Added candle_type in doc strings
This commit is contained in:
parent
0183e313ac
commit
8761649fd7
@ -55,6 +55,7 @@ class DataProvider:
|
|||||||
:param pair: pair to get the data for
|
:param pair: pair to get the data for
|
||||||
:param timeframe: Timeframe to get data for
|
:param timeframe: Timeframe to get data for
|
||||||
:param dataframe: analyzed dataframe
|
:param dataframe: analyzed dataframe
|
||||||
|
:param candle_type: '', mark, index, premiumIndex, or funding_rate
|
||||||
"""
|
"""
|
||||||
self.__cached_pairs[(pair, timeframe, candle_type)] = (
|
self.__cached_pairs[(pair, timeframe, candle_type)] = (
|
||||||
dataframe, datetime.now(timezone.utc))
|
dataframe, datetime.now(timezone.utc))
|
||||||
@ -75,6 +76,7 @@ class DataProvider:
|
|||||||
Get stored historical candle (OHLCV) data
|
Get stored historical candle (OHLCV) data
|
||||||
:param pair: pair to get the data for
|
:param pair: pair to get the data for
|
||||||
:param timeframe: timeframe to get data for
|
:param timeframe: timeframe to get data for
|
||||||
|
:param candle_type: '', mark, index, premiumIndex, or funding_rate
|
||||||
"""
|
"""
|
||||||
saved_pair = (pair, str(timeframe), candle_type)
|
saved_pair = (pair, str(timeframe), candle_type)
|
||||||
if saved_pair not in self.__cached_pairs_backtesting:
|
if saved_pair not in self.__cached_pairs_backtesting:
|
||||||
@ -106,6 +108,7 @@ class DataProvider:
|
|||||||
:param pair: pair to get the data for
|
:param pair: pair to get the data for
|
||||||
:param timeframe: timeframe to get data for
|
:param timeframe: timeframe to get data for
|
||||||
:return: Dataframe for this pair
|
:return: Dataframe for this pair
|
||||||
|
:param candle_type: '', mark, index, premiumIndex, or funding_rate
|
||||||
"""
|
"""
|
||||||
if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
|
if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
|
||||||
# Get live OHLCV data.
|
# Get live OHLCV data.
|
||||||
@ -128,6 +131,7 @@ class DataProvider:
|
|||||||
and the last 1000 candles (up to the time evaluated at this moment) in all other modes.
|
and the last 1000 candles (up to the time evaluated at this moment) in all other modes.
|
||||||
:param pair: pair to get the data for
|
:param pair: pair to get the data for
|
||||||
:param timeframe: timeframe to get data for
|
:param timeframe: timeframe to get data for
|
||||||
|
:param candle_type: '', mark, index, premiumIndex, or funding_rate
|
||||||
:return: Tuple of (Analyzed Dataframe, lastrefreshed) for the requested pair / timeframe
|
:return: Tuple of (Analyzed Dataframe, lastrefreshed) for the requested pair / timeframe
|
||||||
combination.
|
combination.
|
||||||
Returns empty dataframe and Epoch 0 (1970-01-01) if no dataframe was cached.
|
Returns empty dataframe and Epoch 0 (1970-01-01) if no dataframe was cached.
|
||||||
@ -212,6 +216,7 @@ class DataProvider:
|
|||||||
Please use the `available_pairs` method to verify which pairs are currently cached.
|
Please use the `available_pairs` method to verify which pairs are currently cached.
|
||||||
:param pair: pair to get the data for
|
:param pair: pair to get the data for
|
||||||
:param timeframe: Timeframe to get data for
|
:param timeframe: Timeframe to get data for
|
||||||
|
:param candle_type: '', mark, index, premiumIndex, or funding_rate
|
||||||
:param copy: copy dataframe before returning if True.
|
:param copy: copy dataframe before returning if True.
|
||||||
Use False only for read-only operations (where the dataframe is not modified)
|
Use False only for read-only operations (where the dataframe is not modified)
|
||||||
"""
|
"""
|
||||||
|
@ -49,6 +49,7 @@ class HDF5DataHandler(IDataHandler):
|
|||||||
for the specified timeframe
|
for the specified timeframe
|
||||||
:param datadir: Directory to search for ohlcv files
|
:param datadir: Directory to search for ohlcv files
|
||||||
:param timeframe: Timeframe to search pairs for
|
:param timeframe: Timeframe to search pairs for
|
||||||
|
:param candle_type: '', mark, index, premiumIndex, or funding_rate
|
||||||
:return: List of Pairs
|
:return: List of Pairs
|
||||||
"""
|
"""
|
||||||
|
|
||||||
@ -74,6 +75,7 @@ class HDF5DataHandler(IDataHandler):
|
|||||||
:param pair: Pair - used to generate filename
|
:param pair: Pair - used to generate filename
|
||||||
:param timeframe: Timeframe - used to generate filename
|
:param timeframe: Timeframe - used to generate filename
|
||||||
:param data: Dataframe containing OHLCV data
|
:param data: Dataframe containing OHLCV data
|
||||||
|
:param candle_type: '', mark, index, premiumIndex, or funding_rate
|
||||||
:return: None
|
:return: None
|
||||||
"""
|
"""
|
||||||
key = self._pair_ohlcv_key(pair, timeframe)
|
key = self._pair_ohlcv_key(pair, timeframe)
|
||||||
@ -98,6 +100,7 @@ class HDF5DataHandler(IDataHandler):
|
|||||||
:param timerange: Limit data to be loaded to this timerange.
|
:param timerange: Limit data to be loaded to this timerange.
|
||||||
Optionally implemented by subclasses to avoid loading
|
Optionally implemented by subclasses to avoid loading
|
||||||
all data where possible.
|
all data where possible.
|
||||||
|
:param candle_type: '', mark, index, premiumIndex, or funding_rate
|
||||||
:return: DataFrame with ohlcv data, or empty DataFrame
|
:return: DataFrame with ohlcv data, or empty DataFrame
|
||||||
"""
|
"""
|
||||||
key = self._pair_ohlcv_key(pair, timeframe)
|
key = self._pair_ohlcv_key(pair, timeframe)
|
||||||
@ -130,6 +133,7 @@ class HDF5DataHandler(IDataHandler):
|
|||||||
Remove data for this pair
|
Remove data for this pair
|
||||||
:param pair: Delete data for this pair.
|
:param pair: Delete data for this pair.
|
||||||
:param timeframe: Timeframe (e.g. "5m")
|
:param timeframe: Timeframe (e.g. "5m")
|
||||||
|
:param candle_type: '', mark, index, premiumIndex, or funding_rate
|
||||||
:return: True when deleted, false if file did not exist.
|
:return: True when deleted, false if file did not exist.
|
||||||
"""
|
"""
|
||||||
filename = self._pair_data_filename(self._datadir, pair, timeframe, candle_type)
|
filename = self._pair_data_filename(self._datadir, pair, timeframe, candle_type)
|
||||||
@ -150,6 +154,7 @@ class HDF5DataHandler(IDataHandler):
|
|||||||
:param pair: Pair
|
:param pair: Pair
|
||||||
:param timeframe: Timeframe this ohlcv data is for
|
:param timeframe: Timeframe this ohlcv data is for
|
||||||
:param data: Data to append.
|
:param data: Data to append.
|
||||||
|
:param candle_type: '', mark, index, premiumIndex, or funding_rate
|
||||||
"""
|
"""
|
||||||
raise NotImplementedError()
|
raise NotImplementedError()
|
||||||
|
|
||||||
|
@ -44,6 +44,7 @@ def load_pair_history(pair: str,
|
|||||||
:param startup_candles: Additional candles to load at the start of the period
|
:param startup_candles: Additional candles to load at the start of the period
|
||||||
:param data_handler: Initialized data-handler to use.
|
:param data_handler: Initialized data-handler to use.
|
||||||
Will be initialized from data_format if not set
|
Will be initialized from data_format if not set
|
||||||
|
:param candle_type: '', mark, index, premiumIndex, or funding_rate
|
||||||
:return: DataFrame with ohlcv data, or empty DataFrame
|
:return: DataFrame with ohlcv data, or empty DataFrame
|
||||||
"""
|
"""
|
||||||
data_handler = get_datahandler(datadir, data_format, data_handler)
|
data_handler = get_datahandler(datadir, data_format, data_handler)
|
||||||
@ -79,6 +80,7 @@ def load_data(datadir: Path,
|
|||||||
:param startup_candles: Additional candles to load at the start of the period
|
:param startup_candles: Additional candles to load at the start of the period
|
||||||
:param fail_without_data: Raise OperationalException if no data is found.
|
:param fail_without_data: Raise OperationalException if no data is found.
|
||||||
:param data_format: Data format which should be used. Defaults to json
|
:param data_format: Data format which should be used. Defaults to json
|
||||||
|
:param candle_type: '', mark, index, premiumIndex, or funding_rate
|
||||||
:return: dict(<pair>:<Dataframe>)
|
:return: dict(<pair>:<Dataframe>)
|
||||||
"""
|
"""
|
||||||
result: Dict[str, DataFrame] = {}
|
result: Dict[str, DataFrame] = {}
|
||||||
@ -120,6 +122,7 @@ def refresh_data(datadir: Path,
|
|||||||
:param exchange: Exchange object
|
:param exchange: Exchange object
|
||||||
:param data_format: dataformat to use
|
:param data_format: dataformat to use
|
||||||
:param timerange: Limit data to be loaded to this timerange
|
:param timerange: Limit data to be loaded to this timerange
|
||||||
|
:param candle_type: '', mark, index, premiumIndex, or funding_rate
|
||||||
"""
|
"""
|
||||||
data_handler = get_datahandler(datadir, data_format)
|
data_handler = get_datahandler(datadir, data_format)
|
||||||
for idx, pair in enumerate(pairs):
|
for idx, pair in enumerate(pairs):
|
||||||
@ -186,6 +189,7 @@ def _download_pair_history(pair: str, *,
|
|||||||
:param pair: pair to download
|
:param pair: pair to download
|
||||||
:param timeframe: Timeframe (e.g "5m")
|
:param timeframe: Timeframe (e.g "5m")
|
||||||
:param timerange: range of time to download
|
:param timerange: range of time to download
|
||||||
|
:param candle_type: '', mark, index, premiumIndex, or funding_rate
|
||||||
:return: bool with success state
|
:return: bool with success state
|
||||||
"""
|
"""
|
||||||
data_handler = get_datahandler(datadir, data_handler=data_handler)
|
data_handler = get_datahandler(datadir, data_handler=data_handler)
|
||||||
|
@ -46,6 +46,7 @@ class IDataHandler(ABC):
|
|||||||
for the specified timeframe
|
for the specified timeframe
|
||||||
:param datadir: Directory to search for ohlcv files
|
:param datadir: Directory to search for ohlcv files
|
||||||
:param timeframe: Timeframe to search pairs for
|
:param timeframe: Timeframe to search pairs for
|
||||||
|
:param candle_type: '', mark, index, premiumIndex, or funding_rate
|
||||||
:return: List of Pairs
|
:return: List of Pairs
|
||||||
"""
|
"""
|
||||||
|
|
||||||
@ -62,6 +63,7 @@ class IDataHandler(ABC):
|
|||||||
:param pair: Pair - used to generate filename
|
:param pair: Pair - used to generate filename
|
||||||
:param timeframe: Timeframe - used to generate filename
|
:param timeframe: Timeframe - used to generate filename
|
||||||
:param data: Dataframe containing OHLCV data
|
:param data: Dataframe containing OHLCV data
|
||||||
|
:param candle_type: '', mark, index, premiumIndex, or funding_rate
|
||||||
:return: None
|
:return: None
|
||||||
"""
|
"""
|
||||||
|
|
||||||
@ -79,6 +81,7 @@ class IDataHandler(ABC):
|
|||||||
:param timerange: Limit data to be loaded to this timerange.
|
:param timerange: Limit data to be loaded to this timerange.
|
||||||
Optionally implemented by subclasses to avoid loading
|
Optionally implemented by subclasses to avoid loading
|
||||||
all data where possible.
|
all data where possible.
|
||||||
|
:param candle_type: '', mark, index, premiumIndex, or funding_rate
|
||||||
:return: DataFrame with ohlcv data, or empty DataFrame
|
:return: DataFrame with ohlcv data, or empty DataFrame
|
||||||
"""
|
"""
|
||||||
|
|
||||||
@ -88,6 +91,7 @@ class IDataHandler(ABC):
|
|||||||
Remove data for this pair
|
Remove data for this pair
|
||||||
:param pair: Delete data for this pair.
|
:param pair: Delete data for this pair.
|
||||||
:param timeframe: Timeframe (e.g. "5m")
|
:param timeframe: Timeframe (e.g. "5m")
|
||||||
|
:param candle_type: '', mark, index, premiumIndex, or funding_rate
|
||||||
:return: True when deleted, false if file did not exist.
|
:return: True when deleted, false if file did not exist.
|
||||||
"""
|
"""
|
||||||
|
|
||||||
@ -104,6 +108,7 @@ class IDataHandler(ABC):
|
|||||||
:param pair: Pair
|
:param pair: Pair
|
||||||
:param timeframe: Timeframe this ohlcv data is for
|
:param timeframe: Timeframe this ohlcv data is for
|
||||||
:param data: Data to append.
|
:param data: Data to append.
|
||||||
|
:param candle_type: '', mark, index, premiumIndex, or funding_rate
|
||||||
"""
|
"""
|
||||||
|
|
||||||
@abstractclassmethod
|
@abstractclassmethod
|
||||||
@ -177,6 +182,7 @@ class IDataHandler(ABC):
|
|||||||
:param drop_incomplete: Drop last candle assuming it may be incomplete.
|
:param drop_incomplete: Drop last candle assuming it may be incomplete.
|
||||||
:param startup_candles: Additional candles to load at the start of the period
|
:param startup_candles: Additional candles to load at the start of the period
|
||||||
:param warn_no_data: Log a warning message when no data is found
|
:param warn_no_data: Log a warning message when no data is found
|
||||||
|
:param candle_type: '', mark, index, premiumIndex, or funding_rate
|
||||||
:return: DataFrame with ohlcv data, or empty DataFrame
|
:return: DataFrame with ohlcv data, or empty DataFrame
|
||||||
"""
|
"""
|
||||||
# Fix startup period
|
# Fix startup period
|
||||||
|
@ -49,6 +49,7 @@ class JsonDataHandler(IDataHandler):
|
|||||||
for the specified timeframe
|
for the specified timeframe
|
||||||
:param datadir: Directory to search for ohlcv files
|
:param datadir: Directory to search for ohlcv files
|
||||||
:param timeframe: Timeframe to search pairs for
|
:param timeframe: Timeframe to search pairs for
|
||||||
|
:param candle_type: '', mark, index, premiumIndex, or funding_rate
|
||||||
:return: List of Pairs
|
:return: List of Pairs
|
||||||
"""
|
"""
|
||||||
if candle_type:
|
if candle_type:
|
||||||
@ -75,6 +76,7 @@ class JsonDataHandler(IDataHandler):
|
|||||||
:param pair: Pair - used to generate filename
|
:param pair: Pair - used to generate filename
|
||||||
:param timeframe: Timeframe - used to generate filename
|
:param timeframe: Timeframe - used to generate filename
|
||||||
:param data: Dataframe containing OHLCV data
|
:param data: Dataframe containing OHLCV data
|
||||||
|
:param candle_type: '', mark, index, premiumIndex, or funding_rate
|
||||||
:return: None
|
:return: None
|
||||||
"""
|
"""
|
||||||
filename = self._pair_data_filename(
|
filename = self._pair_data_filename(
|
||||||
@ -105,6 +107,7 @@ class JsonDataHandler(IDataHandler):
|
|||||||
:param timerange: Limit data to be loaded to this timerange.
|
:param timerange: Limit data to be loaded to this timerange.
|
||||||
Optionally implemented by subclasses to avoid loading
|
Optionally implemented by subclasses to avoid loading
|
||||||
all data where possible.
|
all data where possible.
|
||||||
|
:param candle_type: '', mark, index, premiumIndex, or funding_rate
|
||||||
:return: DataFrame with ohlcv data, or empty DataFrame
|
:return: DataFrame with ohlcv data, or empty DataFrame
|
||||||
"""
|
"""
|
||||||
filename = self._pair_data_filename(self._datadir, pair, timeframe, candle_type=candle_type)
|
filename = self._pair_data_filename(self._datadir, pair, timeframe, candle_type=candle_type)
|
||||||
@ -129,6 +132,7 @@ class JsonDataHandler(IDataHandler):
|
|||||||
Remove data for this pair
|
Remove data for this pair
|
||||||
:param pair: Delete data for this pair.
|
:param pair: Delete data for this pair.
|
||||||
:param timeframe: Timeframe (e.g. "5m")
|
:param timeframe: Timeframe (e.g. "5m")
|
||||||
|
:param candle_type: '', mark, index, premiumIndex, or funding_rate
|
||||||
:return: True when deleted, false if file did not exist.
|
:return: True when deleted, false if file did not exist.
|
||||||
"""
|
"""
|
||||||
filename = self._pair_data_filename(self._datadir, pair, timeframe, candle_type=candle_type)
|
filename = self._pair_data_filename(self._datadir, pair, timeframe, candle_type=candle_type)
|
||||||
@ -149,6 +153,7 @@ class JsonDataHandler(IDataHandler):
|
|||||||
:param pair: Pair
|
:param pair: Pair
|
||||||
:param timeframe: Timeframe this ohlcv data is for
|
:param timeframe: Timeframe this ohlcv data is for
|
||||||
:param data: Data to append.
|
:param data: Data to append.
|
||||||
|
:param candle_type: '', mark, index, premiumIndex, or funding_rate
|
||||||
"""
|
"""
|
||||||
raise NotImplementedError()
|
raise NotImplementedError()
|
||||||
|
|
||||||
|
@ -204,7 +204,7 @@ class Binance(Exchange):
|
|||||||
"""
|
"""
|
||||||
Overwrite to introduce "fast new pair" functionality by detecting the pair's listing date
|
Overwrite to introduce "fast new pair" functionality by detecting the pair's listing date
|
||||||
Does not work for other exchanges, which don't return the earliest data when called with "0"
|
Does not work for other exchanges, which don't return the earliest data when called with "0"
|
||||||
:param candle_type: "mark" if retrieving the mark price cnadles
|
:param candle_type: '', mark, index, premiumIndex, or funding_rate
|
||||||
"""
|
"""
|
||||||
if is_new_pair:
|
if is_new_pair:
|
||||||
x = await self._async_get_candle_history(pair, timeframe, 0, candle_type)
|
x = await self._async_get_candle_history(pair, timeframe, 0, candle_type)
|
||||||
|
@ -1319,6 +1319,7 @@ class Exchange:
|
|||||||
:param pair: Pair to download
|
:param pair: Pair to download
|
||||||
:param timeframe: Timeframe to get data for
|
:param timeframe: Timeframe to get data for
|
||||||
:param since_ms: Timestamp in milliseconds to get history from
|
:param since_ms: Timestamp in milliseconds to get history from
|
||||||
|
:param candle_type: '', mark, index, premiumIndex, or funding_rate
|
||||||
:return: List with candle (OHLCV) data
|
:return: List with candle (OHLCV) data
|
||||||
"""
|
"""
|
||||||
data: List
|
data: List
|
||||||
@ -1336,6 +1337,7 @@ class Exchange:
|
|||||||
:param pair: Pair to download
|
:param pair: Pair to download
|
||||||
:param timeframe: Timeframe to get data for
|
:param timeframe: Timeframe to get data for
|
||||||
:param since_ms: Timestamp in milliseconds to get history from
|
:param since_ms: Timestamp in milliseconds to get history from
|
||||||
|
:param candle_type: '', mark, index, premiumIndex, or funding_rate
|
||||||
:return: OHLCV DataFrame
|
:return: OHLCV DataFrame
|
||||||
"""
|
"""
|
||||||
ticks = self.get_historic_ohlcv(pair, timeframe, since_ms=since_ms, candle_type=candle_type)
|
ticks = self.get_historic_ohlcv(pair, timeframe, since_ms=since_ms, candle_type=candle_type)
|
||||||
@ -1350,6 +1352,7 @@ class Exchange:
|
|||||||
"""
|
"""
|
||||||
Download historic ohlcv
|
Download historic ohlcv
|
||||||
:param is_new_pair: used by binance subclass to allow "fast" new pair downloading
|
:param is_new_pair: used by binance subclass to allow "fast" new pair downloading
|
||||||
|
:param candle_type: '', mark, index, premiumIndex, or funding_rate
|
||||||
"""
|
"""
|
||||||
|
|
||||||
one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit(timeframe)
|
one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit(timeframe)
|
||||||
@ -1393,6 +1396,7 @@ class Exchange:
|
|||||||
:param pair_list: List of 2 element tuples containing pair, interval to refresh
|
:param pair_list: List of 2 element tuples containing pair, interval to refresh
|
||||||
:param since_ms: time since when to download, in milliseconds
|
:param since_ms: time since when to download, in milliseconds
|
||||||
:param cache: Assign result to _klines. Usefull for one-off downloads like for pairlists
|
:param cache: Assign result to _klines. Usefull for one-off downloads like for pairlists
|
||||||
|
:param candle_type: '', mark, index, premiumIndex, or funding_rate
|
||||||
:return: Dict of [{(pair, timeframe): Dataframe}]
|
:return: Dict of [{(pair, timeframe): Dataframe}]
|
||||||
"""
|
"""
|
||||||
logger.debug("Refreshing candle (OHLCV) data for %d pairs", len(pair_list))
|
logger.debug("Refreshing candle (OHLCV) data for %d pairs", len(pair_list))
|
||||||
@ -1480,9 +1484,7 @@ class Exchange:
|
|||||||
) -> Tuple[str, str, str, List]:
|
) -> Tuple[str, str, str, List]:
|
||||||
"""
|
"""
|
||||||
Asynchronously get candle history data using fetch_ohlcv
|
Asynchronously get candle history data using fetch_ohlcv
|
||||||
:param candle_type:
|
:param candle_type: '', mark, index, premiumIndex, or funding_rate
|
||||||
"mark" if retrieving the mark price cnadles
|
|
||||||
"index" for index price candles
|
|
||||||
returns tuple: (pair, timeframe, ohlcv_list)
|
returns tuple: (pair, timeframe, ohlcv_list)
|
||||||
"""
|
"""
|
||||||
try:
|
try:
|
||||||
|
@ -47,6 +47,7 @@ def informative(timeframe: str, asset: str = '',
|
|||||||
* {column} - name of dataframe column.
|
* {column} - name of dataframe column.
|
||||||
* {timeframe} - timeframe of informative dataframe.
|
* {timeframe} - timeframe of informative dataframe.
|
||||||
:param ffill: ffill dataframe after merging informative pair.
|
:param ffill: ffill dataframe after merging informative pair.
|
||||||
|
:param candle_type: '', mark, index, premiumIndex, or funding_rate
|
||||||
"""
|
"""
|
||||||
_asset = asset
|
_asset = asset
|
||||||
_timeframe = timeframe
|
_timeframe = timeframe
|
||||||
|
Loading…
Reference in New Issue
Block a user