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Remove some default arguments in history_utils

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This commit is contained in:
Matthias 2022-03-22 07:13:38 +01:00
parent 99e9dfaebe
commit fa3c00c673
3 changed files with 25 additions and 15 deletions
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9
freqtrade/data/history/history_utils.py
View File

@ -106,13 +106,13 @@ def load_data(datadir: Path,
return result return result
def refresh_data(datadir: Path, def refresh_data(*, datadir: Path,
timeframe: str, timeframe: str,
pairs: List[str], pairs: List[str],
exchange: Exchange, exchange: Exchange,
data_format: str = None, data_format: str = None,
timerange: Optional[TimeRange] = None, timerange: Optional[TimeRange] = None,
candle_type: CandleType = CandleType.SPOT candle_type: CandleType,
) -> None: ) -> None:
""" """
Refresh ohlcv history data for a list of pairs. Refresh ohlcv history data for a list of pairs.
@ -139,7 +139,7 @@ def _load_cached_data_for_updating(
timeframe: str, timeframe: str,
timerange: Optional[TimeRange], timerange: Optional[TimeRange],
data_handler: IDataHandler, data_handler: IDataHandler,
candle_type: CandleType = CandleType.SPOT candle_type: CandleType
) -> Tuple[DataFrame, Optional[int]]: ) -> Tuple[DataFrame, Optional[int]]:
""" """
Load cached data to download more data. Load cached data to download more data.
@ -178,7 +178,7 @@ def _download_pair_history(pair: str, *,
new_pairs_days: int = 30, new_pairs_days: int = 30,
data_handler: IDataHandler = None, data_handler: IDataHandler = None,
timerange: Optional[TimeRange] = None, timerange: Optional[TimeRange] = None,
candle_type: CandleType = CandleType.SPOT candle_type: CandleType,
) -> bool: ) -> bool:
""" """
Download latest candles from the exchange for the pair and timeframe passed in parameters Download latest candles from the exchange for the pair and timeframe passed in parameters
@ -202,7 +202,6 @@ def _download_pair_history(pair: str, *,
f'candle type: {candle_type} and store in {datadir}.' f'candle type: {candle_type} and store in {datadir}.'
) )
# data, since_ms = _load_cached_data_for_updating_old(datadir, pair, timeframe, timerange)
data, since_ms = _load_cached_data_for_updating(pair, timeframe, timerange, data, since_ms = _load_cached_data_for_updating(pair, timeframe, timerange,
data_handler=data_handler, data_handler=data_handler,
candle_type=candle_type) candle_type=candle_type)

4
freqtrade/edge/edge_positioning.py
View File

@ -14,6 +14,7 @@ from freqtrade.configuration import TimeRange
from freqtrade.constants import DATETIME_PRINT_FORMAT, UNLIMITED_STAKE_AMOUNT from freqtrade.constants import DATETIME_PRINT_FORMAT, UNLIMITED_STAKE_AMOUNT
from freqtrade.data.history import get_timerange, load_data, refresh_data from freqtrade.data.history import get_timerange, load_data, refresh_data
from freqtrade.enums import RunMode, SellType from freqtrade.enums import RunMode, SellType
from freqtrade.enums.candletype import CandleType
from freqtrade.exceptions import OperationalException from freqtrade.exceptions import OperationalException
from freqtrade.exchange.exchange import timeframe_to_seconds from freqtrade.exchange.exchange import timeframe_to_seconds
from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
@ -116,6 +117,7 @@ class Edge:
timeframe=self.strategy.timeframe, timeframe=self.strategy.timeframe,
timerange=timerange_startup, timerange=timerange_startup,
data_format=self.config.get('dataformat_ohlcv', 'json'), data_format=self.config.get('dataformat_ohlcv', 'json'),
candle_type=self.config.get('candle_type_def', CandleType.SPOT),
) )
# Download informative pairs too # Download informative pairs too
res = defaultdict(list) res = defaultdict(list)
@ -132,6 +134,7 @@ class Edge:
timeframe=timeframe, timeframe=timeframe,
timerange=timerange_startup, timerange=timerange_startup,
data_format=self.config.get('dataformat_ohlcv', 'json'), data_format=self.config.get('dataformat_ohlcv', 'json'),
candle_type=self.config.get('candle_type_def', CandleType.SPOT),
) )
data = load_data( data = load_data(
@ -141,6 +144,7 @@ class Edge:
timerange=self._timerange, timerange=self._timerange,
startup_candles=self.strategy.startup_candle_count, startup_candles=self.strategy.startup_candle_count,
data_format=self.config.get('dataformat_ohlcv', 'json'), data_format=self.config.get('dataformat_ohlcv', 'json'),
candle_type=self.config.get('candle_type_def', CandleType.SPOT),
) )
if not data: if not data:

27
tests/data/test_history.py
View File

@ -144,7 +144,8 @@ def test_load_data_with_new_pair_1min(ohlcv_history_list, mocker, caplog,
# download a new pair if refresh_pairs is set # download a new pair if refresh_pairs is set
refresh_data(datadir=tmpdir1, timeframe='1m', pairs=['MEME/BTC'], refresh_data(datadir=tmpdir1, timeframe='1m', pairs=['MEME/BTC'],
exchange=exchange) exchange=exchange, candle_type=CandleType.SPOT
)
load_pair_history(datadir=tmpdir1, timeframe='1m', pair='MEME/BTC', candle_type=candle_type) load_pair_history(datadir=tmpdir1, timeframe='1m', pair='MEME/BTC', candle_type=candle_type)
assert file.is_file() assert file.is_file()
assert log_has_re( assert log_has_re(
@ -222,14 +223,16 @@ def test_load_cached_data_for_updating(mocker, testdatadir) -> None:
# timeframe starts earlier than the cached data # timeframe starts earlier than the cached data
# should fully update data # should fully update data
timerange = TimeRange('date', None, test_data[0][0] / 1000 - 1, 0) timerange = TimeRange('date', None, test_data[0][0] / 1000 - 1, 0)
data, start_ts = _load_cached_data_for_updating('UNITTEST/BTC', '1m', timerange, data_handler) data, start_ts = _load_cached_data_for_updating(
'UNITTEST/BTC', '1m', timerange, data_handler, CandleType.SPOT)
assert data.empty assert data.empty
assert start_ts == test_data[0][0] - 1000 assert start_ts == test_data[0][0] - 1000
# timeframe starts in the center of the cached data # timeframe starts in the center of the cached data
# should return the cached data w/o the last item # should return the cached data w/o the last item
timerange = TimeRange('date', None, test_data[0][0] / 1000 + 1, 0) timerange = TimeRange('date', None, test_data[0][0] / 1000 + 1, 0)
data, start_ts = _load_cached_data_for_updating('UNITTEST/BTC', '1m', timerange, data_handler) data, start_ts = _load_cached_data_for_updating(
'UNITTEST/BTC', '1m', timerange, data_handler, CandleType.SPOT)
assert_frame_equal(data, test_data_df.iloc[:-1]) assert_frame_equal(data, test_data_df.iloc[:-1])
assert test_data[-2][0] <= start_ts < test_data[-1][0] assert test_data[-2][0] <= start_ts < test_data[-1][0]
@ -237,20 +240,23 @@ def test_load_cached_data_for_updating(mocker, testdatadir) -> None:
# timeframe starts after the cached data # timeframe starts after the cached data
# should return the cached data w/o the last item # should return the cached data w/o the last item
timerange = TimeRange('date', None, test_data[-1][0] / 1000 + 100, 0) timerange = TimeRange('date', None, test_data[-1][0] / 1000 + 100, 0)
data, start_ts = _load_cached_data_for_updating('UNITTEST/BTC', '1m', timerange, data_handler) data, start_ts = _load_cached_data_for_updating(
'UNITTEST/BTC', '1m', timerange, data_handler, CandleType.SPOT)
assert_frame_equal(data, test_data_df.iloc[:-1]) assert_frame_equal(data, test_data_df.iloc[:-1])
assert test_data[-2][0] <= start_ts < test_data[-1][0] assert test_data[-2][0] <= start_ts < test_data[-1][0]
# no datafile exist # no datafile exist
# should return timestamp start time # should return timestamp start time
timerange = TimeRange('date', None, now_ts - 10000, 0) timerange = TimeRange('date', None, now_ts - 10000, 0)
data, start_ts = _load_cached_data_for_updating('NONEXIST/BTC', '1m', timerange, data_handler) data, start_ts = _load_cached_data_for_updating(
'NONEXIST/BTC', '1m', timerange, data_handler, CandleType.SPOT)
assert data.empty assert data.empty
assert start_ts == (now_ts - 10000) * 1000 assert start_ts == (now_ts - 10000) * 1000
# no datafile exist, no timeframe is set # no datafile exist, no timeframe is set
# should return an empty array and None # should return an empty array and None
data, start_ts = _load_cached_data_for_updating('NONEXIST/BTC', '1m', None, data_handler) data, start_ts = _load_cached_data_for_updating(
'NONEXIST/BTC', '1m', None, data_handler, CandleType.SPOT)
assert data.empty assert data.empty
assert start_ts is None assert start_ts is None
@ -322,9 +328,9 @@ def test_download_pair_history2(mocker, default_conf, testdatadir) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=tick) mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=tick)
exchange = get_patched_exchange(mocker, default_conf) exchange = get_patched_exchange(mocker, default_conf)
_download_pair_history(datadir=testdatadir, exchange=exchange, pair="UNITTEST/BTC", _download_pair_history(datadir=testdatadir, exchange=exchange, pair="UNITTEST/BTC",
timeframe='1m') timeframe='1m', candle_type='spot')
_download_pair_history(datadir=testdatadir, exchange=exchange, pair="UNITTEST/BTC", _download_pair_history(datadir=testdatadir, exchange=exchange, pair="UNITTEST/BTC",
timeframe='3m') timeframe='3m', candle_type='spot')
_download_pair_history(datadir=testdatadir, exchange=exchange, pair="UNITTEST/USDT", _download_pair_history(datadir=testdatadir, exchange=exchange, pair="UNITTEST/USDT",
timeframe='1h', candle_type='mark') timeframe='1h', candle_type='mark')
assert json_dump_mock.call_count == 3 assert json_dump_mock.call_count == 3
@ -338,7 +344,7 @@ def test_download_backtesting_data_exception(mocker, caplog, default_conf, tmpdi
assert not _download_pair_history(datadir=tmpdir1, exchange=exchange, assert not _download_pair_history(datadir=tmpdir1, exchange=exchange,
pair='MEME/BTC', pair='MEME/BTC',
timeframe='1m') timeframe='1m', candle_type='spot')
assert log_has('Failed to download history data for pair: "MEME/BTC", timeframe: 1m.', caplog) assert log_has('Failed to download history data for pair: "MEME/BTC", timeframe: 1m.', caplog)
@ -389,7 +395,8 @@ def test_init_with_refresh(default_conf, mocker) -> None:
datadir=Path(''), datadir=Path(''),
pairs=[], pairs=[],
timeframe=default_conf['timeframe'], timeframe=default_conf['timeframe'],
exchange=exchange exchange=exchange,
candle_type=CandleType.SPOT
) )
assert {} == load_data( assert {} == load_data(
datadir=Path(''), datadir=Path(''),