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Extend timerange to accept unix timestamps.

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This gives greater granularity over backtest, parsing tickerfiles.

Example runs using date and unix time below.

/usr/local/Cellar/python3/3.6.2/Frameworks/Python.framework/Versions/3.6/bin/python3.6 /Users/creslin/PycharmProjects/freqtrade/scripts/report_correlation.py --timerange=20180528-20180529
2018-06-02 18:44:58,829 - freqtrade.configuration - INFO - Log level set to INFO
2018-06-02 18:44:58,830 - freqtrade.configuration - INFO - Using max_open_trades: 200 ...
2018-06-02 18:44:58,831 - freqtrade.configuration - INFO - Parameter --timerange detected: 20180528-20180529 ...
2018-06-02 18:44:58,831 - freqtrade.configuration - INFO - Parameter --datadir detected: freqtrade/tests/testdata ...
   BasePair      Pair  Correlation  BTC % Change  Pair % USD Ch  Pair % BTC Ch  Gain % on BTC        Start         Stop  BTC Volume
1  BTC_USDT   ETC_USD        0.965        -2.942         -4.070         -1.163      -1.128585  05-28 00:00  05-29 00:00      335.19
0  BTC_USDT   SNT_USD        0.943        -2.942         -5.857         -3.004      -2.915585  05-28 00:00  05-29 00:00      496.01
3  BTC_USDT  DASH_USD        0.902        -2.942         -9.034         -6.277      -6.092432  05-28 00:00  05-29 00:00      751.41
2  BTC_USDT   MTH_USD        0.954        -2.942         -9.290         -6.541      -6.348708  05-28 00:00  05-29 00:00       23.00
4  BTC_USDT   TRX_USD        0.951        -2.942        -13.647        -11.029     -10.704957  05-28 00:00  05-29 00:00    14544.57

Process finished with exit code 0

/usr/local/Cellar/python3/3.6.2/Frameworks/Python.framework/Versions/3.6/bin/python3.6 /Users/creslin/PycharmProjects/freqtrade/scripts/report_correlation.py --timerange=1527595200-1527618600
2018-06-02 18:47:40,382 - freqtrade.configuration - INFO - Log level set to INFO
2018-06-02 18:47:40,382 - freqtrade.configuration - INFO - Using max_open_trades: 200 ...
2018-06-02 18:47:40,383 - freqtrade.configuration - INFO - Parameter --timerange detected: 1527595200-1527618600 ...
2018-06-02 18:47:40,383 - freqtrade.configuration - INFO - Parameter --datadir detected: freqtrade/tests/testdata ...
   BasePair      Pair  Correlation  BTC % Change  Pair % USD Ch  Pair % BTC Ch  Gain % on BTC        Start         Stop  BTC Volume
0  BTC_USDT   SNT_USD        0.680           NaN            NaN            NaN            NaN  05-29 12:00  05-29 18:30    68866.30
1  BTC_USDT   ETC_USD        0.857           NaN            NaN            NaN            NaN  05-29 12:00  05-29 18:30   227514.17
2  BTC_USDT   MTH_USD        0.790           NaN            NaN            NaN            NaN  05-29 12:00  05-29 18:30    12103.96
3  BTC_USDT  DASH_USD        0.862           NaN            NaN            NaN            NaN  05-29 12:00  05-29 18:30    72982.78
4  BTC_USDT   TRX_USD        0.178           NaN            NaN            NaN            NaN  05-29 12:00  05-29 18:30  1258316.95

Process finished with exit code 0
This commit is contained in:
creslin 2018-06-02 19:45:08 +03:00 committed by creslinux
parent 81bb128cf7
commit 6ca375a397
1 changed files with 7 additions and 0 deletions
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7
freqtrade/arguments.py
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@ -222,6 +222,9 @@ class Arguments(object):
syntax = [(r'^-(\d{8})$', (None, 'date')), syntax = [(r'^-(\d{8})$', (None, 'date')),
(r'^(\d{8})-$', ('date', None)), (r'^(\d{8})-$', ('date', None)),
(r'^(\d{8})-(\d{8})$', ('date', 'date')), (r'^(\d{8})-(\d{8})$', ('date', 'date')),
(r'^-(\d{10})$', (None, 'timestamp')),
(r'^(\d{10})-$', ('timestamp', None)),
(r'^(\d{10})-(\d{10})$', ('timestamp', 'timestamp')),
(r'^(-\d+)$', (None, 'line')), (r'^(-\d+)$', (None, 'line')),
(r'^(\d+)-$', ('line', None)), (r'^(\d+)-$', ('line', None)),
(r'^(\d+)-(\d+)$', ('index', 'index'))] (r'^(\d+)-(\d+)$', ('index', 'index'))]
@ -237,6 +240,8 @@ class Arguments(object):
start = rvals[index] start = rvals[index]
if stype[0] == 'date': if stype[0] == 'date':
start = arrow.get(start, 'YYYYMMDD').timestamp start = arrow.get(start, 'YYYYMMDD').timestamp
elif stype[0] == 'timestamp':
start = arrow.get(start).timestamp
else: else:
start = int(start) start = int(start)
index += 1 index += 1
@ -244,6 +249,8 @@ class Arguments(object):
stop = rvals[index] stop = rvals[index]
if stype[1] == 'date': if stype[1] == 'date':
stop = arrow.get(stop, 'YYYYMMDD').timestamp stop = arrow.get(stop, 'YYYYMMDD').timestamp
elif stype[1] == 'timestamp':
stop = arrow.get(stop).timestamp
else: else:
stop = int(stop) stop = int(stop)
return stype, start, stop return stype, start, stop