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optimized data handling to reduce lambda calls

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This commit is contained in:
Gert Wohlgemuth 2018-06-06 20:57:30 -07:00
parent ab57926530
commit b3dc4b564f
2 changed files with 11 additions and 5 deletions
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13
freqtrade/aws/backtesting_lambda.py
View File

@ -186,6 +186,7 @@ def _store_aggregated_data(interval, name, result, timerange, user):
:param user:
:return:
"""
submit_data = []
for row in result[1][2]:
if row[1] > 0:
data = {
@ -205,7 +206,7 @@ def _store_aggregated_data(interval, name, result, timerange, user):
# aggregate by pair + interval + time range for each strategy
data['id'] = "aggregate:{}:{}:{}:test".format(row[0].upper(), interval, timerange)
data['trade'] = "{}.{}".format(user, name)
_submit_to_remote(data)
submit_data.append(data.copy())
# id: aggregate by strategy + user + range + pair
# range: ticker
@ -213,15 +214,16 @@ def _store_aggregated_data(interval, name, result, timerange, user):
data['id'] = "aggregate:ticker:{}:{}:{}:{}:test".format(user, name, row[0].upper(), timerange),
data['trade'] = "{}".format(interval)
_submit_to_remote(data)
submit_data.append(data.copy())
# id: aggregate by strategy + user + ticker + pair
# range: timerange
# allows us to easily see on which time range the strategy works best
data['id'] = "aggregate:timerange:{}:{}:{}:{}:test".format(user, name, row[0].upper(), interval),
data['trade'] = "{}".format(timerange)
submit_data.append(data.copy())
_submit_to_remote(data)
_submit_to_remote(submit_data)
def _submit_to_remote(data):
@ -250,8 +252,9 @@ def _store_trade_data(interval, name, result, timerange, user):
:param user:
:return:
"""
submit_data = []
for index, row in result[0].iterrows():
_submit_to_remote({
submit_data.append({
"id": "{}.{}:{}:{}:{}:test".format(user, name, interval, timerange, row['currency'].upper()),
"trade": "{} to {}".format(row['entry'].strftime('%Y-%m-%d %H:%M:%S'),
row['exit'].strftime('%Y-%m-%d %H:%M:%S')),
@ -266,6 +269,8 @@ def _store_trade_data(interval, name, result, timerange, user):
})
_submit_to_remote(submit_data)
def generate_configuration(fromDate, till, name, refresh, user, remote=True):
"""

3
freqtrade/aws/trade.py
View File

@ -16,7 +16,8 @@ def store(event, context):
if 'Sns' in x and 'Message' in x['Sns']:
data = json.loads(x['Sns']['Message'], use_decimal=True)
print("storing data: {}".format(data))
get_trade_table().put_item(Item=data)
for x in data:
get_trade_table().put_item(Item=x)
def submit(event, context):