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Candle_type to enum

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This commit is contained in:
Matthias
2021-12-03 12:23:35 +01:00
parent a87e256737
commit f9cf59bb4d
6 changed files with 53 additions and 59 deletions
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35
freqtrade/data/history/idatahandler.py
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@@ -59,7 +59,7 @@ class IDataHandler(ABC):
for the specified timeframe
:param datadir: Directory to search for ohlcv files
:param timeframe: Timeframe to search pairs for
:param candle_type: Any of the enum CandleType (must match your trading mode!)
:param candle_type: Any of the enum CandleType (must match trading mode!)
:return: List of Pairs
"""
@@ -69,21 +69,20 @@ class IDataHandler(ABC):
pair: str,
timeframe: str,
data: DataFrame,
candle_type: str = ''
candle_type: CandleType = CandleType.SPOT_
) -> None:
"""
Store ohlcv data.
:param pair: Pair - used to generate filename
:param timeframe: Timeframe - used to generate filename
:param data: Dataframe containing OHLCV data
:param candle_type: '', mark, index, premiumIndex, or funding_rate
:param candle_type: Any of the enum CandleType (must match trading mode!)
:return: None
"""
@abstractmethod
def _ohlcv_load(self, pair: str, timeframe: str,
timerange: Optional[TimeRange] = None,
candle_type: str = ''
def _ohlcv_load(self, pair: str, timeframe: str, timerange: Optional[TimeRange] = None,
candle_type: CandleType = CandleType.SPOT_
) -> DataFrame:
"""
Internal method used to load data for one pair from disk.
@@ -94,16 +93,17 @@ class IDataHandler(ABC):
:param timerange: Limit data to be loaded to this timerange.
Optionally implemented by subclasses to avoid loading
all data where possible.
:param candle_type: '', mark, index, premiumIndex, or funding_rate
:param candle_type: Any of the enum CandleType (must match trading mode!)
:return: DataFrame with ohlcv data, or empty DataFrame
"""
def ohlcv_purge(self, pair: str, timeframe: str, candle_type: str = '') -> bool:
def ohlcv_purge(
self, pair: str, timeframe: str, candle_type: CandleType = CandleType.SPOT_) -> bool:
"""
Remove data for this pair
:param pair: Delete data for this pair.
:param timeframe: Timeframe (e.g. "5m")
:param candle_type: '', mark, index, premiumIndex, or funding_rate
:param candle_type: Any of the enum CandleType (must match trading mode!)
:return: True when deleted, false if file did not exist.
"""
filename = self._pair_data_filename(self._datadir, pair, timeframe, candle_type)
@@ -118,14 +118,14 @@ class IDataHandler(ABC):
pair: str,
timeframe: str,
data: DataFrame,
candle_type: str = ''
candle_type: CandleType
) -> None:
"""
Append data to existing data structures
:param pair: Pair
:param timeframe: Timeframe this ohlcv data is for
:param data: Data to append.
:param candle_type: '', mark, index, premiumIndex, or funding_rate
:param candle_type: Any of the enum CandleType (must match trading mode!)
"""
@abstractclassmethod
@@ -200,14 +200,15 @@ class IDataHandler(ABC):
datadir: Path,
pair: str,
timeframe: str,
candle_type: str = ''
candle_type: CandleType
) -> Path:
pair_s = misc.pair_to_filename(pair)
if candle_type:
candle = ""
if candle_type not in (CandleType.SPOT, CandleType.SPOT_):
datadir = datadir.joinpath('futures')
candle_type = f"-{candle_type}"
candle = f"-{candle_type}"
filename = datadir.joinpath(
f'{pair_s}-{timeframe}{candle_type}.{cls._get_file_extension()}')
f'{pair_s}-{timeframe}{candle}.{cls._get_file_extension()}')
return filename
@classmethod
@@ -232,7 +233,7 @@ class IDataHandler(ABC):
drop_incomplete: bool = True,
startup_candles: int = 0,
warn_no_data: bool = True,
candle_type: str = ''
candle_type: CandleType = CandleType.SPOT_
) -> DataFrame:
"""
Load cached candle (OHLCV) data for the given pair.
@@ -244,7 +245,7 @@ class IDataHandler(ABC):
:param drop_incomplete: Drop last candle assuming it may be incomplete.
:param startup_candles: Additional candles to load at the start of the period
:param warn_no_data: Log a warning message when no data is found
:param candle_type: '', mark, index, premiumIndex, or funding_rate
:param candle_type: Any of the enum CandleType (must match trading mode!)
:return: DataFrame with ohlcv data, or empty DataFrame
"""
# Fix startup period