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Merge pull request #3965 from freqtrade/fix_hdf5trades

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Convert np to None when loading hdf5 trades to allow duplicate detection
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Matthias 2020-11-19 11:22:25 +01:00 committed by GitHub
commit 37849f8496
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2 changed files with 5 additions and 1 deletions
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4
freqtrade/data/history/hdf5datahandler.py
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@ -3,6 +3,7 @@ import re
from pathlib import Path from pathlib import Path
from typing import List, Optional from typing import List, Optional
import numpy as np
import pandas as pd import pandas as pd
from freqtrade import misc from freqtrade import misc
@ -175,7 +176,8 @@ class HDF5DataHandler(IDataHandler):
if timerange.stoptype == 'date': if timerange.stoptype == 'date':
where.append(f"timestamp < {timerange.stopts * 1e3}") 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() return trades.values.tolist()
def trades_purge(self, pair: str) -> bool: def trades_purge(self, pair: str) -> bool:

2
tests/data/test_history.py
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@ -724,6 +724,8 @@ def test_hdf5datahandler_trades_load(testdatadir):
trades2 = dh._trades_load('XRP/ETH', timerange) trades2 = dh._trades_load('XRP/ETH', timerange)
assert len(trades) > len(trades2) 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 # unfiltered load has trades before starttime
assert len([t for t in trades if t[0] < timerange.startts * 1000]) >= 0 assert len([t for t in trades if t[0] < timerange.startts * 1000]) >= 0