mirror of
https://github.com/freqtrade/freqtrade.git
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119 lines
4.3 KiB
Python
119 lines
4.3 KiB
Python
"""
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Dataprovider
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Responsible to provide data to the bot
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including Klines, tickers, historic data
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Common Interface for bot and strategy to access data.
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"""
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import logging
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from pathlib import Path
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from typing import Any, Dict, List, Optional, Tuple
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from pandas import DataFrame
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from freqtrade.data.history import load_pair_history
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from freqtrade.exchange import Exchange
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from freqtrade.state import RunMode
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logger = logging.getLogger(__name__)
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class DataProvider:
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def __init__(self, config: dict, exchange: Exchange) -> None:
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self._config = config
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self._exchange = exchange
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def refresh(self,
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pairlist: List[Tuple[str, str]],
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helping_pairs: List[Tuple[str, str]] = None) -> None:
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"""
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Refresh data, called with each cycle
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"""
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if helping_pairs:
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self._exchange.refresh_latest_ohlcv(pairlist + helping_pairs)
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else:
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self._exchange.refresh_latest_ohlcv(pairlist)
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@property
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def available_pairs(self) -> List[Tuple[str, str]]:
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"""
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Return a list of tuples containing pair, ticker_interval for which data is currently cached.
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Should be whitelist + open trades.
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"""
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return list(self._exchange._klines.keys())
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def ohlcv(self, pair: str, ticker_interval: str = None, copy: bool = True) -> DataFrame:
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"""
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Get ohlcv data for the given pair as DataFrame
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Please use the `available_pairs` method to verify which pairs are currently cached.
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:param pair: pair to get the data for
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:param ticker_interval: ticker interval to get data for
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:param copy: copy dataframe before returning if True.
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Use False only for read-only operations (where the dataframe is not modified)
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"""
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if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
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return self._exchange.klines((pair, ticker_interval or self._config['ticker_interval']),
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copy=copy)
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else:
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return DataFrame()
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def historic_ohlcv(self, pair: str, ticker_interval: str = None) -> DataFrame:
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"""
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Get stored historic ohlcv data
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:param pair: pair to get the data for
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:param ticker_interval: ticker interval to get data for
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"""
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return load_pair_history(pair=pair,
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ticker_interval=ticker_interval or self._config['ticker_interval'],
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datadir=Path(self._config['datadir'])
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)
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def get_pair_dataframe(self, pair: str, ticker_interval: str = None) -> DataFrame:
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"""
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Return pair ohlcv data, either live or cached historical -- depending
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on the runmode.
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:param pair: pair to get the data for
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:param ticker_interval: ticker interval to get data for
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"""
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if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
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# Get live ohlcv data.
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data = self.ohlcv(pair=pair, ticker_interval=ticker_interval)
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else:
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# Get historic ohlcv data (cached on disk).
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data = self.historic_ohlcv(pair=pair, ticker_interval=ticker_interval)
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if len(data) == 0:
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logger.warning(f"No data found for ({pair}, {ticker_interval}).")
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return data
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def market(self, pair: str) -> Optional[Dict[str, Any]]:
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"""
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Return market data for the pair
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:param pair: Pair to get the data for
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:return: Market data dict from ccxt or None if market info is not available for the pair
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"""
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return self._exchange.markets.get(pair)
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def ticker(self, pair: str):
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"""
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Return last ticker data
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"""
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# TODO: Implement me
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pass
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def orderbook(self, pair: str, maximum: int) -> Dict[str, List]:
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"""
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fetch latest orderbook data
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:param pair: pair to get the data for
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:param maximum: Maximum number of orderbook entries to query
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:return: dict including bids/asks with a total of `maximum` entries.
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"""
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return self._exchange.get_order_book(pair, maximum)
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@property
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def runmode(self) -> RunMode:
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"""
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Get runmode of the bot
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can be "live", "dry-run", "backtest", "edgecli", "hyperopt" or "other".
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"""
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return RunMode(self._config.get('runmode', RunMode.OTHER))
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