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Extract trades df type conversion
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@@ -226,16 +226,29 @@ def trades_dict_to_list(trades: List[Dict]) -> TradeList:
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return [[t[col] for col in DEFAULT_TRADES_COLUMNS] for t in trades]
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def trades_list_to_df(trades: TradeList):
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def trades_convert_types(trades: DataFrame) -> DataFrame:
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"""
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Convert Trades dtypes and add 'date' column
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"""
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trades = trades.astype(TRADES_DTYPES)
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trades['date'] = to_datetime(trades['timestamp'], unit='ms', utc=True)
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return trades
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def trades_list_to_df(trades: TradeList, convert: bool = True):
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"""
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convert trades list to dataframe
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:param trades: List of Lists with constants.DEFAULT_TRADES_COLUMNS as columns
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"""
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if not trades:
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return DataFrame(columns=DEFAULT_TRADES_COLUMNS).astype(TRADES_DTYPES)
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df = DataFrame(trades, columns=DEFAULT_TRADES_COLUMNS)
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df = DataFrame(columns=DEFAULT_TRADES_COLUMNS)
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else:
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df = DataFrame(trades, columns=DEFAULT_TRADES_COLUMNS)
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return df.astype(TRADES_DTYPES)
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if convert:
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df = trades_convert_types(df)
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return df
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def trades_to_ohlcv(trades: DataFrame, timeframe: str) -> DataFrame:
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@@ -16,8 +16,8 @@ from pandas import DataFrame, to_datetime
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from freqtrade import misc
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from freqtrade.configuration import TimeRange
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from freqtrade.constants import TRADES_DTYPES, ListPairsWithTimeframes, TradeList
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from freqtrade.data.converter import (clean_ohlcv_dataframe, trades_df_remove_duplicates,
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trim_dataframe)
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from freqtrade.data.converter import (clean_ohlcv_dataframe, trades_convert_types,
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trades_df_remove_duplicates, trim_dataframe)
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from freqtrade.enums import CandleType, TradingMode
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from freqtrade.exchange import timeframe_to_seconds
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@@ -218,8 +218,8 @@ class IDataHandler(ABC):
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:return: List of trades
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"""
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trades = trades_df_remove_duplicates(self._trades_load(pair, timerange=timerange))
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trades = trades.astype(TRADES_DTYPES)
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trades['date'] = to_datetime(trades['timestamp'], unit='ms', utc=True)
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trades = trades_convert_types(trades)
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return trades
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def trades_load_aslist(self, pair: str, timerange: Optional[TimeRange] = None) -> TradeList:
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@@ -134,7 +134,7 @@ class JsonDataHandler(IDataHandler):
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logger.info("Old trades format detected - converting")
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tradesdata = trades_dict_to_list(tradesdata)
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pass
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return trades_list_to_df(tradesdata)
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return trades_list_to_df(tradesdata, convert=False)
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@classmethod
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def _get_file_extension(cls):
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