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updated historic data filenames to include the candle type

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This commit is contained in:
Sam Germain
2021-11-07 00:35:27 -06:00
parent c8162479d6
commit ee2ad8ca97
8 changed files with 247 additions and 125 deletions
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49
freqtrade/data/converter.py
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@@ -5,7 +5,7 @@ import itertools
import logging
from datetime import datetime, timezone
from operator import itemgetter
from typing import Any, Dict, List
from typing import Any, Dict, List, Optional
import pandas as pd
from pandas import DataFrame, to_datetime
@@ -17,7 +17,8 @@ logger = logging.getLogger(__name__)
def ohlcv_to_dataframe(ohlcv: list, timeframe: str, pair: str, *,
fill_missing: bool = True, drop_incomplete: bool = True) -> DataFrame:
fill_missing: bool = True, drop_incomplete: bool = True,
candle_type: Optional[str] = "") -> DataFrame:
"""
Converts a list with candle (OHLCV) data (in format returned by ccxt.fetch_ohlcv)
to a Dataframe
@@ -42,12 +43,14 @@ def ohlcv_to_dataframe(ohlcv: list, timeframe: str, pair: str, *,
'volume': 'float'})
return clean_ohlcv_dataframe(df, timeframe, pair,
fill_missing=fill_missing,
drop_incomplete=drop_incomplete)
drop_incomplete=drop_incomplete,
candle_type=candle_type)
def clean_ohlcv_dataframe(data: DataFrame, timeframe: str, pair: str, *,
fill_missing: bool = True,
drop_incomplete: bool = True) -> DataFrame:
drop_incomplete: bool = True,
candle_type: Optional[str] = "") -> DataFrame:
"""
Cleanse a OHLCV dataframe by
* Grouping it by date (removes duplicate tics)
@@ -75,12 +78,17 @@ def clean_ohlcv_dataframe(data: DataFrame, timeframe: str, pair: str, *,
logger.debug('Dropping last candle')
if fill_missing:
return ohlcv_fill_up_missing_data(data, timeframe, pair)
return ohlcv_fill_up_missing_data(data, timeframe, pair, candle_type)
else:
return data
def ohlcv_fill_up_missing_data(dataframe: DataFrame, timeframe: str, pair: str) -> DataFrame:
def ohlcv_fill_up_missing_data(
dataframe: DataFrame,
timeframe: str,
pair: str,
candle_type: Optional[str] = ""
) -> DataFrame:
"""
Fills up missing data with 0 volume rows,
using the previous close as price for "open", "high" "low" and "close", volume is set to 0
@@ -261,7 +269,13 @@ def convert_trades_format(config: Dict[str, Any], convert_from: str, convert_to:
src.trades_purge(pair=pair)
def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to: str, erase: bool):
def convert_ohlcv_format(
config: Dict[str, Any],
convert_from: str,
convert_to: str,
erase: bool,
candle_type: Optional[str] = ""
):
"""
Convert OHLCV from one format to another
:param config: Config dictionary
@@ -279,8 +293,11 @@ def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to:
config['pairs'] = []
# Check timeframes or fall back to timeframe.
for timeframe in timeframes:
config['pairs'].extend(src.ohlcv_get_pairs(config['datadir'],
timeframe))
config['pairs'].extend(src.ohlcv_get_pairs(
config['datadir'],
timeframe,
candle_type=candle_type
))
logger.info(f"Converting candle (OHLCV) data for {config['pairs']}")
for timeframe in timeframes:
@@ -289,10 +306,16 @@ def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to:
timerange=None,
fill_missing=False,
drop_incomplete=False,
startup_candles=0)
logger.info(f"Converting {len(data)} candles for {pair}")
startup_candles=0,
candle_type=candle_type)
logger.info(f"Converting {len(data)} {candle_type} candles for {pair}")
if len(data) > 0:
trg.ohlcv_store(pair=pair, timeframe=timeframe, data=data)
trg.ohlcv_store(
pair=pair,
timeframe=timeframe,
data=data,
candle_type=candle_type
)
if erase and convert_from != convert_to:
logger.info(f"Deleting source data for {pair} / {timeframe}")
src.ohlcv_purge(pair=pair, timeframe=timeframe)
src.ohlcv_purge(pair=pair, timeframe=timeframe, candle_type=candle_type)