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hroff-1902 2019-08-20 01:32:02 +03:00
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docs/strategy-customization.md
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@ -274,27 +274,24 @@ Please always check the mode of operation to select the correct method to get da
#### Possible options for DataProvider #### Possible options for DataProvider
- `available_pairs` - Property with tuples listing cached pairs with their intervals. (pair, interval) - `available_pairs` - Property with tuples listing cached pairs with their intervals (pair, interval).
- `ohlcv(pair, ticker_interval)` - Currently cached ticker data for all pairs in the whitelist, returns DataFrame or empty DataFrame - `ohlcv(pair, ticker_interval)` - Currently cached ticker data for the pair, returns DataFrame or empty DataFrame.
- `historic_ohlcv(pair, ticker_interval)` - Data stored on disk - `historic_ohlcv(pair, ticker_interval)` - Returns historical data stored on disk.
- `get_pair_dataframe(pair, ticker_interval)` - This is a universal method, which returns either historical data (for backtesting) or cached live data (for the Dry-Run and Live-Run modes).
- `runmode` - Property containing the current runmode. - `runmode` - Property containing the current runmode.
#### ohlcv / historic_ohlcv #### Example: fetch live ohlcv / historic data for the first informative pair
``` python ``` python
if self.dp: if self.dp:
if self.dp.runmode in ('live', 'dry_run'): inf_pair, inf_timeframe = self.informative_pairs()[0]
if (f'{self.stake_currency}/BTC', self.ticker_interval) in self.dp.available_pairs: informative = self.dp.get_pair_dataframe(pair=inf_pair,
data_eth = self.dp.ohlcv(pair='{self.stake_currency}/BTC', ticker_interval=inf_timeframe)
ticker_interval=self.ticker_interval)
else:
# Get historic ohlcv data (cached on disk).
history_eth = self.dp.historic_ohlcv(pair='{self.stake_currency}/BTC',
ticker_interval='1h')
``` ```
!!! Warning Warning about backtesting !!! Warning Warning about backtesting
Be carefull when using dataprovider in backtesting. `historic_ohlcv()` provides the full time-range in one go, Be carefull when using dataprovider in backtesting. `historic_ohlcv()` (and `get_pair_dataframe()`
for the backtesting runmode) provides the full time-range in one go,
so please be aware of it and make sure to not "look into the future" to avoid surprises when running in dry/live mode). so please be aware of it and make sure to not "look into the future" to avoid surprises when running in dry/live mode).
!!! Warning Warning in hyperopt !!! Warning Warning in hyperopt