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Move download of live data to load_data

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Avoids code duplication in backtesting and plot_dataframe
This commit is contained in:
Matthias 2019-05-29 20:10:48 +02:00
parent 6451feee0e
commit c2f6897d8b
2 changed files with 28 additions and 27 deletions
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26
freqtrade/data/history.py
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@ -122,21 +122,29 @@ def load_data(datadir: Optional[Path],
refresh_pairs: bool = False, refresh_pairs: bool = False,
exchange: Optional[Exchange] = None, exchange: Optional[Exchange] = None,
timerange: TimeRange = TimeRange(None, None, 0, 0), timerange: TimeRange = TimeRange(None, None, 0, 0),
fill_up_missing: bool = True) -> Dict[str, DataFrame]: fill_up_missing: bool = True,
live: bool = False
) -> Dict[str, DataFrame]:
""" """
Loads ticker history data for a list of pairs the given parameters Loads ticker history data for a list of pairs the given parameters
:return: dict(<pair>:<tickerlist>) :return: dict(<pair>:<tickerlist>)
""" """
result = {} result = {}
if live:
logger.info('Live: Downloading data for all defined pairs ...')
exchange.refresh_latest_ohlcv([(pair, ticker_interval) for pair in pairs])
result = {key[0]: value for key, value in exchange._klines.items() if value is not None}
else:
logger.info('Using local backtesting data ...')
for pair in pairs: for pair in pairs:
hist = load_pair_history(pair=pair, ticker_interval=ticker_interval, hist = load_pair_history(pair=pair, ticker_interval=ticker_interval,
datadir=datadir, timerange=timerange, datadir=datadir, timerange=timerange,
refresh_pairs=refresh_pairs, refresh_pairs=refresh_pairs,
exchange=exchange, exchange=exchange,
fill_up_missing=fill_up_missing) fill_up_missing=fill_up_missing)
if hist is not None: if hist is not None:
result[pair] = hist result[pair] = hist
return result return result

29
freqtrade/optimize/backtesting.py
View File

@ -401,24 +401,17 @@ class Backtesting(object):
logger.info('Using stake_currency: %s ...', self.config['stake_currency']) logger.info('Using stake_currency: %s ...', self.config['stake_currency'])
logger.info('Using stake_amount: %s ...', self.config['stake_amount']) logger.info('Using stake_amount: %s ...', self.config['stake_amount'])
if self.config.get('live'): timerange = Arguments.parse_timerange(None if self.config.get(
logger.info('Downloading data for all pairs in whitelist ...') 'timerange') is None else str(self.config.get('timerange')))
self.exchange.refresh_latest_ohlcv([(pair, self.ticker_interval) for pair in pairs]) data = history.load_data(
data = {key[0]: value for key, value in self.exchange._klines.items()} datadir=Path(self.config['datadir']) if self.config.get('datadir') else None,
pairs=pairs,
else: ticker_interval=self.ticker_interval,
logger.info('Using local backtesting data (using whitelist in given config) ...') refresh_pairs=self.config.get('refresh_pairs', False),
exchange=self.exchange,
timerange = Arguments.parse_timerange(None if self.config.get( timerange=timerange,
'timerange') is None else str(self.config.get('timerange'))) live=self.config.get('live', False)
data = history.load_data( )
datadir=Path(self.config['datadir']) if self.config.get('datadir') else None,
pairs=pairs,
ticker_interval=self.ticker_interval,
refresh_pairs=self.config.get('refresh_pairs', False),
exchange=self.exchange,
timerange=timerange
)
if not data: if not data:
logger.critical("No data found. Terminating.") logger.critical("No data found. Terminating.")