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Update functions that use datahandler trade methods

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This commit is contained in:
Matthias 2024-03-02 13:10:57 +01:00
parent b6040e270f
commit 43103f51e5
3 changed files with 25 additions and 17 deletions
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15
freqtrade/data/converter/trade_converter.py
View File

@ -11,7 +11,7 @@ from pandas import DataFrame, to_datetime
from freqtrade.configuration import TimeRange
from freqtrade.constants import (DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS, TRADES_DTYPES,
Config, TradeList)
from freqtrade.enums import CandleType
from freqtrade.enums import CandleType, TradingMode
from freqtrade.exceptions import OperationalException
@ -104,9 +104,9 @@ def convert_trades_to_ohlcv(
logger.info(f"About to convert pairs: '{', '.join(pairs)}', "
f"intervals: '{', '.join(timeframes)}' to {datadir}")
trading_mode = TradingMode.FUTURES if candle_type != CandleType.SPOT else TradingMode.SPOT
for pair in pairs:
trades = data_handler_trades.trades_load(pair)
trades = data_handler_trades.trades_load(pair, trading_mode)
for timeframe in timeframes:
if erase:
if data_handler_ohlcv.ohlcv_purge(pair, timeframe, candle_type=candle_type):
@ -144,11 +144,12 @@ def convert_trades_format(config: Config, convert_from: str, convert_to: str, er
if 'pairs' not in config:
config['pairs'] = src.trades_get_pairs(config['datadir'])
logger.info(f"Converting trades for {config['pairs']}")
trading_mode: TradingMode = config.get('trading_mode', TradingMode.SPOT)
for pair in config['pairs']:
data = src.trades_load(pair=pair)
data = src.trades_load(pair, trading_mode)
logger.info(f"Converting {len(data)} trades for {pair}")
trg.trades_store(pair, data)
trg.trades_store(pair, data, trading_mode)
if erase and convert_from != convert_to:
logger.info(f"Deleting source Trade data for {pair}.")
src.trades_purge(pair=pair)
src.trades_purge(pair, trading_mode)

3
freqtrade/data/converter/trade_converter_kraken.py
View File

@ -7,6 +7,7 @@ from freqtrade.constants import DATETIME_PRINT_FORMAT, DEFAULT_TRADES_COLUMNS, C
from freqtrade.data.converter.trade_converter import (trades_convert_types,
trades_df_remove_duplicates)
from freqtrade.data.history.idatahandler import get_datahandler
from freqtrade.enums import TradingMode
from freqtrade.exceptions import OperationalException
from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
from freqtrade.resolvers import ExchangeResolver
@ -79,4 +80,4 @@ def import_kraken_trades_from_csv(config: Config, convert_to: str):
f"{trades_df['date'].min():{DATETIME_PRINT_FORMAT}} to "
f"{trades_df['date'].max():{DATETIME_PRINT_FORMAT}}")
data_handler.trades_store(pair, trades_df)
data_handler.trades_store(pair, trades_df, TradingMode.SPOT)

24
freqtrade/data/history/history_utils.py
View File

@ -13,7 +13,7 @@ from freqtrade.data.converter import (clean_ohlcv_dataframe, convert_trades_to_o
ohlcv_to_dataframe, trades_df_remove_duplicates,
trades_list_to_df)
from freqtrade.data.history.idatahandler import IDataHandler, get_datahandler
from freqtrade.enums import CandleType
from freqtrade.enums import CandleType, TradingMode
from freqtrade.exceptions import OperationalException
from freqtrade.exchange import Exchange
from freqtrade.plugins.pairlist.pairlist_helpers import dynamic_expand_pairlist
@ -333,7 +333,8 @@ def _download_trades_history(exchange: Exchange,
pair: str, *,
new_pairs_days: int = 30,
timerange: Optional[TimeRange] = None,
data_handler: IDataHandler
data_handler: IDataHandler,
trading_mode: TradingMode,
) -> bool:
"""
Download trade history from the exchange.
@ -349,7 +350,7 @@ def _download_trades_history(exchange: Exchange,
if timerange.stoptype == 'date':
until = timerange.stopts * 1000
trades = data_handler.trades_load(pair)
trades = data_handler.trades_load(pair, trading_mode)
# TradesList columns are defined in constants.DEFAULT_TRADES_COLUMNS
# DEFAULT_TRADES_COLUMNS: 0 -> timestamp
@ -388,7 +389,7 @@ def _download_trades_history(exchange: Exchange,
trades = concat([trades, new_trades_df], axis=0)
# Remove duplicates to make sure we're not storing data we don't need
trades = trades_df_remove_duplicates(trades)
data_handler.trades_store(pair, data=trades)
data_handler.trades_store(pair, trades, trading_mode)
logger.debug("New Start: %s", 'None' if trades.empty else
f"{trades.iloc[0]['date']:{DATETIME_PRINT_FORMAT}}")
@ -405,8 +406,10 @@ def _download_trades_history(exchange: Exchange,
def refresh_backtest_trades_data(exchange: Exchange, pairs: List[str], datadir: Path,
timerange: TimeRange, new_pairs_days: int = 30,
erase: bool = False, data_format: str = 'feather') -> List[str]:
timerange: TimeRange, trading_mode: TradingMode,
new_pairs_days: int = 30,
erase: bool = False, data_format: str = 'feather',
) -> List[str]:
"""
Refresh stored trades data for backtesting and hyperopt operations.
Used by freqtrade download-data subcommand.
@ -421,7 +424,7 @@ def refresh_backtest_trades_data(exchange: Exchange, pairs: List[str], datadir:
continue
if erase:
if data_handler.trades_purge(pair):
if data_handler.trades_purge(pair, trading_mode):
logger.info(f'Deleting existing data for pair {pair}.')
logger.info(f'Downloading trades for pair {pair}.')
@ -429,7 +432,8 @@ def refresh_backtest_trades_data(exchange: Exchange, pairs: List[str], datadir:
pair=pair,
new_pairs_days=new_pairs_days,
timerange=timerange,
data_handler=data_handler)
data_handler=data_handler,
trading_mode=trading_mode)
return pairs_not_available
@ -521,7 +525,9 @@ def download_data_main(config: Config) -> None:
pairs_not_available = refresh_backtest_trades_data(
exchange, pairs=expanded_pairs, datadir=config['datadir'],
timerange=timerange, new_pairs_days=config['new_pairs_days'],
erase=bool(config.get('erase')), data_format=config['dataformat_trades'])
erase=bool(config.get('erase')), data_format=config['dataformat_trades'],
trading_mode=config.get('trading_mode', TradingMode.SPOT),
)
# Convert downloaded trade data to different timeframes
convert_trades_to_ohlcv(