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