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Replace calls to load_tickerdata_file with DataHandler calls

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This commit is contained in:
Matthias 2019-12-25 15:40:42 +01:00
parent 88fa7fc24c
commit 9d8ea2f13b
2 changed files with 20 additions and 26 deletions
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37
freqtrade/data/history.py
View File

@ -8,7 +8,6 @@ Includes:
import logging
import operator
from copy import deepcopy
from datetime import datetime, timezone
from pathlib import Path
from typing import Any, Dict, List, Optional, Tuple
@ -18,8 +17,9 @@ from pandas import DataFrame
from freqtrade import OperationalException, misc
from freqtrade.configuration import TimeRange
from freqtrade.data.converter import parse_ticker_dataframe, trades_to_ohlcv
from freqtrade.exchange import Exchange, timeframe_to_minutes, timeframe_to_seconds
from freqtrade.data.converter import trades_to_ohlcv
from freqtrade.exchange import Exchange, timeframe_to_minutes
from .datahandlers import get_datahandlerclass
logger = logging.getLogger(__name__)
@ -126,11 +126,12 @@ def _validate_pairdata(pair, pairdata, timerange: TimeRange):
def load_pair_history(pair: str,
timeframe: str,
datadir: Path,
datadir: Path, *,
timerange: Optional[TimeRange] = None,
fill_up_missing: bool = True,
drop_incomplete: bool = True,
startup_candles: int = 0,
data_format: str = 'json'
) -> DataFrame:
"""
Load cached ticker history for the given pair.
@ -142,26 +143,18 @@ def load_pair_history(pair: str,
: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
:return: DataFrame with ohlcv data, or empty DataFrame
"""
timerange_startup = deepcopy(timerange)
if startup_candles > 0 and timerange_startup:
timerange_startup.subtract_start(timeframe_to_seconds(timeframe) * startup_candles)
pairdata = load_tickerdata_file(datadir, pair, timeframe, timerange=timerange_startup)
if pairdata:
if timerange_startup:
_validate_pairdata(pair, pairdata, timerange_startup)
return parse_ticker_dataframe(pairdata, timeframe, pair=pair,
fill_missing=fill_up_missing,
drop_incomplete=drop_incomplete)
else:
logger.warning(
f'No history data for pair: "{pair}", timeframe: {timeframe}. '
'Use `freqtrade download-data` to download the data'
)
return DataFrame()
HandlerClass = get_datahandlerclass(data_format)
loader = HandlerClass(datadir)
return loader.ohlcv_load(pair=pair,
timeframe=timeframe,
timerange=timerange,
fill_missing=fill_up_missing,
drop_incomplete=drop_incomplete,
startup_candles=startup_candles,
)
def load_data(datadir: Path,

9
tests/data/test_history.py
View File

@ -96,8 +96,9 @@ def test_load_data_1min_ticker(ticker_history, mocker, caplog, testdatadir) -> N
def test_load_data_startup_candles(mocker, caplog, default_conf, testdatadir) -> None:
ltfmock = mocker.patch('freqtrade.data.history.load_tickerdata_file',
MagicMock(return_value=None))
ltfmock = mocker.patch(
'freqtrade.data.datahandlers.jsondatahandler.JsonDataHandler._ohlcv_load',
MagicMock(return_value=DataFrame()))
timerange = TimeRange('date', None, 1510639620, 0)
load_pair_history(pair='UNITTEST/BTC', timeframe='1m',
datadir=testdatadir, timerange=timerange,
@ -361,8 +362,8 @@ def test_load_partial_missing(testdatadir, caplog) -> None:
# timedifference in 5 minutes
td = ((end - start).total_seconds() // 60 // 5) + 1
assert td != len(tickerdata['UNITTEST/BTC'])
# Shift endtime with +5 - as last candle is dropped (partial candle)
end_real = arrow.get(tickerdata['UNITTEST/BTC'].iloc[-1, 0]).shift(minutes=5)
# This validation happens now after parsing to pandas.
end_real = arrow.get(tickerdata['UNITTEST/BTC'].iloc[-1, 0])
assert log_has(f'Missing data at end for pair '
f'UNITTEST/BTC, data ends at {end_real.strftime("%Y-%m-%d %H:%M:%S")}',
caplog)