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refactor: Move dataframe parsing into get_historic_ohlcv

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Matthias
2024-09-20 07:23:45 +02:00
parent 670a40e67b
commit d23c1e8f92
2 changed files with 4 additions and 9 deletions
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7
freqtrade/data/history/history_utils.py
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@@ -17,7 +17,6 @@ from freqtrade.constants import (
from freqtrade.data.converter import ( from freqtrade.data.converter import (
clean_ohlcv_dataframe, clean_ohlcv_dataframe,
convert_trades_to_ohlcv, convert_trades_to_ohlcv,
ohlcv_to_dataframe,
trades_df_remove_duplicates, trades_df_remove_duplicates,
trades_list_to_df, trades_list_to_df,
) )
@@ -273,7 +272,7 @@ def _download_pair_history(
) )
# Default since_ms to 30 days if nothing is given # Default since_ms to 30 days if nothing is given
new_data = exchange.get_historic_ohlcv( new_dataframe = exchange.get_historic_ohlcv(
pair=pair, pair=pair,
timeframe=timeframe, timeframe=timeframe,
since_ms=( since_ms=(
@@ -285,10 +284,6 @@ def _download_pair_history(
candle_type=candle_type, candle_type=candle_type,
until_ms=until_ms if until_ms else None, until_ms=until_ms if until_ms else None,
) )
# TODO: Maybe move parsing to exchange class (?)
new_dataframe = ohlcv_to_dataframe(
new_data, timeframe, pair, fill_missing=False, drop_incomplete=True
)
if data.empty: if data.empty:
data = new_dataframe data = new_dataframe
else: else:

6
freqtrade/exchange/exchange.py
View File

@@ -2223,7 +2223,7 @@ class Exchange:
candle_type: CandleType, candle_type: CandleType,
is_new_pair: bool = False, is_new_pair: bool = False,
until_ms: Optional[int] = None, until_ms: Optional[int] = None,
) -> List: ) -> DataFrame:
""" """
Get candle history using asyncio and returns the list of candles. Get candle history using asyncio and returns the list of candles.
Handles all async work for this. Handles all async work for this.
@@ -2233,7 +2233,7 @@ class Exchange:
:param since_ms: Timestamp in milliseconds to get history from :param since_ms: Timestamp in milliseconds to get history from
:param until_ms: Timestamp in milliseconds to get history up to :param until_ms: Timestamp in milliseconds to get history up to
:param candle_type: '', mark, index, premiumIndex, or funding_rate :param candle_type: '', mark, index, premiumIndex, or funding_rate
:return: List with candle (OHLCV) data :return: Dataframe with candle (OHLCV) data
""" """
pair, _, _, data, _ = self.loop.run_until_complete( pair, _, _, data, _ = self.loop.run_until_complete(
self._async_get_historic_ohlcv( self._async_get_historic_ohlcv(
@@ -2246,7 +2246,7 @@ class Exchange:
) )
) )
logger.info(f"Downloaded data for {pair} with length {len(data)}.") logger.info(f"Downloaded data for {pair} with length {len(data)}.")
return data return ohlcv_to_dataframe(data, timeframe, pair, fill_missing=False, drop_incomplete=True)
async def _async_get_historic_ohlcv( async def _async_get_historic_ohlcv(
self, self,