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Merge pull request #2135 from freqtrade/ohlcv_docstring

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[minor] Improve docstring for some downloading methods
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Matthias 2019-08-15 16:23:42 +02:00 committed by GitHub
commit 93cf2cd19b
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4 changed files with 29 additions and 20 deletions
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9
freqtrade/data/history.py
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@ -252,10 +252,11 @@ def download_pair_history(datadir: Optional[Path],
logger.debug("Current End: %s", misc.format_ms_time(data[-1][0]) if data else 'None')
# Default since_ms to 30 days if nothing is given
new_data = exchange.get_history(pair=pair, ticker_interval=ticker_interval,
since_ms=since_ms if since_ms
else
int(arrow.utcnow().shift(days=-30).float_timestamp) * 1000)
new_data = exchange.get_historic_ohlcv(pair=pair, ticker_interval=ticker_interval,
since_ms=since_ms if since_ms
else
int(arrow.utcnow().shift(
days=-30).float_timestamp) * 1000)
data.extend(new_data)
logger.debug("New Start: %s", misc.format_ms_time(data[0][0]))

26
freqtrade/exchange/exchange.py
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@ -546,19 +546,24 @@ class Exchange(object):
logger.info("returning cached ticker-data for %s", pair)
return self._cached_ticker[pair]
def get_history(self, pair: str, ticker_interval: str,
since_ms: int) -> List:
def get_historic_ohlcv(self, pair: str, ticker_interval: str,
since_ms: int) -> List:
"""
Gets candle history using asyncio and returns the list of candles.
Handles all async doing.
Async over one pair, assuming we get `_ohlcv_candle_limit` candles per call.
:param pair: Pair to download
:param ticker_interval: Interval to get
:param since_ms: Timestamp in milliseconds to get history from
:returns List of tickers
"""
return asyncio.get_event_loop().run_until_complete(
self._async_get_history(pair=pair, ticker_interval=ticker_interval,
since_ms=since_ms))
self._async_get_historic_ohlcv(pair=pair, ticker_interval=ticker_interval,
since_ms=since_ms))
async def _async_get_history(self, pair: str,
ticker_interval: str,
since_ms: int) -> List:
async def _async_get_historic_ohlcv(self, pair: str,
ticker_interval: str,
since_ms: int) -> List:
one_call = timeframe_to_msecs(ticker_interval) * self._ohlcv_candle_limit
logger.debug(
@ -584,7 +589,10 @@ class Exchange(object):
def refresh_latest_ohlcv(self, pair_list: List[Tuple[str, str]]) -> List[Tuple[str, List]]:
"""
Refresh in-memory ohlcv asyncronously and set `_klines` with the result
Refresh in-memory ohlcv asynchronously and set `_klines` with the result
Loops asynchronously over pair_list and downloads all pairs async (semi-parallel).
:param pair_list: List of 2 element tuples containing pair, interval to refresh
:return: Returns a List of ticker-dataframes.
"""
logger.debug("Refreshing ohlcv data for %d pairs", len(pair_list))
@ -632,7 +640,7 @@ class Exchange(object):
async def _async_get_candle_history(self, pair: str, ticker_interval: str,
since_ms: Optional[int] = None) -> Tuple[str, str, List]:
"""
Asyncronously gets candle histories using fetch_ohlcv
Asynchronously gets candle histories using fetch_ohlcv
returns tuple: (pair, ticker_interval, ohlcv_list)
"""
try:

10
freqtrade/tests/data/test_history.py
View File

@ -80,7 +80,7 @@ def test_load_data_7min_ticker(mocker, caplog, default_conf) -> None:
def test_load_data_1min_ticker(ticker_history, mocker, caplog) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history)
mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ticker_history)
file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-1m.json')
_backup_file(file, copy_file=True)
history.load_data(datadir=None, ticker_interval='1m', pairs=['UNITTEST/BTC'])
@ -96,7 +96,7 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog, defau
"""
Test load_pair_history() with 1 min ticker
"""
mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history_list)
mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ticker_history_list)
exchange = get_patched_exchange(mocker, default_conf)
file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
@ -266,7 +266,7 @@ def test_load_cached_data_for_updating(mocker) -> None:
def test_download_pair_history(ticker_history_list, mocker, default_conf) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history_list)
mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ticker_history_list)
exchange = get_patched_exchange(mocker, default_conf)
file1_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
file1_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-5m.json')
@ -319,7 +319,7 @@ def test_download_pair_history2(mocker, default_conf) -> None:
[1509836580000, 0.00161, 0.00161, 0.00161, 0.00161, 82.390199]
]
json_dump_mock = mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=tick)
mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=tick)
exchange = get_patched_exchange(mocker, default_conf)
download_pair_history(None, exchange, pair="UNITTEST/BTC", ticker_interval='1m')
download_pair_history(None, exchange, pair="UNITTEST/BTC", ticker_interval='3m')
@ -327,7 +327,7 @@ def test_download_pair_history2(mocker, default_conf) -> None:
def test_download_backtesting_data_exception(ticker_history, mocker, caplog, default_conf) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_history',
mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv',
side_effect=Exception('File Error'))
exchange = get_patched_exchange(mocker, default_conf)

4
freqtrade/tests/exchange/test_exchange.py
View File

@ -1000,7 +1000,7 @@ def test_get_ticker(default_conf, mocker, exchange_name):
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_get_history(default_conf, mocker, caplog, exchange_name):
def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name):
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
tick = [
[
@ -1021,7 +1021,7 @@ def test_get_history(default_conf, mocker, caplog, exchange_name):
# one_call calculation * 1.8 should do 2 calls
since = 5 * 60 * 500 * 1.8
print(f"since = {since}")
ret = exchange.get_history(pair, "5m", int((arrow.utcnow().timestamp - since) * 1000))
ret = exchange.get_historic_ohlcv(pair, "5m", int((arrow.utcnow().timestamp - since) * 1000))
assert exchange._async_get_candle_history.call_count == 2
# Returns twice the above tick