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Pass data_format to methods

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This commit is contained in:
Matthias 2019-12-27 13:46:25 +01:00
parent 65f539e9d8
commit 9c5b94adf5
7 changed files with 44 additions and 15 deletions
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2
docs/configuration.md
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@ -106,6 +106,8 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `internals.sd_notify` | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](installation.md#7-optional-configure-freqtrade-as-a-systemd-service) for more details. <br> ***Datatype:*** *Boolean*
| `logfile` | Specifies logfile name. Uses a rolling strategy for log file rotation for 10 files with the 1MB limit per file. <br> ***Datatype:*** *String*
| `user_data_dir` | Directory containing user data. <br> *Defaults to `./user_data/`*. <br> ***Datatype:*** *String*
| `dataformat_ohlcv` | Data format to use to store OHLCV historic data. <br> *Defaults to `json`*. <br> ***Datatype:*** *String*
| `dataformat_trades` | Data format to use to store trades historic data. <br> *Defaults to `jsongz`*. <br> ***Datatype:*** *String*
### Parameters in the strategy

2
freqtrade/configuration/arguments.py
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@ -51,7 +51,7 @@ ARGS_CONVERT_DATA = ["pairs", "format_from", "format_to"]
ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes"]
ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "download_trades", "exchange",
"timeframes", "erase"]
"timeframes", "erase", "dataformat_ohlcv", "dataformat_trades"]
ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
"db_url", "trade_source", "export", "exportfilename",

12
freqtrade/configuration/cli_options.py
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@ -344,6 +344,18 @@ AVAILABLE_CLI_OPTIONS = {
choices=constants.AVAILABLE_DATAHANDLERS,
required=True,
),
"dataformat_ohlcv": Arg(
'--data-format',
help='Storage format for downloaded ohlcv data. (default: `%(default)s`).',
choices=constants.AVAILABLE_DATAHANDLERS,
default='json'
),
"dataformat_trades": Arg(
'--data-format-trades',
help='Storage format for downloaded trades data. (default: `%(default)s`).',
choices=constants.AVAILABLE_DATAHANDLERS,
default='jsongz'
),
"exchange": Arg(
'--exchange',
help=f'Exchange name (default: `{constants.DEFAULT_EXCHANGE}`). '

7
freqtrade/configuration/configuration.py
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@ -339,9 +339,16 @@ class Configuration:
self._args_to_config(config, argname='days',
logstring='Detected --days: {}')
self._args_to_config(config, argname='download_trades',
logstring='Detected --dl-trades: {}')
self._args_to_config(config, argname='dataformat_ohlcv',
logstring='Using "{}" to store OHLCV data.')
self._args_to_config(config, argname='dataformat_trade',
logstring='Using "{}" to store trades data.')
def _process_runmode(self, config: Dict[str, Any]) -> None:
if not self.runmode:

14
freqtrade/constants.py
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@ -216,17 +216,17 @@ CONF_SCHEMA = {
'process_throttle_secs': {'type': 'integer'},
'interval': {'type': 'integer'},
'sd_notify': {'type': 'boolean'},
'dataformat_ohlcv': {
'type': 'string',
}
},
'dataformat_ohlcv': {
'type': 'string',
'enum': AVAILABLE_DATAHANDLERS,
'default': 'json'
},
'dataformat_trades': {
'type': 'string',
},
'dataformat_trades': {
'type': 'string',
'enum': AVAILABLE_DATAHANDLERS,
'default': 'jsongz'
}
}
}
},
'definitions': {

10
freqtrade/data/history.py
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@ -178,7 +178,7 @@ def _download_pair_history(datadir: Path,
:param timerange: range of time to download
:return: bool with success state
"""
data_handler = get_datahandler(datadir)
data_handler = get_datahandler(datadir, data_handler=data_handler)
try:
logger.info(
@ -327,12 +327,14 @@ def refresh_backtest_trades_data(exchange: Exchange, pairs: List[str], datadir:
def convert_trades_to_ohlcv(pairs: List[str], timeframes: List[str],
datadir: Path, timerange: TimeRange, erase=False) -> None:
datadir: Path, timerange: TimeRange, erase=False,
data_format_ohlcv: str = 'json',
data_format_trades: str = 'jsongz') -> None:
"""
Convert stored trades data to ohlcv data
"""
data_handler_trades = get_datahandler(datadir, data_format='jsongz')
data_handler_ohlcv = get_datahandler(datadir, data_format='json')
data_handler_trades = get_datahandler(datadir, data_format=data_format_trades)
data_handler_ohlcv = get_datahandler(datadir, data_format=data_format_ohlcv)
for pair in pairs:
trades = data_handler_trades.trades_load(pair)

12
freqtrade/utils.py
View File

@ -204,16 +204,22 @@ def start_download_data(args: Dict[str, Any]) -> None:
if config.get('download_trades'):
pairs_not_available = refresh_backtest_trades_data(
exchange, pairs=config["pairs"], datadir=config['datadir'],
timerange=timerange, erase=config.get("erase"))
timerange=timerange, erase=config.get("erase"),
data_format=config['dataformat_trades'])
# Convert downloaded trade data to different timeframes
convert_trades_to_ohlcv(
pairs=config["pairs"], timeframes=config["timeframes"],
datadir=config['datadir'], timerange=timerange, erase=config.get("erase"))
datadir=config['datadir'], timerange=timerange, erase=config.get("erase"),
data_format_ohlcv=config['dataformat_ohlcv'],
data_format_trades=config['dataformat_trades'],
)
else:
pairs_not_available = refresh_backtest_ohlcv_data(
exchange, pairs=config["pairs"], timeframes=config["timeframes"],
datadir=config['datadir'], timerange=timerange, erase=config.get("erase"))
datadir=config['datadir'], timerange=timerange, erase=config.get("erase"),
data_format=config['dataformat_ohlcv'])
except KeyboardInterrupt:
sys.exit("SIGINT received, aborting ...")