Merge branch 'feat/short' into pr/samgermain/5780
This commit is contained in:
@@ -6,7 +6,6 @@ from typing import List, Optional
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import numpy as np
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import pandas as pd
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from freqtrade import misc
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from freqtrade.configuration import TimeRange
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from freqtrade.constants import (DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS,
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ListPairsWithTimeframes, TradeList)
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@@ -121,20 +120,6 @@ class HDF5DataHandler(IDataHandler):
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'low': 'float', 'close': 'float', 'volume': 'float'})
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return pairdata
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def ohlcv_purge(self, pair: str, timeframe: str, candle_type: str = '') -> bool:
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"""
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Remove data for this pair
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:param pair: Delete data for this pair.
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:param timeframe: Timeframe (e.g. "5m")
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:param candle_type: '', mark, index, premiumIndex, or funding_rate
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:return: True when deleted, false if file did not exist.
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"""
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filename = self._pair_data_filename(self._datadir, pair, timeframe, candle_type)
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if filename.exists():
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filename.unlink()
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return True
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return False
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def ohlcv_append(
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self,
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pair: str,
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@@ -210,17 +195,9 @@ class HDF5DataHandler(IDataHandler):
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trades[['id', 'type']] = trades[['id', 'type']].replace({np.nan: None})
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return trades.values.tolist()
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def trades_purge(self, pair: str) -> bool:
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"""
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Remove data for this pair
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:param pair: Delete data for this pair.
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:return: True when deleted, false if file did not exist.
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"""
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filename = self._pair_trades_filename(self._datadir, pair)
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if filename.exists():
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filename.unlink()
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return True
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return False
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@classmethod
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def _get_file_extension(cls):
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return "h5"
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@classmethod
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def _pair_ohlcv_key(cls, pair: str, timeframe: str) -> str:
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@@ -229,23 +206,3 @@ class HDF5DataHandler(IDataHandler):
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@classmethod
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def _pair_trades_key(cls, pair: str) -> str:
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return f"{pair}/trades"
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@classmethod
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def _pair_data_filename(
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cls,
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datadir: Path,
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pair: str,
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timeframe: str,
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candle_type: str = ''
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) -> Path:
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pair_s = misc.pair_to_filename(pair)
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if candle_type:
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candle_type = f"-{candle_type}"
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filename = datadir.joinpath(f'{pair_s}-{timeframe}{candle_type}.h5')
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return filename
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@classmethod
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def _pair_trades_filename(cls, datadir: Path, pair: str) -> Path:
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pair_s = misc.pair_to_filename(pair)
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filename = datadir.joinpath(f'{pair_s}-trades.h5')
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return filename
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@@ -13,6 +13,7 @@ from typing import List, Optional, Type
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from pandas import DataFrame
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from freqtrade import misc
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from freqtrade.configuration import TimeRange
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from freqtrade.constants import ListPairsWithTimeframes, TradeList
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from freqtrade.data.converter import clean_ohlcv_dataframe, trades_remove_duplicates, trim_dataframe
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@@ -29,6 +30,13 @@ class IDataHandler(ABC):
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def __init__(self, datadir: Path) -> None:
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self._datadir = datadir
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@classmethod
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def _get_file_extension(cls) -> str:
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"""
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Get file extension for this particular datahandler
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"""
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raise NotImplementedError()
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@abstractclassmethod
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def ohlcv_get_available_data(cls, datadir: Path) -> ListPairsWithTimeframes:
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"""
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@@ -83,7 +91,6 @@ class IDataHandler(ABC):
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:return: DataFrame with ohlcv data, or empty DataFrame
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"""
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@abstractmethod
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def ohlcv_purge(self, pair: str, timeframe: str, candle_type: str = '') -> bool:
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"""
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Remove data for this pair
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@@ -92,6 +99,11 @@ class IDataHandler(ABC):
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:param candle_type: '', mark, index, premiumIndex, or funding_rate
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:return: True when deleted, false if file did not exist.
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"""
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filename = self._pair_data_filename(self._datadir, pair, timeframe, candle_type)
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if filename.exists():
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filename.unlink()
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return True
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return False
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@abstractmethod
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def ohlcv_append(
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@@ -144,13 +156,17 @@ class IDataHandler(ABC):
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:return: List of trades
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"""
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@abstractmethod
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def trades_purge(self, pair: str) -> bool:
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"""
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Remove data for this pair
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:param pair: Delete data for this pair.
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:return: True when deleted, false if file did not exist.
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"""
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filename = self._pair_trades_filename(self._datadir, pair)
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if filename.exists():
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filename.unlink()
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return True
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return False
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def trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> TradeList:
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"""
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@@ -162,6 +178,26 @@ class IDataHandler(ABC):
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"""
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return trades_remove_duplicates(self._trades_load(pair, timerange=timerange))
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@classmethod
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def _pair_data_filename(
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cls,
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datadir: Path,
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pair: str,
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timeframe: str,
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candle_type: str = ''
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) -> Path:
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pair_s = misc.pair_to_filename(pair)
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if candle_type:
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candle_type = f"-{candle_type}"
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filename = datadir.joinpath(f'{pair_s}-{timeframe}{candle_type}.{cls._get_file_extension()}')
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return filename
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@classmethod
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def _pair_trades_filename(cls, datadir: Path, pair: str) -> Path:
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pair_s = misc.pair_to_filename(pair)
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filename = datadir.joinpath(f'{pair_s}-trades.{cls._get_file_extension()}')
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return filename
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@staticmethod
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def rebuild_pair_from_filename(pair: str) -> str:
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"""
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@@ -198,43 +198,10 @@ class JsonDataHandler(IDataHandler):
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pass
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return tradesdata
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def trades_purge(self, pair: str) -> bool:
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"""
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Remove data for this pair
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:param pair: Delete data for this pair.
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:return: True when deleted, false if file did not exist.
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"""
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filename = self._pair_trades_filename(self._datadir, pair)
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if filename.exists():
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filename.unlink()
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return True
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return False
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@classmethod
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def _pair_data_filename(
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cls,
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datadir: Path,
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pair: str,
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timeframe: str,
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candle_type: str = ''
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) -> Path:
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pair_s = misc.pair_to_filename(pair)
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if candle_type:
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candle_type = f"-{candle_type}"
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filename = datadir.joinpath(
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f'{pair_s}-{timeframe}{candle_type}.{cls._get_file_extension()}')
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return filename
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@classmethod
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def _get_file_extension(cls):
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return "json.gz" if cls._use_zip else "json"
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@classmethod
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def _pair_trades_filename(cls, datadir: Path, pair: str) -> Path:
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pair_s = misc.pair_to_filename(pair)
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filename = datadir.joinpath(f'{pair_s}-trades.{cls._get_file_extension()}')
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return filename
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class JsonGzDataHandler(JsonDataHandler):
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