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

Make drop_incomplete optional

Browse Source
This commit is contained in:
Matthias 2019-06-09 14:35:58 +02:00
parent 3fe5388d4c
commit fdbbefdddd
2 changed files with 15 additions and 5 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

12
freqtrade/data/converter.py
View File

@ -10,14 +10,16 @@ from pandas import DataFrame, to_datetime
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
def parse_ticker_dataframe(ticker: list, ticker_interval: str, def parse_ticker_dataframe(ticker: list, ticker_interval: str, *,
fill_missing: bool = True) -> DataFrame: fill_missing: bool = True,
drop_incomplete: bool = True) -> DataFrame:
""" """
Converts a ticker-list (format ccxt.fetch_ohlcv) to a Dataframe Converts a ticker-list (format ccxt.fetch_ohlcv) to a Dataframe
:param ticker: ticker list, as returned by exchange.async_get_candle_history :param ticker: ticker list, as returned by exchange.async_get_candle_history
:param ticker_interval: ticker_interval (e.g. 5m). Used to fill up eventual missing data :param ticker_interval: ticker_interval (e.g. 5m). Used to fill up eventual missing data
:param fill_missing: fill up missing candles with 0 candles :param fill_missing: fill up missing candles with 0 candles
(see ohlcv_fill_up_missing_data for details) (see ohlcv_fill_up_missing_data for details)
:param drop_incomplete: Drop the last candle of the dataframe, assuming it's incomplete
:return: DataFrame :return: DataFrame
""" """
logger.debug("Parsing tickerlist to dataframe") logger.debug("Parsing tickerlist to dataframe")
@ -43,8 +45,10 @@ def parse_ticker_dataframe(ticker: list, ticker_interval: str,
'close': 'last', 'close': 'last',
'volume': 'max', 'volume': 'max',
}) })
frame.drop(frame.tail(1).index, inplace=True) # eliminate partial candle # eliminate partial candle
logger.debug('Dropping last candle') if drop_incomplete:
frame.drop(frame.tail(1).index, inplace=True)
logger.debug('Dropping last candle')
if fill_missing: if fill_missing:
return ohlcv_fill_up_missing_data(frame, ticker_interval) return ohlcv_fill_up_missing_data(frame, ticker_interval)

8
freqtrade/exchange/exchange.py
View File

@ -74,6 +74,7 @@ class Exchange(object):
_ft_has_default: Dict = { _ft_has_default: Dict = {
"stoploss_on_exchange": False, "stoploss_on_exchange": False,
"order_time_in_force": ["gtc"], "order_time_in_force": ["gtc"],
"ohlcv_partial_candle": True,
} }
_ft_has: Dict = {} _ft_has: Dict = {}
@ -108,7 +109,12 @@ class Exchange(object):
if exchange_config.get("_ft_has_params"): if exchange_config.get("_ft_has_params"):
self._ft_has = deep_merge_dicts(exchange_config.get("_ft_has_params"), self._ft_has = deep_merge_dicts(exchange_config.get("_ft_has_params"),
self._ft_has) self._ft_has)
logger.info("Overriding exchange._ft_has with config params, result: %s", self._ft_has)
# Assign this directly for easy access
self._drop_incomplete = self._ft_has['ohlcv_partial_candle']
# Initialize ccxt objects
self._api: ccxt.Exchange = self._init_ccxt( self._api: ccxt.Exchange = self._init_ccxt(
exchange_config, ccxt_kwargs=exchange_config.get('ccxt_config')) exchange_config, ccxt_kwargs=exchange_config.get('ccxt_config'))
self._api_async: ccxt_async.Exchange = self._init_ccxt( self._api_async: ccxt_async.Exchange = self._init_ccxt(
@ -575,7 +581,7 @@ class Exchange(object):
self._pairs_last_refresh_time[(pair, ticker_interval)] = ticks[-1][0] // 1000 self._pairs_last_refresh_time[(pair, ticker_interval)] = ticks[-1][0] // 1000
# keeping parsed dataframe in cache # keeping parsed dataframe in cache
self._klines[(pair, ticker_interval)] = parse_ticker_dataframe( self._klines[(pair, ticker_interval)] = parse_ticker_dataframe(
ticks, ticker_interval, fill_missing=True) ticks, ticker_interval, fill_missing=True, drop_incomplete=self._drop_incomplete)
return tickers return tickers
def _now_is_time_to_refresh(self, pair: str, ticker_interval: str) -> bool: def _now_is_time_to_refresh(self, pair: str, ticker_interval: str) -> bool: