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refactor timerange to named tuple

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This commit is contained in:
xmatthias 2018-06-05 23:34:26 +02:00
parent 7d3eefa97a
commit 7a34578b4d
4 changed files with 42 additions and 34 deletions
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21
freqtrade/arguments.py
View File

@ -7,11 +7,19 @@ import argparse
import logging
import re
import arrow
from typing import List, Tuple, Optional
from typing import List, Optional, NamedTuple
from freqtrade import __version__, constants
class TimeRange(NamedTuple):
starttype: Optional[str] = None
stoptype: Optional[str] = None
startts: int = 0
stopts: int = 0
class Arguments(object):
"""
Arguments Class. Manage the arguments received by the cli
@ -222,15 +230,14 @@ class Arguments(object):
self.hyperopt_options(hyperopt_cmd)
@staticmethod
def parse_timerange(text: Optional[str]) -> \
Optional[Tuple[Tuple, Optional[int], Optional[int]]]:
def parse_timerange(text: Optional[str]) -> TimeRange:
"""
Parse the value of the argument --timerange to determine what is the range desired
:param text: value from --timerange
:return: Start and End range period
"""
if text is None:
return None
return TimeRange()
syntax = [(r'^-(\d{8})$', (None, 'date')),
(r'^(\d{8})-$', ('date', None)),
(r'^(\d{8})-(\d{8})$', ('date', 'date')),
@ -246,8 +253,8 @@ class Arguments(object):
if match: # Regex has matched
rvals = match.groups()
index = 0
start: Optional[int] = None
stop: Optional[int] = None
start: int = 0
stop: int = 0
if stype[0]:
starts = rvals[index]
if stype[0] == 'date':
@ -263,7 +270,7 @@ class Arguments(object):
else arrow.get(stops, 'YYYYMMDD').timestamp
else:
stop = int(stops)
return stype, start, stop
return TimeRange(stype[0], stype[1], start, stop)
raise Exception('Incorrect syntax for timerange "%s"' % text)
def scripts_options(self) -> None:

51
freqtrade/optimize/__init__.py
View File

@ -9,39 +9,40 @@ import arrow
from freqtrade import misc, constants
from freqtrade.exchange import get_ticker_history
from freqtrade.arguments import TimeRange
from user_data.hyperopt_conf import hyperopt_optimize_conf
logger = logging.getLogger(__name__)
def trim_tickerlist(tickerlist: List[Dict], timerange: Tuple[Tuple, int, int]) -> List[Dict]:
def trim_tickerlist(tickerlist: List[Dict], timerange: TimeRange) -> List[Dict]:
if not tickerlist:
return tickerlist
stype, start, stop = timerange
start_index = 0
stop_index = len(tickerlist)
if stype[0] == 'line':
stop_index = start
if stype[0] == 'index':
start_index = start
elif stype[0] == 'date':
while start_index < len(tickerlist) and tickerlist[start_index][0] < start * 1000:
if timerange.starttype == 'line':
stop_index = timerange.startts
if timerange.starttype == 'index':
start_index = timerange.startts
elif timerange.starttype == 'date':
while (start_index < len(tickerlist) and
tickerlist[start_index][0] < timerange.startts * 1000):
start_index += 1
if stype[1] == 'line':
start_index = len(tickerlist) + stop
if stype[1] == 'index':
stop_index = stop
elif stype[1] == 'date':
while stop_index > 0 and tickerlist[stop_index-1][0] > stop * 1000:
if timerange.stoptype == 'line':
start_index = len(tickerlist) + timerange.stopts
if timerange.stoptype == 'index':
stop_index = timerange.stopts
elif timerange.stoptype == 'date':
while (stop_index > 0 and
tickerlist[stop_index-1][0] > timerange.stopts * 1000):
stop_index -= 1
if start_index > stop_index:
raise ValueError(f'The timerange [{start},{stop}] is incorrect')
raise ValueError(f'The timerange [{timerange.startts},{timerange.stopts}] is incorrect')
return tickerlist[start_index:stop_index]
@ -49,7 +50,7 @@ def trim_tickerlist(tickerlist: List[Dict], timerange: Tuple[Tuple, int, int]) -
def load_tickerdata_file(
datadir: str, pair: str,
ticker_interval: str,
timerange: Optional[Tuple[Tuple, int, int]] = None) -> Optional[List[Dict]]:
timerange: TimeRange) -> Optional[List[Dict]]:
"""
Load a pair from file,
:return dict OR empty if unsuccesful
@ -84,7 +85,7 @@ def load_data(datadir: str,
ticker_interval: str,
pairs: Optional[List[str]] = None,
refresh_pairs: Optional[bool] = False,
timerange: Optional[Tuple[Tuple, int, int]] = None) -> Dict[str, List]:
timerange: TimeRange = TimeRange()) -> Dict[str, List]:
"""
Loads ticker history data for the given parameters
:return: dict
@ -124,7 +125,7 @@ def make_testdata_path(datadir: str) -> str:
def download_pairs(datadir, pairs: List[str],
ticker_interval: str,
timerange: Optional[Tuple[Tuple, int, int]] = None) -> bool:
timerange: TimeRange = TimeRange()) -> bool:
"""For each pairs passed in parameters, download the ticker intervals"""
for pair in pairs:
try:
@ -144,7 +145,7 @@ def download_pairs(datadir, pairs: List[str],
def load_cached_data_for_updating(filename: str,
tick_interval: str,
timerange: Optional[Tuple[Tuple, int, int]]) -> Tuple[
timerange: Optional[TimeRange]) -> Tuple[
List[Any],
Optional[int]]:
"""
@ -155,10 +156,10 @@ def load_cached_data_for_updating(filename: str,
# user sets timerange, so find the start time
if timerange:
if timerange[0][0] == 'date':
since_ms = timerange[1] * 1000
elif timerange[0][1] == 'line':
num_minutes = timerange[2] * constants.TICKER_INTERVAL_MINUTES[tick_interval]
if timerange.starttype == 'date':
since_ms = timerange.startts * 1000
elif timerange.stoptype == 'line':
num_minutes = timerange.stopts * constants.TICKER_INTERVAL_MINUTES[tick_interval]
since_ms = arrow.utcnow().shift(minutes=num_minutes).timestamp * 1000
# read the cached file
@ -188,7 +189,7 @@ def load_cached_data_for_updating(filename: str,
def download_backtesting_testdata(datadir: str,
pair: str,
tick_interval: str = '5m',
timerange: Optional[Tuple[Tuple, int, int]] = None) -> None:
timerange: Optional[TimeRange] = None) -> None:
"""
Download the latest ticker intervals from the exchange for the pairs passed in parameters

2
freqtrade/optimize/backtesting.py
View File

@ -221,7 +221,7 @@ class Backtesting(object):
timerange = Arguments.parse_timerange(None if self.config.get(
'timerange') is None else str(self.config.get('timerange')))
data = optimize.load_data( # type: ignore # timerange will be refactored
data = optimize.load_data(
self.config['datadir'],
pairs=pairs,
ticker_interval=self.ticker_interval,

2
freqtrade/optimize/hyperopt.py
View File

@ -497,7 +497,7 @@ class Hyperopt(Backtesting):
def start(self) -> None:
timerange = Arguments.parse_timerange(None if self.config.get(
'timerange') is None else str(self.config.get('timerange')))
data = load_data( # type: ignore # timerange will be refactored
data = load_data(
datadir=str(self.config.get('datadir')),
pairs=self.config['exchange']['pair_whitelist'],
ticker_interval=self.ticker_interval,