Merge pull request #2149 from hroff-1902/dataprovider-get-pair-dataframe

Dataprovider: get_pair_dataframe() helper method, cleanup

freqtrade/data/dataprovider.py

@@ -44,36 +44,49 @@ class DataProvider():
 
     def ohlcv(self, pair: str, ticker_interval: str = None, copy: bool = True) -> DataFrame:
         """
-        get ohlcv data for the given pair as DataFrame
+        Get ohlcv data for the given pair as DataFrame
-        Please check `available_pairs` 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 ticker_interval: ticker_interval to get pair for
+        :param ticker_interval: ticker interval to get data for
-        :param copy: copy dataframe before returning.
+        :param copy: copy dataframe before returning if True.
-                     Use false only for RO operations (where the dataframe is not modified)
+                     Use False only for read-only operations (where the dataframe is not modified)
         """
         if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
-            if ticker_interval:
+            return self._exchange.klines((pair, ticker_interval or self._config['ticker_interval']),
-                pairtick = (pair, ticker_interval)
+                                         copy=copy)
-            else:
-                pairtick = (pair, self._config['ticker_interval'])
-
-            return self._exchange.klines(pairtick, copy=copy)
         else:
             return DataFrame()
 
-    def historic_ohlcv(self, pair: str, ticker_interval: str) -> DataFrame:
+    def historic_ohlcv(self, pair: str, ticker_interval: str = None) -> DataFrame:
         """
-        get stored historic ohlcv data
+        Get stored historic ohlcv data
         :param pair: pair to get the data for
-        :param ticker_interval: ticker_interval to get pair for
+        :param ticker_interval: ticker interval to get data for
         """
         return load_pair_history(pair=pair,
-                                 ticker_interval=ticker_interval,
+                                 ticker_interval=ticker_interval or self._config['ticker_interval'],
                                  refresh_pairs=False,
                                  datadir=Path(self._config['datadir']) if self._config.get(
                                      'datadir') else None
                                  )
 
+    def get_pair_dataframe(self, pair: str, ticker_interval: str = None) -> DataFrame:
+        """
+        Return pair ohlcv data, either live or cached historical -- depending
+        on the runmode.
+        :param pair: pair to get the data for
+        :param ticker_interval: ticker interval to get data for
+        """
+        if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
+            # Get live ohlcv data.
+            data = self.ohlcv(pair=pair, ticker_interval=ticker_interval)
+        else:
+            # Get historic ohlcv data (cached on disk).
+            data = self.historic_ohlcv(pair=pair, ticker_interval=ticker_interval)
+        if len(data) == 0:
+            logger.warning(f"No data found for ({pair}, {ticker_interval}).")
+        return data
+
     def ticker(self, pair: str):
         """
         Return last ticker data

freqtrade/tests/data/test_dataprovider.py

@@ -13,6 +13,7 @@ def test_ohlcv(mocker, default_conf, ticker_history):
     exchange = get_patched_exchange(mocker, default_conf)
     exchange._klines[("XRP/BTC", ticker_interval)] = ticker_history
     exchange._klines[("UNITTEST/BTC", ticker_interval)] = ticker_history
+
     dp = DataProvider(default_conf, exchange)
     assert dp.runmode == RunMode.DRY_RUN
     assert ticker_history.equals(dp.ohlcv("UNITTEST/BTC", ticker_interval))
@@ -37,11 +38,9 @@ def test_ohlcv(mocker, default_conf, ticker_history):
 
 
 def test_historic_ohlcv(mocker, default_conf, ticker_history):
-
     historymock = MagicMock(return_value=ticker_history)
     mocker.patch("freqtrade.data.dataprovider.load_pair_history", historymock)
 
-    # exchange = get_patched_exchange(mocker, default_conf)
     dp = DataProvider(default_conf, None)
     data = dp.historic_ohlcv("UNITTEST/BTC", "5m")
     assert isinstance(data, DataFrame)
@@ -51,14 +50,47 @@ def test_historic_ohlcv(mocker, default_conf, ticker_history):
     assert historymock.call_args_list[0][1]["ticker_interval"] == "5m"
 
 
+def test_get_pair_dataframe(mocker, default_conf, ticker_history):
+    default_conf["runmode"] = RunMode.DRY_RUN
+    ticker_interval = default_conf["ticker_interval"]
+    exchange = get_patched_exchange(mocker, default_conf)
+    exchange._klines[("XRP/BTC", ticker_interval)] = ticker_history
+    exchange._klines[("UNITTEST/BTC", ticker_interval)] = ticker_history
+
+    dp = DataProvider(default_conf, exchange)
+    assert dp.runmode == RunMode.DRY_RUN
+    assert ticker_history.equals(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval))
+    assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval), DataFrame)
+    assert dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval) is not ticker_history
+    assert not dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval).empty
+    assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty
+
+    # Test with and without parameter
+    assert dp.get_pair_dataframe("UNITTEST/BTC",
+                                 ticker_interval).equals(dp.get_pair_dataframe("UNITTEST/BTC"))
+
+    default_conf["runmode"] = RunMode.LIVE
+    dp = DataProvider(default_conf, exchange)
+    assert dp.runmode == RunMode.LIVE
+    assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval), DataFrame)
+    assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty
+
+    historymock = MagicMock(return_value=ticker_history)
+    mocker.patch("freqtrade.data.dataprovider.load_pair_history", historymock)
+    default_conf["runmode"] = RunMode.BACKTEST
+    dp = DataProvider(default_conf, exchange)
+    assert dp.runmode == RunMode.BACKTEST
+    assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval), DataFrame)
+    # assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty
+
+
 def test_available_pairs(mocker, default_conf, ticker_history):
     exchange = get_patched_exchange(mocker, default_conf)
-
     ticker_interval = default_conf["ticker_interval"]
     exchange._klines[("XRP/BTC", ticker_interval)] = ticker_history
     exchange._klines[("UNITTEST/BTC", ticker_interval)] = ticker_history
-    dp = DataProvider(default_conf, exchange)
 
+    dp = DataProvider(default_conf, exchange)
     assert len(dp.available_pairs) == 2
     assert dp.available_pairs == [
         ("XRP/BTC", ticker_interval),