Commit Graph

113 Commits

Author SHA1 Message Date
froggleston bb758da940 Add support for fudging unavailable funding rates, allowing backtesting of timeranges where futures candles are available, but rates are not 2022-05-17 22:05:33 +01:00
Matthias 76637d3939 Simplify timeframe-transition 2022-05-16 20:10:52 +02:00
Matthias 2e65a1793d Add fallback to load 1M files as well as 1Mo files 2022-05-16 19:48:27 +02:00
Matthias a1048fb619 Store monthly candles as "Mo" 2022-05-16 19:39:43 +02:00
Matthias 2a6efab8a2 Don't use deprecated abstractclassmethod decorator 2022-05-02 06:24:52 +00:00
Matthias 8b5d454b50 Fix subtle bug in trades download 2022-04-30 17:44:57 +02:00
Matthias e49b3ef051 Improve message formatting 2022-04-30 17:35:11 +02:00
Matthias f6a7e6b785 Add prepend option to download-data 2022-04-30 17:32:50 +02:00
Matthias 11d447cd5a Add support for download-data "until" 2022-04-30 15:42:41 +02:00
Matthias cd2e49bb60 Simplify downloading futures data code 2022-04-10 09:53:33 +02:00
Matthias 30cff1bd2c Update hdf5 to not raise naturalNaming warnings 2022-03-27 16:39:34 +02:00
Matthias fa3c00c673 Remove some default arguments in history_utils 2022-03-22 07:20:21 +01:00
Matthias 9bcc79e118 Use parsed TradingMode from config 2022-03-03 07:06:13 +01:00
Matthias c5cf73e67b hdf5 datahandler should also create directory 2022-03-02 19:41:14 +01:00
Matthias 0c6d92a7a6 Merge branch 'develop' into feat/short 2022-02-11 17:02:04 +01:00
Matthias 64d0c75bbb Fix deprecation warnings 2022-02-01 19:11:51 +01:00
Matthias 88ccfedd32 Improve wording of "no history found" error 2022-01-26 06:53:00 +01:00
Matthias 2fb9e7940a Improve "missing data" message 2022-01-08 14:39:09 +01:00
Matthias ddfbe55e7c Merge branch 'develop' into feat/short 2022-01-01 19:16:49 +01:00
Matthias 9becd20f20 Improve "Missing data" messages 2022-01-01 10:37:58 +01:00
Wade Dyck 5b3f907b0c Fixes a download_data bug when in futures mode.
When specifying multiple pairs to download, the json filenames were
inconsistent due to the reassignment of candle_type. Also adds the
candle_type being downloaded to a log message.
2021-12-27 11:16:38 -07:00
Matthias ddce28c12d Update data downloading to include funding_fee downloads 2021-12-18 15:32:02 +01:00
Matthias 2679744228 Explicit test for candletype get_default 2021-12-08 16:20:26 +01:00
Matthias 35afc7b478 Fix wrong tradingMOde comparison 2021-12-08 16:07:27 +01:00
Matthias 9b9d61c6d6 Remove SPOT_ candletype 2021-12-08 14:38:09 +01:00
Matthias d89cbda7b8 Use candle_type_def where possible 2021-12-08 14:15:54 +01:00
Matthias 222c293602 Add "defaultCandletype" 2021-12-08 13:17:20 +01:00
Matthias dda7283f3e Remove unnecessary default parameters 2021-12-08 11:32:58 +01:00
Matthias ac2fb08aea Small updates while reviewing 2021-12-07 20:21:49 +01:00
Matthias f1c5a4d065 Use pair-reconstruction method wherever possible 2021-12-07 20:12:44 +01:00
Matthias b4d27973b1 Update ohlcv_get_pairs test 2021-12-07 19:57:18 +01:00
Matthias a80c3f6a1b Use exchange-dependant timeframe/candletype to get mark/index candles 2021-12-05 10:01:44 +01:00
Matthias 69f371bf63 Update download-data to download necessary data for futures 2021-12-03 14:43:49 +01:00
Matthias 2f17fa2765 Update more to use candleType 2021-12-03 14:15:35 +01:00
Matthias 5493212672 More candletype changes 2021-12-03 13:04:31 +01:00
Matthias f9cf59bb4d Candle_type to enum 2021-12-03 12:32:12 +01:00
Matthias a87e256737 Add candleType enum 2021-12-03 12:12:33 +01:00
Matthias b578e31255 Align tests to have futures data in futures/ directory 2021-12-03 07:20:43 +01:00
Matthias 7baf11a497 Futures candles should go into a subdirectory 2021-12-03 07:04:53 +01:00
Matthias fae7167bf3 Merge branch 'feat/short' into pr/samgermain/5780 2021-12-02 20:25:30 +01:00
Matthias ad5c8f601c Simplify datahandler classes by exploiting commonalities 2021-12-02 20:19:22 +01:00
Matthias f4d0abc51a Merge branch 'feat/short' into pr/samgermain/5780 2021-12-02 07:09:37 +01:00
Matthias 0375a08302 use to_hdf instead of HDFStore 2021-12-01 20:32:23 +01:00
Matthias cb4efa6d56 Revert unnecessary formatting changes 2021-11-28 15:53:13 +01:00
Matthias 0d6c933935 Improve and fix pair detection from available data 2021-11-28 15:25:57 +01:00
Matthias 7faa7539b4 Further enhance pair retrieval 2021-11-28 15:03:55 +01:00
Matthias 8d70672bee Enhance Regex to work for mark candles 2021-11-28 14:37:54 +01:00
Matthias c096c7f5cb Add explicit tests for ohlcv regex 2021-11-28 14:34:46 +01:00
Sam Germain 392128013f Updated ohlcv_get_available_data to recognize swap and futures pairs 2021-11-27 03:11:44 -06:00
Sam Germain 8761649fd7 Added candle_type in doc strings 2021-11-27 02:55:42 -06:00