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Code Issues Actions 2 Packages Projects Releases Wiki Activity

Store monthly candles as "Mo"

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This commit is contained in:
Matthias 2022-05-01 17:00:00 +02:00
parent 528509f809
commit a1048fb619
3 changed files with 16 additions and 4 deletions
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2
freqtrade/data/history/hdf5datahandler.py
View File

@ -40,7 +40,7 @@ class HDF5DataHandler(IDataHandler):
return [
(
cls.rebuild_pair_from_filename(match[1]),
match[2],
cls.rebuild_timeframe_from_filename(match[2]),
CandleType.from_string(match[3])
) for match in _tmp if match and len(match.groups()) > 1]

16
freqtrade/data/history/idatahandler.py
View File

@ -26,7 +26,7 @@ logger = logging.getLogger(__name__)
class IDataHandler(ABC):
_OHLCV_REGEX = r'^([a-zA-Z_-]+)\-(\d+\S)\-?([a-zA-Z_]*)?(?=\.)'
_OHLCV_REGEX = r'^([a-zA-Z_-]+)\-(\d+[a-zA-Z]{1,2})\-?([a-zA-Z_]*)?(?=\.)'
def __init__(self, datadir: Path) -> None:
self._datadir = datadir
@ -201,7 +201,7 @@ class IDataHandler(ABC):
datadir = datadir.joinpath('futures')
candle = f"-{candle_type}"
filename = datadir.joinpath(
f'{pair_s}-{timeframe}{candle}.{cls._get_file_extension()}')
f'{pair_s}-{cls.timeframe_to_file(timeframe)}{candle}.{cls._get_file_extension()}')
return filename
@classmethod
@ -210,6 +210,18 @@ class IDataHandler(ABC):
filename = datadir.joinpath(f'{pair_s}-trades.{cls._get_file_extension()}')
return filename
@staticmethod
def timeframe_to_file(timeframe: str):
return timeframe.replace('M', 'Mo')
@staticmethod
def rebuild_timeframe_from_filename(timeframe: str) -> str:
"""
converts timeframe from disk to file
Replaces mo with M (to avoid problems on case-insensitive filesystems)
"""
return re.sub('mo', 'M', timeframe, flags=re.IGNORECASE)
@staticmethod
def rebuild_pair_from_filename(pair: str) -> str:
"""

2
freqtrade/data/history/jsondatahandler.py
View File

@ -41,7 +41,7 @@ class JsonDataHandler(IDataHandler):
return [
(
cls.rebuild_pair_from_filename(match[1]),
match[2],
cls.rebuild_timeframe_from_filename(match[2]),
CandleType.from_string(match[3])
) for match in _tmp if match and len(match.groups()) > 1]