Set explicit dtypes

freqtrade/constants.py

@@ -50,6 +50,15 @@ DEFAULT_DATAFRAME_COLUMNS = ['date', 'open', 'high', 'low', 'close', 'volume']
 # Don't modify sequence of DEFAULT_TRADES_COLUMNS
 # it has wide consequences for stored trades files
 DEFAULT_TRADES_COLUMNS = ['timestamp', 'id', 'type', 'side', 'price', 'amount', 'cost']
+TRADES_DTYPES = {
+    'timestamp': 'int64',
+    'id': 'str',
+    'type': 'str',
+    'side': 'str',
+    'price': 'float64',
+    'amount': 'float64',
+    'cost': 'float64',
+}
 TRADING_MODES = ['spot', 'margin', 'futures']
 MARGIN_MODES = ['cross', 'isolated', '']
 

freqtrade/data/converter.py

@@ -10,7 +10,8 @@ import numpy as np
 import pandas as pd
 from pandas import DataFrame, to_datetime
 
-from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS, Config, TradeList
+from freqtrade.constants import (DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS, TRADES_DTYPES,
+                                 Config, TradeList)
 from freqtrade.enums import CandleType, TradingMode
 
 
@@ -231,9 +232,10 @@ def trades_list_to_df(trades: TradeList):
     :param trades: List of Lists with constants.DEFAULT_TRADES_COLUMNS as columns
     """
     if not trades:
-        return DataFrame(columns=DEFAULT_TRADES_COLUMNS)
+        return DataFrame(columns=DEFAULT_TRADES_COLUMNS).astype(TRADES_DTYPES)
     df = DataFrame(trades, columns=DEFAULT_TRADES_COLUMNS)
-    return df
+
+    return df.astype(TRADES_DTYPES)
 
 
 def trades_to_ohlcv(trades: DataFrame, timeframe: str) -> DataFrame:

freqtrade/data/history/idatahandler.py

@@ -15,7 +15,7 @@ from pandas import DataFrame, to_datetime
 
 from freqtrade import misc
 from freqtrade.configuration import TimeRange
-from freqtrade.constants import ListPairsWithTimeframes, TradeList
+from freqtrade.constants import TRADES_DTYPES, ListPairsWithTimeframes, TradeList
 from freqtrade.data.converter import (clean_ohlcv_dataframe, trades_df_remove_duplicates,
                                       trim_dataframe)
 from freqtrade.enums import CandleType, TradingMode
@@ -218,6 +218,7 @@ class IDataHandler(ABC):
         :return: List of trades
         """
         trades = trades_df_remove_duplicates(self._trades_load(pair, timerange=timerange))
+        trades = trades.astype(TRADES_DTYPES)
         trades['date'] = to_datetime(trades['timestamp'], unit='ms', utc=True)
         return trades
 

tests/conftest.py

@@ -14,7 +14,7 @@ import pytest
 
 from freqtrade import constants
 from freqtrade.commands import Arguments
-from freqtrade.data.converter import ohlcv_to_dataframe
+from freqtrade.data.converter import ohlcv_to_dataframe, trades_list_to_df
 from freqtrade.edge import PairInfo
 from freqtrade.enums import CandleType, MarginMode, RunMode, SignalDirection, TradingMode
 from freqtrade.exchange import Exchange
@@ -2352,8 +2352,8 @@ def trades_history():
 
 @pytest.fixture(scope="function")
 def trades_history_df(trades_history):
-    trades = pd.DataFrame(trades_history, columns=constants.DEFAULT_TRADES_COLUMNS)
+    trades = trades_list_to_df(trades_history)
-    trades['timestamp'] = pd.to_datetime(trades['timestamp'], unit='ms', utc=True)
+    trades['date'] = pd.to_datetime(trades['timestamp'], unit='ms', utc=True)
     return trades