stable/freqtrade/data/dataprovider.py
2019-01-22 07:07:15 +01:00

94 lines
3.0 KiB
Python

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