Add load_trades abstraction (to load trades from either DB or file)

This commit is contained in:
Matthias
2019-06-29 20:50:31 +02:00
parent 4218d569de
commit 8aa327cb8a
3 changed files with 39 additions and 8 deletions

View File

@@ -101,6 +101,20 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
return trades
def load_trades(config) -> pd.DataFrame:
"""
Based on configuration option "trade_source":
* loads data from DB (using `db_url`)
* loads data from backtestfile (`using exportfilename`)
"""
if config["trade_source"] == "DB":
return load_trades_from_db(config["db_url"])
elif config["trade_source"] == "file":
return load_backtest_data(Path(config["exportfilename"]))
else:
return None
def extract_trades_of_period(dataframe: pd.DataFrame, trades: pd.DataFrame) -> pd.DataFrame:
"""
Compare trades and backtested pair DataFrames to get trades performed on backtested period