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Update default dataformat to feather

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This commit is contained in:
Matthias 2023-07-09 14:29:48 +02:00
parent 3cf419cbcd
commit cca8c4e5b8
11 changed files with 21 additions and 21 deletions
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4
config_examples/config_full.example.json
View File

@ -206,6 +206,6 @@
"recursive_strategy_search": false,
"add_config_files": [],
"reduce_df_footprint": false,
"dataformat_ohlcv": "json",
"dataformat_trades": "jsongz"
"dataformat_ohlcv": "feather",
"dataformat_trades": "feather"
}

4
freqtrade/constants.py
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@ -446,12 +446,12 @@ CONF_SCHEMA = {
'dataformat_ohlcv': {
'type': 'string',
'enum': AVAILABLE_DATAHANDLERS,
'default': 'json'
'default': 'feather'
},
'dataformat_trades': {
'type': 'string',
'enum': AVAILABLE_DATAHANDLERS_TRADES,
'default': 'jsongz'
'default': 'feather'
},
'position_adjustment_enable': {'type': 'boolean'},
'max_entry_position_adjustment': {'type': ['integer', 'number'], 'minimum': -1},

2
freqtrade/data/dataprovider.py
View File

@ -310,7 +310,7 @@ class DataProvider:
timeframe=timeframe or self._config['timeframe'],
datadir=self._config['datadir'],
timerange=timerange,
data_format=self._config.get('dataformat_ohlcv', 'json'),
data_format=self._config.get('dataformat_ohlcv', 'feather'),
candle_type=_candle_type,
)

8
freqtrade/data/history/history_utils.py
View File

@ -69,7 +69,7 @@ def load_data(datadir: Path,
fill_up_missing: bool = True,
startup_candles: int = 0,
fail_without_data: bool = False,
data_format: str = 'json',
data_format: str = 'feather',
candle_type: CandleType = CandleType.SPOT,
user_futures_funding_rate: Optional[int] = None,
) -> Dict[str, DataFrame]:
@ -394,7 +394,7 @@ 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 = 'jsongz') -> List[str]:
erase: bool = False, data_format: str = 'feather') -> List[str]:
"""
Refresh stored trades data for backtesting and hyperopt operations.
Used by freqtrade download-data subcommand.
@ -427,8 +427,8 @@ def convert_trades_to_ohlcv(
datadir: Path,
timerange: TimeRange,
erase: bool = False,
data_format_ohlcv: str = 'json',
data_format_trades: str = 'jsongz',
data_format_ohlcv: str = 'feather',
data_format_trades: str = 'feather',
candle_type: CandleType = CandleType.SPOT
) -> None:
"""

6
freqtrade/edge/edge_positioning.py
View File

@ -115,7 +115,7 @@ class Edge:
exchange=self.exchange,
timeframe=self.strategy.timeframe,
timerange=timerange_startup,
data_format=self.config.get('dataformat_ohlcv', 'json'),
data_format=self.config.get('dataformat_ohlcv', 'feather'),
candle_type=self.config.get('candle_type_def', CandleType.SPOT),
)
# Download informative pairs too
@ -132,7 +132,7 @@ class Edge:
exchange=self.exchange,
timeframe=timeframe,
timerange=timerange_startup,
data_format=self.config.get('dataformat_ohlcv', 'json'),
data_format=self.config.get('dataformat_ohlcv', 'feather'),
candle_type=self.config.get('candle_type_def', CandleType.SPOT),
)
@ -142,7 +142,7 @@ class Edge:
timeframe=self.strategy.timeframe,
timerange=self._timerange,
startup_candles=self.strategy.startup_candle_count,
data_format=self.config.get('dataformat_ohlcv', 'json'),
data_format=self.config.get('dataformat_ohlcv', 'feather'),
candle_type=self.config.get('candle_type_def', CandleType.SPOT),
)

2
freqtrade/freqai/data_drawer.py
View File

@ -635,7 +635,7 @@ class FreqaiDataDrawer:
timeframe=tf,
pair=pair,
timerange=timerange,
data_format=self.config.get("dataformat_ohlcv", "json"),
data_format=self.config.get("dataformat_ohlcv", "feather"),
candle_type=self.config.get("candle_type_def", CandleType.SPOT),
)

2
freqtrade/freqai/utils.py
View File

@ -50,7 +50,7 @@ def download_all_data_for_training(dp: DataProvider, config: Config) -> None:
timerange=timerange,
new_pairs_days=new_pairs_days,
erase=False,
data_format=config.get("dataformat_ohlcv", "json"),
data_format=config.get("dataformat_ohlcv", "feather"),
trading_mode=config.get("trading_mode", "spot"),
prepend=config.get("prepend_data", False),
)

8
freqtrade/optimize/backtesting.py
View File

@ -239,7 +239,7 @@ class Backtesting:
timerange=self.timerange,
startup_candles=self.config['startup_candle_count'],
fail_without_data=True,
data_format=self.config.get('dataformat_ohlcv', 'json'),
data_format=self.config.get('dataformat_ohlcv', 'feather'),
candle_type=self.config.get('candle_type_def', CandleType.SPOT)
)
@ -268,7 +268,7 @@ class Backtesting:
timerange=self.timerange,
startup_candles=0,
fail_without_data=True,
data_format=self.config.get('dataformat_ohlcv', 'json'),
data_format=self.config.get('dataformat_ohlcv', 'feather'),
candle_type=self.config.get('candle_type_def', CandleType.SPOT)
)
else:
@ -282,7 +282,7 @@ class Backtesting:
timerange=self.timerange,
startup_candles=0,
fail_without_data=True,
data_format=self.config.get('dataformat_ohlcv', 'json'),
data_format=self.config.get('dataformat_ohlcv', 'feather'),
candle_type=CandleType.FUNDING_RATE
)
@ -294,7 +294,7 @@ class Backtesting:
timerange=self.timerange,
startup_candles=0,
fail_without_data=True,
data_format=self.config.get('dataformat_ohlcv', 'json'),
data_format=self.config.get('dataformat_ohlcv', 'feather'),
candle_type=CandleType.from_string(self.exchange.get_option("mark_ohlcv_price"))
)
# Combine data to avoid combining the data per trade.

2
freqtrade/plot/plotting.py
View File

@ -55,7 +55,7 @@ def init_plotscript(config, markets: List, startup_candles: int = 0):
timeframe=config['timeframe'],
timerange=timerange,
startup_candles=startup_candles,
data_format=config.get('dataformat_ohlcv', 'json'),
data_format=config.get('dataformat_ohlcv', 'feather'),
candle_type=config.get('candle_type_def', CandleType.SPOT)
)

2
freqtrade/rpc/rpc.py
View File

@ -1245,7 +1245,7 @@ class RPC:
pairs=[pair],
timeframe=timeframe,
timerange=timerange_parsed,
data_format=config.get('dataformat_ohlcv', 'json'),
data_format=config.get('dataformat_ohlcv', 'feather'),
candle_type=config.get('candle_type_def', CandleType.SPOT)
)
if pair not in _data:

2
freqtrade/util/binance_mig.py
View File

@ -64,7 +64,7 @@ def migrate_binance_futures_data(config: Config):
return
from freqtrade.data.history.idatahandler import get_datahandler
dhc = get_datahandler(config['datadir'], config.get('dataformat_ohlcv', 'json'))
dhc = get_datahandler(config['datadir'], config.get('dataformat_ohlcv', 'feather'))
paircombs = dhc.ohlcv_get_available_data(
config['datadir'],