Get min/max data in list-data command
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@ -69,7 +69,7 @@ ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes", "exchange", "tradin
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ARGS_CONVERT_TRADES = ["pairs", "timeframes", "exchange", "dataformat_ohlcv", "dataformat_trades"]
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ARGS_LIST_DATA = ["exchange", "dataformat_ohlcv", "pairs", "trading_mode"]
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ARGS_LIST_DATA = ["exchange", "dataformat_ohlcv", "pairs", "trading_mode", "show_timerange"]
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ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "new_pairs_days", "include_inactive",
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"timerange", "download_trades", "exchange", "timeframes",
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@ -434,6 +434,11 @@ AVAILABLE_CLI_OPTIONS = {
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help='Storage format for downloaded trades data. (default: `jsongz`).',
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choices=constants.AVAILABLE_DATAHANDLERS,
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),
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"show_timerange": Arg(
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'--show-timerange',
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help='Show timerange available for available data. (May take a while to calculate).',
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action='store_true',
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),
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"exchange": Arg(
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'--exchange',
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help=f'Exchange name (default: `{constants.DEFAULT_EXCHANGE}`). '
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@ -5,6 +5,7 @@ from datetime import datetime, timedelta
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from typing import Any, Dict, List
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from freqtrade.configuration import TimeRange, setup_utils_configuration
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from freqtrade.constants import DATETIME_PRINT_FORMAT
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from freqtrade.data.converter import convert_ohlcv_format, convert_trades_format
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from freqtrade.data.history import (convert_trades_to_ohlcv, refresh_backtest_ohlcv_data,
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refresh_backtest_trades_data)
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@ -177,6 +178,7 @@ def start_list_data(args: Dict[str, Any]) -> None:
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paircombs = [comb for comb in paircombs if comb[0] in args['pairs']]
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print(f"Found {len(paircombs)} pair / timeframe combinations.")
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if not config.get('show_timerange'):
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groupedpair = defaultdict(list)
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for pair, timeframe, candle_type in sorted(
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paircombs,
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@ -191,3 +193,16 @@ def start_list_data(args: Dict[str, Any]) -> None:
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],
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headers=("Pair", "Timeframe", "Type"),
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tablefmt='psql', stralign='right'))
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else:
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paircombs1 = [(
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pair, timeframe, candle_type,
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*dhc.ohlcv_data_min_max(pair, timeframe, candle_type)
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) for pair, timeframe, candle_type in paircombs]
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print(tabulate([
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(pair, timeframe, candle_type,
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start.strftime(DATETIME_PRINT_FORMAT),
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end.strftime(DATETIME_PRINT_FORMAT))
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for pair, timeframe, candle_type, start, end in paircombs1
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],
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headers=("Pair", "Timeframe", "Type", 'From', 'To'),
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tablefmt='psql', stralign='right'))
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@ -426,6 +426,9 @@ class Configuration:
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self._args_to_config(config, argname='dataformat_trades',
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logstring='Using "{}" to store trades data.')
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self._args_to_config(config, argname='show_timerange',
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logstring='Detected --show-timerange')
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def _process_data_options(self, config: Dict[str, Any]) -> None:
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self._args_to_config(config, argname='new_pairs_days',
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logstring='Detected --new-pairs-days: {}')
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@ -9,7 +9,7 @@ from abc import ABC, abstractmethod
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from copy import deepcopy
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from datetime import datetime, timezone
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from pathlib import Path
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from typing import List, Optional, Type
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from typing import List, Optional, Tuple, Type
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from pandas import DataFrame
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@ -84,6 +84,18 @@ class IDataHandler(ABC):
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:return: None
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"""
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def ohlcv_data_min_max(self, pair: str, timeframe: str,
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candle_type: CandleType) -> Tuple[datetime, datetime]:
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"""
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Returns the min and max timestamp for the given pair and timeframe.
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:param pair: Pair to get min/max for
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:param timeframe: Timeframe to get min/max for
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:param candle_type: Any of the enum CandleType (must match trading mode!)
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:return: (min, max)
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"""
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data = self._ohlcv_load(pair, timeframe, None, candle_type)
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return data.iloc[0]['date'].to_pydatetime(), data.iloc[-1]['date'].to_pydatetime()
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@abstractmethod
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def _ohlcv_load(self, pair: str, timeframe: str, timerange: Optional[TimeRange],
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candle_type: CandleType
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@ -1430,6 +1430,27 @@ def test_start_list_data(testdatadir, capsys):
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assert "\n| XRP/USDT | 1h | futures |\n" in captured.out
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assert "\n| XRP/USDT | 1h, 8h | mark |\n" in captured.out
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args = [
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"list-data",
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"--data-format-ohlcv",
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"json",
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"--pairs", "XRP/ETH",
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"--datadir",
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str(testdatadir),
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"--show-timerange",
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]
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pargs = get_args(args)
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pargs['config'] = None
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start_list_data(pargs)
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captured = capsys.readouterr()
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assert "Found 2 pair / timeframe combinations." in captured.out
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assert ("\n| Pair | Timeframe | Type | From | To |\n"
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in captured.out)
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assert "UNITTEST/BTC" not in captured.out
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assert (
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"\n| XRP/ETH | 1m | spot | 2019-10-11 00:00:00 | 2019-10-13 11:19:00 |\n"
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in captured.out)
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@pytest.mark.usefixtures("init_persistence")
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def test_show_trades(mocker, fee, capsys, caplog):
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