73 lines
2.0 KiB
Python
73 lines
2.0 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, Dict
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from pandas import DataFrame
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from freqtrade.exchange import Exchange
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from freqtrade.data.history import load_pair_history
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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[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_tickers(pairlist, self._config['ticker_interval'])
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def ohlcv(self, pair: str) -> List[str]:
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"""
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get ohlcv data for the given pair as DataFrame
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"""
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# TODO: Should not be stored in exchange but in this class
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return self._exchange.klines(pair)
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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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"""
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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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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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pass
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def balance(self, pair):
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# TODO: maybe use wallet directly??
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pass
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@property
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def runmode(self) -> str:
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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".
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"""
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# TODO: this needs to be set somewhere ...
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return str(self._config.get('runmode'))
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