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Adapt convert_backtestdata.py to new format

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Also fix timezone issue and integer overflow
This commit is contained in:
enenn 2018-04-08 13:11:12 +02:00
parent ce3603f84f
commit bfe1eaadcf
1 changed files with 27 additions and 8 deletions
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33
scripts/convert_backtestdata.py
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@ -24,6 +24,7 @@ from freqtrade.arguments import Arguments
from freqtrade import misc from freqtrade import misc
from freqtrade.logger import Logger from freqtrade.logger import Logger
from pandas import DataFrame from pandas import DataFrame
from freqtrade.constants import Constants
import dateutil.parser import dateutil.parser
@ -82,9 +83,10 @@ def convert_dataframe(frame: DataFrame):
cols = ['date', 'open', 'high', 'low', 'close', 'volume'] cols = ['date', 'open', 'high', 'low', 'close', 'volume']
frame = frame[cols] frame = frame[cols]
# Make sure parsing/printing data is assumed to be UTC
frame['date'] = frame['date'].apply( frame['date'] = frame['date'].apply(
lambda d: int(dateutil.parser.parse(d).timestamp()) * 1000) lambda d: int(dateutil.parser.parse(d+'+00:00').timestamp()) * 1000)
frame['date'] = frame['date'].astype(int) frame['date'] = frame['date'].astype('int64')
# Convert columns one by one to preserve type. # Convert columns one by one to preserve type.
by_column = [frame[x].values.tolist() for x in frame.columns] by_column = [frame[x].values.tolist() for x in frame.columns]
return list(list(x) for x in zip(*by_column)) return list(list(x) for x in zip(*by_column))
@ -130,15 +132,32 @@ def convert_main(args: Namespace) -> None:
filename) filename)
continue continue
ret = re.search(r'\d+(?=\.json)', path.basename(filename)) ret_integer = re.search(r'\d+(?=\.json)', path.basename(filename))
if not ret: ret_string = re.search(r'(\d+[mhdw])(?=\.json)', path.basename(filename))
logger.warning("file %s could not be converted, interval not found", filename)
continue
interval = ret.group(0)
if ret_integer:
minutes = int(ret_integer.group(0))
interval = str(minutes) + 'm' # default to adding 'm' to end of minutes for new interval name
# but check if there is a mapping between int and string also
for str_interval, minutes_interval in Constants.TICKER_INTERVAL_MINUTES.items():
if minutes_interval == minutes:
interval = str_interval
break
# change order on pairs if old ticker interval found
filename_new = path.join(path.dirname(filename), filename_new = path.join(path.dirname(filename),
"{}_{}-{}.json".format(currencies[1], "{}_{}-{}.json".format(currencies[1],
currencies[0], interval)) currencies[0], interval))
elif ret_string:
interval = ret_string.group(0)
filename_new = path.join(path.dirname(filename),
"{}_{}-{}.json".format(currencies[0],
currencies[1], interval))
else:
logger.warning("file %s could not be converted, interval not found", filename)
continue
logger.debug("Converting and renaming %s to %s", filename, filename_new) logger.debug("Converting and renaming %s to %s", filename, filename_new)
convert_file(filename, filename_new) convert_file(filename, filename_new)