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Futures candles should go into a subdirectory

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This commit is contained in:
Matthias
2021-12-03 07:04:53 +01:00
parent fae7167bf3
commit 7baf11a497
6 changed files with 26 additions and 6 deletions
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5
freqtrade/data/history/hdf5datahandler.py
View File

@@ -21,12 +21,15 @@ class HDF5DataHandler(IDataHandler):
_columns = DEFAULT_DATAFRAME_COLUMNS
@classmethod
def ohlcv_get_available_data(cls, datadir: Path) -> ListPairsWithTimeframes:
def ohlcv_get_available_data(cls, datadir: Path, trading_mode: str) -> ListPairsWithTimeframes:
"""
Returns a list of all pairs with ohlcv data available in this datadir
:param datadir: Directory to search for ohlcv files
:param trading_mode: trading-mode to be used
:return: List of Tuples of (pair, timeframe)
"""
if trading_mode != 'spot':
datadir = datadir.joinpath('futures')
_tmp = [
re.search(
cls._OHLCV_REGEX, p.name

13
freqtrade/data/history/idatahandler.py
View File

@@ -38,10 +38,11 @@ class IDataHandler(ABC):
raise NotImplementedError()
@abstractclassmethod
def ohlcv_get_available_data(cls, datadir: Path) -> ListPairsWithTimeframes:
def ohlcv_get_available_data(cls, datadir: Path, trading_mode: str) -> ListPairsWithTimeframes:
"""
Returns a list of all pairs with ohlcv data available in this datadir
:param datadir: Directory to search for ohlcv files
:param trading_mode: trading-mode to be used
:return: List of Tuples of (pair, timeframe)
"""
@@ -178,6 +179,15 @@ class IDataHandler(ABC):
"""
return trades_remove_duplicates(self._trades_load(pair, timerange=timerange))
@classmethod
def create_dir_if_needed(cls, datadir: Path):
"""
Creates datadir if necessary
should only create directories for "futures" mode at the moment.
"""
if not datadir.parent.is_dir():
datadir.parent.mkdir()
@classmethod
def _pair_data_filename(
cls,
@@ -188,6 +198,7 @@ class IDataHandler(ABC):
) -> Path:
pair_s = misc.pair_to_filename(pair)
if candle_type:
datadir = datadir.joinpath('futures')
candle_type = f"-{candle_type}"
filename = datadir.joinpath(f'{pair_s}-{timeframe}{candle_type}.{cls._get_file_extension()}')
return filename

6
freqtrade/data/history/jsondatahandler.py
View File

@@ -23,12 +23,15 @@ class JsonDataHandler(IDataHandler):
_columns = DEFAULT_DATAFRAME_COLUMNS
@classmethod
def ohlcv_get_available_data(cls, datadir: Path) -> ListPairsWithTimeframes:
def ohlcv_get_available_data(cls, datadir: Path, trading_mode: str) -> ListPairsWithTimeframes:
"""
Returns a list of all pairs with ohlcv data available in this datadir
:param datadir: Directory to search for ohlcv files
:param trading_mode: trading-mode to be used
:return: List of Tuples of (pair, timeframe)
"""
if trading_mode != 'spot':
datadir = datadir.joinpath('futures')
_tmp = [
re.search(
cls._OHLCV_REGEX, p.name
@@ -74,6 +77,7 @@ class JsonDataHandler(IDataHandler):
:return: None
"""
filename = self._pair_data_filename(self._datadir, pair, timeframe, candle_type)
self.create_dir_if_needed(filename)
_data = data.copy()
# Convert date to int
_data['date'] = _data['date'].view(np.int64) // 1000 // 1000