adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Initialize datahandlers

Browse Source
This commit is contained in:
Matthias 2019-12-25 16:12:20 +01:00
parent 5fca17d7e1
commit 9547d47ae2
2 changed files with 34 additions and 16 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

16
freqtrade/data/datahandlers/__init__.py
View File

@ -1,5 +1,5 @@
from typing import Type
from pathlib import Path
from .idatahandler import IDataHandler
@ -20,3 +20,17 @@ def get_datahandlerclass(datatype: str) -> Type[IDataHandler]:
return JsonGzDataHandler
else:
raise ValueError(f"No datahandler for datatype {datatype} available.")
def get_datahandler(datadir: Path, data_format: str = None,
data_handler: IDataHandler = None) -> IDataHandler:
"""
:param datadir: Folder to save data
:data_format: dataformat to use
:data_handler: returns this datahandler if it exists or initializes a new one
"""
if not data_handler:
HandlerClass = get_datahandlerclass(data_format or 'json')
data_handler = HandlerClass(datadir)
return data_handler

34
freqtrade/data/history.py
View File

@ -18,9 +18,9 @@ from pandas import DataFrame
from freqtrade import OperationalException, misc
from freqtrade.configuration import TimeRange
from freqtrade.data.converter import trades_to_ohlcv
from freqtrade.data.datahandlers import get_datahandler, get_datahandlerclass
from freqtrade.data.datahandlers.idatahandler import IDataHandler
from freqtrade.exchange import Exchange, timeframe_to_minutes
from .datahandlers import get_datahandlerclass
logger = logging.getLogger(__name__)
@ -106,8 +106,8 @@ def load_pair_history(pair: str,
fill_up_missing: bool = True,
drop_incomplete: bool = True,
startup_candles: int = 0,
data_format: str = 'json',
data_handler: IDataHandler,
data_format: str = None,
data_handler: IDataHandler = None,
) -> DataFrame:
"""
Load cached ticker history for the given pair.
@ -115,18 +115,17 @@ def load_pair_history(pair: str,
:param pair: Pair to load data for
:param timeframe: Ticker timeframe (e.g. "5m")
:param datadir: Path to the data storage location.
:param data_format: Format of the data. Ignored if data_handler is set.
:param timerange: Limit data to be loaded to this timerange
:param fill_up_missing: Fill missing values with "No action"-candles
:param drop_incomplete: Drop last candle assuming it may be incomplete.
:param startup_candles: Additional candles to load at the start of the period
:param data_format: Format of the data. Ignored if data_handler is set.
:param data_handler: Initialized data-handler to use.
Will be initialized from data_format if not set
:return: DataFrame with ohlcv data, or empty DataFrame
"""
if not data_handler:
HandlerClass = get_datahandlerclass(data_format)
data_handler = HandlerClass(datadir)
data_handler = get_datahandler(datadir, data_format, data_handler)
return data_handler.ohlcv_load(pair=pair,
timeframe=timeframe,
timerange=timerange,
@ -138,7 +137,7 @@ def load_pair_history(pair: str,
def load_data(datadir: Path,
timeframe: str,
pairs: List[str],
pairs: List[str], *,
timerange: Optional[TimeRange] = None,
fill_up_missing: bool = True,
startup_candles: int = 0,
@ -162,8 +161,7 @@ def load_data(datadir: Path,
if startup_candles > 0 and timerange:
logger.info(f'Using indicator startup period: {startup_candles} ...')
HandlerClass = get_datahandlerclass(data_format)
data_handler = HandlerClass(datadir)
data_handler = get_datahandler(datadir, data_format)
for pair in pairs:
hist = load_pair_history(pair=pair, timeframe=timeframe,
@ -184,6 +182,7 @@ def refresh_data(datadir: Path,
timeframe: str,
pairs: List[str],
exchange: Exchange,
data_format: str = None,
timerange: Optional[TimeRange] = None,
) -> None:
"""
@ -195,10 +194,11 @@ def refresh_data(datadir: Path,
:param exchange: Exchange object
:param timerange: Limit data to be loaded to this timerange
"""
data_handler = get_datahandler(datadir, data_format)
for pair in pairs:
_download_pair_history(pair=pair, timeframe=timeframe,
datadir=datadir, timerange=timerange,
exchange=exchange)
exchange=exchange, data_handler=data_handler)
def pair_data_filename(datadir: Path, pair: str, timeframe: str) -> Path:
@ -256,9 +256,10 @@ def _load_cached_data_for_updating(datadir: Path, pair: str, timeframe: str,
def _download_pair_history(datadir: Path,
exchange: Exchange,
pair: str,
pair: str, *,
timeframe: str = '5m',
timerange: Optional[TimeRange] = None) -> bool:
timerange: Optional[TimeRange] = None,
data_handler: IDataHandler = None) -> bool:
"""
Download latest candles from the exchange for the pair and timeframe passed in parameters
The data is downloaded starting from the last correct data that
@ -272,6 +273,8 @@ def _download_pair_history(datadir: Path,
:param timerange: range of time to download
:return: bool with success state
"""
data_handler = get_datahandler(datadir)
try:
logger.info(
f'Download history data for pair: "{pair}", timeframe: {timeframe} '
@ -308,13 +311,14 @@ def _download_pair_history(datadir: Path,
def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes: List[str],
datadir: Path, timerange: Optional[TimeRange] = None,
erase=False) -> List[str]:
erase=False, data_format: str = None) -> List[str]:
"""
Refresh stored ohlcv data for backtesting and hyperopt operations.
Used by freqtrade download-data subcommand.
:return: List of pairs that are not available.
"""
pairs_not_available = []
data_handler = get_datahandler(datadir, data_format)
for pair in pairs:
if pair not in exchange.markets:
pairs_not_available.append(pair)
@ -331,7 +335,7 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes
logger.info(f'Downloading pair {pair}, interval {timeframe}.')
_download_pair_history(datadir=datadir, exchange=exchange,
pair=pair, timeframe=str(timeframe),
timerange=timerange)
timerange=timerange, data_handler=data_handler)
return pairs_not_available