From 52c9a2c37f62196d43f09b41fb0a90dc187a37e2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 19 Nov 2020 07:30:28 +0100 Subject: [PATCH] Convert np to None when loading hdf5 trades to allow duplicate detection --- freqtrade/data/history/hdf5datahandler.py | 4 +++- tests/data/test_history.py | 2 ++ 2 files changed, 5 insertions(+), 1 deletion(-) diff --git a/freqtrade/data/history/hdf5datahandler.py b/freqtrade/data/history/hdf5datahandler.py index f6cf9e0d9..00e41673d 100644 --- a/freqtrade/data/history/hdf5datahandler.py +++ b/freqtrade/data/history/hdf5datahandler.py @@ -3,6 +3,7 @@ import re from pathlib import Path from typing import List, Optional +import numpy as np import pandas as pd from freqtrade import misc @@ -175,7 +176,8 @@ class HDF5DataHandler(IDataHandler): if timerange.stoptype == 'date': where.append(f"timestamp < {timerange.stopts * 1e3}") - trades = pd.read_hdf(filename, key=key, mode="r", where=where) + trades: pd.DataFrame = pd.read_hdf(filename, key=key, mode="r", where=where) + trades[['id', 'type']] = trades[['id', 'type']].replace({np.nan: None}) return trades.values.tolist() def trades_purge(self, pair: str) -> bool: diff --git a/tests/data/test_history.py b/tests/data/test_history.py index bbc6e55b4..538a0840f 100644 --- a/tests/data/test_history.py +++ b/tests/data/test_history.py @@ -724,6 +724,8 @@ def test_hdf5datahandler_trades_load(testdatadir): trades2 = dh._trades_load('XRP/ETH', timerange) assert len(trades) > len(trades2) + # Check that ID is None (If it's nan, it's wrong) + assert trades2[0][2] is None # unfiltered load has trades before starttime assert len([t for t in trades if t[0] < timerange.startts * 1000]) >= 0