adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Adapt convert_backtestdata.py to new format

Browse Source 
Also fix timezone issue and integer overflow
This commit is contained in:
enenn 2018-04-08 13:11:12 +02:00
parent ce3603f84f
commit bfe1eaadcf
1 changed files with 27 additions and 8 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

35
scripts/convert_backtestdata.py
View File

@ -24,6 +24,7 @@ from freqtrade.arguments import Arguments
from freqtrade import misc
from freqtrade.logger import Logger
from pandas import DataFrame
from freqtrade.constants import Constants
import dateutil.parser
@ -82,9 +83,10 @@ def convert_dataframe(frame: DataFrame):
cols = ['date', 'open', 'high', 'low', 'close', 'volume']
frame = frame[cols]
# Make sure parsing/printing data is assumed to be UTC
frame['date'] = frame['date'].apply(
lambda d: int(dateutil.parser.parse(d).timestamp()) * 1000)
frame['date'] = frame['date'].astype(int)
lambda d: int(dateutil.parser.parse(d+'+00:00').timestamp()) * 1000)
frame['date'] = frame['date'].astype('int64')
# Convert columns one by one to preserve type.
by_column = [frame[x].values.tolist() for x in frame.columns]
return list(list(x) for x in zip(*by_column))
@ -130,15 +132,32 @@ def convert_main(args: Namespace) -> None:
filename)
continue
ret = re.search(r'\d+(?=\.json)', path.basename(filename))
if not ret:
ret_integer = re.search(r'\d+(?=\.json)', path.basename(filename))
ret_string = re.search(r'(\d+[mhdw])(?=\.json)', path.basename(filename))
if ret_integer:
minutes = int(ret_integer.group(0))
interval = str(minutes) + 'm' # default to adding 'm' to end of minutes for new interval name
# but check if there is a mapping between int and string also
for str_interval, minutes_interval in Constants.TICKER_INTERVAL_MINUTES.items():
if minutes_interval == minutes:
interval = str_interval
break
# change order on pairs if old ticker interval found
filename_new = path.join(path.dirname(filename),
"{}_{}-{}.json".format(currencies[1],
currencies[0], interval))
elif ret_string:
interval = ret_string.group(0)
filename_new = path.join(path.dirname(filename),
"{}_{}-{}.json".format(currencies[0],
currencies[1], interval))
else:
logger.warning("file %s could not be converted, interval not found", filename)
continue
interval = ret.group(0)
filename_new = path.join(path.dirname(filename),
"{}_{}-{}.json".format(currencies[1],
currencies[0], interval))
logger.debug("Converting and renaming %s to %s", filename, filename_new)
convert_file(filename, filename_new)