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replaced candle_type: Optional[str] = '' with candle_type: str = ''

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This commit is contained in:
Sam Germain 2021-11-21 00:21:10 -06:00
parent 64a6abc541
commit e2f98a8dab
8 changed files with 63 additions and 43 deletions
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2
freqtrade/data/converter.py
View File

@ -266,7 +266,7 @@ def convert_ohlcv_format(
convert_from: str,
convert_to: str,
erase: bool,
candle_type: Optional[str] = ""
candle_type: str = ''
):
"""
Convert OHLCV from one format to another

15
freqtrade/data/dataprovider.py
View File

@ -99,7 +99,12 @@ class DataProvider:
logger.warning(f"No data found for ({pair}, {timeframe}).")
return data
def get_analyzed_dataframe(self, pair: str, timeframe: str) -> Tuple[DataFrame, datetime]:
def get_analyzed_dataframe(
self,
pair: str,
timeframe: str,
candle_type: str = ''
) -> Tuple[DataFrame, datetime]:
"""
Retrieve the analyzed dataframe. Returns the full dataframe in trade mode (live / dry),
and the last 1000 candles (up to the time evaluated at this moment) in all other modes.
@ -177,7 +182,13 @@ class DataProvider:
raise OperationalException(NO_EXCHANGE_EXCEPTION)
return list(self._exchange._klines.keys())
def ohlcv(self, pair: str, timeframe: str = None, copy: bool = True) -> DataFrame:
def ohlcv(
self,
pair: str,
timeframe: str = None,
copy: bool = True,
candle_type: str = ''
) -> DataFrame:
"""
Get candle (OHLCV) data for the given pair as DataFrame
Please use the `available_pairs` method to verify which pairs are currently cached.

12
freqtrade/data/history/hdf5datahandler.py
View File

@ -42,7 +42,7 @@ class HDF5DataHandler(IDataHandler):
cls,
datadir: Path,
timeframe: str,
candle_type: Optional[str] = ""
candle_type: str = ''
) -> List[str]:
"""
Returns a list of all pairs with ohlcv data available in this datadir
@ -67,7 +67,7 @@ class HDF5DataHandler(IDataHandler):
pair: str,
timeframe: str,
data: pd.DataFrame,
candle_type: Optional[str] = ""
candle_type: str = ''
) -> None:
"""
Store data in hdf5 file.
@ -88,7 +88,7 @@ class HDF5DataHandler(IDataHandler):
def _ohlcv_load(self, pair: str, timeframe: str,
timerange: Optional[TimeRange] = None,
candle_type: Optional[str] = "") -> pd.DataFrame:
candle_type: str = '') -> pd.DataFrame:
"""
Internal method used to load data for one pair from disk.
Implements the loading and conversion to a Pandas dataframe.
@ -125,7 +125,7 @@ class HDF5DataHandler(IDataHandler):
'low': 'float', 'close': 'float', 'volume': 'float'})
return pairdata
def ohlcv_purge(self, pair: str, timeframe: str, candle_type: Optional[str] = "") -> bool:
def ohlcv_purge(self, pair: str, timeframe: str, candle_type: str = '') -> bool:
"""
Remove data for this pair
:param pair: Delete data for this pair.
@ -143,7 +143,7 @@ class HDF5DataHandler(IDataHandler):
pair: str,
timeframe: str,
data: pd.DataFrame,
candle_type: Optional[str] = ""
candle_type: str = ''
) -> None:
"""
Append data to existing data structures
@ -238,7 +238,7 @@ class HDF5DataHandler(IDataHandler):
datadir: Path,
pair: str,
timeframe: str,
candle_type: Optional[str] = ""
candle_type: str = ''
) -> Path:
pair_s = misc.pair_to_filename(pair)
if candle_type:

18
freqtrade/data/history/history_utils.py
View File

@ -29,6 +29,7 @@ def load_pair_history(pair: str,
startup_candles: int = 0,
data_format: str = None,
data_handler: IDataHandler = None,
candle_type: str = ''
) -> DataFrame:
"""
Load cached ohlcv history for the given pair.
@ -64,6 +65,7 @@ def load_data(datadir: Path,
startup_candles: int = 0,
fail_without_data: bool = False,
data_format: str = 'json',
candle_type: str = ''
) -> Dict[str, DataFrame]:
"""
Load ohlcv history data for a list of pairs.
@ -105,6 +107,7 @@ def refresh_data(datadir: Path,
exchange: Exchange,
data_format: str = None,
timerange: Optional[TimeRange] = None,
candle_type: str = ''
) -> None:
"""
Refresh ohlcv history data for a list of pairs.
@ -124,8 +127,13 @@ def refresh_data(datadir: Path,
timerange=timerange, exchange=exchange, data_handler=data_handler)
def _load_cached_data_for_updating(pair: str, timeframe: str, timerange: Optional[TimeRange],
data_handler: IDataHandler) -> Tuple[DataFrame, Optional[int]]:
def _load_cached_data_for_updating(
pair: str,
timeframe: str,
timerange: Optional[TimeRange],
data_handler: IDataHandler,
candle_type: str = ''
) -> Tuple[DataFrame, Optional[int]]:
"""
Load cached data to download more data.
If timerange is passed in, checks whether data from an before the stored data will be
@ -162,7 +170,7 @@ def _download_pair_history(pair: str, *,
new_pairs_days: int = 30,
data_handler: IDataHandler = None,
timerange: Optional[TimeRange] = None,
candle_type: Optional[str] = "") -> bool:
candle_type: str = '') -> bool:
"""
Download latest candles from the exchange for the pair and timeframe passed in parameters
The data is downloaded starting from the last correct data that
@ -232,7 +240,7 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes
datadir: Path, timerange: Optional[TimeRange] = None,
new_pairs_days: int = 30, erase: bool = False,
data_format: str = None,
candle_type: Optional[str] = "") -> List[str]:
candle_type: str = '') -> List[str]:
"""
Refresh stored ohlcv data for backtesting and hyperopt operations.
Used by freqtrade download-data subcommand.
@ -365,7 +373,7 @@ def convert_trades_to_ohlcv(
erase: bool = False,
data_format_ohlcv: str = 'json',
data_format_trades: str = 'jsongz',
candle_type: Optional[str] = ""
candle_type: str = ''
) -> None:
"""
Convert stored trades data to ohlcv data

12
freqtrade/data/history/idatahandler.py
View File

@ -39,7 +39,7 @@ class IDataHandler(ABC):
cls,
datadir: Path,
timeframe: str,
candle_type: Optional[str] = ''
candle_type: str = ''
) -> List[str]:
"""
Returns a list of all pairs with ohlcv data available in this datadir
@ -55,7 +55,7 @@ class IDataHandler(ABC):
pair: str,
timeframe: str,
data: DataFrame,
candle_type: Optional[str] = ''
candle_type: str = ''
) -> None:
"""
Store ohlcv data.
@ -68,7 +68,7 @@ class IDataHandler(ABC):
@abstractmethod
def _ohlcv_load(self, pair: str, timeframe: str,
timerange: Optional[TimeRange] = None,
candle_type: Optional[str] = ''
candle_type: str = ''
) -> DataFrame:
"""
Internal method used to load data for one pair from disk.
@ -83,7 +83,7 @@ class IDataHandler(ABC):
"""
@abstractmethod
def ohlcv_purge(self, pair: str, timeframe: str, candle_type: Optional[str] = '') -> bool:
def ohlcv_purge(self, pair: str, timeframe: str, candle_type: str = '') -> bool:
"""
Remove data for this pair
:param pair: Delete data for this pair.
@ -97,7 +97,7 @@ class IDataHandler(ABC):
pair: str,
timeframe: str,
data: DataFrame,
candle_type: Optional[str] = ''
candle_type: str = ''
) -> None:
"""
Append data to existing data structures
@ -165,7 +165,7 @@ class IDataHandler(ABC):
drop_incomplete: bool = True,
startup_candles: int = 0,
warn_no_data: bool = True,
candle_type: Optional[str] = ''
candle_type: str = ''
) -> DataFrame:
"""
Load cached candle (OHLCV) data for the given pair.

12
freqtrade/data/history/jsondatahandler.py
View File

@ -42,7 +42,7 @@ class JsonDataHandler(IDataHandler):
cls,
datadir: Path,
timeframe: str,
candle_type: Optional[str] = ""
candle_type: str = ''
) -> List[str]:
"""
Returns a list of all pairs with ohlcv data available in this datadir
@ -66,7 +66,7 @@ class JsonDataHandler(IDataHandler):
pair: str,
timeframe: str,
data: DataFrame,
candle_type: Optional[str] = ""
candle_type: str = ''
) -> None:
"""
Store data in json format "values".
@ -94,7 +94,7 @@ class JsonDataHandler(IDataHandler):
def _ohlcv_load(self, pair: str, timeframe: str,
timerange: Optional[TimeRange] = None,
candle_type: Optional[str] = ""
candle_type: str = ''
) -> DataFrame:
"""
Internal method used to load data for one pair from disk.
@ -124,7 +124,7 @@ class JsonDataHandler(IDataHandler):
infer_datetime_format=True)
return pairdata
def ohlcv_purge(self, pair: str, timeframe: str, candle_type: Optional[str] = "") -> bool:
def ohlcv_purge(self, pair: str, timeframe: str, candle_type: str = '') -> bool:
"""
Remove data for this pair
:param pair: Delete data for this pair.
@ -142,7 +142,7 @@ class JsonDataHandler(IDataHandler):
pair: str,
timeframe: str,
data: DataFrame,
candle_type: Optional[str] = ""
candle_type: str = ''
) -> None:
"""
Append data to existing data structures
@ -222,7 +222,7 @@ class JsonDataHandler(IDataHandler):
datadir: Path,
pair: str,
timeframe: str,
candle_type: Optional[str] = ""
candle_type: str = ''
) -> Path:
pair_s = misc.pair_to_filename(pair)
if candle_type:

10
freqtrade/exchange/binance.py
View File

@ -200,14 +200,10 @@ class Binance(Exchange):
except ccxt.BaseError as e:
raise OperationalException(e) from e
async def _async_get_historic_ohlcv(
self,
pair: str,
timeframe: str,
since_ms: int,
is_new_pair: bool,
async def _async_get_historic_ohlcv(self, pair: str, timeframe: str,
since_ms: int, is_new_pair: bool = False,
raise_: bool = False,
candle_type: Optional[str] = ""
candle_type: str = ''
) -> Tuple[str, str, List]:
"""
Overwrite to introduce "fast new pair" functionality by detecting the pair's listing date

21
freqtrade/exchange/exchange.py
View File

@ -1311,7 +1311,7 @@ class Exchange:
def get_historic_ohlcv(self, pair: str, timeframe: str,
since_ms: int, is_new_pair: bool = False,
candle_type: Optional[str] = "") -> List:
candle_type: str = '') -> List:
"""
Get candle history using asyncio and returns the list of candles.
Handles all async work for this.
@ -1329,7 +1329,7 @@ class Exchange:
return data
def get_historic_ohlcv_as_df(self, pair: str, timeframe: str,
since_ms: int, candle_type: Optional[str] = "") -> DataFrame:
since_ms: int, candle_type: str = '') -> DataFrame:
"""
Minimal wrapper around get_historic_ohlcv - converting the result into a dataframe
:param pair: Pair to download
@ -1344,7 +1344,7 @@ class Exchange:
async def _async_get_historic_ohlcv(self, pair: str, timeframe: str,
since_ms: int, is_new_pair: bool,
raise_: bool = False,
candle_type: Optional[str] = ""
candle_type: str = ''
) -> Tuple[str, str, List]:
"""
Download historic ohlcv
@ -1383,8 +1383,8 @@ class Exchange:
def refresh_latest_ohlcv(self, pair_list: ListPairsWithTimeframes, *,
since_ms: Optional[int] = None, cache: bool = True,
candle_type: Optional[str] = ""
) -> Dict[Tuple[str, str], DataFrame]:
candle_type: str = ''
) -> Dict[Tuple[str, str, str], DataFrame]:
"""
Refresh in-memory OHLCV asynchronously and set `_klines` with the result
Loops asynchronously over pair_list and downloads all pairs async (semi-parallel).
@ -1450,7 +1450,12 @@ class Exchange:
return results_df
def _now_is_time_to_refresh(self, pair: str, timeframe: str) -> bool:
def _now_is_time_to_refresh(
self,
pair: str,
timeframe: str,
candle_type: str = ''
) -> bool:
# Timeframe in seconds
interval_in_sec = timeframe_to_seconds(timeframe)
@ -1463,8 +1468,8 @@ class Exchange:
pair: str,
timeframe: str,
since_ms: Optional[int] = None,
candle_type: Optional[str] = "",
) -> Tuple[str, str, List]:
candle_type: str = '',
) -> Tuple[str, str, str, List]:
"""
Asynchronously get candle history data using fetch_ohlcv
:param candle_type: