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Extract default dataframe columns to constant

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Matthias
2019-12-26 19:52:08 +01:00
parent dbe8f727cb
commit b83487a70d
3 changed files with 6 additions and 3 deletions
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1
freqtrade/constants.py
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@@ -21,6 +21,7 @@ AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList', 'PrecisionFilter', 'P
AVAILABLE_DATAHANDLERS = ['json', 'jsongz'] AVAILABLE_DATAHANDLERS = ['json', 'jsongz']
DRY_RUN_WALLET = 1000 DRY_RUN_WALLET = 1000
MATH_CLOSE_PREC = 1e-14 # Precision used for float comparisons MATH_CLOSE_PREC = 1e-14 # Precision used for float comparisons
DEFAULT_DATAFRAME_COLUMNS = ['date', 'open', 'high', 'low', 'close', 'volume']
USERPATH_HYPEROPTS = 'hyperopts' USERPATH_HYPEROPTS = 'hyperopts'
USERPATH_STRATEGY = 'strategies' USERPATH_STRATEGY = 'strategies'

5
freqtrade/data/converter.py
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@@ -8,6 +8,7 @@ import pandas as pd
from pandas import DataFrame, to_datetime from pandas import DataFrame, to_datetime
from freqtrade.configuration.timerange import TimeRange from freqtrade.configuration.timerange import TimeRange
from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@@ -26,7 +27,7 @@ def parse_ticker_dataframe(ticker: list, timeframe: str, pair: str, *,
:return: DataFrame :return: DataFrame
""" """
logger.debug("Parsing tickerlist to dataframe") logger.debug("Parsing tickerlist to dataframe")
cols = ['date', 'open', 'high', 'low', 'close', 'volume'] cols = DEFAULT_DATAFRAME_COLUMNS
frame = DataFrame(ticker, columns=cols) frame = DataFrame(ticker, columns=cols)
frame['date'] = to_datetime(frame['date'], frame['date'] = to_datetime(frame['date'],
@@ -173,4 +174,4 @@ def trades_to_ohlcv(trades: list, timeframe: str) -> DataFrame:
df_new['date'] = df_new.index df_new['date'] = df_new.index
# Drop 0 volume rows # Drop 0 volume rows
df_new = df_new.dropna() df_new = df_new.dropna()
return df_new[['date', 'open', 'high', 'low', 'close', 'volume']] return df_new[DEFAULT_DATAFRAME_COLUMNS]

3
freqtrade/data/datahandlers/jsondatahandler.py
View File

@@ -7,6 +7,7 @@ from pandas import DataFrame, read_json, to_datetime
from freqtrade import misc from freqtrade import misc
from freqtrade.configuration import TimeRange from freqtrade.configuration import TimeRange
from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS
from .idatahandler import IDataHandler from .idatahandler import IDataHandler
@@ -14,7 +15,7 @@ from .idatahandler import IDataHandler
class JsonDataHandler(IDataHandler): class JsonDataHandler(IDataHandler):
_use_zip = False _use_zip = False
_columns = ['date', 'open', 'high', 'low', 'close', 'volume'] _columns = DEFAULT_DATAFRAME_COLUMNS
@classmethod @classmethod
def ohlcv_get_pairs(cls, datadir: Path, timeframe: str) -> List[str]: def ohlcv_get_pairs(cls, datadir: Path, timeframe: str) -> List[str]: