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Merge pull request #3910 from matspi/dataformat-informative-pair

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Dataformat informative pair
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Matthias 2020-10-31 15:47:40 +01:00 committed by GitHub
commit a262618809
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3 changed files with 29 additions and 3 deletions
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4
.devcontainer/docker-compose.yml
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@ -7,8 +7,8 @@ services:
dockerfile: ".devcontainer/Dockerfile"
volumes:
# Allow git usage within container
- "/home/${USER}/.ssh:/home/ftuser/.ssh:ro"
- "/home/${USER}/.gitconfig:/home/ftuser/.gitconfig:ro"
- "${HOME}/.ssh:/home/ftuser/.ssh:ro"
- "${HOME}/.gitconfig:/home/ftuser/.gitconfig:ro"
- ..:/freqtrade:cached
# Persist bash-history
- freqtrade-vscode-server:/home/ftuser/.vscode-server

3
freqtrade/data/dataprovider.py
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@ -88,7 +88,8 @@ class DataProvider:
"""
return load_pair_history(pair=pair,
timeframe=timeframe or self._config['timeframe'],
datadir=self._config['datadir']
datadir=self._config['datadir'],
data_format=self._config.get('dataformat_ohlcv', 'json')
)
def get_pair_dataframe(self, pair: str, timeframe: str = None) -> DataFrame:

25
tests/data/test_dataprovider.py
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@ -52,6 +52,31 @@ def test_historic_ohlcv(mocker, default_conf, ohlcv_history):
assert historymock.call_args_list[0][1]["timeframe"] == "5m"
def test_historic_ohlcv_dataformat(mocker, default_conf, ohlcv_history):
hdf5loadmock = MagicMock(return_value=ohlcv_history)
jsonloadmock = MagicMock(return_value=ohlcv_history)
mocker.patch("freqtrade.data.history.hdf5datahandler.HDF5DataHandler._ohlcv_load", hdf5loadmock)
mocker.patch("freqtrade.data.history.jsondatahandler.JsonDataHandler._ohlcv_load", jsonloadmock)
default_conf["runmode"] = RunMode.BACKTEST
exchange = get_patched_exchange(mocker, default_conf)
dp = DataProvider(default_conf, exchange)
data = dp.historic_ohlcv("UNITTEST/BTC", "5m")
assert isinstance(data, DataFrame)
hdf5loadmock.assert_not_called()
jsonloadmock.assert_called_once()
# Swiching to dataformat hdf5
hdf5loadmock.reset_mock()
jsonloadmock.reset_mock()
default_conf["dataformat_ohlcv"] = "hdf5"
dp = DataProvider(default_conf, exchange)
data = dp.historic_ohlcv("UNITTEST/BTC", "5m")
assert isinstance(data, DataFrame)
hdf5loadmock.assert_called_once()
jsonloadmock.assert_not_called()
def test_get_pair_dataframe(mocker, default_conf, ohlcv_history):
default_conf["runmode"] = RunMode.DRY_RUN
timeframe = default_conf["timeframe"]