freqtrade_origin/freqtrade/misc.py

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"""
Various tool function for Freqtrade and scripts
"""
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import gzip
import logging
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import re
from datetime import datetime
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from typing import Dict
import numpy as np
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from pandas import DataFrame
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import rapidjson
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logger = logging.getLogger(__name__)
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def shorten_date(_date: str) -> str:
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"""
Trim the date so it fits on small screens
"""
new_date = re.sub('seconds?', 'sec', _date)
new_date = re.sub('minutes?', 'min', new_date)
new_date = re.sub('hours?', 'h', new_date)
new_date = re.sub('days?', 'd', new_date)
new_date = re.sub('^an?', '1', new_date)
return new_date
############################################
# Used by scripts #
# Matplotlib doesn't support ::datetime64, #
# so we need to convert it into ::datetime #
############################################
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def datesarray_to_datetimearray(dates: np.ndarray) -> np.ndarray:
"""
Convert an pandas-array of timestamps into
An numpy-array of datetimes
:return: numpy-array of datetime
"""
return dates.dt.to_pydatetime()
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def common_datearray(dfs: Dict[str, DataFrame]) -> np.ndarray:
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"""
Return dates from Dataframe
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:param dfs: Dict with format pair: pair_data
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:return: List of dates
"""
alldates = {}
for pair, pair_data in dfs.items():
dates = datesarray_to_datetimearray(pair_data['date'])
for date in dates:
alldates[date] = 1
lst = []
for date, _ in alldates.items():
lst.append(date)
arr = np.array(lst)
return np.sort(arr, axis=0)
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def file_dump_json(filename, data, is_zip=False) -> None:
"""
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Dump JSON data into a file
:param filename: file to create
:param data: JSON Data to save
:return:
"""
logger.info(f'dumping json to "{filename}"')
if is_zip:
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if not filename.endswith('.gz'):
filename = filename + '.gz'
with gzip.open(filename, 'w') as fp:
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rapidjson.dump(data, fp, default=str, number_mode=rapidjson.NM_NATIVE)
else:
with open(filename, 'w') as fp:
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rapidjson.dump(data, fp, default=str, number_mode=rapidjson.NM_NATIVE)
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logger.debug(f'done json to "{filename}"')
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def json_load(datafile):
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"""
load data with rapidjson
Use this to have a consistent experience,
sete number_mode to "NM_NATIVE" for greatest speed
"""
return rapidjson.load(datafile, number_mode=rapidjson.NM_NATIVE)
def file_load_json(file):
gzipfile = file.with_suffix(file.suffix + '.gz')
# Try gzip file first, otherwise regular json file.
if gzipfile.is_file():
logger.debug('Loading ticker data from file %s', gzipfile)
with gzip.open(gzipfile) as tickerdata:
pairdata = json_load(tickerdata)
elif file.is_file():
logger.debug('Loading ticker data from file %s', file)
with open(file) as tickerdata:
pairdata = json_load(tickerdata)
else:
return None
return pairdata
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def format_ms_time(date: int) -> str:
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"""
convert MS date to readable format.
: epoch-string in ms
"""
return datetime.fromtimestamp(date/1000.0).strftime('%Y-%m-%dT%H:%M:%S')
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def deep_merge_dicts(source, destination):
"""
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Values from Source override destination, destination is returned (and modified!!)
Sample:
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>>> a = { 'first' : { 'rows' : { 'pass' : 'dog', 'number' : '1' } } }
>>> b = { 'first' : { 'rows' : { 'fail' : 'cat', 'number' : '5' } } }
>>> merge(b, a) == { 'first' : { 'rows' : { 'pass' : 'dog', 'fail' : 'cat', 'number' : '5' } } }
True
"""
for key, value in source.items():
if isinstance(value, dict):
# get node or create one
node = destination.setdefault(key, {})
deep_merge_dicts(value, node)
else:
destination[key] = value
return destination