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Prepare converter to work on 1s data.

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Matthias
2024-01-23 06:55:11 +01:00
parent fdf88a8019
commit 5167f6936d
2 changed files with 7 additions and 6 deletions
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7
freqtrade/data/converter/converter.py
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@@ -84,7 +84,7 @@ def ohlcv_fill_up_missing_data(dataframe: DataFrame, timeframe: str, pair: str)
using the previous close as price for "open", "high" "low" and "close", volume is set to 0 using the previous close as price for "open", "high" "low" and "close", volume is set to 0
""" """
from freqtrade.exchange import timeframe_to_minutes from freqtrade.exchange import timeframe_to_seconds
ohlcv_dict = { ohlcv_dict = {
'open': 'first', 'open': 'first',
@@ -93,8 +93,9 @@ def ohlcv_fill_up_missing_data(dataframe: DataFrame, timeframe: str, pair: str)
'close': 'last', 'close': 'last',
'volume': 'sum' 'volume': 'sum'
} }
timeframe_minutes = timeframe_to_minutes(timeframe) timeframe_seconds = timeframe_to_seconds(timeframe)
resample_interval = f'{timeframe_minutes}min' timeframe_minutes = timeframe_seconds // 60
resample_interval = f'{timeframe_seconds}s'
if timeframe_minutes >= 43200 and timeframe_minutes < 525600: if timeframe_minutes >= 43200 and timeframe_minutes < 525600:
# Monthly candles need special treatment to stick to the 1st of the month # Monthly candles need special treatment to stick to the 1st of the month
resample_interval = f'{timeframe}S' resample_interval = f'{timeframe}S'

6
tests/data/test_converter.py
View File

@@ -134,7 +134,7 @@ def test_ohlcv_fill_up_missing_data2(caplog):
@pytest.mark.parametrize('timeframe', [ @pytest.mark.parametrize('timeframe', [
'1m', '5m', '15m', '1h', '2h', '4h', '8h', '12h', '1d', '7d', '1w', '1M', '3M', '1y' '1s', '1m', '5m', '15m', '1h', '2h', '4h', '8h', '12h', '1d', '7d', '1w', '1M', '3M', '1y'
]) ])
def test_ohlcv_to_dataframe_multi(timeframe): def test_ohlcv_to_dataframe_multi(timeframe):
data = generate_test_data(timeframe, 180) data = generate_test_data(timeframe, 180)
@@ -151,8 +151,8 @@ def test_ohlcv_to_dataframe_multi(timeframe):
assert len(df2) == len(data) - 1 assert len(df2) == len(data) - 1
tfs = timeframe_to_seconds(timeframe) tfs = timeframe_to_seconds(timeframe)
tfm = timeframe_to_minutes(timeframe) tfm = timeframe_to_minutes(timeframe)
if tfm < 43200: if 1 <= tfm < 43200:
# minute based resampling does not work on timefrmaes > 1 week # minute based resampling does not work on timeframes > 1 week
ohlcv_dict = { ohlcv_dict = {
'open': 'first', 'open': 'first',
'high': 'max', 'high': 'max',