adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

updated historic data filenames to include the candle type

Browse Source
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
Download Patch File Download Diff File Expand all files Collapse all files

58
freqtrade/data/history/hdf5datahandler.py
View File

@@ -34,7 +34,12 @@ class HDF5DataHandler(IDataHandler):
if match and len(match.groups()) > 1]
@classmethod
def ohlcv_get_pairs(cls, datadir: Path, timeframe: str) -> List[str]:
def ohlcv_get_pairs(
cls,
datadir: Path,
timeframe: str,
candle_type: Optional[str] = ""
) -> List[str]:
"""
Returns a list of all pairs with ohlcv data available in this datadir
for the specified timeframe
@@ -43,12 +48,23 @@ class HDF5DataHandler(IDataHandler):
:return: List of Pairs
"""
_tmp = [re.search(r'^(\S+)(?=\-' + timeframe + '.h5)', p.name)
if candle_type:
candle_type = f"-{candle_type}"
else:
candle_type = ""
_tmp = [re.search(r'^(\S+)(?=\-' + timeframe + candle_type + '.h5)', p.name)
for p in datadir.glob(f"*{timeframe}.h5")]
# Check if regex found something and only return these results
return [match[0].replace('_', '/') for match in _tmp if match]
def ohlcv_store(self, pair: str, timeframe: str, data: pd.DataFrame) -> None:
def ohlcv_store(
self,
pair: str,
timeframe: str,
data: pd.DataFrame,
candle_type: Optional[str] = ""
) -> None:
"""
Store data in hdf5 file.
:param pair: Pair - used to generate filename
@@ -59,7 +75,7 @@ class HDF5DataHandler(IDataHandler):
key = self._pair_ohlcv_key(pair, timeframe)
_data = data.copy()
filename = self._pair_data_filename(self._datadir, pair, timeframe)
filename = self._pair_data_filename(self._datadir, pair, timeframe, candle_type)
ds = pd.HDFStore(filename, mode='a', complevel=9, complib='blosc')
ds.put(key, _data.loc[:, self._columns], format='table', data_columns=['date'])
@@ -67,7 +83,8 @@ class HDF5DataHandler(IDataHandler):
ds.close()
def _ohlcv_load(self, pair: str, timeframe: str,
timerange: Optional[TimeRange] = None) -> pd.DataFrame:
timerange: Optional[TimeRange] = None,
candle_type: Optional[str] = "") -> pd.DataFrame:
"""
Internal method used to load data for one pair from disk.
Implements the loading and conversion to a Pandas dataframe.
@@ -80,7 +97,12 @@ class HDF5DataHandler(IDataHandler):
:return: DataFrame with ohlcv data, or empty DataFrame
"""
key = self._pair_ohlcv_key(pair, timeframe)
filename = self._pair_data_filename(self._datadir, pair, timeframe)
filename = self._pair_data_filename(
self._datadir,
pair,
timeframe,
candle_type=candle_type
)
if not filename.exists():
return pd.DataFrame(columns=self._columns)
@@ -99,20 +121,26 @@ class HDF5DataHandler(IDataHandler):
'low': 'float', 'close': 'float', 'volume': 'float'})
return pairdata
def ohlcv_purge(self, pair: str, timeframe: str) -> bool:
def ohlcv_purge(self, pair: str, timeframe: str, candle_type: Optional[str] = "") -> bool:
"""
Remove data for this pair
:param pair: Delete data for this pair.
:param timeframe: Timeframe (e.g. "5m")
:return: True when deleted, false if file did not exist.
"""
filename = self._pair_data_filename(self._datadir, pair, timeframe)
filename = self._pair_data_filename(self._datadir, pair, timeframe, candle_type)
if filename.exists():
filename.unlink()
return True
return False
def ohlcv_append(self, pair: str, timeframe: str, data: pd.DataFrame) -> None:
def ohlcv_append(
self,
pair: str,
timeframe: str,
data: pd.DataFrame,
candle_type: Optional[str] = ""
) -> None:
"""
Append data to existing data structures
:param pair: Pair
@@ -201,9 +229,17 @@ class HDF5DataHandler(IDataHandler):
return f"{pair}/trades"
@classmethod
def _pair_data_filename(cls, datadir: Path, pair: str, timeframe: str) -> Path:
def _pair_data_filename(
cls,
datadir: Path,
pair: str,
timeframe: str,
candle_type: Optional[str] = ""
) -> Path:
pair_s = misc.pair_to_filename(pair)
filename = datadir.joinpath(f'{pair_s}-{timeframe}.h5')
if candle_type:
candle_type = f"-{candle_type}"
filename = datadir.joinpath(f'{pair_s}-{timeframe}{candle_type}.h5')
return filename
@classmethod