Using ujson to load ticker files from disk during backtest

is over 30% faster.
This commit is contained in:
creslinux 2018-07-12 12:24:28 +00:00
parent bd46b4faf3
commit af34540450
2 changed files with 4 additions and 2 deletions

View File

@ -2,6 +2,7 @@
import gzip
import json
import ujson
import logging
import os
from typing import Optional, List, Dict, Tuple, Any
@ -67,7 +68,7 @@ def load_tickerdata_file(
elif os.path.isfile(file):
logger.debug('Loading ticker data from file %s', file)
with open(file) as tickerdata:
pairdata = json.load(tickerdata)
pairdata = ujson.load(tickerdata)
else:
return None
@ -163,7 +164,7 @@ def load_cached_data_for_updating(filename: str,
# read the cached file
if os.path.isfile(filename):
with open(filename, "rt") as file:
data = json.load(file)
data = ujson.load(file)
# remove the last item, because we are not sure if it is correct
# it could be fetched when the candle was incompleted
if data:

View File

@ -17,6 +17,7 @@ pytest-mock==1.10.0
pytest-cov==2.5.1
tabulate==0.8.2
coinmarketcap==5.0.3
ujson==1.35
# Required for hyperopt
scikit-optimize==0.5.2