Merge pull request #12151 from mpagnoulle/feat/trades-timerange-filtering

Trades TimeRange filtering for FeatherDataHandler and _if_enabled_populate_trades

tests/data/test_datahandler.py

@@ -506,3 +506,137 @@ def test_get_datahandler(testdatadir):
     assert isinstance(dh, JsonGzDataHandler)
     dh1 = get_datahandler(testdatadir, "jsongz", dh)
     assert id(dh1) == id(dh)
+
+
+@pytest.fixture
+def feather_dh(testdatadir):
+    return FeatherDataHandler(testdatadir)
+
+
+@pytest.fixture
+def trades_full(feather_dh):
+    df = feather_dh.trades_load("XRP/ETH", TradingMode.SPOT)
+    assert not df.empty
+    return df
+
+
+@pytest.fixture
+def timerange_mid(trades_full):
+    # Pick a mid-range window using actual timestamps
+    mid_start = int(trades_full["timestamp"].iloc[len(trades_full) // 3])
+    mid_end = int(trades_full["timestamp"].iloc[(2 * len(trades_full)) // 3])
+    return TimeRange("date", "date", startts=mid_start, stopts=mid_end)
+
+
+def test_feather_trades_timerange_filter_fullspan(feather_dh, trades_full):
+    timerange_full = TimeRange(
+        "date",
+        "date",
+        startts=int(trades_full["timestamp"].min()),
+        stopts=int(trades_full["timestamp"].max()),
+    )
+    # Full-span filter should equal unfiltered
+    filtered = feather_dh.trades_load("XRP/ETH", TradingMode.SPOT, timerange=timerange_full)
+    assert_frame_equal(
+        trades_full.reset_index(drop=True), filtered.reset_index(drop=True), check_exact=True
+    )
+
+
+def test_feather_trades_timerange_filter_subset(feather_dh, trades_full, timerange_mid):
+    # Subset filter should be a subset of the full-span filter
+    subset = feather_dh.trades_load("XRP/ETH", TradingMode.SPOT, timerange=timerange_mid)
+    assert not subset.empty
+    assert subset["timestamp"].min() >= timerange_mid.startts
+    assert subset["timestamp"].max() <= timerange_mid.stopts
+    assert len(subset) < len(trades_full)
+
+
+def test_feather_trades_timerange_pushdown_fallback(
+    feather_dh, trades_full, timerange_mid, monkeypatch, caplog
+):
+    # Pushdown filter should fail, so fallback should load the entire file
+    import freqtrade.data.history.datahandlers.featherdatahandler as fdh
+
+    def raise_err(*args, **kwargs):
+        raise ValueError("fail")
+
+    # Mock the dataset loading to raise an error
+    monkeypatch.setattr(fdh.dataset, "dataset", raise_err)
+
+    with caplog.at_level("WARNING"):
+        out = feather_dh.trades_load("XRP/ETH", TradingMode.SPOT, timerange=timerange_mid)
+
+    assert len(out) == len(trades_full)
+    assert any(
+        "Unable to use Arrow filtering, loading entire trades file" in r.message
+        for r in caplog.records
+    )
+
+
+def test_feather_trades_timerange_open_start(feather_dh, trades_full):
+    # Open start: stop timestamp but no start (startts=0)
+    stop_ts = int(trades_full["timestamp"].iloc[(2 * len(trades_full)) // 3])
+    tr = TimeRange(None, "date", startts=0, stopts=stop_ts)
+
+    filtered = feather_dh.trades_load("XRP/ETH", TradingMode.SPOT, timerange=tr)
+    assert 0 < len(filtered) < len(trades_full)
+    assert filtered["timestamp"].max() <= stop_ts
+    # First row should match full's first row
+    assert filtered.iloc[0]["timestamp"] == trades_full.iloc[0]["timestamp"]
+
+
+def test_feather_trades_timerange_open_end(feather_dh, trades_full):
+    # Open end: start timestamp but no stop (stopts=0)
+    start_ts = int(trades_full["timestamp"].iloc[len(trades_full) // 3])
+    tr = TimeRange("date", None, startts=start_ts, stopts=0)
+
+    filtered = feather_dh.trades_load("XRP/ETH", TradingMode.SPOT, timerange=tr)
+    assert 0 < len(filtered) < len(trades_full)
+    assert filtered["timestamp"].min() >= start_ts
+    # Last row should match full's last row
+    assert filtered.iloc[-1]["timestamp"] == trades_full.iloc[-1]["timestamp"]
+
+
+def test_feather_trades_timerange_fully_open(feather_dh, trades_full):
+    # Fully open: no start or stop bounds (both 0)
+    tr = TimeRange(None, None, startts=0, stopts=0)
+
+    filtered = feather_dh.trades_load("XRP/ETH", TradingMode.SPOT, timerange=tr)
+    # Should equal unfiltered load
+    assert_frame_equal(
+        trades_full.reset_index(drop=True), filtered.reset_index(drop=True), check_exact=True
+    )
+
+
+def test_feather_build_arrow_time_filter(feather_dh):
+    # None timerange should return None
+    assert feather_dh._build_arrow_time_filter(None) is None
+
+    # Fully open (both bounds 0) should return None
+    tr_fully_open = TimeRange(None, None, startts=0, stopts=0)
+    assert feather_dh._build_arrow_time_filter(tr_fully_open) is None
+
+    # Open start (startts=0) should return stop filter only
+    tr_open_start = TimeRange(None, "date", startts=0, stopts=1000)
+    filter_open_start = feather_dh._build_arrow_time_filter(tr_open_start)
+    assert filter_open_start is not None
+    # Should be a single expression (timestamp <= stopts)
+    assert str(filter_open_start).count("<=") == 1
+    assert str(filter_open_start).count(">=") == 0
+
+    # Open end (stopts=0) should return start filter only
+    tr_open_end = TimeRange("date", None, startts=500, stopts=0)
+    filter_open_end = feather_dh._build_arrow_time_filter(tr_open_end)
+    assert filter_open_end is not None
+    # Should be a single expression (timestamp >= startts)
+    assert str(filter_open_end).count(">=") == 1
+    assert str(filter_open_end).count("<=") == 0
+
+    # Closed range should return combined filter
+    tr_closed = TimeRange("date", "date", startts=500, stopts=1000)
+    filter_closed = feather_dh._build_arrow_time_filter(tr_closed)
+    assert filter_closed is not None
+    # Should contain both >= and <= (combined with &)
+    filter_str = str(filter_closed)
+    assert ">=" in filter_str
+    assert "<=" in filter_str