Store monthly candles as "Mo"

This commit is contained in:
Matthias 2022-05-01 17:00:00 +02:00
parent 528509f809
commit a1048fb619
3 changed files with 16 additions and 4 deletions

View File

@ -40,7 +40,7 @@ class HDF5DataHandler(IDataHandler):
return [ return [
( (
cls.rebuild_pair_from_filename(match[1]), cls.rebuild_pair_from_filename(match[1]),
match[2], cls.rebuild_timeframe_from_filename(match[2]),
CandleType.from_string(match[3]) CandleType.from_string(match[3])
) for match in _tmp if match and len(match.groups()) > 1] ) for match in _tmp if match and len(match.groups()) > 1]

View File

@ -26,7 +26,7 @@ logger = logging.getLogger(__name__)
class IDataHandler(ABC): class IDataHandler(ABC):
_OHLCV_REGEX = r'^([a-zA-Z_-]+)\-(\d+\S)\-?([a-zA-Z_]*)?(?=\.)' _OHLCV_REGEX = r'^([a-zA-Z_-]+)\-(\d+[a-zA-Z]{1,2})\-?([a-zA-Z_]*)?(?=\.)'
def __init__(self, datadir: Path) -> None: def __init__(self, datadir: Path) -> None:
self._datadir = datadir self._datadir = datadir
@ -201,7 +201,7 @@ class IDataHandler(ABC):
datadir = datadir.joinpath('futures') datadir = datadir.joinpath('futures')
candle = f"-{candle_type}" candle = f"-{candle_type}"
filename = datadir.joinpath( filename = datadir.joinpath(
f'{pair_s}-{timeframe}{candle}.{cls._get_file_extension()}') f'{pair_s}-{cls.timeframe_to_file(timeframe)}{candle}.{cls._get_file_extension()}')
return filename return filename
@classmethod @classmethod
@ -210,6 +210,18 @@ class IDataHandler(ABC):
filename = datadir.joinpath(f'{pair_s}-trades.{cls._get_file_extension()}') filename = datadir.joinpath(f'{pair_s}-trades.{cls._get_file_extension()}')
return filename return filename
@staticmethod
def timeframe_to_file(timeframe: str):
return timeframe.replace('M', 'Mo')
@staticmethod
def rebuild_timeframe_from_filename(timeframe: str) -> str:
"""
converts timeframe from disk to file
Replaces mo with M (to avoid problems on case-insensitive filesystems)
"""
return re.sub('mo', 'M', timeframe, flags=re.IGNORECASE)
@staticmethod @staticmethod
def rebuild_pair_from_filename(pair: str) -> str: def rebuild_pair_from_filename(pair: str) -> str:
""" """

View File

@ -41,7 +41,7 @@ class JsonDataHandler(IDataHandler):
return [ return [
( (
cls.rebuild_pair_from_filename(match[1]), cls.rebuild_pair_from_filename(match[1]),
match[2], cls.rebuild_timeframe_from_filename(match[2]),
CandleType.from_string(match[3]) CandleType.from_string(match[3])
) for match in _tmp if match and len(match.groups()) > 1] ) for match in _tmp if match and len(match.groups()) > 1]