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Merge branch 'develop' into download_module

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Matthias
2019-08-20 06:49:18 +02:00
parent 8d1a575a9b c63856dac4
commit e8ee087e9d
25 changed files with 315 additions and 239 deletions
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43
freqtrade/data/dataprovider.py
View File

@@ -44,36 +44,49 @@ class DataProvider():
def ohlcv(self, pair: str, ticker_interval: str = None, copy: bool = True) -> DataFrame:
"""
get ohlcv data for the given pair as DataFrame
Please check `available_pairs` to verify which pairs are currently cached.
Get ohlcv data for the given pair as DataFrame
Please use the `available_pairs` method to verify which pairs are currently cached.
:param pair: pair to get the data for
:param ticker_interval: ticker_interval to get pair for
:param copy: copy dataframe before returning.
Use false only for RO operations (where the dataframe is not modified)
:param ticker_interval: ticker interval to get data for
:param copy: copy dataframe before returning if True.
Use False only for read-only operations (where the dataframe is not modified)
"""
if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
if ticker_interval:
pairtick = (pair, ticker_interval)
else:
pairtick = (pair, self._config['ticker_interval'])
return self._exchange.klines(pairtick, copy=copy)
return self._exchange.klines((pair, ticker_interval or self._config['ticker_interval']),
copy=copy)
else:
return DataFrame()
def historic_ohlcv(self, pair: str, ticker_interval: str) -> DataFrame:
def historic_ohlcv(self, pair: str, ticker_interval: str = None) -> DataFrame:
"""
get stored historic ohlcv data
Get stored historic ohlcv data
:param pair: pair to get the data for
:param ticker_interval: ticker_interval to get pair for
:param ticker_interval: ticker interval to get data for
"""
return load_pair_history(pair=pair,
ticker_interval=ticker_interval,
ticker_interval=ticker_interval or self._config['ticker_interval'],
refresh_pairs=False,
datadir=Path(self._config['datadir']) if self._config.get(
'datadir') else None
)
def get_pair_dataframe(self, pair: str, ticker_interval: str = None) -> DataFrame:
"""
Return pair ohlcv data, either live or cached historical -- depending
on the runmode.
:param pair: pair to get the data for
:param ticker_interval: ticker interval to get data for
"""
if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
# Get live ohlcv data.
data = self.ohlcv(pair=pair, ticker_interval=ticker_interval)
else:
# Get historic ohlcv data (cached on disk).
data = self.historic_ohlcv(pair=pair, ticker_interval=ticker_interval)
if len(data) == 0:
logger.warning(f"No data found for ({pair}, {ticker_interval}).")
return data
def ticker(self, pair: str):
"""
Return last ticker data

43
freqtrade/data/history.py
View File

@@ -43,7 +43,7 @@ def trim_tickerlist(tickerlist: List[Dict], timerange: TimeRange) -> List[Dict]:
start_index += 1
if timerange.stoptype == 'line':
start_index = len(tickerlist) + timerange.stopts
start_index = max(len(tickerlist) + timerange.stopts, 0)
if timerange.stoptype == 'index':
stop_index = timerange.stopts
elif timerange.stoptype == 'date':
@@ -57,10 +57,8 @@ def trim_tickerlist(tickerlist: List[Dict], timerange: TimeRange) -> List[Dict]:
return tickerlist[start_index:stop_index]
def load_tickerdata_file(
datadir: Optional[Path], pair: str,
ticker_interval: str,
timerange: Optional[TimeRange] = None) -> Optional[list]:
def load_tickerdata_file(datadir: Optional[Path], pair: str, ticker_interval: str,
timerange: Optional[TimeRange] = None) -> Optional[list]:
"""
Load a pair from file, either .json.gz or .json
:return: tickerlist or None if unsuccesful
@@ -68,13 +66,22 @@ def load_tickerdata_file(
filename = pair_data_filename(datadir, pair, ticker_interval)
pairdata = misc.file_load_json(filename)
if not pairdata:
return None
return []
if timerange:
pairdata = trim_tickerlist(pairdata, timerange)
return pairdata
def store_tickerdata_file(datadir: Optional[Path], pair: str,
ticker_interval: str, data: list, is_zip: bool = False):
"""
Stores tickerdata to file
"""
filename = pair_data_filename(datadir, pair, ticker_interval)
misc.file_dump_json(filename, data, is_zip=is_zip)
def load_pair_history(pair: str,
ticker_interval: str,
datadir: Optional[Path],
@@ -177,11 +184,14 @@ def pair_data_filename(datadir: Optional[Path], pair: str, ticker_interval: str)
return filename
def load_cached_data_for_updating(filename: Path, ticker_interval: str,
def load_cached_data_for_updating(datadir: Optional[Path], pair: str, ticker_interval: str,
timerange: Optional[TimeRange]) -> Tuple[List[Any],
Optional[int]]:
"""
Load cached data and choose what part of the data should be updated
Load cached data to download more data.
If timerange is passed in, checks wether data from an before the stored data will be downloaded.
If that's the case than what's available should be completely overwritten.
Only used by download_pair_history().
"""
since_ms = None
@@ -195,12 +205,11 @@ def load_cached_data_for_updating(filename: Path, ticker_interval: str,
since_ms = arrow.utcnow().shift(minutes=num_minutes).timestamp * 1000
# read the cached file
if filename.is_file():
with open(filename, "rt") as file:
data = misc.json_load(file)
# remove the last item, could be incomplete candle
if data:
data.pop()
# Intentionally don't pass timerange in - since we need to load the full dataset.
data = load_tickerdata_file(datadir, pair, ticker_interval)
# remove the last item, could be incomplete candle
if data:
data.pop()
else:
data = []
@@ -239,14 +248,12 @@ def download_pair_history(datadir: Optional[Path],
)
try:
filename = pair_data_filename(datadir, pair, ticker_interval)
logger.info(
f'Download history data for pair: "{pair}", interval: {ticker_interval} '
f'and store in {datadir}.'
)
data, since_ms = load_cached_data_for_updating(filename, ticker_interval, timerange)
data, since_ms = load_cached_data_for_updating(datadir, pair, ticker_interval, timerange)
logger.debug("Current Start: %s", misc.format_ms_time(data[1][0]) if data else 'None')
logger.debug("Current End: %s", misc.format_ms_time(data[-1][0]) if data else 'None')
@@ -262,7 +269,7 @@ def download_pair_history(datadir: Optional[Path],
logger.debug("New Start: %s", misc.format_ms_time(data[0][0]))
logger.debug("New End: %s", misc.format_ms_time(data[-1][0]))
misc.file_dump_json(filename, data)
store_tickerdata_file(datadir, pair, ticker_interval, data=data)
return True
except Exception as e: