Matthias
fae742de59
Fix imports
2023-08-18 09:12:40 +02:00
Matthias
fa5f7d290b
Update download-trades method to work with dataframes
2023-08-18 09:08:10 +02:00
Matthias
7577613882
Extract trades df type conversion
2023-08-18 09:08:10 +02:00
Matthias
0fab65df03
Set explicit dtypes
2023-08-18 09:08:10 +02:00
Matthias
f69a776305
Ensure only relevant columns are stored
2023-08-18 09:08:10 +02:00
Matthias
26c89d89e4
Keep original timestamp in dataframe
2023-08-18 09:08:10 +02:00
Matthias
d97d0e4426
Extract trades DF creation to converter function
2023-08-18 07:02:46 +02:00
Matthias
357b04202c
Datahandlers should store data from dataframes
2023-08-17 20:11:18 +02:00
Matthias
6fc1ee9831
trades_append should use dataframe, not lists
2023-08-17 18:06:25 +02:00
Matthias
0be2250cf5
Keep existing trades_remove_duplicates for now
2023-08-17 17:23:12 +02:00
Matthias
53db254cba
don't cascade calls, that creates an additional call
2023-08-17 17:22:02 +02:00
Matthias
7ac9d33c31
Default should return a dataframe, not an empty list.
2023-08-17 10:00:11 +02:00
Matthias
46882406be
Update Datahandlers to work with trades data as dataframes
2023-08-17 10:00:11 +02:00
Matthias
4d3740d4ce
Update default datahandler class
2023-07-12 18:23:30 +02:00
Matthias
cca8c4e5b8
Update default dataformat to feather
2023-07-12 18:23:30 +02:00
Matthias
5a43dd4766
don't hard-default --timeframes
via argparse
2023-07-09 15:32:51 +02:00
Matthias
a9e239ca7a
Don't use future date for downloading new trade data
...
closes #8860
2023-07-07 11:23:34 +02:00
Matthias
942f0b4fbd
Move format_ms_time to datetime_helpers
2023-07-07 08:59:07 +02:00
Matthias
0be4084eac
Don't allow downloading wrong pairs
...
Prior to this, BTC/USDT:USDT could be downloaded to the spot directory, as it was filtered inproperly.
2023-06-17 18:14:58 +02:00
Matthias
66b34edc0b
Clarify variable name
2023-06-17 18:03:57 +02:00
Matthias
7453ff2fb5
Migrate download-data out of commands section
2023-06-17 17:53:12 +02:00
Matthias
e0d5242a45
Reduce download-data verbosity
2023-06-17 17:53:12 +02:00
Matthias
fc11c79b77
Fix not working date format output
2023-06-11 08:51:20 +02:00
Matthias
1d03e8bc5f
Reduce arrow usage further
2023-05-18 07:00:36 +02:00
Matthias
e2cd23b1d2
Remove deprecated pandas option
2023-04-10 16:33:56 +02:00
Matthias
ed0e7ead31
Fix wrong import
2023-03-27 20:36:05 +02:00
Matthias
3928051baf
Revert unneeded formatting changes
2023-03-27 20:35:26 +02:00
Joe Schr
e16db814fa
featherdatahandler: implement trades_store/_trades_load
2023-03-21 17:56:51 +01:00
Matthias
410324ac19
time-jump detection should happen on the trimmed dataframe
...
Fixes comment in #7615
2023-01-31 10:13:21 +00:00
Matthias
8108a48f39
Follow PEP 484 - no implicit optionals
2023-01-21 20:01:56 +01:00
Matthias
ee7b505dcb
Add data migration method
2023-01-12 20:59:43 +01:00
Matthias
57313dd961
Update some usages of timerange to new, simplified method
2022-11-10 18:11:39 +01:00
Matthias
6e09d552ac
Properly handle and test ohlcv min_max with empty files
2022-11-05 13:14:35 +01:00
Matthias
547fd28811
Price-jump detection should only run once
2022-10-22 08:43:37 +02:00
Matthias
0ff7a0771d
Move price_jump_warn to dataloading
...
it's not relevant for live data, and should only run when loading data
from disk.
2022-10-22 08:37:30 +02:00
Matthias
00965d8c06
Default to assume stored data only contains complete candles
...
closes #7468
2022-09-29 19:18:52 +02:00
Matthias
ba8c714698
Require kwargs on ohlcv_load
2022-09-26 20:33:49 +02:00
Matthias
7e1e388b9c
Add feather/parquet docs
2022-09-23 18:24:30 +02:00
Matthias
48352b8a37
Update hdf5 handler to reset index on load
2022-09-23 14:49:17 +00:00
Matthias
dc2b93228b
Add ParquetDataHandler
2022-09-23 07:18:18 +02:00
Matthias
3c0d2c446d
Add Feather datahandler (no trade mode yet)
2022-09-23 07:18:18 +02:00
Matthias
703bcc099a
Fix list-pair regex to also support 1INCH/USDT
2022-09-19 20:32:54 +02:00
Matthias
8116ca847b
move trades_get_pairs to parent class
2022-09-18 19:40:03 +02:00
Matthias
a06eee300a
move ohlcv_get_pairs to parent class
2022-09-18 19:36:23 +02:00
Matthias
97be3318f4
Use Datetime_format from constants
2022-09-09 20:31:02 +02:00
Matthias
a6d78a8615
initialize Since parameter properly
...
closes #7285
2022-08-23 06:43:04 +02:00
Matthias
f6d832c6d9
Add get_option to expose ft_has via method
2022-08-21 17:51:46 +02:00
Matthias
b7553d20d4
Get min/max data in list-data command
2022-08-19 13:45:55 +02:00
Matthias
7d84ef2e2c
Remove unused imports
2022-08-19 13:45:10 +02:00
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