diff --git a/freqtrade/data/history/hdf5datahandler.py b/freqtrade/data/history/hdf5datahandler.py index 23120a4ba..dadc9c7e6 100644 --- a/freqtrade/data/history/hdf5datahandler.py +++ b/freqtrade/data/history/hdf5datahandler.py @@ -40,7 +40,7 @@ class HDF5DataHandler(IDataHandler): return [ ( cls.rebuild_pair_from_filename(match[1]), - match[2], + cls.rebuild_timeframe_from_filename(match[2]), CandleType.from_string(match[3]) ) for match in _tmp if match and len(match.groups()) > 1] @@ -109,7 +109,11 @@ class HDF5DataHandler(IDataHandler): ) if not filename.exists(): - return pd.DataFrame(columns=self._columns) + # Fallback mode for 1M files + filename = self._pair_data_filename( + self._datadir, pair, timeframe, candle_type=candle_type, no_timeframe_modify=True) + if not filename.exists(): + return pd.DataFrame(columns=self._columns) where = [] if timerange: if timerange.starttype == 'date': diff --git a/freqtrade/data/history/idatahandler.py b/freqtrade/data/history/idatahandler.py index 2e6b070ca..07dc7c763 100644 --- a/freqtrade/data/history/idatahandler.py +++ b/freqtrade/data/history/idatahandler.py @@ -26,7 +26,7 @@ logger = logging.getLogger(__name__) class IDataHandler(ABC): - _OHLCV_REGEX = r'^([a-zA-Z_-]+)\-(\d+\S)\-?([a-zA-Z_]*)?(?=\.)' + _OHLCV_REGEX = r'^([a-zA-Z_-]+)\-(\d+[a-zA-Z]{1,2})\-?([a-zA-Z_]*)?(?=\.)' def __init__(self, datadir: Path) -> None: self._datadir = datadir @@ -193,10 +193,14 @@ class IDataHandler(ABC): datadir: Path, pair: str, timeframe: str, - candle_type: CandleType + candle_type: CandleType, + no_timeframe_modify: bool = False ) -> Path: pair_s = misc.pair_to_filename(pair) candle = "" + if not no_timeframe_modify: + timeframe = cls.timeframe_to_file(timeframe) + if candle_type != CandleType.SPOT: datadir = datadir.joinpath('futures') candle = f"-{candle_type}" @@ -210,6 +214,18 @@ class IDataHandler(ABC): filename = datadir.joinpath(f'{pair_s}-trades.{cls._get_file_extension()}') return filename + @staticmethod + def timeframe_to_file(timeframe: str): + return timeframe.replace('M', 'Mo') + + @staticmethod + def rebuild_timeframe_from_filename(timeframe: str) -> str: + """ + converts timeframe from disk to file + Replaces mo with M (to avoid problems on case-insensitive filesystems) + """ + return re.sub('1mo', '1M', timeframe, flags=re.IGNORECASE) + @staticmethod def rebuild_pair_from_filename(pair: str) -> str: """ diff --git a/freqtrade/data/history/jsondatahandler.py b/freqtrade/data/history/jsondatahandler.py index 23054ac51..83ec183df 100644 --- a/freqtrade/data/history/jsondatahandler.py +++ b/freqtrade/data/history/jsondatahandler.py @@ -41,7 +41,7 @@ class JsonDataHandler(IDataHandler): return [ ( cls.rebuild_pair_from_filename(match[1]), - match[2], + cls.rebuild_timeframe_from_filename(match[2]), CandleType.from_string(match[3]) ) for match in _tmp if match and len(match.groups()) > 1] @@ -103,9 +103,14 @@ class JsonDataHandler(IDataHandler): :param candle_type: Any of the enum CandleType (must match trading mode!) :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) if not filename.exists(): - return DataFrame(columns=self._columns) + # Fallback mode for 1M files + filename = self._pair_data_filename( + self._datadir, pair, timeframe, candle_type=candle_type, no_timeframe_modify=True) + if not filename.exists(): + return DataFrame(columns=self._columns) try: pairdata = read_json(filename, orient='values') pairdata.columns = self._columns diff --git a/tests/data/test_history.py b/tests/data/test_history.py index 82d4a841c..9709e7ad0 100644 --- a/tests/data/test_history.py +++ b/tests/data/test_history.py @@ -158,21 +158,22 @@ def test_testdata_path(testdatadir) -> None: assert str(Path('tests') / 'testdata') in str(testdatadir) -@pytest.mark.parametrize("pair,expected_result,candle_type", [ - ("ETH/BTC", 'freqtrade/hello/world/ETH_BTC-5m.json', ""), - ("Fabric Token/ETH", 'freqtrade/hello/world/Fabric_Token_ETH-5m.json', ""), - ("ETHH20", 'freqtrade/hello/world/ETHH20-5m.json', ""), - (".XBTBON2H", 'freqtrade/hello/world/_XBTBON2H-5m.json', ""), - ("ETHUSD.d", 'freqtrade/hello/world/ETHUSD_d-5m.json', ""), - ("ACC_OLD/BTC", 'freqtrade/hello/world/ACC_OLD_BTC-5m.json', ""), - ("ETH/BTC", 'freqtrade/hello/world/futures/ETH_BTC-5m-mark.json', "mark"), - ("ACC_OLD/BTC", 'freqtrade/hello/world/futures/ACC_OLD_BTC-5m-index.json', "index"), +@pytest.mark.parametrize("pair,timeframe,expected_result,candle_type", [ + ("ETH/BTC", "5m", "freqtrade/hello/world/ETH_BTC-5m.json", ""), + ("ETH/USDT", "1M", "freqtrade/hello/world/ETH_USDT-1Mo.json", ""), + ("Fabric Token/ETH", "5m", "freqtrade/hello/world/Fabric_Token_ETH-5m.json", ""), + ("ETHH20", "5m", "freqtrade/hello/world/ETHH20-5m.json", ""), + (".XBTBON2H", "5m", "freqtrade/hello/world/_XBTBON2H-5m.json", ""), + ("ETHUSD.d", "5m", "freqtrade/hello/world/ETHUSD_d-5m.json", ""), + ("ACC_OLD/BTC", "5m", "freqtrade/hello/world/ACC_OLD_BTC-5m.json", ""), + ("ETH/BTC", "5m", "freqtrade/hello/world/futures/ETH_BTC-5m-mark.json", "mark"), + ("ACC_OLD/BTC", "5m", "freqtrade/hello/world/futures/ACC_OLD_BTC-5m-index.json", "index"), ]) -def test_json_pair_data_filename(pair, expected_result, candle_type): +def test_json_pair_data_filename(pair, timeframe, expected_result, candle_type): fn = JsonDataHandler._pair_data_filename( Path('freqtrade/hello/world'), pair, - '5m', + timeframe, CandleType.from_string(candle_type) ) assert isinstance(fn, Path) @@ -180,7 +181,7 @@ def test_json_pair_data_filename(pair, expected_result, candle_type): fn = JsonGzDataHandler._pair_data_filename( Path('freqtrade/hello/world'), pair, - '5m', + timeframe, candle_type=CandleType.from_string(candle_type) ) assert isinstance(fn, Path)