""" Dataprovider Responsible to provide data to the bot including Klines, tickers, historic data Common Interface for bot and strategy to access data. """ import logging from pathlib import Path from typing import List, Tuple from pandas import DataFrame from freqtrade.data.history import load_pair_history from freqtrade.exchange import Exchange from freqtrade.state import RunMode logger = logging.getLogger(__name__) class DataProvider(object): def __init__(self, config: dict, exchange: Exchange) -> None: self._config = config self._exchange = exchange def refresh(self, pairlist: List[Tuple[str, str]], helping_pairs: List[Tuple[str, str]] = None) -> None: """ Refresh data, called with each cycle """ if helping_pairs: self._exchange.refresh_latest_ohlcv(pairlist + helping_pairs) else: self._exchange.refresh_latest_ohlcv(pairlist) @property def available_pairs(self) -> List[Tuple[str, str]]: """ Return a list of tuples containing pair, tick_interval for which data is currently cached. Should be whitelist + open trades. """ return list(self._exchange._klines.keys()) def ohlcv(self, pair: str, tick_interval: str = None, copy: bool = True) -> DataFrame: """ get ohlcv data for the given pair as DataFrame Please check `available_pairs` to verify which pairs are currently cached. :param pair: pair to get the data for :param tick_interval: ticker_interval to get pair for :param copy: copy dataframe before returning. Use false only for RO operations (where the dataframe is not modified) """ if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE): if tick_interval: pairtick = (pair, tick_interval) else: pairtick = (pair, self._config['ticker_interval']) return self._exchange.klines(pairtick, copy=copy) else: return DataFrame() def historic_ohlcv(self, pair: str, ticker_interval: str) -> DataFrame: """ get stored historic ohlcv data :param pair: pair to get the data for :param tick_interval: ticker_interval to get pair for """ return load_pair_history(pair=pair, ticker_interval=ticker_interval, refresh_pairs=False, datadir=Path(self._config['datadir']) if self._config.get( 'datadir') else None ) def ticker(self, pair: str): """ Return last ticker data """ # TODO: Implement me pass def orderbook(self, pair: str, max: int): """ return latest orderbook data """ # TODO: Implement me pass @property def runmode(self) -> RunMode: """ Get runmode of the bot can be "live", "dry-run", "backtest", "edgecli", "hyperopt" or "other". """ return RunMode(self._config.get('runmode', RunMode.OTHER))