.
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:return: DataFrame with ohlcv data, or empty DataFrame
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"""
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@abstractmethod
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def ohlcv_purge(self, pair: str, timeframe: str) -> bool:
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"""
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Remove data for this pair
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:param pair: Delete data for this pair.
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:param timeframe: Ticker timeframe (e.g. "5m")
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:return: True when deleted, false if file did not exist.
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"""
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@abstractmethod
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def ohlcv_append(self, pair: str, timeframe: str, data: DataFrame) -> None:
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"""
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Append data to existing data structures
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:param pair: Pair
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:param timeframe: Timeframe this ohlcv data is for
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:param data: Data to append.
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"""
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@abstractclassmethod
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def trades_get_pairs(cls, datadir: Path) -> List[str]:
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"""
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Returns a list of all pairs for which trade data is available in this
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:param datadir: Directory to search for ohlcv files
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:return: List of Pairs
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"""
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@abstractmethod
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def trades_store(self, pair: str, data: List[Dict]) -> None:
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"""
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Store trades data (list of Dicts) to file
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:param pair: Pair - used for filename
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:param data: List of Dicts containing trade data
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"""
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@abstractmethod
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def trades_append(self, pair: str, data: List[Dict]):
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"""
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Append data to existing files
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:param pair: Pair - used for filename
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:param data: List of Dicts containing trade data
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"""
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@abstractmethod
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def trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> List[Dict]:
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"""
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Load a pair from file, either .json.gz or .json
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:param pair: Load trades for this pair
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:param timerange: Timerange to load trades for - currently not implemented
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:return: List of trades
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"""
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@abstractmethod
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def trades_purge(self, pair: str) -> bool:
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"""
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Remove data for this pair
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:param pair: Delete data for this pair.
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:return: True when deleted, false if file did not exist.
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"""
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def ohlcv_load(self, pair, timeframe: str,
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timerange: Optional[TimeRange] = None,
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@ -96,7 +96,6 @@ class JsonDataHandler(IDataHandler):
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:param pair: Pair
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:param timeframe: Timeframe this ohlcv data is for
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:param data: Data to append.
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"""
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raise NotImplementedError()
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