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remove trim_tickerlist

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This commit is contained in:
Matthias 2019-12-27 10:49:30 +01:00
parent baa942ff98
commit a3144cb2f0
2 changed files with 6 additions and 107 deletions
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59
freqtrade/data/history.py
View File

@ -15,7 +15,7 @@ from typing import Dict, List, Optional, Tuple
import arrow
from pandas import DataFrame
from freqtrade import OperationalException, misc
from freqtrade import OperationalException
from freqtrade.configuration import TimeRange
from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS
from freqtrade.data.converter import parse_ticker_dataframe, trades_to_ohlcv
@ -26,48 +26,6 @@ from freqtrade.exchange import Exchange
logger = logging.getLogger(__name__)
def trim_tickerlist(tickerlist: List[Dict], timerange: TimeRange) -> List[Dict]:
"""
Trim tickerlist based on given timerange
"""
if not tickerlist:
return tickerlist
start_index = 0
stop_index = len(tickerlist)
if timerange.starttype == 'date':
while (start_index < len(tickerlist) and
tickerlist[start_index][0] < timerange.startts * 1000):
start_index += 1
if timerange.stoptype == 'date':
while (stop_index > 0 and
tickerlist[stop_index-1][0] > timerange.stopts * 1000):
stop_index -= 1
if start_index > stop_index:
raise ValueError(f'The timerange [{timerange.startts},{timerange.stopts}] is incorrect')
return tickerlist[start_index:stop_index]
def load_tickerdata_file(datadir: Path, pair: str, timeframe: str,
timerange: Optional[TimeRange] = None) -> List[Dict]:
"""
Load a pair from file, either .json.gz or .json
:return: tickerlist or None if unsuccessful
"""
filename = pair_data_filename(datadir, pair, timeframe)
pairdata = misc.file_load_json(filename)
if not pairdata:
return []
if timerange:
pairdata = trim_tickerlist(pairdata, timerange)
return pairdata
def load_pair_history(pair: str,
timeframe: str,
datadir: Path, *,
@ -170,12 +128,6 @@ def refresh_data(datadir: Path,
exchange=exchange, data_handler=data_handler)
def pair_data_filename(datadir: Path, pair: str, timeframe: str) -> Path:
pair_s = pair.replace("/", "_")
filename = datadir.joinpath(f'{pair_s}-{timeframe}.json')
return filename
def _load_cached_data_for_updating(pair: str, timeframe: str, timerange: Optional[TimeRange],
data_handler: IDataHandler) -> Tuple[DataFrame, Optional[int]]:
"""
@ -291,11 +243,10 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes
continue
for timeframe in timeframes:
dl_file = pair_data_filename(datadir, pair, timeframe)
if erase and dl_file.exists():
logger.info(
f'Deleting existing data for pair {pair}, interval {timeframe}.')
dl_file.unlink()
if erase:
if data_handler.ohlcv_purge(pair, timeframe):
logger.info(
f'Deleting existing data for pair {pair}, interval {timeframe}.')
logger.info(f'Downloading pair {pair}, interval {timeframe}.')
_download_pair_history(datadir=datadir, exchange=exchange,

54
tests/data/test_history.py
View File

@ -22,7 +22,7 @@ from freqtrade.data.history import (_download_pair_history,
load_data, load_pair_history,
refresh_backtest_ohlcv_data,
refresh_backtest_trades_data, refresh_data,
trim_tickerlist, validate_backtest_data)
validate_backtest_data)
from freqtrade.exchange import timeframe_to_minutes
from freqtrade.misc import file_dump_json
from freqtrade.strategy.default_strategy import DefaultStrategy
@ -358,58 +358,6 @@ def test_init_with_refresh(default_conf, mocker) -> None:
)
def test_trim_tickerlist(testdatadir) -> None:
file = testdatadir / 'UNITTEST_BTC-1m.json'
with open(file) as data_file:
ticker_list = json.load(data_file)
ticker_list_len = len(ticker_list)
# Test the pattern ^(\d{8})-(\d{8})$
# This pattern extract a window between the dates
timerange = TimeRange('date', 'date', ticker_list[5][0] / 1000, ticker_list[10][0] / 1000 - 1)
ticker = trim_tickerlist(ticker_list, timerange)
ticker_len = len(ticker)
assert ticker_len == 5
assert ticker_list[0] is not ticker[0] # The first element should be different
assert ticker_list[5] is ticker[0] # The list starts at the index 5
assert ticker_list[9] is ticker[-1] # The list ends at the index 9 (5 elements)
# Test the pattern ^-(\d{8})$
# This pattern extracts elements from the start to the date
timerange = TimeRange(None, 'date', 0, ticker_list[10][0] / 1000 - 1)
ticker = trim_tickerlist(ticker_list, timerange)
ticker_len = len(ticker)
assert ticker_len == 10
assert ticker_list[0] is ticker[0] # The start of the list is included
assert ticker_list[9] is ticker[-1] # The element 10 is not included
# Test the pattern ^(\d{8})-$
# This pattern extracts elements from the date to now
timerange = TimeRange('date', None, ticker_list[10][0] / 1000 - 1, None)
ticker = trim_tickerlist(ticker_list, timerange)
ticker_len = len(ticker)
assert ticker_len == ticker_list_len - 10
assert ticker_list[10] is ticker[0] # The first element is element #10
assert ticker_list[-1] is ticker[-1] # The last element is the same
# Test a wrong pattern
# This pattern must return the list unchanged
timerange = TimeRange(None, None, None, 5)
ticker = trim_tickerlist(ticker_list, timerange)
ticker_len = len(ticker)
assert ticker_list_len == ticker_len
# passing empty list
timerange = TimeRange(None, None, None, 5)
ticker = trim_tickerlist([], timerange)
assert 0 == len(ticker)
assert not ticker
def test_file_dump_json_tofile(testdatadir) -> None:
file = testdatadir / 'test_{id}.json'.format(id=str(uuid.uuid4()))
data = {'bar': 'foo'}