98 lines
2.6 KiB
Python
98 lines
2.6 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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from abc import ABC, abstractmethod, abstractclassmethod
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from pathlib import Path
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from typing import Dict, List, Optional
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from pandas import DataFrame
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from freqtrade.configuration import TimeRange
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class IDataHandler(ABC):
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def __init__(self, datadir: Path, pair: str) -> None:
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self._datadir = datadir
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self._pair = pair
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@abstractclassmethod
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def ohlcv_get_pairs(cls, datadir: Path, timeframe: str) -> List[str]:
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"""
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Returns a list of all pairs available in this datadir
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"""
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@abstractmethod
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def ohlcv_store(self, timeframe: str, data: DataFrame):
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"""
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Store data
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"""
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@abstractmethod
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def ohlcv_append(self, timeframe: str, data: DataFrame):
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"""
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Append data to existing files
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"""
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@abstractmethod
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def ohlcv_load(self, timeframe: str, timerange: Optional[TimeRange] = None) -> DataFrame:
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"""
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Load data for one pair
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:return: Dataframe
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"""
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@abstractclassmethod
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def trades_get_pairs(cls, datadir: Path) -> List[str]:
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"""
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Returns a list of all pairs available in this datadir
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"""
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@abstractmethod
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def trades_store(self, data: DataFrame):
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"""
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Store data
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"""
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@abstractmethod
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def trades_append(self, data: DataFrame):
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"""
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Append data to existing files
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"""
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@abstractmethod
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def trades_load(self, timerange: Optional[TimeRange] = None):
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"""
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Load data for one pair
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:return: Dataframe
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"""
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@staticmethod
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def trim_tickerlist(tickerlist: List[Dict], timerange: TimeRange) -> List[Dict]:
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"""
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TODO: investigate if this is needed ... we can probably cover this in a dataframe
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Trim tickerlist based on given timerange
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"""
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if not tickerlist:
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return tickerlist
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start_index = 0
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stop_index = len(tickerlist)
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if timerange.starttype == 'date':
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while (start_index < len(tickerlist) and
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tickerlist[start_index][0] < timerange.startts * 1000):
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start_index += 1
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if timerange.stoptype == 'date':
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while (stop_index > 0 and
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tickerlist[stop_index-1][0] > timerange.stopts * 1000):
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stop_index -= 1
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if start_index > stop_index:
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raise ValueError(f'The timerange [{timerange.startts},{timerange.stopts}] is incorrect')
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return tickerlist[start_index:stop_index]
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