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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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56
freqtrade/data/history/jsondatahandler.py
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@@ -35,7 +35,12 @@ class JsonDataHandler(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
@@ -43,13 +48,23 @@ class JsonDataHandler(IDataHandler):
:param timeframe: Timeframe to search pairs for
:return: List of Pairs
"""
if candle_type:
candle_type = f"-{candle_type}"
else:
candle_type = ""
_tmp = [re.search(r'^(\S+)(?=\-' + timeframe + '.json)', p.name)
_tmp = [re.search(r'^(\S+)(?=\-' + timeframe + candle_type + '.json)', p.name)
for p in datadir.glob(f"*{timeframe}.{cls._get_file_extension()}")]
# 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: DataFrame) -> None:
def ohlcv_store(
self,
pair: str,
timeframe: str,
data: DataFrame,
candle_type: Optional[str] = ""
) -> None:
"""
Store data in json format "values".
format looks as follows:
@@ -59,7 +74,12 @@ class JsonDataHandler(IDataHandler):
:param data: Dataframe containing OHLCV data
:return: None
"""
filename = self._pair_data_filename(self._datadir, pair, timeframe)
filename = self._pair_data_filename(
self._datadir,
pair,
timeframe,
candle_type
)
_data = data.copy()
# Convert date to int
_data['date'] = _data['date'].view(np.int64) // 1000 // 1000
@@ -71,6 +91,7 @@ class JsonDataHandler(IDataHandler):
def _ohlcv_load(self, pair: str, timeframe: str,
timerange: Optional[TimeRange] = None,
candle_type: Optional[str] = ""
) -> DataFrame:
"""
Internal method used to load data for one pair from disk.
@@ -83,7 +104,7 @@ class JsonDataHandler(IDataHandler):
all data where possible.
:return: DataFrame with ohlcv data, or empty DataFrame
"""
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 DataFrame(columns=self._columns)
try:
@@ -100,20 +121,26 @@ class JsonDataHandler(IDataHandler):
infer_datetime_format=True)
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=candle_type)
if filename.exists():
filename.unlink()
return True
return False
def ohlcv_append(self, pair: str, timeframe: str, data: DataFrame) -> None:
def ohlcv_append(
self,
pair: str,
timeframe: str,
data: DataFrame,
candle_type: Optional[str] = ""
) -> None:
"""
Append data to existing data structures
:param pair: Pair
@@ -187,9 +214,18 @@ class JsonDataHandler(IDataHandler):
return False
@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}.{cls._get_file_extension()}')
if candle_type:
candle_type = f"-{candle_type}"
filename = datadir.joinpath(
f'{pair_s}-{timeframe}{candle_type}.{cls._get_file_extension()}')
return filename
@classmethod