42 lines
1.3 KiB
Python
42 lines
1.3 KiB
Python
# pragma pylint: disable=missing-docstring
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import json
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import os
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from typing import Optional, List, Dict
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from pandas import DataFrame
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from freqtrade.analyze import populate_indicators, parse_ticker_dataframe
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def load_data(ticker_interval: int = 5, pairs: Optional[List[str]] = None) -> Dict[str, List]:
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"""
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Loads ticker history data for the given parameters
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:param ticker_interval: ticker interval in minutes
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:param pairs: list of pairs
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:return: dict
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"""
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path = os.path.abspath(os.path.dirname(__file__))
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result = {}
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_pairs = pairs or [
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'BTC_BCC', 'BTC_ETH', 'BTC_DASH', 'BTC_POWR', 'BTC_ETC',
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'BTC_VTC', 'BTC_WAVES', 'BTC_LSK', 'BTC_XLM', 'BTC_OK',
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]
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for pair in _pairs:
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with open('{abspath}/../tests/testdata/{pair}-{ticker_interval}.json'.format(
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abspath=path,
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pair=pair,
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ticker_interval=ticker_interval,
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)) as tickerdata:
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result[pair] = json.load(tickerdata)
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return result
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def preprocess(tickerdata: Dict[str, List]) -> Dict[str, DataFrame]:
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"""Creates a dataframe and populates indicators for given ticker data"""
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processed = {}
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for pair, pair_data in tickerdata.items():
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processed[pair] = populate_indicators(parse_ticker_dataframe(pair_data))
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return processed
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