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Added candle_type to a lot of methods, wrote some tests

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This commit is contained in:
Sam Germain
2021-11-21 01:43:05 -06:00
parent e2f98a8dab
commit 920151934a
27 changed files with 495 additions and 253 deletions
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44
freqtrade/data/dataprovider.py
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@@ -41,7 +41,13 @@ class DataProvider:
"""
self.__slice_index = limit_index
def _set_cached_df(self, pair: str, timeframe: str, dataframe: DataFrame) -> None:
def _set_cached_df(
self,
pair: str,
timeframe: str,
dataframe: DataFrame,
candle_type: str = ''
) -> None:
"""
Store cached Dataframe.
Using private method as this should never be used by a user
@@ -50,7 +56,8 @@ class DataProvider:
:param timeframe: Timeframe to get data for
:param dataframe: analyzed dataframe
"""
self.__cached_pairs[(pair, timeframe)] = (dataframe, datetime.now(timezone.utc))
self.__cached_pairs[(pair, timeframe, candle_type)] = (
dataframe, datetime.now(timezone.utc))
def add_pairlisthandler(self, pairlists) -> None:
"""
@@ -58,13 +65,18 @@ class DataProvider:
"""
self._pairlists = pairlists
def historic_ohlcv(self, pair: str, timeframe: str = None) -> DataFrame:
def historic_ohlcv(
self,
pair: str,
timeframe: str = None,
candle_type: str = ''
) -> DataFrame:
"""
Get stored historical candle (OHLCV) data
:param pair: pair to get the data for
:param timeframe: timeframe to get data for
"""
saved_pair = (pair, str(timeframe))
saved_pair = (pair, str(timeframe), candle_type)
if saved_pair not in self.__cached_pairs_backtesting:
timerange = TimeRange.parse_timerange(None if self._config.get(
'timerange') is None else str(self._config.get('timerange')))
@@ -77,11 +89,17 @@ class DataProvider:
timeframe=timeframe or self._config['timeframe'],
datadir=self._config['datadir'],
timerange=timerange,
data_format=self._config.get('dataformat_ohlcv', 'json')
data_format=self._config.get('dataformat_ohlcv', 'json'),
candle_type=candle_type
)
return self.__cached_pairs_backtesting[saved_pair].copy()
def get_pair_dataframe(self, pair: str, timeframe: str = None) -> DataFrame:
def get_pair_dataframe(
self,
pair: str,
timeframe: str = None,
candle_type: str = ''
) -> DataFrame:
"""
Return pair candle (OHLCV) data, either live or cached historical -- depending
on the runmode.
@@ -91,12 +109,12 @@ class DataProvider:
"""
if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
# Get live OHLCV data.
data = self.ohlcv(pair=pair, timeframe=timeframe)
data = self.ohlcv(pair=pair, timeframe=timeframe, candle_type=candle_type)
else:
# Get historical OHLCV data (cached on disk).
data = self.historic_ohlcv(pair=pair, timeframe=timeframe)
data = self.historic_ohlcv(pair=pair, timeframe=timeframe, candle_type=candle_type)
if len(data) == 0:
logger.warning(f"No data found for ({pair}, {timeframe}).")
logger.warning(f"No data found for ({pair}, {timeframe}, {candle_type}).")
return data
def get_analyzed_dataframe(
@@ -114,7 +132,7 @@ class DataProvider:
combination.
Returns empty dataframe and Epoch 0 (1970-01-01) if no dataframe was cached.
"""
pair_key = (pair, timeframe)
pair_key = (pair, timeframe, candle_type)
if pair_key in self.__cached_pairs:
if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
df, date = self.__cached_pairs[pair_key]
@@ -200,8 +218,10 @@ class DataProvider:
if self._exchange is None:
raise OperationalException(NO_EXCHANGE_EXCEPTION)
if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
return self._exchange.klines((pair, timeframe or self._config['timeframe']),
copy=copy)
return self._exchange.klines(
(pair, timeframe or self._config['timeframe'], candle_type),
copy=copy
)
else:
return DataFrame()