Simplify datahandler classes by exploiting commonalities

This commit is contained in:
Matthias 2021-12-02 20:19:22 +01:00
parent d3ad4fb52e
commit ad5c8f601c
3 changed files with 33 additions and 63 deletions

View File

@ -6,7 +6,6 @@ from typing import List, Optional
import numpy as np import numpy as np
import pandas as pd import pandas as pd
from freqtrade import misc
from freqtrade.configuration import TimeRange from freqtrade.configuration import TimeRange
from freqtrade.constants import (DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS, from freqtrade.constants import (DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS,
ListPairsWithTimeframes, TradeList) ListPairsWithTimeframes, TradeList)
@ -99,19 +98,6 @@ class HDF5DataHandler(IDataHandler):
'low': 'float', 'close': 'float', 'volume': 'float'}) 'low': 'float', 'close': 'float', 'volume': 'float'})
return pairdata return pairdata
def ohlcv_purge(self, pair: str, timeframe: str) -> bool:
"""
Remove data for this pair
:param pair: Delete data for this pair.
:param timeframe: Timeframe (e.g. "5m")
:return: True when deleted, false if file did not exist.
"""
filename = self._pair_data_filename(self._datadir, pair, timeframe)
if filename.exists():
filename.unlink()
return True
return False
def ohlcv_append(self, pair: str, timeframe: str, data: pd.DataFrame) -> None: def ohlcv_append(self, pair: str, timeframe: str, data: pd.DataFrame) -> None:
""" """
Append data to existing data structures Append data to existing data structures
@ -180,17 +166,9 @@ class HDF5DataHandler(IDataHandler):
trades[['id', 'type']] = trades[['id', 'type']].replace({np.nan: None}) trades[['id', 'type']] = trades[['id', 'type']].replace({np.nan: None})
return trades.values.tolist() return trades.values.tolist()
def trades_purge(self, pair: str) -> bool: @classmethod
""" def _get_file_extension(cls):
Remove data for this pair return "h5"
:param pair: Delete data for this pair.
:return: True when deleted, false if file did not exist.
"""
filename = self._pair_trades_filename(self._datadir, pair)
if filename.exists():
filename.unlink()
return True
return False
@classmethod @classmethod
def _pair_ohlcv_key(cls, pair: str, timeframe: str) -> str: def _pair_ohlcv_key(cls, pair: str, timeframe: str) -> str:
@ -199,15 +177,3 @@ class HDF5DataHandler(IDataHandler):
@classmethod @classmethod
def _pair_trades_key(cls, pair: str) -> str: def _pair_trades_key(cls, pair: str) -> str:
return f"{pair}/trades" return f"{pair}/trades"
@classmethod
def _pair_data_filename(cls, datadir: Path, pair: str, timeframe: str) -> Path:
pair_s = misc.pair_to_filename(pair)
filename = datadir.joinpath(f'{pair_s}-{timeframe}.h5')
return filename
@classmethod
def _pair_trades_filename(cls, datadir: Path, pair: str) -> Path:
pair_s = misc.pair_to_filename(pair)
filename = datadir.joinpath(f'{pair_s}-trades.h5')
return filename

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@ -12,6 +12,7 @@ from typing import List, Optional, Type
from pandas import DataFrame from pandas import DataFrame
from freqtrade import misc
from freqtrade.configuration import TimeRange from freqtrade.configuration import TimeRange
from freqtrade.constants import ListPairsWithTimeframes, TradeList from freqtrade.constants import ListPairsWithTimeframes, TradeList
from freqtrade.data.converter import clean_ohlcv_dataframe, trades_remove_duplicates, trim_dataframe from freqtrade.data.converter import clean_ohlcv_dataframe, trades_remove_duplicates, trim_dataframe
@ -26,6 +27,13 @@ class IDataHandler(ABC):
def __init__(self, datadir: Path) -> None: def __init__(self, datadir: Path) -> None:
self._datadir = datadir self._datadir = datadir
@classmethod
def _get_file_extension(cls) -> str:
"""
Get file extension for this particular datahandler
"""
raise NotImplementedError()
@abstractclassmethod @abstractclassmethod
def ohlcv_get_available_data(cls, datadir: Path) -> ListPairsWithTimeframes: def ohlcv_get_available_data(cls, datadir: Path) -> ListPairsWithTimeframes:
""" """
@ -70,7 +78,6 @@ class IDataHandler(ABC):
:return: DataFrame with ohlcv data, or empty DataFrame :return: DataFrame with ohlcv data, or empty DataFrame
""" """
@abstractmethod
def ohlcv_purge(self, pair: str, timeframe: str) -> bool: def ohlcv_purge(self, pair: str, timeframe: str) -> bool:
""" """
Remove data for this pair Remove data for this pair
@ -78,6 +85,11 @@ class IDataHandler(ABC):
:param timeframe: Timeframe (e.g. "5m") :param timeframe: Timeframe (e.g. "5m")
:return: True when deleted, false if file did not exist. :return: True when deleted, false if file did not exist.
""" """
filename = self._pair_data_filename(self._datadir, pair, timeframe)
if filename.exists():
filename.unlink()
return True
return False
@abstractmethod @abstractmethod
def ohlcv_append(self, pair: str, timeframe: str, data: DataFrame) -> None: def ohlcv_append(self, pair: str, timeframe: str, data: DataFrame) -> None:
@ -123,13 +135,17 @@ class IDataHandler(ABC):
:return: List of trades :return: List of trades
""" """
@abstractmethod
def trades_purge(self, pair: str) -> bool: def trades_purge(self, pair: str) -> bool:
""" """
Remove data for this pair Remove data for this pair
:param pair: Delete data for this pair. :param pair: Delete data for this pair.
:return: True when deleted, false if file did not exist. :return: True when deleted, false if file did not exist.
""" """
filename = self._pair_trades_filename(self._datadir, pair)
if filename.exists():
filename.unlink()
return True
return False
def trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> TradeList: def trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> TradeList:
""" """
@ -141,6 +157,18 @@ class IDataHandler(ABC):
""" """
return trades_remove_duplicates(self._trades_load(pair, timerange=timerange)) return trades_remove_duplicates(self._trades_load(pair, timerange=timerange))
@classmethod
def _pair_data_filename(cls, datadir: Path, pair: str, timeframe: str) -> Path:
pair_s = misc.pair_to_filename(pair)
filename = datadir.joinpath(f'{pair_s}-{timeframe}.{cls._get_file_extension()}')
return filename
@classmethod
def _pair_trades_filename(cls, datadir: Path, pair: str) -> Path:
pair_s = misc.pair_to_filename(pair)
filename = datadir.joinpath(f'{pair_s}-trades.{cls._get_file_extension()}')
return filename
def ohlcv_load(self, pair, timeframe: str, def ohlcv_load(self, pair, timeframe: str,
timerange: Optional[TimeRange] = None, timerange: Optional[TimeRange] = None,
fill_missing: bool = True, fill_missing: bool = True,

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@ -174,34 +174,10 @@ class JsonDataHandler(IDataHandler):
pass pass
return tradesdata return tradesdata
def trades_purge(self, pair: str) -> bool:
"""
Remove data for this pair
:param pair: Delete data for this pair.
:return: True when deleted, false if file did not exist.
"""
filename = self._pair_trades_filename(self._datadir, pair)
if filename.exists():
filename.unlink()
return True
return False
@classmethod
def _pair_data_filename(cls, datadir: Path, pair: str, timeframe: str) -> Path:
pair_s = misc.pair_to_filename(pair)
filename = datadir.joinpath(f'{pair_s}-{timeframe}.{cls._get_file_extension()}')
return filename
@classmethod @classmethod
def _get_file_extension(cls): def _get_file_extension(cls):
return "json.gz" if cls._use_zip else "json" return "json.gz" if cls._use_zip else "json"
@classmethod
def _pair_trades_filename(cls, datadir: Path, pair: str) -> Path:
pair_s = misc.pair_to_filename(pair)
filename = datadir.joinpath(f'{pair_s}-trades.{cls._get_file_extension()}')
return filename
class JsonGzDataHandler(JsonDataHandler): class JsonGzDataHandler(JsonDataHandler):