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Use Dataprovider

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This commit is contained in:
Matthias 2018-12-02 15:57:49 +01:00
parent b119a767de
commit 7206287b00
2 changed files with 10 additions and 6 deletions
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7
freqtrade/dataprovider.py
View File

@ -5,6 +5,7 @@ including Klines, tickers, historic data
Common Interface for bot and strategy to access data. Common Interface for bot and strategy to access data.
""" """
import logging import logging
from typing import List, Dict
from pandas import DataFrame from pandas import DataFrame
@ -19,13 +20,13 @@ class DataProvider(object):
self._config = config self._config = config
self._exchange = exchange self._exchange = exchange
def refresh() -> None: def refresh(self, pairlist: List[str]) -> None:
""" """
Refresh data, called with each cycle Refresh data, called with each cycle
""" """
pass self._exchange.refresh_tickers(pairlist, self._config['ticker_interval'])
def ohlcv(self, pair: str) -> DataFrame: def ohlcv(self, pair: str) -> List[str]:
""" """
get ohlcv data for the given pair as DataFrame get ohlcv data for the given pair as DataFrame
""" """

9
freqtrade/freqtradebot.py
View File

@ -16,6 +16,7 @@ from freqtrade import (DependencyException, OperationalException,
TemporaryError, __version__, constants, persistence) TemporaryError, __version__, constants, persistence)
from freqtrade.data.converter import order_book_to_dataframe from freqtrade.data.converter import order_book_to_dataframe
from freqtrade.edge import Edge from freqtrade.edge import Edge
from freqtrade.dataprovider import DataProvider
from freqtrade.exchange import Exchange from freqtrade.exchange import Exchange
from freqtrade.persistence import Trade from freqtrade.persistence import Trade
from freqtrade.rpc import RPCManager, RPCMessageType from freqtrade.rpc import RPCManager, RPCMessageType
@ -57,6 +58,8 @@ class FreqtradeBot(object):
self.persistence = None self.persistence = None
self.exchange = Exchange(self.config) self.exchange = Exchange(self.config)
self.wallets = Wallets(self.exchange) self.wallets = Wallets(self.exchange)
self.dataprovider = DataProvider(self.config, self.exchange)
pairlistname = self.config.get('pairlist', {}).get('method', 'StaticPairList') pairlistname = self.config.get('pairlist', {}).get('method', 'StaticPairList')
self.pairlists = PairListResolver(pairlistname, self, self.config).pairlist self.pairlists = PairListResolver(pairlistname, self, self.config).pairlist
@ -167,7 +170,7 @@ class FreqtradeBot(object):
if trade.pair not in self.active_pair_whitelist]) if trade.pair not in self.active_pair_whitelist])
# Refreshing candles # Refreshing candles
self.exchange.refresh_tickers(self.active_pair_whitelist, self.strategy.ticker_interval) self.dataprovider.refresh(self.active_pair_whitelist)
# First process current opened trades # First process current opened trades
for trade in trades: for trade in trades:
@ -317,7 +320,7 @@ class FreqtradeBot(object):
# running get_signal on historical data fetched # running get_signal on historical data fetched
for _pair in whitelist: for _pair in whitelist:
(buy, sell) = self.strategy.get_signal(_pair, interval, self.exchange.klines(_pair)) (buy, sell) = self.strategy.get_signal(_pair, interval, self.dataprovider.ohlcv(_pair))
if buy and not sell: if buy and not sell:
stake_amount = self._get_trade_stake_amount(_pair) stake_amount = self._get_trade_stake_amount(_pair)
if not stake_amount: if not stake_amount:
@ -579,7 +582,7 @@ class FreqtradeBot(object):
experimental = self.config.get('experimental', {}) experimental = self.config.get('experimental', {})
if experimental.get('use_sell_signal') or experimental.get('ignore_roi_if_buy_signal'): if experimental.get('use_sell_signal') or experimental.get('ignore_roi_if_buy_signal'):
(buy, sell) = self.strategy.get_signal(trade.pair, self.strategy.ticker_interval, (buy, sell) = self.strategy.get_signal(trade.pair, self.strategy.ticker_interval,
self.exchange.klines(trade.pair)) self.dataprovider.ohlcv(trade.pair))
config_ask_strategy = self.config.get('ask_strategy', {}) config_ask_strategy = self.config.get('ask_strategy', {})
if config_ask_strategy.get('use_order_book', False): if config_ask_strategy.get('use_order_book', False):