feat: add trades helper functions

trades_get_available data and trades_data_min_max
This commit is contained in:
Matthias
2024-08-13 06:36:39 +02:00
parent b63c04df4f
commit cf26635e3c

View File

@@ -12,7 +12,7 @@ from datetime import datetime, timezone
from pathlib import Path
from typing import List, Optional, Tuple, Type
from pandas import DataFrame
from pandas import DataFrame, to_datetime
from freqtrade import misc
from freqtrade.configuration import TimeRange
@@ -32,6 +32,7 @@ logger = logging.getLogger(__name__)
class IDataHandler(ABC):
_OHLCV_REGEX = r"^([a-zA-Z_\d-]+)\-(\d+[a-zA-Z]{1,2})\-?([a-zA-Z_]*)?(?=\.)"
_TRADES_REGEX = r"^([a-zA-Z_\d-]+)\-(trades)?(?=\.)"
def __init__(self, datadir: Path) -> None:
self._datadir = datadir
@@ -166,6 +167,50 @@ class IDataHandler(ABC):
:param candle_type: Any of the enum CandleType (must match trading mode!)
"""
@classmethod
def trades_get_available_data(cls, datadir: Path, trading_mode: TradingMode) -> List[str]:
"""
Returns a list of all pairs with ohlcv data available in this datadir
:param datadir: Directory to search for ohlcv files
:param trading_mode: trading-mode to be used
:return: List of Tuples of (pair, timeframe, CandleType)
"""
if trading_mode == TradingMode.FUTURES:
datadir = datadir.joinpath("futures")
_tmp = [
re.search(cls._TRADES_REGEX, p.name)
for p in datadir.glob(f"*.{cls._get_file_extension()}")
]
return [
cls.rebuild_pair_from_filename(match[1])
for match in _tmp
if match and len(match.groups()) > 1
]
def trades_data_min_max(
self,
pair: str,
trading_mode: TradingMode,
) -> Tuple[datetime, datetime, int]:
"""
Returns the min and max timestamp for the given pair's trades data.
:param pair: Pair to get min/max for
:param trading_mode: Trading mode to use (used to determine the filename)
:return: (min, max, len)
"""
df = self._trades_load(pair, trading_mode)
if df.empty:
return (
datetime.fromtimestamp(0, tz=timezone.utc),
datetime.fromtimestamp(0, tz=timezone.utc),
0,
)
return (
to_datetime(df.iloc[0]["timestamp"], unit="ms", utc=True).to_pydatetime(),
to_datetime(df.iloc[-1]["timestamp"], unit="ms", utc=True).to_pydatetime(),
len(df),
)
@classmethod
def trades_get_pairs(cls, datadir: Path) -> List[str]:
"""