Commit Graph

176 Commits

Author SHA1 Message Date
Matthias
2322d0f3f3 Move trades-to-ohlcv to converter file 2023-09-24 10:38:25 +02:00
Matthias
8a5287581f Move some convert-trades-to-ohlcv logic into convert function 2023-09-24 10:37:37 +02:00
Matthias
3167938d43 move "since" fallback to be the last check 2023-08-20 11:44:40 +02:00
Matthias
399e308e07 Fix bug in --dl-trades downloading 2023-08-19 18:32:27 +02:00
Matthias
30064b4102 Add support for trades data in Parquet format 2023-08-18 09:58:03 +02:00
Matthias
8caadc4c5b Fix feather handler storing 2023-08-18 09:47:18 +02:00
Matthias
3eb3596552 Simplify trades_data storing 2023-08-18 09:36:16 +02:00
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