Enhance ohlcv_convert method

This commit is contained in:
Matthias 2019-12-25 10:28:25 +01:00
parent 018e270336
commit d804372d74
1 changed files with 20 additions and 11 deletions

View File

@ -252,11 +252,12 @@ def convert_trades_format(config: Dict[str, Any], convert_from: str, convert_to:
if 'pairs' not in config: if 'pairs' not in config:
config['pairs'] = SrcClass.trades_get_pairs(Path(config['datadir'])) config['pairs'] = SrcClass.trades_get_pairs(Path(config['datadir']))
logger.info(f"Converting trades for {config['pairs']}") logger.info(f"Converting trades for {config['pairs']}")
for pair in config['pairs']: for pair in config['pairs']:
src = SrcClass(Path(config['datadir'], pair)) print(pair)
trg = TrgClass(Path(config['datadir'], pair)) src = SrcClass(Path(config['datadir']), pair)
trg = TrgClass(Path(config['datadir']), pair)
data = src.trades_load() data = src.trades_load()
logger.info(f"Converting {len(data)} trades for {pair}") logger.info(f"Converting {len(data)} trades for {pair}")
trg.trades_store(data) trg.trades_store(data)
@ -269,17 +270,25 @@ def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to:
""" """
SrcClass = get_datahandlerclass(convert_from) SrcClass = get_datahandlerclass(convert_from)
TrgClass = get_datahandlerclass(convert_to) TrgClass = get_datahandlerclass(convert_to)
timeframes = config.get('timeframes', [config.get('ticker_interval')])
logger.info(f"Converting OHLCV for timeframe {timeframes}")
if 'pairs' not in config: if 'pairs' not in config:
config['pairs'] = SrcClass.ohclv_get_pairs(Path(config['datadir']), config['ticker_interval']) config['pairs'] = []
logger.info(f"Converting OHLCV for {config['pairs']}") # Check timeframes or fall back to ticker_interval.
for timeframe in timeframes:
config['pairs'].extend(SrcClass.ohlcv_get_pairs(Path(config['datadir']),
timeframe))
logger.info(f"Converting OHLCV for {config['pairs']}")
for pair in config['pairs']: for timeframe in timeframes:
src = SrcClass(Path(config['datadir']), pair)
trg = TrgClass(Path(config['datadir']), pair) for pair in config['pairs']:
data = src.ohlcv_load() src = SrcClass(Path(config['datadir']), pair)
logger.info(f"Converting {len(data)} candles for {pair}") trg = TrgClass(Path(config['datadir']), pair)
trg.ohlcv_store(data) data = src.ohlcv_load(timeframe)
logger.info(f"Converting {len(data)} candles for {pair}")
# trg.ohlcv_store(data)
def start_convert_data(args: Dict[str, Any], ohlcv: bool = True) -> None: def start_convert_data(args: Dict[str, Any], ohlcv: bool = True) -> None: