Commit Graph

220 Commits

Author SHA1 Message Date
Matthias
b420614d65 Reduce code duplication in datahandlers 2022-08-19 09:33:07 +02:00
Matthias
975bf8fe88 Update Docstring to match actual return values 2022-08-19 09:23:53 +02:00
Matthias
0461a89348 Fix test failures 2022-08-18 07:20:49 +02:00
Matthias
66910bfe63 Don't fail if mark candles are missing
closes #7239
2022-08-17 20:01:57 +02:00
Matthias
017fd03180 Fix but with late entries in backtesting 2022-06-18 09:05:22 +02:00
Matthias
904f094b80 Don't reassign method, but implement it properly 2022-05-24 06:59:54 +02:00
froggleston
37e4ede65c Fix flake issues 2022-05-17 22:32:17 +01:00
froggleston
bb758da940 Add support for fudging unavailable funding rates, allowing backtesting of timeranges where futures candles are available, but rates are not 2022-05-17 22:05:33 +01:00
Matthias
76637d3939 Simplify timeframe-transition 2022-05-16 20:10:52 +02:00
Matthias
2e65a1793d Add fallback to load 1M files as well as 1Mo files 2022-05-16 19:48:27 +02:00
Matthias
a1048fb619 Store monthly candles as "Mo" 2022-05-16 19:39:43 +02:00
Matthias
2a6efab8a2 Don't use deprecated abstractclassmethod decorator 2022-05-02 06:24:52 +00:00
Matthias
8b5d454b50 Fix subtle bug in trades download 2022-04-30 17:44:57 +02:00
Matthias
e49b3ef051 Improve message formatting 2022-04-30 17:35:11 +02:00
Matthias
f6a7e6b785 Add prepend option to download-data 2022-04-30 17:32:50 +02:00
Matthias
11d447cd5a Add support for download-data "until" 2022-04-30 15:42:41 +02:00
Matthias
cd2e49bb60 Simplify downloading futures data code 2022-04-10 09:53:33 +02:00
Matthias
30cff1bd2c Update hdf5 to not raise naturalNaming warnings 2022-03-27 16:39:34 +02:00
Matthias
fa3c00c673 Remove some default arguments in history_utils 2022-03-22 07:20:21 +01:00
Matthias
9bcc79e118 Use parsed TradingMode from config 2022-03-03 07:06:13 +01:00
Matthias
c5cf73e67b hdf5 datahandler should also create directory 2022-03-02 19:41:14 +01:00
Matthias
0c6d92a7a6 Merge branch 'develop' into feat/short 2022-02-11 17:02:04 +01:00
Matthias
64d0c75bbb Fix deprecation warnings 2022-02-01 19:11:51 +01:00
Matthias
88ccfedd32 Improve wording of "no history found" error 2022-01-26 06:53:00 +01:00
Matthias
2fb9e7940a Improve "missing data" message 2022-01-08 14:39:09 +01:00
Matthias
ddfbe55e7c Merge branch 'develop' into feat/short 2022-01-01 19:16:49 +01:00
Matthias
9becd20f20 Improve "Missing data" messages 2022-01-01 10:37:58 +01:00
Wade Dyck
5b3f907b0c Fixes a download_data bug when in futures mode.
When specifying multiple pairs to download, the json filenames were
inconsistent due to the reassignment of candle_type. Also adds the
candle_type being downloaded to a log message.
2021-12-27 11:16:38 -07:00
Matthias
ddce28c12d Update data downloading to include funding_fee downloads 2021-12-18 15:32:02 +01:00
Matthias
2679744228 Explicit test for candletype get_default 2021-12-08 16:20:26 +01:00
Matthias
35afc7b478 Fix wrong tradingMOde comparison 2021-12-08 16:07:27 +01:00
Matthias
9b9d61c6d6 Remove SPOT_ candletype 2021-12-08 14:38:09 +01:00
Matthias
d89cbda7b8 Use candle_type_def where possible 2021-12-08 14:15:54 +01:00
Matthias
222c293602 Add "defaultCandletype" 2021-12-08 13:17:20 +01:00
Matthias
dda7283f3e Remove unnecessary default parameters 2021-12-08 11:32:58 +01:00
Matthias
ac2fb08aea Small updates while reviewing 2021-12-07 20:21:49 +01:00
Matthias
f1c5a4d065 Use pair-reconstruction method wherever possible 2021-12-07 20:12:44 +01:00
Matthias
b4d27973b1 Update ohlcv_get_pairs test 2021-12-07 19:57:18 +01:00
Matthias
a80c3f6a1b Use exchange-dependant timeframe/candletype to get mark/index candles 2021-12-05 10:01:44 +01:00
Matthias
69f371bf63 Update download-data to download necessary data for futures 2021-12-03 14:43:49 +01:00
Matthias
2f17fa2765 Update more to use candleType 2021-12-03 14:15:35 +01:00
Matthias
5493212672 More candletype changes 2021-12-03 13:04:31 +01:00
Matthias
f9cf59bb4d Candle_type to enum 2021-12-03 12:32:12 +01:00
Matthias
a87e256737 Add candleType enum 2021-12-03 12:12:33 +01:00
Matthias
b578e31255 Align tests to have futures data in futures/ directory 2021-12-03 07:20:43 +01:00
Matthias
7baf11a497 Futures candles should go into a subdirectory 2021-12-03 07:04:53 +01:00
Matthias
fae7167bf3 Merge branch 'feat/short' into pr/samgermain/5780 2021-12-02 20:25:30 +01:00
Matthias
ad5c8f601c Simplify datahandler classes by exploiting commonalities 2021-12-02 20:19:22 +01:00
Matthias
f4d0abc51a Merge branch 'feat/short' into pr/samgermain/5780 2021-12-02 07:09:37 +01:00
Matthias
0375a08302 use to_hdf instead of HDFStore 2021-12-01 20:32:23 +01:00
Matthias
cb4efa6d56 Revert unnecessary formatting changes 2021-11-28 15:53:13 +01:00
Matthias
0d6c933935 Improve and fix pair detection from available data 2021-11-28 15:25:57 +01:00
Matthias
7faa7539b4 Further enhance pair retrieval 2021-11-28 15:03:55 +01:00
Matthias
8d70672bee Enhance Regex to work for mark candles 2021-11-28 14:37:54 +01:00
Matthias
c096c7f5cb Add explicit tests for ohlcv regex 2021-11-28 14:34:46 +01:00
Sam Germain
392128013f Updated ohlcv_get_available_data to recognize swap and futures pairs 2021-11-27 03:11:44 -06:00
Sam Germain
8761649fd7 Added candle_type in doc strings 2021-11-27 02:55:42 -06:00
Sam Germain
920151934a Added candle_type to a lot of methods, wrote some tests 2021-11-21 17:48:14 -06:00
Sam Germain
e2f98a8dab replaced candle_type: Optional[str] = '' with candle_type: str = '' 2021-11-21 17:48:14 -06:00
Sam Germain
64a6abc541 Added candle type to ohlcv_get_available_data 2021-11-21 17:48:14 -06:00
Sam Germain
b4029533ec removed candle type from idatahandler.py 2021-11-21 17:48:14 -06:00
Sam Germain
843ca22a56 mark price test ohlcv_get_pairs 2021-11-21 17:48:14 -06:00
Sam Germain
3d95533bf9 Removed candletype from converter methods 2021-11-21 17:48:14 -06:00
Sam Germain
ee2ad8ca97 updated historic data filenames to include the candle type 2021-11-21 17:48:14 -06:00
Matthias
71ff214adf Support "initial_call" for download-data of new pairs 2021-09-07 07:14:40 +02:00
Masoud Azizi
40ad451019 Download-data log process added
Download-data log process added

pytest assert solved
2021-08-20 14:52:56 +00:00
Matthias
e9ef9a6d28 Use .view() to convert dates to enums
part of #5314 - fixing deprecation warning.
2021-08-01 10:31:35 +02:00
Matthias
10998eb0fa Remove further usages of int(int_timestamp) 2021-07-05 19:51:14 +02:00
aayush-jain18
d294ef10d7 unexpected docstring params 2021-06-25 23:56:16 +05:30
Brook Miles
db17b1a851 fix indentation 2021-05-15 20:20:36 +09:00
Brook Miles
88da1f109b fix #4412 download-data does not stop downloading at the specified TIMERANGE end date 2021-05-15 20:15:19 +09:00
Matthias
4f529fe424 Don't use Arrow to get min/max backtest dates 2021-05-06 19:43:14 +02:00
Matthias
e855530483 hdf5 handler should include the end-date 2021-04-24 20:26:37 +02:00
Rokas Kupstys
09efa7b06b Add --new-pairs-days parameter for download-data command.
This parameter allows us to customize a number of days we would like to download for new pairs only. This allows us to achieve efficient data update, downloading all data for new pairs and only missing data for existing pairs. To do that use `freqtrade download-data --new-pairs-days=3650` (not specifying `--days` or `--timerange` causes freqtrade to download only missing data for existing pairs).
2021-04-22 10:07:13 +03:00
Matthias
2c80388b40 Fix valueerror in case of empty array files 2021-02-01 06:28:49 +01:00
Matthias
ceb50a7807 use exception handler when downloading data
closes #3992
2020-11-25 07:57:27 +01:00
Matthias
e8e3ca0c3c Catch ValueError from trade_conversion
closes #3967
2020-11-21 10:57:19 +01:00
Matthias
83861fabde Fix #3967, move TradeList type to constants 2020-11-21 10:52:15 +01:00
Matthias
52c9a2c37f Convert np to None when loading hdf5 trades to allow duplicate detection 2020-11-19 07:31:54 +01:00
Matthias
253b7b763e Apply isort to freqtrade codebase 2020-09-28 19:40:46 +02:00
Matthias
77d0189695 Remove not needed argument in update_trade_state 2020-09-19 09:37:11 +02:00
Matthias
bad89307dd Fix mypy error 2020-07-25 17:19:41 +02:00
Matthias
119bf2a8ea Document hdf5 dataformat 2020-07-25 17:06:58 +02:00
Matthias
0a28818b46 Add some tests for hdf5 2020-07-24 19:37:37 +02:00
Matthias
861e7099cc Rename hdf5handler to hdf5DataHandler 2020-07-24 19:23:37 +02:00
Matthias
3171ad33b7 Add blosc compression 2020-07-24 17:44:29 +02:00
Matthias
31df42e737 Implement get_available_data 2020-07-24 17:31:43 +02:00
Matthias
d4540c846a Add trades_load method 2020-07-23 19:33:23 +02:00
Matthias
55591e287c First version of hdf5handler - no proper support for trades yet 2020-07-23 19:33:23 +02:00
Matthias
b035d9e267 Update return type comment 2020-07-12 10:23:09 +02:00
Matthias
d4fc52d2d5 Add tests for ohlcv_get_available_data 2020-07-12 09:56:46 +02:00
Matthias
422825ea1b Add ohlcv_get_available_data to find available data 2020-07-12 09:50:53 +02:00
Matthias
676006b99c --dl-trades should also support increasing download span
(by downloading the whole dataset again to avoid missing data in the
middle).
2020-06-24 17:40:23 +02:00
Matthias
9d7ad23d42 Fix test leakage 2020-04-02 08:20:50 +02:00
Matthias
eab6c9c5f2 Fix message 2020-04-01 20:50:00 +02:00
Matthias
0d51383b57 Format logmessages correctly 2020-04-01 20:31:21 +02:00
Matthias
ba03d96961 Test 5s offset on since 2020-04-01 20:04:36 +02:00
Matthias
ff9caf790b remove trade duplicates in datahandler 2020-04-01 19:45:46 +02:00
Matthias
bac0eaab03 fix convert to ohlcv 2020-04-01 19:45:35 +02:00
Matthias
d76bb1ccf4 Use List of Lists instead of list of Dicts for trades data 2020-04-01 19:45:21 +02:00
hroff-1902
59fadabb5b Fix merging 2020-03-13 20:26:14 +03:00
hroff-1902
51f52c8609
Merge branch 'develop' into no-ticker-2 2020-03-13 16:43:52 +03:00
Matthias
6f67b8d9b9 iCheck after clean_dataframe, too 2020-03-12 19:50:46 +01:00
Matthias
129a88d5da Extract emptyness check to it's own method 2020-03-11 19:53:28 +01:00
orehunt
3eaae4661d check again for emptiness after trimming dataframe 2020-03-09 17:51:21 +01:00
hroff-1902
3208faf7ed Do not use ticker where it's not a ticker 2020-03-08 20:47:02 +03:00
hroff-1902
e2e6b940a3 copy=False does not make the changes inline anyway, so not needed 2020-02-22 19:54:19 +03:00
hroff-1902
c651e0ac82 Fix #2948 2020-02-22 19:46:40 +03:00
Matthias
3186add87b Use explicit column list for float parsing 2020-02-22 14:46:54 +01:00
Matthias
7ecc56fa44 Load ohlcv data as float 2020-02-22 13:10:41 +01:00
Matthias
d65a06947d Merge branch 'develop' into data_handler 2020-02-09 15:16:43 +01:00
Matthias
41945138ac Converting pairs from filename to pair corrected 2020-01-05 13:35:36 +01:00
Matthias
4eaaec9d1a Implement pair_to_filename to datahandler
includes tests - taken from #2744 and modified to adapt to new structure
2020-01-05 10:36:08 +01:00
Matthias
f82c4346b6 data conversion, not data conversation
* we're not talking to the data yet ...
2020-01-05 09:55:02 +01:00
Matthias
699c0d6bc3 Merge branch 'develop' into data_handler 2019-12-30 19:40:43 +01:00
Matthias
f4a532ef6d Pass format to load_data 2019-12-28 14:57:39 +01:00
Matthias
ae1b28aab7 Remove get_datahandlerclass from package exposes 2019-12-28 14:32:11 +01:00
Matthias
66d18575a7 Implement abstract interface 2019-12-28 11:10:31 +01:00
Matthias
28787a001c Move convert functions to convert module 2019-12-28 11:02:34 +01:00
Matthias
6860491189 Rename datahandler module to history module
Also move previous history.py into this module - so everything is
bundled
2019-12-28 11:01:42 +01:00