89 lines
3.7 KiB
Python
89 lines
3.7 KiB
Python
"""
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Abstract datahandler interface.
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It's subclasses handle and storing data from disk.
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"""
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import logging
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from abc import ABC, abstractclassmethod, abstractmethod
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from copy import deepcopy
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from pathlib import Path
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from typing import Dict, List, Optional
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from datetime import datetime, timezone
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from pandas import DataFrame
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from freqtrade.data.converter import clean_ohlcv_dataframe, trim_dataframe
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from freqtrade.configuration import TimeRange
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from freqtrade.exchange import timeframe_to_seconds
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logger = logging.getLogger(__name__)
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class IDataHandler(ABC):
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def __init__(self, datadir: Path) -> None:
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self._datadir = datadir
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# TODO: create abstract interface
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def ohlcv_load(self, pair, timeframe: str,
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timerange: Optional[TimeRange] = None,
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fill_missing: bool = True,
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drop_incomplete: bool = True,
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startup_candles: int = 0,
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) -> DataFrame:
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"""
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Load cached ticker history for the given pair.
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:param pair: Pair to load data for
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:param timeframe: Ticker timeframe (e.g. "5m")
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:param timerange: Limit data to be loaded to this timerange
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:param fill_missing: Fill missing values with "No action"-candles
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:param drop_incomplete: Drop last candle assuming it may be incomplete.
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:param startup_candles: Additional candles to load at the start of the period
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:return: DataFrame with ohlcv data, or empty DataFrame
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"""
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# Fix startup period
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timerange_startup = deepcopy(timerange)
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if startup_candles > 0 and timerange_startup:
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timerange_startup.subtract_start(timeframe_to_seconds(timeframe) * startup_candles)
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pairdf = self._ohlcv_load(pair, timeframe,
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timerange=timerange_startup)
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if pairdf.empty:
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logger.warning(
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f'No history data for pair: "{pair}", timeframe: {timeframe}. '
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'Use `freqtrade download-data` to download the data'
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)
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return pairdf
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else:
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enddate = pairdf.iloc[-1]['date']
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if timerange_startup:
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self._validate_pairdata(pair, pairdf, timerange_startup)
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pairdf = trim_dataframe(pairdf, timerange_startup)
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# incomplete candles should only be dropped if we didn't trim the end beforehand.
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return clean_ohlcv_dataframe(pairdf, timeframe,
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pair=pair,
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fill_missing=fill_missing,
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drop_incomplete=(drop_incomplete and
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enddate == pairdf.iloc[-1]['date']))
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def _validate_pairdata(self, pair, pairdata: DataFrame, timerange: TimeRange):
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"""
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Validates pairdata for missing data at start end end and logs warnings.
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:param pairdata: Dataframe to validate
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:param timerange: Timerange specified for start and end dates
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"""
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if timerange.starttype == 'date':
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start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
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if pairdata.iloc[0]['date'] > start:
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logger.warning(f"Missing data at start for pair {pair}, "
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f"data starts at {pairdata.iloc[0]['date']:%Y-%m-%d %H:%M:%S}")
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if timerange.stoptype == 'date':
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stop = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc)
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if pairdata.iloc[-1]['date'] < stop:
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logger.warning(f"Missing data at end for pair {pair}, "
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f"data ends at {pairdata.iloc[-1]['date']:%Y-%m-%d %H:%M:%S}")
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