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Minor improvements in data.history

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This commit is contained in:
hroff-1902
2019-12-18 01:06:03 +03:00
parent 021fa1ca1a
commit cf4c3642ce
9 changed files with 44 additions and 53 deletions
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20
freqtrade/data/history.py
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@@ -68,7 +68,7 @@ def trim_dataframe(df: DataFrame, timerange: TimeRange, df_date_col: str = 'date
def load_tickerdata_file(datadir: Path, pair: str, timeframe: str,
timerange: Optional[TimeRange] = None) -> Optional[list]:
timerange: Optional[TimeRange] = None) -> List[Dict]:
"""
Load a pair from file, either .json.gz or .json
:return: tickerlist or None if unsuccessful
@@ -276,7 +276,7 @@ def _load_cached_data_for_updating(datadir: Path, pair: str, timeframe: str,
def _download_pair_history(datadir: Path,
exchange: Optional[Exchange],
exchange: Exchange,
pair: str,
timeframe: str = '5m',
timerange: Optional[TimeRange] = None) -> bool:
@@ -293,11 +293,6 @@ def _download_pair_history(datadir: Path,
:param timerange: range of time to download
:return: bool with success state
"""
if not exchange:
raise OperationalException(
"Exchange needs to be initialized when downloading pair history data"
)
try:
logger.info(
f'Download history data for pair: "{pair}", timeframe: {timeframe} '
@@ -447,18 +442,19 @@ def convert_trades_to_ohlcv(pairs: List[str], timeframes: List[str],
store_tickerdata_file(datadir, pair, timeframe, data=ohlcv)
def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]:
def get_timerange(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]:
"""
Get the maximum timeframe for the given backtest data
Get the maximum common timerange for the given backtest data.
:param data: dictionary with preprocessed backtesting data
:return: tuple containing min_date, max_date
"""
timeframe = [
timeranges = [
(arrow.get(frame['date'].min()), arrow.get(frame['date'].max()))
for frame in data.values()
]
return min(timeframe, key=operator.itemgetter(0))[0], \
max(timeframe, key=operator.itemgetter(1))[1]
return (min(timeranges, key=operator.itemgetter(0))[0],
max(timeranges, key=operator.itemgetter(1))[1])
def validate_backtest_data(data: DataFrame, pair: str, min_date: datetime,