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Load and save using pandas internal function

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This commit is contained in:
Matthias 2019-12-25 15:05:01 +01:00
parent 377d59abe7
commit 866908d2ca
1 changed files with 42 additions and 20 deletions
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62
freqtrade/data/datahandlers/jsondatahandler.py
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@ -2,11 +2,12 @@ import re
from pathlib import Path
from typing import Dict, List, Optional
from pandas import DataFrame
import numpy as np
from pandas import DataFrame, read_json, to_datetime
from freqtrade import misc
from freqtrade.configuration import TimeRange
from freqtrade.data.converter import parse_ticker_dataframe
from freqtrade.data.converter import clean_ohlcv_dataframe
from .idatahandler import IDataHandler
@ -14,6 +15,7 @@ from .idatahandler import IDataHandler
class JsonDataHandler(IDataHandler):
_use_zip = False
_columns = ['date', 'open', 'high', 'low', 'close', 'volume']
@classmethod
def ohlcv_get_pairs(cls, datadir: Path, timeframe: str) -> List[str]:
@ -28,20 +30,27 @@ class JsonDataHandler(IDataHandler):
def ohlcv_store(self, pair: str, timeframe: str, data: DataFrame) -> None:
"""
Store data
Store data in json format "values".
format looks as follows:
[[<date>,<open>,<high>,<low>,<close>]]
:param pair: Pair - used to generate filename
:timeframe: Timeframe - used to generate filename
:data: Dataframe containing OHLCV data
:return: None
"""
filename = JsonDataHandler._pair_data_filename(self._datadir, pair, timeframe)
misc.file_dump_json(filename, data, is_zip=self._use_zip)
filename = self._pair_data_filename(self._datadir, pair, timeframe)
_data = data.copy()
# Convert date to int
_data['date'] = _data['date'].astype(np.int64) // 1000 // 1000
def ohlcv_append(self, pair: str, timeframe: str, data: DataFrame) -> None:
"""
Append data to existing files
"""
raise NotImplementedError()
# Reset index, select only appropriate columns and save as json
_data.reset_index(drop=True).loc[:, self._columns].to_json(
filename, orient="values",
compression='gzip' if self._use_zip else None)
def _ohlcv_load(self, pair: str, timeframe: str,
timerange: Optional[TimeRange] = None,
fill_up_missing: bool = True,
fill_missing: bool = True,
drop_incomplete: bool = True,
) -> DataFrame:
"""
@ -49,18 +58,31 @@ class JsonDataHandler(IDataHandler):
Implements the loading and conversation to a Pandas dataframe.
:return: Dataframe
"""
filename = JsonDataHandler._pair_data_filename(self._datadir, pair, timeframe)
pairdata = misc.file_load_json(filename)
if not pairdata:
return DataFrame()
filename = self._pair_data_filename(self._datadir, pair, timeframe)
pairdata = read_json(filename, orient='values')
pairdata.columns = self._columns
pairdata['date'] = to_datetime(pairdata['date'],
unit='ms',
utc=True,
infer_datetime_format=True)
if timerange:
pairdata = IDataHandler.trim_tickerlist(pairdata, timerange)
return parse_ticker_dataframe(pairdata, timeframe,
pair=self._pair,
fill_missing=fill_up_missing,
drop_incomplete=drop_incomplete)
return pairdata
return clean_ohlcv_dataframe(pairdata, timeframe,
pair=pair,
fill_missing=fill_missing,
drop_incomplete=drop_incomplete)
def ohlcv_append(self, pair: str, timeframe: str, data: DataFrame) -> None:
"""
Append data to existing data structures
:param pair: Pair
:param timeframe: Timeframe this ohlcv data is for
:param data: Data to append.
"""
raise NotImplementedError()
@classmethod
def trades_get_pairs(cls, datadir: Path) -> List[str]: