freqtrade_origin/freqtrade/optimize/__init__.py

42 lines
1.3 KiB
Python

# pragma pylint: disable=missing-docstring
import json
import os
from typing import Optional, List, Dict
from pandas import DataFrame
from freqtrade.analyze import populate_indicators, parse_ticker_dataframe
def load_data(ticker_interval: int = 5, pairs: Optional[List[str]] = None) -> Dict[str, List]:
"""
Loads ticker history data for the given parameters
:param ticker_interval: ticker interval in minutes
:param pairs: list of pairs
:return: dict
"""
path = os.path.abspath(os.path.dirname(__file__))
result = {}
_pairs = pairs or [
'BTC_BCC', 'BTC_ETH', 'BTC_DASH', 'BTC_POWR', 'BTC_ETC',
'BTC_VTC', 'BTC_WAVES', 'BTC_LSK', 'BTC_XLM', 'BTC_OK',
]
for pair in _pairs:
with open('{abspath}/../tests/testdata/{pair}-{ticker_interval}.json'.format(
abspath=path,
pair=pair,
ticker_interval=ticker_interval,
)) as tickerdata:
result[pair] = json.load(tickerdata)
return result
def preprocess(tickerdata: Dict[str, List]) -> Dict[str, DataFrame]:
"""Creates a dataframe and populates indicators for given ticker data"""
processed = {}
for pair, pair_data in tickerdata.items():
processed[pair] = populate_indicators(parse_ticker_dataframe(pair_data))
return processed