""" Abstract datahandler interface. It's subclasses handle and storing data from disk. """ import logging from abc import ABC, abstractclassmethod, abstractmethod from copy import deepcopy from pathlib import Path from typing import Dict, List, Optional from datetime import datetime, timezone from pandas import DataFrame from freqtrade.configuration import TimeRange from freqtrade.exchange import timeframe_to_seconds logger = logging.getLogger(__name__) class IDataHandler(ABC): def __init__(self, datadir: Path) -> None: self._datadir = datadir # TODO: create abstract interface def ohlcv_load(self, pair, timeframe: str, timerange: Optional[TimeRange] = None, fill_missing: bool = True, drop_incomplete: bool = True, startup_candles: int = 0, ) -> DataFrame: """ Load cached ticker history for the given pair. :param pair: Pair to load data for :param timeframe: Ticker timeframe (e.g. "5m") :param timerange: Limit data to be loaded to this timerange :param fill_missing: Fill missing values with "No action"-candles :param drop_incomplete: Drop last candle assuming it may be incomplete. :param startup_candles: Additional candles to load at the start of the period :return: DataFrame with ohlcv data, or empty DataFrame """ # Fix startup period timerange_startup = deepcopy(timerange) if startup_candles > 0 and timerange_startup: timerange_startup.subtract_start(timeframe_to_seconds(timeframe) * startup_candles) pairdf = self._ohlcv_load(pair, timeframe, timerange=timerange_startup, fill_missing=fill_missing, drop_incomplete=drop_incomplete) if pairdf.empty: logger.warning( f'No history data for pair: "{pair}", timeframe: {timeframe}. ' 'Use `freqtrade download-data` to download the data' ) return pairdf else: if timerange_startup: self._validate_pairdata(pair, pairdf, timerange_startup) return pairdf def _validate_pairdata(self, pair, pairdata: DataFrame, timerange: TimeRange): """ Validates pairdata for missing data at start end end and logs warnings. :param pairdata: Dataframe to validate :param timerange: Timerange specified for start and end dates """ if timerange.starttype == 'date' and pairdata[0][0] > timerange.startts * 1000: start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc) if pairdata.iloc[0]['date'] > start: logger.warning(f"Missing data at start for pair {pair}, " f"data starts at {pairdata.iloc[0]['date']}") if timerange.stoptype == 'date' and pairdata[-1][0] < timerange.stopts * 1000: stop = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc) if pairdata.iloc[-1]['date'] < stop: logger.warning(f"Missing data at end for pair {pair}," f"data ends at {pairdata.iloc[-1]['date']}")