mohammadian7/freqtrade
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Merge pull request #8899 from freqtrade/dataformat/feather

Browse Source 
Change default dataformat to feather
This commit is contained in:
Matthias
2023-07-30 09:08:43 +02:00
committed by GitHub
parent 15dd8bec1c 71737d8792
commit 22006ebeea
65 changed files with 100 additions and 431 deletions
Download Patch File Download Diff File Expand all files Collapse all files
config_examples/config_full.example.json
+2 -2
View File
@@ -206,6 +206,6 @@
"recursive_strategy_search": false,
"add_config_files": [],
"reduce_df_footprint": false,
"dataformat_ohlcv": "json",
"dataformat_trades": "jsongz"
"dataformat_ohlcv": "feather",
"dataformat_trades": "feather"
}
docs/configuration.md
+2 -2
View File
@@ -251,8 +251,8 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `db_url` | Declares database URL to use. NOTE: This defaults to `sqlite:///tradesv3.dryrun.sqlite` if `dry_run` is `true`, and to `sqlite:///tradesv3.sqlite` for production instances. <br> **Datatype:** String, SQLAlchemy connect string
| `logfile` | Specifies logfile name. Uses a rolling strategy for log file rotation for 10 files with the 1MB limit per file. <br> **Datatype:** String
| `add_config_files` | Additional config files. These files will be loaded and merged with the current config file. The files are resolved relative to the initial file.<br> *Defaults to `[]`*. <br> **Datatype:** List of strings
| `dataformat_ohlcv` | Data format to use to store historical candle (OHLCV) data. <br> *Defaults to `json`*. <br> **Datatype:** String
| `dataformat_trades` | Data format to use to store historical trades data. <br> *Defaults to `jsongz`*. <br> **Datatype:** String
| `dataformat_ohlcv` | Data format to use to store historical candle (OHLCV) data. <br> *Defaults to `feather`*. <br> **Datatype:** String
| `dataformat_trades` | Data format to use to store historical trades data. <br> *Defaults to `feather`*. <br> **Datatype:** String
| `reduce_df_footprint` | Recast all numeric columns to float32/int32, with the objective of reducing ram/disk usage (and decreasing train/inference timing in FreqAI). (Currently only affects FreqAI use-cases) <br> **Datatype:** Boolean. <br> Default: `False`.
### Parameters in the strategy
docs/data-download.md
+33 -33
View File
@@ -27,11 +27,11 @@ usage: freqtrade download-data [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[--exchange EXCHANGE]
[-t TIMEFRAMES [TIMEFRAMES ...]] [--erase]
[--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}]
[--data-format-trades {json,jsongz,hdf5}]
[--data-format-trades {json,jsongz,hdf5,feather}]
[--trading-mode {spot,margin,futures}]
[--prepend]
optional arguments:
options:
-h, --help show this help message and exit
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Limit command to these pairs. Pairs are space-
@@ -48,8 +48,7 @@ optional arguments:
--dl-trades Download trades instead of OHLCV data. The bot will
resample trades to the desired timeframe as specified
as --timeframes/-t.
--exchange EXCHANGE Exchange name (default: `bittrex`). Only valid if no
config is provided.
--exchange EXCHANGE Exchange name. Only valid if no config is provided.
-t TIMEFRAMES [TIMEFRAMES ...], --timeframes TIMEFRAMES [TIMEFRAMES ...]
Specify which tickers to download. Space-separated
list. Default: `1m 5m`.
@@ -57,17 +56,18 @@ optional arguments:
exchange/pairs/timeframes.
--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}
Storage format for downloaded candle (OHLCV) data.
(default: `json`).
--data-format-trades {json,jsongz,hdf5}
(default: `feather`).
--data-format-trades {json,jsongz,hdf5,feather}
Storage format for downloaded trades data. (default:
`jsongz`).
`feather`).
--trading-mode {spot,margin,futures}, --tradingmode {spot,margin,futures}
Select Trading mode
--prepend Allow data prepending. (Data-appending is disabled)
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified. Special values are:
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
@@ -157,7 +157,7 @@ Freqtrade currently supports the following data-formats:
* `json` - plain "text" json files
* `jsongz` - a gzip-zipped version of json files
* `hdf5` - a high performance datastore
* `feather` - a dataformat based on Apache Arrow (OHLCV only)
* `feather` - a dataformat based on Apache Arrow
* `parquet` - columnar datastore (OHLCV only)
By default, OHLCV data is stored as `json` data, while trades data is stored as `jsongz` data.
@@ -255,7 +255,7 @@ usage: freqtrade convert-data [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[--trading-mode {spot,margin,futures}]
[--candle-types {spot,futures,mark,index,premiumIndex,funding_rate} [{spot,futures,mark,index,premiumIndex,funding_rate} ...]]
optional arguments:
options:
-h, --help show this help message and exit
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Limit command to these pairs. Pairs are space-
@@ -266,19 +266,20 @@ optional arguments:
Destination format for data conversion.
--erase Clean all existing data for the selected
exchange/pairs/timeframes.
--exchange EXCHANGE Exchange name (default: `bittrex`). Only valid if no
config is provided.
--exchange EXCHANGE Exchange name. Only valid if no config is provided.
-t TIMEFRAMES [TIMEFRAMES ...], --timeframes TIMEFRAMES [TIMEFRAMES ...]
Specify which tickers to download. Space-separated
list. Default: `1m 5m`.
--trading-mode {spot,margin,futures}, --tradingmode {spot,margin,futures}
Select Trading mode
--candle-types {spot,futures,mark,index,premiumIndex,funding_rate} [{spot,futures,mark,index,premiumIndex,funding_rate} ...]
Select candle type to use
Select candle type to convert. Defaults to all
available types.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified. Special values are:
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
@@ -291,7 +292,6 @@ Common arguments:
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```
### Example converting data
@@ -314,7 +314,7 @@ usage: freqtrade convert-trade-data [-h] [-v] [--logfile FILE] [-V] [-c PATH]
{json,jsongz,hdf5,feather,parquet}
[--erase] [--exchange EXCHANGE]
optional arguments:
options:
-h, --help show this help message and exit
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Limit command to these pairs. Pairs are space-
@@ -325,12 +325,12 @@ optional arguments:
Destination format for data conversion.
--erase Clean all existing data for the selected
exchange/pairs/timeframes.
--exchange EXCHANGE Exchange name (default: `bittrex`). Only valid if no
config is provided.
--exchange EXCHANGE Exchange name. Only valid if no config is provided.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified. Special values are:
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
@@ -367,9 +367,9 @@ usage: freqtrade trades-to-ohlcv [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-t TIMEFRAMES [TIMEFRAMES ...]]
[--exchange EXCHANGE]
[--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}]
[--data-format-trades {json,jsongz,hdf5}]
[--data-format-trades {json,jsongz,hdf5,feather}]
optional arguments:
options:
-h, --help show this help message and exit
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Limit command to these pairs. Pairs are space-
@@ -377,18 +377,18 @@ optional arguments:
-t TIMEFRAMES [TIMEFRAMES ...], --timeframes TIMEFRAMES [TIMEFRAMES ...]
Specify which tickers to download. Space-separated
list. Default: `1m 5m`.
--exchange EXCHANGE Exchange name (default: `bittrex`). Only valid if no
config is provided.
--exchange EXCHANGE Exchange name. Only valid if no config is provided.
--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}
Storage format for downloaded candle (OHLCV) data.
(default: `json`).
--data-format-trades {json,jsongz,hdf5}
(default: `feather`).
--data-format-trades {json,jsongz,hdf5,feather}
Storage format for downloaded trades data. (default:
`jsongz`).
`feather`).
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified. Special values are:
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
@@ -422,13 +422,12 @@ usage: freqtrade list-data [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
[--trading-mode {spot,margin,futures}]
[--show-timerange]
optional arguments:
options:
-h, --help show this help message and exit
--exchange EXCHANGE Exchange name (default: `bittrex`). Only valid if no
config is provided.
--exchange EXCHANGE Exchange name. Only valid if no config is provided.
--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}
Storage format for downloaded candle (OHLCV) data.
(default: `json`).
(default: `feather`).
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Limit command to these pairs. Pairs are space-
separated.
@@ -439,7 +438,8 @@ optional arguments:
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified. Special values are:
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
@@ -474,7 +474,7 @@ ETH/USDT 5m, 15m, 30m, 1h, 2h, 4h
By default, `download-data` sub-command downloads Candles (OHLCV) data. Some exchanges also provide historic trade-data via their API.
This data can be useful if you need many different timeframes, since it is only downloaded once, and then resampled locally to the desired timeframes.
Since this data is large by default, the files use gzip by default. They are stored in your data-directory with the naming convention of `<pair>-trades.json.gz` (`ETH_BTC-trades.json.gz`). Incremental mode is also supported, as for historic OHLCV data, so downloading the data once per week with `--days 8` will create an incremental data-repository.
Since this data is large by default, the files use the feather fileformat by default. They are stored in your data-directory with the naming convention of `<pair>-trades.feather` (`ETH_BTC-trades.feather`). Incremental mode is also supported, as for historic OHLCV data, so downloading the data once per week with `--days 8` will create an incremental data-repository.
To use this mode, simply add `--dl-trades` to your call. This will swap the download method to download trades, and resamples the data locally.
freqtrade/commands/cli_options.py
+2 -2
View File
@@ -435,12 +435,12 @@ AVAILABLE_CLI_OPTIONS = {
),
"dataformat_ohlcv": Arg(
'--data-format-ohlcv',
help='Storage format for downloaded candle (OHLCV) data. (default: `json`).',
help='Storage format for downloaded candle (OHLCV) data. (default: `feather`).',
choices=constants.AVAILABLE_DATAHANDLERS,
),
"dataformat_trades": Arg(
'--data-format-trades',
help='Storage format for downloaded trades data. (default: `jsongz`).',
help='Storage format for downloaded trades data. (default: `feather`).',
choices=constants.AVAILABLE_DATAHANDLERS_TRADES,
),
"show_timerange": Arg(
freqtrade/constants.py
+2 -2
View File
@@ -446,12 +446,12 @@ CONF_SCHEMA = {
'dataformat_ohlcv': {
'type': 'string',
'enum': AVAILABLE_DATAHANDLERS,
'default': 'json'
'default': 'feather'
},
'dataformat_trades': {
'type': 'string',
'enum': AVAILABLE_DATAHANDLERS_TRADES,
'default': 'jsongz'
'default': 'feather'
},
'position_adjustment_enable': {'type': 'boolean'},
'max_entry_position_adjustment': {'type': ['integer', 'number'], 'minimum': -1},
freqtrade/data/dataprovider.py
+1 -1
View File
@@ -310,7 +310,7 @@ class DataProvider:
timeframe=timeframe or self._config['timeframe'],
datadir=self._config['datadir'],
timerange=timerange,
data_format=self._config.get('dataformat_ohlcv', 'json'),
data_format=self._config['dataformat_ohlcv'],
candle_type=_candle_type,
)
freqtrade/data/history/history_utils.py
+4 -4
View File
@@ -69,7 +69,7 @@ def load_data(datadir: Path,
fill_up_missing: bool = True,
startup_candles: int = 0,
fail_without_data: bool = False,
data_format: str = 'json',
data_format: str = 'feather',
candle_type: CandleType = CandleType.SPOT,
user_futures_funding_rate: Optional[int] = None,
) -> Dict[str, DataFrame]:
@@ -394,7 +394,7 @@ def _download_trades_history(exchange: Exchange,
def refresh_backtest_trades_data(exchange: Exchange, pairs: List[str], datadir: Path,
timerange: TimeRange, new_pairs_days: int = 30,
erase: bool = False, data_format: str = 'jsongz') -> List[str]:
erase: bool = False, data_format: str = 'feather') -> List[str]:
"""
Refresh stored trades data for backtesting and hyperopt operations.
Used by freqtrade download-data subcommand.
@@ -427,8 +427,8 @@ def convert_trades_to_ohlcv(
datadir: Path,
timerange: TimeRange,
erase: bool = False,
data_format_ohlcv: str = 'json',
data_format_trades: str = 'jsongz',
data_format_ohlcv: str = 'feather',
data_format_trades: str = 'feather',
candle_type: CandleType = CandleType.SPOT
) -> None:
"""
freqtrade/data/history/idatahandler.py
+1 -1
View File
@@ -427,6 +427,6 @@ def get_datahandler(datadir: Path, data_format: Optional[str] = None,
"""
if not data_handler:
HandlerClass = get_datahandlerclass(data_format or 'json')
HandlerClass = get_datahandlerclass(data_format or 'feather')
data_handler = HandlerClass(datadir)
return data_handler
freqtrade/edge/edge_positioning.py
+3 -3
View File
@@ -115,7 +115,7 @@ class Edge:
exchange=self.exchange,
timeframe=self.strategy.timeframe,
timerange=timerange_startup,
data_format=self.config.get('dataformat_ohlcv', 'json'),
data_format=self.config['dataformat_ohlcv'],
candle_type=self.config.get('candle_type_def', CandleType.SPOT),
)
# Download informative pairs too
@@ -132,7 +132,7 @@ class Edge:
exchange=self.exchange,
timeframe=timeframe,
timerange=timerange_startup,
data_format=self.config.get('dataformat_ohlcv', 'json'),
data_format=self.config['dataformat_ohlcv'],
candle_type=self.config.get('candle_type_def', CandleType.SPOT),
)
@@ -142,7 +142,7 @@ class Edge:
timeframe=self.strategy.timeframe,
timerange=self._timerange,
startup_candles=self.strategy.startup_candle_count,
data_format=self.config.get('dataformat_ohlcv', 'json'),
data_format=self.config['dataformat_ohlcv'],
candle_type=self.config.get('candle_type_def', CandleType.SPOT),
)
freqtrade/freqai/data_drawer.py
+1 -1
View File
@@ -635,7 +635,7 @@ class FreqaiDataDrawer:
timeframe=tf,
pair=pair,
timerange=timerange,
data_format=self.config.get("dataformat_ohlcv", "json"),
data_format=self.config.get("dataformat_ohlcv", "feather"),
candle_type=self.config.get("candle_type_def", CandleType.SPOT),
)
freqtrade/freqai/utils.py
+1 -1
View File
@@ -50,7 +50,7 @@ def download_all_data_for_training(dp: DataProvider, config: Config) -> None:
timerange=timerange,
new_pairs_days=new_pairs_days,
erase=False,
data_format=config.get("dataformat_ohlcv", "json"),
data_format=config.get("dataformat_ohlcv", "feather"),
trading_mode=config.get("trading_mode", "spot"),
prepend=config.get("prepend_data", False),
)
freqtrade/optimize/backtesting.py
+4 -4
View File
@@ -239,7 +239,7 @@ class Backtesting:
timerange=self.timerange,
startup_candles=self.config['startup_candle_count'],
fail_without_data=True,
data_format=self.config.get('dataformat_ohlcv', 'json'),
data_format=self.config['dataformat_ohlcv'],
candle_type=self.config.get('candle_type_def', CandleType.SPOT)
)
@@ -268,7 +268,7 @@ class Backtesting:
timerange=self.timerange,
startup_candles=0,
fail_without_data=True,
data_format=self.config.get('dataformat_ohlcv', 'json'),
data_format=self.config['dataformat_ohlcv'],
candle_type=self.config.get('candle_type_def', CandleType.SPOT)
)
else:
@@ -282,7 +282,7 @@ class Backtesting:
timerange=self.timerange,
startup_candles=0,
fail_without_data=True,
data_format=self.config.get('dataformat_ohlcv', 'json'),
data_format=self.config['dataformat_ohlcv'],
candle_type=CandleType.FUNDING_RATE
)
@@ -294,7 +294,7 @@ class Backtesting:
timerange=self.timerange,
startup_candles=0,
fail_without_data=True,
data_format=self.config.get('dataformat_ohlcv', 'json'),
data_format=self.config['dataformat_ohlcv'],
candle_type=CandleType.from_string(self.exchange.get_option("mark_ohlcv_price"))
)
# Combine data to avoid combining the data per trade.
freqtrade/plot/plotting.py
+1 -1
View File
@@ -55,7 +55,7 @@ def init_plotscript(config, markets: List, startup_candles: int = 0):
timeframe=config['timeframe'],
timerange=timerange,
startup_candles=startup_candles,
data_format=config.get('dataformat_ohlcv', 'json'),
data_format=config['dataformat_ohlcv'],
candle_type=config.get('candle_type_def', CandleType.SPOT)
)
freqtrade/rpc/rpc.py
+1 -1
View File
@@ -1262,7 +1262,7 @@ class RPC:
pairs=[pair],
timeframe=timeframe,
timerange=timerange_parsed,
data_format=config.get('dataformat_ohlcv', 'json'),
data_format=config['dataformat_ohlcv'],
candle_type=config.get('candle_type_def', CandleType.SPOT),
startup_candles=startup_candles,
)
freqtrade/util/binance_mig.py
+1 -1
View File
@@ -64,7 +64,7 @@ def migrate_binance_futures_data(config: Config):
return
from freqtrade.data.history.idatahandler import get_datahandler
dhc = get_datahandler(config['datadir'], config.get('dataformat_ohlcv', 'json'))
dhc = get_datahandler(config['datadir'], config['dataformat_ohlcv'])
paircombs = dhc.ohlcv_get_available_data(
config['datadir'],
tests/commands/test_commands.py
+2 -8
View File
@@ -1389,8 +1389,6 @@ def test_convert_data_trades(mocker, testdatadir):
def test_start_list_data(testdatadir, capsys):
args = [
"list-data",
"--data-format-ohlcv",
"json",
"--datadir",
str(testdatadir),
]
@@ -1398,14 +1396,14 @@ def test_start_list_data(testdatadir, capsys):
pargs['config'] = None
start_list_data(pargs)
captured = capsys.readouterr()
assert "Found 17 pair / timeframe combinations." in captured.out
assert "Found 16 pair / timeframe combinations." in captured.out
assert "\n| Pair | Timeframe | Type |\n" in captured.out
assert "\n| UNITTEST/BTC | 1m, 5m, 8m, 30m | spot |\n" in captured.out
args = [
"list-data",
"--data-format-ohlcv",
"json",
"feather",
"--pairs", "XRP/ETH",
"--datadir",
str(testdatadir),
@@ -1421,8 +1419,6 @@ def test_start_list_data(testdatadir, capsys):
args = [
"list-data",
"--data-format-ohlcv",
"json",
"--trading-mode", "futures",
"--datadir",
str(testdatadir),
@@ -1439,8 +1435,6 @@ def test_start_list_data(testdatadir, capsys):
args = [
"list-data",
"--data-format-ohlcv",
"json",
"--pairs", "XRP/ETH",
"--datadir",
str(testdatadir),
tests/conftest.py
+1
View File
@@ -526,6 +526,7 @@ def get_default_conf(testdatadir):
"disableparamexport": True,
"internals": {},
"export": "none",
"dataformat_ohlcv": "feather",
"candle_type_def": CandleType.SPOT,
}
return configuration
tests/data/test_converter.py
+4 -4
View File
@@ -371,8 +371,8 @@ def test_convert_ohlcv_format(default_conf, testdatadir, tmpdir, file_base, cand
files_temp = []
files_new = []
for file in file_base:
file_orig = testdatadir / f"{prependix}{file}.json"
file_temp = tmpdir1 / f"{prependix}{file}.json"
file_orig = testdatadir / f"{prependix}{file}.feather"
file_temp = tmpdir1 / f"{prependix}{file}.feather"
file_new = tmpdir1 / f"{prependix}{file}.json.gz"
IDataHandler.create_dir_if_needed(file_temp)
copyfile(file_orig, file_temp)
@@ -394,7 +394,7 @@ def test_convert_ohlcv_format(default_conf, testdatadir, tmpdir, file_base, cand
convert_ohlcv_format(
default_conf,
convert_from='json',
convert_from='feather',
convert_to='jsongz',
erase=False,
)
@@ -408,7 +408,7 @@ def test_convert_ohlcv_format(default_conf, testdatadir, tmpdir, file_base, cand
convert_ohlcv_format(
default_conf,
convert_from='jsongz',
convert_to='json',
convert_to='feather',
erase=True,
)
for file in (files_temp):
tests/data/test_datahandler.py
+8 -14
View File
@@ -20,7 +20,7 @@ from tests.conftest import log_has, log_has_re
def test_datahandler_ohlcv_get_pairs(testdatadir):
pairs = JsonDataHandler.ohlcv_get_pairs(testdatadir, '5m', candle_type=CandleType.SPOT)
pairs = FeatherDataHandler.ohlcv_get_pairs(testdatadir, '5m', candle_type=CandleType.SPOT)
# Convert to set to avoid failures due to sorting
assert set(pairs) == {'UNITTEST/BTC', 'XLM/BTC', 'ETH/BTC', 'TRX/BTC', 'LTC/BTC',
'XMR/BTC', 'ZEC/BTC', 'ADA/BTC', 'ETC/BTC', 'NXT/BTC',
@@ -32,7 +32,7 @@ def test_datahandler_ohlcv_get_pairs(testdatadir):
pairs = HDF5DataHandler.ohlcv_get_pairs(testdatadir, '5m', candle_type=CandleType.SPOT)
assert set(pairs) == {'UNITTEST/BTC'}
pairs = JsonDataHandler.ohlcv_get_pairs(testdatadir, '1h', candle_type=CandleType.MARK)
pairs = FeatherDataHandler.ohlcv_get_pairs(testdatadir, '1h', candle_type=CandleType.MARK)
assert set(pairs) == {'UNITTEST/USDT:USDT', 'XRP/USDT:USDT'}
pairs = JsonGzDataHandler.ohlcv_get_pairs(testdatadir, '1h', candle_type=CandleType.FUTURES)
@@ -79,7 +79,7 @@ def test_rebuild_pair_from_filename(input, expected):
def test_datahandler_ohlcv_get_available_data(testdatadir):
paircombs = JsonDataHandler.ohlcv_get_available_data(testdatadir, TradingMode.SPOT)
paircombs = FeatherDataHandler.ohlcv_get_available_data(testdatadir, TradingMode.SPOT)
# Convert to set to avoid failures due to sorting
assert set(paircombs) == {
('UNITTEST/BTC', '5m', CandleType.SPOT),
@@ -98,10 +98,9 @@ def test_datahandler_ohlcv_get_available_data(testdatadir):
('XRP/ETH', '5m', CandleType.SPOT),
('UNITTEST/BTC', '30m', CandleType.SPOT),
('UNITTEST/BTC', '8m', CandleType.SPOT),
('NOPAIR/XXX', '4m', CandleType.SPOT),
}
paircombs = JsonDataHandler.ohlcv_get_available_data(testdatadir, TradingMode.FUTURES)
paircombs = FeatherDataHandler.ohlcv_get_available_data(testdatadir, TradingMode.FUTURES)
# Convert to set to avoid failures due to sorting
assert set(paircombs) == {
('UNITTEST/USDT:USDT', '1h', 'mark'),
@@ -140,16 +139,11 @@ def test_jsondatahandler_ohlcv_purge(mocker, testdatadir):
def test_jsondatahandler_ohlcv_load(testdatadir, caplog):
dh = JsonDataHandler(testdatadir)
df = dh.ohlcv_load('XRP/ETH', '5m', 'spot')
assert len(df) == 712
df_mark = dh.ohlcv_load('UNITTEST/USDT:USDT', '1h', candle_type="mark")
assert len(df_mark) == 100
df = dh.ohlcv_load('UNITTEST/BTC', '1m', 'spot')
assert len(df) > 0
df_no_mark = dh.ohlcv_load('UNITTEST/USDT', '1h', 'spot')
assert len(df_no_mark) == 0
# Failure case (empty array)
# # Failure case (empty array)
df1 = dh.ohlcv_load('NOPAIR/XXX', '4m', 'spot')
assert len(df1) == 0
assert log_has("Could not load data for NOPAIR/XXX.", caplog)
@@ -444,7 +438,7 @@ def test_generic_datahandler_ohlcv_load_and_resave(
tmpdir2 = tmpdir1 / 'futures'
tmpdir2.mkdir()
# Load data from one common file
dhbase = get_datahandler(testdatadir, 'json')
dhbase = get_datahandler(testdatadir, 'feather')
ohlcv = dhbase._ohlcv_load(pair, timeframe, None, candle_type=candle_type)
assert isinstance(ohlcv, DataFrame)
assert len(ohlcv) > 0
tests/data/test_dataprovider.py
+6 -5
View File
@@ -63,9 +63,10 @@ def test_historic_ohlcv(mocker, default_conf, ohlcv_history):
def test_historic_ohlcv_dataformat(mocker, default_conf, ohlcv_history):
hdf5loadmock = MagicMock(return_value=ohlcv_history)
jsonloadmock = MagicMock(return_value=ohlcv_history)
featherloadmock = MagicMock(return_value=ohlcv_history)
mocker.patch("freqtrade.data.history.hdf5datahandler.HDF5DataHandler._ohlcv_load", hdf5loadmock)
mocker.patch("freqtrade.data.history.jsondatahandler.JsonDataHandler._ohlcv_load", jsonloadmock)
mocker.patch("freqtrade.data.history.featherdatahandler.FeatherDataHandler._ohlcv_load",
featherloadmock)
default_conf["runmode"] = RunMode.BACKTEST
exchange = get_patched_exchange(mocker, default_conf)
@@ -73,17 +74,17 @@ def test_historic_ohlcv_dataformat(mocker, default_conf, ohlcv_history):
data = dp.historic_ohlcv("UNITTEST/BTC", "5m")
assert isinstance(data, DataFrame)
hdf5loadmock.assert_not_called()
jsonloadmock.assert_called_once()
featherloadmock.assert_called_once()
# Switching to dataformat hdf5
hdf5loadmock.reset_mock()
jsonloadmock.reset_mock()
featherloadmock.reset_mock()
default_conf["dataformat_ohlcv"] = "hdf5"
dp = DataProvider(default_conf, exchange)
data = dp.historic_ohlcv("UNITTEST/BTC", "5m")
assert isinstance(data, DataFrame)
hdf5loadmock.assert_called_once()
jsonloadmock.assert_not_called()
featherloadmock.assert_not_called()
@pytest.mark.parametrize('candle_type', [
tests/data/test_history.py
+15 -13
View File
@@ -68,7 +68,7 @@ def test_load_data_7min_timeframe(caplog, testdatadir) -> None:
def test_load_data_1min_timeframe(ohlcv_history, mocker, caplog, testdatadir) -> None:
mocker.patch(f'{EXMS}.get_historic_ohlcv', return_value=ohlcv_history)
file = testdatadir / 'UNITTEST_BTC-1m.json'
file = testdatadir / 'UNITTEST_BTC-1m.feather'
load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC'])
assert file.is_file()
assert not log_has(
@@ -79,7 +79,7 @@ def test_load_data_1min_timeframe(ohlcv_history, mocker, caplog, testdatadir) ->
def test_load_data_mark(ohlcv_history, mocker, caplog, testdatadir) -> None:
mocker.patch(f'{EXMS}.get_historic_ohlcv', return_value=ohlcv_history)
file = testdatadir / 'futures/UNITTEST_USDT_USDT-1h-mark.json'
file = testdatadir / 'futures/UNITTEST_USDT_USDT-1h-mark.feather'
load_data(datadir=testdatadir, timeframe='1h', pairs=['UNITTEST/BTC'], candle_type='mark')
assert file.is_file()
assert not log_has(
@@ -90,7 +90,7 @@ def test_load_data_mark(ohlcv_history, mocker, caplog, testdatadir) -> None:
def test_load_data_startup_candles(mocker, testdatadir) -> None:
ltfmock = mocker.patch(
'freqtrade.data.history.jsondatahandler.JsonDataHandler._ohlcv_load',
'freqtrade.data.history.featherdatahandler.FeatherDataHandler._ohlcv_load',
MagicMock(return_value=DataFrame()))
timerange = TimeRange('date', None, 1510639620, 0)
load_pair_history(pair='UNITTEST/BTC', timeframe='1m',
@@ -112,7 +112,7 @@ def test_load_data_with_new_pair_1min(ohlcv_history_list, mocker, caplog,
tmpdir1 = Path(tmpdir)
mocker.patch(f'{EXMS}.get_historic_ohlcv', return_value=ohlcv_history_list)
exchange = get_patched_exchange(mocker, default_conf)
file = tmpdir1 / 'MEME_BTC-1m.json'
file = tmpdir1 / 'MEME_BTC-1m.feather'
# do not download a new pair if refresh_pairs isn't set
load_pair_history(datadir=tmpdir1, timeframe='1m', pair='MEME/BTC', candle_type=candle_type)
@@ -280,10 +280,10 @@ def test_download_pair_history(
mocker.patch(f'{EXMS}.get_historic_ohlcv', return_value=ohlcv_history_list)
exchange = get_patched_exchange(mocker, default_conf)
tmpdir1 = Path(tmpdir)
file1_1 = tmpdir1 / f'{subdir}MEME_BTC-1m{file_tail}.json'
file1_5 = tmpdir1 / f'{subdir}MEME_BTC-5m{file_tail}.json'
file2_1 = tmpdir1 / f'{subdir}CFI_BTC-1m{file_tail}.json'
file2_5 = tmpdir1 / f'{subdir}CFI_BTC-5m{file_tail}.json'
file1_1 = tmpdir1 / f'{subdir}MEME_BTC-1m{file_tail}.feather'
file1_5 = tmpdir1 / f'{subdir}MEME_BTC-5m{file_tail}.feather'
file2_1 = tmpdir1 / f'{subdir}CFI_BTC-1m{file_tail}.feather'
file2_5 = tmpdir1 / f'{subdir}CFI_BTC-5m{file_tail}.feather'
assert not file1_1.is_file()
assert not file2_1.is_file()
@@ -326,7 +326,7 @@ def test_download_pair_history2(mocker, default_conf, testdatadir) -> None:
[1509836580000, 0.00161, 0.00161, 0.00161, 0.00161, 82.390199]
]
json_dump_mock = mocker.patch(
'freqtrade.data.history.jsondatahandler.JsonDataHandler.ohlcv_store',
'freqtrade.data.history.featherdatahandler.FeatherDataHandler.ohlcv_store',
return_value=None)
mocker.patch(f'{EXMS}.get_historic_ohlcv', return_value=tick)
exchange = get_patched_exchange(mocker, default_conf)
@@ -627,8 +627,8 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad
def test_convert_trades_to_ohlcv(testdatadir, tmpdir, caplog):
tmpdir1 = Path(tmpdir)
pair = 'XRP/ETH'
file1 = tmpdir1 / 'XRP_ETH-1m.json'
file5 = tmpdir1 / 'XRP_ETH-5m.json'
file1 = tmpdir1 / 'XRP_ETH-1m.feather'
file5 = tmpdir1 / 'XRP_ETH-5m.feather'
filetrades = tmpdir1 / 'XRP_ETH-trades.json.gz'
copyfile(testdatadir / file1.name, file1)
copyfile(testdatadir / file5.name, file5)
@@ -641,6 +641,7 @@ def test_convert_trades_to_ohlcv(testdatadir, tmpdir, caplog):
tr = TimeRange.parse_timerange('20191011-20191012')
convert_trades_to_ohlcv([pair], timeframes=['1m', '5m'],
data_format_trades='jsongz',
datadir=tmpdir1, timerange=tr, erase=True)
assert log_has("Deleting existing data for pair XRP/ETH, interval 1m.", caplog)
@@ -648,11 +649,12 @@ def test_convert_trades_to_ohlcv(testdatadir, tmpdir, caplog):
df_1m = load_pair_history(datadir=tmpdir1, timeframe="1m", pair=pair)
df_5m = load_pair_history(datadir=tmpdir1, timeframe="5m", pair=pair)
assert df_1m.equals(dfbak_1m)
assert df_5m.equals(dfbak_5m)
assert_frame_equal(dfbak_1m, df_1m, check_exact=True)
assert_frame_equal(dfbak_5m, df_5m, check_exact=True)
assert not log_has('Could not convert NoDatapair to OHLCV.', caplog)
convert_trades_to_ohlcv(['NoDatapair'], timeframes=['1m', '5m'],
data_format_trades='jsongz',
datadir=tmpdir1, timerange=tr, erase=True)
assert log_has('Could not convert NoDatapair to OHLCV.', caplog)
tests/rpc/test_rpc_apiserver.py
+1 -1
View File
@@ -1807,7 +1807,7 @@ def test_list_available_pairs(botclient):
rc = client_get(client, f"{BASE_URI}/available_pairs")
assert_response(rc)
assert rc.json()['length'] == 13
assert rc.json()['length'] == 12
assert isinstance(rc.json()['pairs'], list)
rc = client_get(client, f"{BASE_URI}/available_pairs?timeframe=5m")
tests/test_binance_mig.py
+4 -4
View File
@@ -21,10 +21,10 @@ def test_binance_mig_data_conversion(default_conf_usdt, tmpdir, testdatadir):
futures_dst = tmpdir / 'futures'
futures_dst.mkdir()
files = [
'-1h-mark.json',
'-1h-futures.json',
'-8h-funding_rate.json',
'-8h-mark.json',
'-1h-mark.feather',
'-1h-futures.feather',
'-8h-funding_rate.feather',
'-8h-mark.feather',
]
# Copy files to tmpdir and rename to old naming
tests/testdata/ADA_BTC-5m.feather
Vendored
BIN
View File
Binary file not shown.
tests/testdata/ADA_BTC-5m.json
Vendored
-1
View File
File diff suppressed because one or more lines are too long
tests/testdata/DASH_BTC-5m.feather
Vendored
BIN
View File
Binary file not shown.
tests/testdata/DASH_BTC-5m.json
Vendored
-1
View File
File diff suppressed because one or more lines are too long
tests/testdata/ETC_BTC-5m.feather
Vendored
BIN
View File
Binary file not shown.
tests/testdata/ETC_BTC-5m.json
Vendored
-1
View File
File diff suppressed because one or more lines are too long
tests/testdata/ETH_BTC-5m.feather
Vendored
BIN
View File
Binary file not shown.
tests/testdata/ETH_BTC-5m.json
Vendored
-1
View File
File diff suppressed because one or more lines are too long
tests/testdata/LTC_BTC-5m.feather
Vendored
BIN
View File
Binary file not shown.
tests/testdata/LTC_BTC-5m.json
Vendored
-1
View File
File diff suppressed because one or more lines are too long
tests/testdata/NXT_BTC-5m.feather
Vendored
BIN
View File
Binary file not shown.
tests/testdata/NXT_BTC-5m.json
Vendored
-1
View File
File diff suppressed because one or more lines are too long
tests/testdata/TRX_BTC-5m.feather
Vendored
BIN
View File
Binary file not shown.
tests/testdata/TRX_BTC-5m.json
Vendored
-1
View File
File diff suppressed because one or more lines are too long
tests/testdata/UNITTEST_BTC-1m.feather
Vendored
BIN
View File
Binary file not shown.
tests/testdata/UNITTEST_BTC-30m.feather
Vendored
BIN
View File
Binary file not shown.
tests/testdata/UNITTEST_BTC-30m.json
Vendored
-1
View File
File diff suppressed because one or more lines are too long
tests/testdata/UNITTEST_BTC-5m.feather
Vendored
BIN
View File
Binary file not shown.
tests/testdata/UNITTEST_BTC-5m.json
Vendored
-1
View File
File diff suppressed because one or more lines are too long
tests/testdata/UNITTEST_BTC-8m.json → tests/testdata/UNITTEST_BTC-8m.feather
Vendored
View File
tests/testdata/XLM_BTC-5m.feather
Vendored
BIN
View File
Binary file not shown.
tests/testdata/XLM_BTC-5m.json
Vendored
-1
View File
File diff suppressed because one or more lines are too long
tests/testdata/XMR_BTC-5m.feather
Vendored
BIN
View File
Binary file not shown.
tests/testdata/XMR_BTC-5m.json
Vendored
-1
View File
File diff suppressed because one or more lines are too long
tests/testdata/XRP_ETH-1m.feather
Vendored
BIN
View File
Binary file not shown.
tests/testdata/XRP_ETH-1m.json
Vendored
-1
View File
File diff suppressed because one or more lines are too long
tests/testdata/XRP_ETH-5m.feather
Vendored
BIN
View File
Binary file not shown.
tests/testdata/XRP_ETH-5m.json
Vendored
-1
View File
File diff suppressed because one or more lines are too long
tests/testdata/ZEC_BTC-5m.feather
Vendored
BIN
View File
Binary file not shown.
tests/testdata/ZEC_BTC-5m.json
Vendored
-1
View File
File diff suppressed because one or more lines are too long
tests/testdata/futures/UNITTEST_USDT_USDT-1h-mark.feather
Vendored
BIN
View File
Binary file not shown.
tests/testdata/futures/UNITTEST_USDT_USDT-1h-mark.json
Vendored
-102
View File
@@ -1,102 +0,0 @@
[
[1636959600000, 1.21431, 1.2198, 1.20895, 1.20895, null],
[1636963200000, 1.20902, 1.21106, 1.19972, 1.20968, null],
[1636966800000, 1.20968, 1.21876, 1.20791, 1.20998, null],
[1636970400000, 1.20999, 1.21043, 1.20442, 1.20859, null],
[1636974000000, 1.20858, 1.20933, 1.20154, 1.20581, null],
[1636977600000, 1.20584, 1.20775, 1.20065, 1.20337, null],
[1636981200000, 1.20342, 1.2097, 1.19327, 1.19792, null],
[1636984800000, 1.19796, 1.1982, 1.18611, 1.19024, null],
[1636988400000, 1.19025, 1.19177, 1.18373, 1.18771, null],
[1636992000000, 1.18768, 1.19109, 1.18095, 1.1887, null],
[1636995600000, 1.18869, 1.18968, 1.18355, 1.18387, null],
[1636999200000, 1.18388, 1.18729, 1.17753, 1.18138, null],
[1637002800000, 1.18145, 1.18684, 1.17799, 1.18463, null],
[1637006400000, 1.18464, 1.18474, 1.17368, 1.17652, null],
[1637010000000, 1.17653, 1.18185, 1.16557, 1.17979, null],
[1637013600000, 1.17979, 1.18113, 1.16934, 1.18014, null],
[1637017200000, 1.18014, 1.18015, 1.16999, 1.17214, null],
[1637020800000, 1.17214, 1.17217, 1.12958, 1.14209, null],
[1637024400000, 1.14255, 1.14666, 1.10933, 1.14198, null],
[1637028000000, 1.14197, 1.14419, 1.12766, 1.12999, null],
[1637031600000, 1.12999, 1.13522, 1.11142, 1.12177, null],
[1637035200000, 1.12176, 1.13211, 1.10579, 1.1288, null],
[1637038800000, 1.12871, 1.13243, 1.12142, 1.12316, null],
[1637042400000, 1.12323, 1.1262, 1.11489, 1.12429, null],
[1637046000000, 1.12406, 1.12727, 1.11835, 1.1249, null],
[1637049600000, 1.12485, 1.13047, 1.1211, 1.12931, null],
[1637053200000, 1.12931, 1.13346, 1.10256, 1.10267, null],
[1637056800000, 1.10266, 1.10412, 1.04149, 1.0928, null],
[1637060400000, 1.09277, 1.09856, 1.08371, 1.09093, null],
[1637064000000, 1.09094, 1.09512, 1.079, 1.08003, null],
[1637067600000, 1.0802, 1.09914, 1.08016, 1.09515, null],
[1637071200000, 1.09518, 1.11627, 1.0937, 1.10985, null],
[1637074800000, 1.10985, 1.11353, 1.09618, 1.10071, null],
[1637078400000, 1.09989, 1.10852, 1.09763, 1.10461, null],
[1637082000000, 1.10459, 1.10837, 1.09662, 1.09847, null],
[1637085600000, 1.09858, 1.10506, 1.08687, 1.08716, null],
[1637089200000, 1.08677, 1.10096, 1.08151, 1.09271, null],
[1637092800000, 1.09245, 1.09269, 1.06592, 1.08025, null],
[1637096400000, 1.08026, 1.09732, 1.07953, 1.09527, null],
[1637100000000, 1.09527, 1.10506, 1.09524, 1.09933, null],
[1637103600000, 1.09933, 1.10205, 1.08761, 1.08785, null],
[1637107200000, 1.08763, 1.09518, 1.07646, 1.07999, null],
[1637110800000, 1.07997, 1.0978, 1.07651, 1.07936, null],
[1637114400000, 1.07932, 1.08758, 1.07352, 1.07603, null],
[1637118000000, 1.07604, 1.08542, 1.05931, 1.06764, null],
[1637121600000, 1.06788, 1.07848, 1.06045, 1.07608, null],
[1637125200000, 1.07613, 1.08797, 1.07293, 1.08377, null],
[1637128800000, 1.08379, 1.08567, 1.07428, 1.07942, null],
[1637132400000, 1.07958, 1.09472, 1.07356, 1.08713, null],
[1637136000000, 1.08714, 1.09149, 1.08018, 1.08021, null],
[1637139600000, 1.08021, 1.08021, 1.0668, 1.07032, null],
[1637143200000, 1.07042, 1.10563, 1.07034, 1.10255, null],
[1637146800000, 1.10284, 1.10954, 1.09767, 1.10685, null],
[1637150400000, 1.10669, 1.10848, 1.10157, 1.10537, null],
[1637154000000, 1.10537, 1.11263, 1.09554, 1.09585, null],
[1637157600000, 1.09569, 1.10051, 1.08402, 1.08431, null],
[1637161200000, 1.08444, 1.08942, 1.07569, 1.08489, null],
[1637164800000, 1.08498, 1.09581, 1.07939, 1.09485, null],
[1637168400000, 1.09443, 1.09793, 1.08778, 1.0944, null],
[1637172000000, 1.09445, 1.10227, 1.09376, 1.0992, null],
[1637175600000, 1.0992, 1.10189, 1.09216, 1.09474, null],
[1637179200000, 1.09476, 1.10198, 1.09045, 1.0993, null],
[1637182800000, 1.09934, 1.09959, 1.08755, 1.0948, null],
[1637186400000, 1.09483, 1.09519, 1.08532, 1.0923, null],
[1637190000000, 1.0923, 1.09876, 1.0874, 1.095, null],
[1637193600000, 1.09503, 1.10673, 1.09047, 1.10441, null],
[1637197200000, 1.10437, 1.16166, 1.09815, 1.12902, null],
[1637200800000, 1.12875, 1.15094, 1.1242, 1.13764, null],
[1637204400000, 1.13795, 1.14262, 1.12341, 1.12423, null],
[1637208000000, 1.12424, 1.14806, 1.11333, 1.1142, null],
[1637211600000, 1.11435, 1.12608, 1.11085, 1.11436, null],
[1637215200000, 1.11398, 1.11718, 1.10538, 1.11388, null],
[1637218800000, 1.1139, 1.11452, 1.09674, 1.1072, null],
[1637222400000, 1.10725, 1.10999, 1.10209, 1.10706, null],
[1637226000000, 1.10712, 1.10712, 1.07747, 1.08658, null],
[1637229600000, 1.08692, 1.09865, 1.0807, 1.09767, null],
[1637233200000, 1.09768, 1.10211, 1.08348, 1.08409, null],
[1637236800000, 1.08423, 1.09498, 1.08002, 1.08259, null],
[1637240400000, 1.0827, 1.08773, 1.06597, 1.07719, null],
[1637244000000, 1.07718, 1.08075, 1.06678, 1.07077, null],
[1637247600000, 1.07029, 1.07824, 1.04568, 1.05497, null],
[1637251200000, 1.05591, 1.06325, 1.03957, 1.04032, null],
[1637254800000, 1.04051, 1.05342, 1.01557, 1.04158, null],
[1637258400000, 1.04153, 1.05436, 1.04122, 1.05208, null],
[1637262000000, 1.05207, 1.05948, 1.04961, 1.05515, null],
[1637265600000, 1.05516, 1.05927, 1.04767, 1.04808, null],
[1637269200000, 1.04789, 1.05622, 1.04191, 1.04587, null],
[1637272800000, 1.04575, 1.05336, 1.03405, 1.03941, null],
[1637276400000, 1.03931, 1.04614, 1.02868, 1.0411, null],
[1637280000000, 1.04093, 1.05672, 1.0295, 1.05495, null],
[1637283600000, 1.05495, 1.0553, 1.03548, 1.03595, null],
[1637287200000, 1.0359, 1.04585, 1.02026, 1.02312, null],
[1637290800000, 1.0242, 1.02908, 1.01788, 1.02871, null],
[1637294400000, 1.02871, 1.04474, 1.02584, 1.04247, null],
[1637298000000, 1.04251, 1.04654, 1.03685, 1.0449, null],
[1637301600000, 1.0449, 1.04971, 1.04109, 1.04452, null],
[1637305200000, 1.04456, 1.04875, 1.03802, 1.04268, null],
[1637308800000, 1.04239, 1.06573, 1.04164, 1.05717, null],
[1637312400000, 1.05721, 1.06464, 1.05619, 1.05896, null],
[1637316000000, 1.05893, 1.05918, 1.04976, 1.05188, null]
]
tests/testdata/futures/XRP_USDT_USDT-1h-futures.feather
Vendored
BIN
View File
Binary file not shown.
tests/testdata/futures/XRP_USDT_USDT-1h-futures.json
Vendored
-102
View File
@@ -1,102 +0,0 @@
[
[ 1637110800000, 1.0801, 1.09758, 1.07654, 1.07925, 3153694.607359 ],
[ 1637114400000, 1.07896, 1.0875, 1.07351, 1.07616, 2697616.070908 ],
[ 1637118000000, 1.07607, 1.08521, 1.05896, 1.06804, 4014666.826073 ],
[ 1637121600000, 1.06848, 1.07846, 1.06067, 1.07629, 3764015.567745 ],
[ 1637125200000, 1.07647, 1.08791, 1.07309, 1.0839, 1669038.113726 ],
[ 1637128800000, 1.08414, 1.0856, 1.07431, 1.0794, 1921068.874499 ],
[ 1637132400000, 1.0798, 1.09499, 1.07363, 1.08721, 2491096.863582 ],
[ 1637136000000, 1.08688, 1.09133, 1.08004, 1.08011, 1983486.794272 ],
[ 1637139600000, 1.08017, 1.08027, 1.06667, 1.07039, 3429247.985309 ],
[ 1637143200000, 1.07054, 1.10699, 1.07038, 1.10284, 4554151.954177 ],
[ 1637146800000, 1.10315, 1.10989, 1.09781, 1.1071, 2012983.10465 ],
[ 1637150400000, 1.10627, 1.10849, 1.10155, 1.10539, 1117804.08918 ],
[ 1637154000000, 1.10545, 1.11299, 1.09574, 1.09604, 2252781.33926 ],
[ 1637157600000, 1.09583, 1.10037, 1.08402, 1.08404, 1882359.279342 ],
[ 1637161200000, 1.08433, 1.08924, 1.07583, 1.08543, 1826745.82579 ],
[ 1637164800000, 1.08571, 1.09622, 1.07946, 1.09496, 1651730.678891 ],
[ 1637168400000, 1.09509, 1.0979, 1.0878, 1.0945, 1081210.614598 ],
[ 1637172000000, 1.09483, 1.10223, 1.09362, 1.09922, 1065998.492028 ],
[ 1637175600000, 1.09916, 1.10201, 1.09226, 1.09459, 924935.492048 ],
[ 1637179200000, 1.09458, 1.10196, 1.09051, 1.09916, 1253539.625345 ],
[ 1637182800000, 1.09939, 1.09948, 1.08751, 1.09485, 1066269.190094 ],
[ 1637186400000, 1.0949, 1.095, 1.08537, 1.09229, 924726.680514 ],
[ 1637190000000, 1.0923, 1.09877, 1.08753, 1.09522, 1150213.905599 ],
[ 1637193600000, 1.09538, 1.10675, 1.09058, 1.10453, 1489867.578178 ],
[ 1637197200000, 1.10446, 1.16313, 1.0978, 1.12907, 10016166.026355 ],
[ 1637200800000, 1.1287, 1.15367, 1.12403, 1.1381, 7167920.053752 ],
[ 1637204400000, 1.13818, 1.14242, 1.12358, 1.1244, 2665326.190545 ],
[ 1637208000000, 1.12432, 1.14864, 1.11061, 1.11447, 9340547.947608 ],
[ 1637211600000, 1.114, 1.12618, 1.10911, 1.11412, 11759138.472952 ],
[ 1637215200000, 1.11381, 1.11701, 1.10507, 1.1136, 3104670.727264 ],
[ 1637218800000, 1.11433, 1.1145, 1.09682, 1.10715, 2522287.830673 ],
[ 1637222400000, 1.1073, 1.11, 1.10224, 1.10697, 2021691.204473 ],
[ 1637226000000, 1.10622, 1.10707, 1.07727, 1.08674, 3679010.223352 ],
[ 1637229600000, 1.08651, 1.09861, 1.08065, 1.09771, 2041421.476307 ],
[ 1637233200000, 1.09784, 1.102, 1.08339, 1.08399, 1920597.122813 ],
[ 1637236800000, 1.08458, 1.09523, 1.07961, 1.08263, 2403158.337373 ],
[ 1637240400000, 1.08309, 1.08959, 1.06094, 1.07703, 4425686.808376 ],
[ 1637244000000, 1.07702, 1.08064, 1.063, 1.07049, 3361334.048801 ],
[ 1637247600000, 1.07126, 1.07851, 1.04538, 1.0562, 5865602.611111 ],
[ 1637251200000, 1.05616, 1.06326, 1.0395, 1.04074, 4206860.947352 ],
[ 1637254800000, 1.04023, 1.0533, 1.01478, 1.0417, 5641193.647291 ],
[ 1637258400000, 1.04177, 1.05444, 1.04132, 1.05204, 1819341.083656 ],
[ 1637262000000, 1.05201, 1.05962, 1.04964, 1.05518, 1567923.362515 ],
[ 1637265600000, 1.05579, 1.05924, 1.04772, 1.04773, 1794108.065606 ],
[ 1637269200000, 1.0484, 1.05622, 1.04183, 1.04544, 1936537.403899 ],
[ 1637272800000, 1.04543, 1.05331, 1.03396, 1.03892, 2839486.418143 ],
[ 1637276400000, 1.03969, 1.04592, 1.02886, 1.04086, 3116275.899177 ],
[ 1637280000000, 1.0409, 1.05681, 1.02922, 1.05481, 4671209.916896 ],
[ 1637283600000, 1.05489, 1.05538, 1.03539, 1.03599, 2566357.247547 ],
[ 1637287200000, 1.03596, 1.04606, 1.02038, 1.02428, 3441834.238546 ],
[ 1637290800000, 1.02483, 1.0291, 1.01785, 1.0285, 2678602.729339 ],
[ 1637294400000, 1.0287, 1.0446, 1.0259, 1.04264, 2303621.340808 ],
[ 1637298000000, 1.04313, 1.04676, 1.03662, 1.04499, 2426475.439485 ],
[ 1637301600000, 1.0451, 1.04971, 1.041, 1.04448, 2088365.810515 ],
[ 1637305200000, 1.04473, 1.04845, 1.03801, 1.04227, 2222396.213472 ],
[ 1637308800000, 1.04211, 1.06965, 1.04168, 1.05711, 3267643.936025 ],
[ 1637312400000, 1.0569, 1.06578, 1.05626, 1.05844, 1512848.016057 ],
[ 1637316000000, 1.05814, 1.05916, 1.04923, 1.05464, 1710694.805693 ],
[ 1637319600000, 1.05484, 1.05731, 1.0458, 1.05359, 1587100.45253 ],
[ 1637323200000, 1.05382, 1.06063, 1.05156, 1.05227, 1409095.236152 ],
[ 1637326800000, 1.05256, 1.06489, 1.04996, 1.06471, 1879315.174541 ],
[ 1637330400000, 1.06491, 1.1036, 1.06489, 1.09439, 6212842.71216 ],
[ 1637334000000, 1.09441, 1.10252, 1.082, 1.08879, 4833417.181969 ],
[ 1637337600000, 1.08866, 1.09485, 1.07538, 1.09045, 2554438.746366 ],
[ 1637341200000, 1.09058, 1.09906, 1.08881, 1.09039, 1961024.28963 ],
[ 1637344800000, 1.09063, 1.09447, 1.08555, 1.09041, 1427538.639232 ],
[ 1637348400000, 1.09066, 1.09521, 1.088, 1.09332, 847724.821691 ],
[ 1637352000000, 1.09335, 1.09489, 1.08402, 1.08501, 1035043.133874 ],
[ 1637355600000, 1.08474, 1.08694, 1.08, 1.08606, 969952.892274 ],
[ 1637359200000, 1.08601, 1.09, 1.08201, 1.08476, 1105782.581808 ],
[ 1637362800000, 1.08463, 1.09245, 1.08201, 1.08971, 1334467.438673 ],
[ 1637366400000, 1.0897, 1.09925, 1.08634, 1.09049, 2460070.020396 ],
[ 1637370000000, 1.0908, 1.10002, 1.09002, 1.09845, 1210028.489394 ],
[ 1637373600000, 1.09785, 1.09791, 1.08944, 1.08962, 1261987.295847 ],
[ 1637377200000, 1.08951, 1.0919, 1.08429, 1.08548, 1124938.783404 ],
[ 1637380800000, 1.08536, 1.09, 1.08424, 1.08783, 1330935.680168 ],
[ 1637384400000, 1.0877, 1.08969, 1.08266, 1.08617, 874900.746037 ],
[ 1637388000000, 1.08622, 1.09224, 1.0843, 1.0889, 1240184.759178 ],
[ 1637391600000, 1.08917, 1.0909, 1.08408, 1.08535, 706148.380072 ],
[ 1637395200000, 1.08521, 1.08857, 1.07829, 1.08349, 1713832.050838 ],
[ 1637398800000, 1.08343, 1.08841, 1.08272, 1.0855, 696597.06327 ],
[ 1637402400000, 1.08553, 1.0898, 1.08353, 1.08695, 1104159.802108 ],
[ 1637406000000, 1.08703, 1.09838, 1.08635, 1.09695, 1404001.384389 ],
[ 1637409600000, 1.09695, 1.10175, 1.09024, 1.09278, 1219090.620484 ],
[ 1637413200000, 1.093, 1.09577, 1.08615, 1.08792, 994797.546591 ],
[ 1637416800000, 1.08793, 1.09239, 1.08572, 1.08725, 1251685.429497 ],
[ 1637420400000, 1.08721, 1.08767, 1.06029, 1.06556, 3955719.53631 ],
[ 1637424000000, 1.06553, 1.07385, 1.06169, 1.07257, 1868359.179534 ],
[ 1637427600000, 1.07266, 1.0745, 1.06759, 1.07261, 1015134.469304 ],
[ 1637431200000, 1.07255, 1.0974, 1.06819, 1.09369, 4377675.964829 ],
[ 1637434800000, 1.09368, 1.09562, 1.08899, 1.09036, 914791.699929 ],
[ 1637438400000, 1.09085, 1.09262, 1.08855, 1.09214, 661436.936672 ],
[ 1637442000000, 1.0924, 1.09475, 1.08874, 1.09282, 593143.283519 ],
[ 1637445600000, 1.09301, 1.09638, 1.09154, 1.09611, 603952.916221 ],
[ 1637449200000, 1.09569, 1.09828, 1.09301, 1.09747, 676053.591571 ],
[ 1637452800000, 1.09742, 1.09822, 1.09011, 1.0902, 1375704.506469 ],
[ 1637456400000, 1.0901, 1.09311, 1.08619, 1.08856, 928706.03929 ],
[ 1637460000000, 1.08855, 1.08941, 1.07401, 1.08035, 2669150.388642 ],
[ 1637463600000, 1.08016, 1.08341, 1.07448, 1.07672, 1604049.131307 ],
[ 1637467200000, 1.07685, 1.08229, 1.07552, 1.0765, 1153357.274076 ]
]
tests/testdata/futures/XRP_USDT_USDT-1h-mark.feather
Vendored
BIN
View File
Binary file not shown.
tests/testdata/futures/XRP_USDT_USDT-1h-mark.json
Vendored
-102
View File
@@ -1,102 +0,0 @@
[
[1636956000000, 1.20932, 1.21787, 1.20763, 1.21431, null],
[1636959600000, 1.21431, 1.2198, 1.20895, 1.20895, null],
[1636963200000, 1.20902, 1.21106, 1.19972, 1.20968, null],
[1636966800000, 1.20968, 1.21876, 1.20791, 1.20998, null],
[1636970400000, 1.20999, 1.21043, 1.20442, 1.20859, null],
[1636974000000, 1.20858, 1.20933, 1.20154, 1.20581, null],
[1636977600000, 1.20584, 1.20775, 1.20065, 1.20337, null],
[1636981200000, 1.20342, 1.2097, 1.19327, 1.19792, null],
[1636984800000, 1.19796, 1.1982, 1.18611, 1.19024, null],
[1636988400000, 1.19025, 1.19177, 1.18373, 1.18771, null],
[1636992000000, 1.18768, 1.19109, 1.18095, 1.1887, null],
[1636995600000, 1.18869, 1.18968, 1.18355, 1.18387, null],
[1636999200000, 1.18388, 1.18729, 1.17753, 1.18138, null],
[1637002800000, 1.18145, 1.18684, 1.17799, 1.18463, null],
[1637006400000, 1.18464, 1.18474, 1.17368, 1.17652, null],
[1637010000000, 1.17653, 1.18185, 1.16557, 1.17979, null],
[1637013600000, 1.17979, 1.18113, 1.16934, 1.18014, null],
[1637017200000, 1.18014, 1.18015, 1.16999, 1.17214, null],
[1637020800000, 1.17214, 1.17217, 1.12958, 1.14209, null],
[1637024400000, 1.14255, 1.14666, 1.10933, 1.14198, null],
[1637028000000, 1.14197, 1.14419, 1.12766, 1.12999, null],
[1637031600000, 1.12999, 1.13522, 1.11142, 1.12177, null],
[1637035200000, 1.12176, 1.13211, 1.10579, 1.1288, null],
[1637038800000, 1.12871, 1.13243, 1.12142, 1.12316, null],
[1637042400000, 1.12323, 1.1262, 1.11489, 1.12429, null],
[1637046000000, 1.12406, 1.12727, 1.11835, 1.1249, null],
[1637049600000, 1.12485, 1.13047, 1.1211, 1.12931, null],
[1637053200000, 1.12931, 1.13346, 1.10256, 1.10267, null],
[1637056800000, 1.10266, 1.10412, 1.04149, 1.0928, null],
[1637060400000, 1.09277, 1.09856, 1.08371, 1.09093, null],
[1637064000000, 1.09094, 1.09512, 1.079, 1.08003, null],
[1637067600000, 1.0802, 1.09914, 1.08016, 1.09515, null],
[1637071200000, 1.09518, 1.11627, 1.0937, 1.10985, null],
[1637074800000, 1.10985, 1.11353, 1.09618, 1.10071, null],
[1637078400000, 1.09989, 1.10852, 1.09763, 1.10461, null],
[1637082000000, 1.10459, 1.10837, 1.09662, 1.09847, null],
[1637085600000, 1.09858, 1.10506, 1.08687, 1.08716, null],
[1637089200000, 1.08677, 1.10096, 1.08151, 1.09271, null],
[1637092800000, 1.09245, 1.09269, 1.06592, 1.08025, null],
[1637096400000, 1.08026, 1.09732, 1.07953, 1.09527, null],
[1637100000000, 1.09527, 1.10506, 1.09524, 1.09933, null],
[1637103600000, 1.09933, 1.10205, 1.08761, 1.08785, null],
[1637107200000, 1.08763, 1.09518, 1.07646, 1.07999, null],
[1637110800000, 1.07997, 1.0978, 1.07651, 1.07936, null],
[1637114400000, 1.07932, 1.08758, 1.07352, 1.07603, null],
[1637118000000, 1.07604, 1.08542, 1.05931, 1.06764, null],
[1637121600000, 1.06788, 1.07848, 1.06045, 1.07608, null],
[1637125200000, 1.07613, 1.08797, 1.07293, 1.08377, null],
[1637128800000, 1.08379, 1.08567, 1.07428, 1.07942, null],
[1637132400000, 1.07958, 1.09472, 1.07356, 1.08713, null],
[1637136000000, 1.08714, 1.09149, 1.08018, 1.08021, null],
[1637139600000, 1.08021, 1.08021, 1.0668, 1.07032, null],
[1637143200000, 1.07042, 1.10563, 1.07034, 1.10255, null],
[1637146800000, 1.10284, 1.10954, 1.09767, 1.10685, null],
[1637150400000, 1.10669, 1.10848, 1.10157, 1.10537, null],
[1637154000000, 1.10537, 1.11263, 1.09554, 1.09585, null],
[1637157600000, 1.09569, 1.10051, 1.08402, 1.08431, null],
[1637161200000, 1.08444, 1.08942, 1.07569, 1.08489, null],
[1637164800000, 1.08498, 1.09581, 1.07939, 1.09485, null],
[1637168400000, 1.09443, 1.09793, 1.08778, 1.0944, null],
[1637172000000, 1.09445, 1.10227, 1.09376, 1.0992, null],
[1637175600000, 1.0992, 1.10189, 1.09216, 1.09474, null],
[1637179200000, 1.09476, 1.10198, 1.09045, 1.0993, null],
[1637182800000, 1.09934, 1.09959, 1.08755, 1.0948, null],
[1637186400000, 1.09483, 1.09519, 1.08532, 1.0923, null],
[1637190000000, 1.0923, 1.09876, 1.0874, 1.095, null],
[1637193600000, 1.09503, 1.10673, 1.09047, 1.10441, null],
[1637197200000, 1.10437, 1.16166, 1.09815, 1.12902, null],
[1637200800000, 1.12875, 1.15094, 1.1242, 1.13764, null],
[1637204400000, 1.13795, 1.14262, 1.12341, 1.12423, null],
[1637208000000, 1.12424, 1.14806, 1.11333, 1.1142, null],
[1637211600000, 1.11435, 1.12608, 1.11085, 1.11436, null],
[1637215200000, 1.11398, 1.11718, 1.10538, 1.11388, null],
[1637218800000, 1.1139, 1.11452, 1.09674, 1.1072, null],
[1637222400000, 1.10725, 1.10999, 1.10209, 1.10706, null],
[1637226000000, 1.10712, 1.10712, 1.07747, 1.08658, null],
[1637229600000, 1.08692, 1.09865, 1.0807, 1.09767, null],
[1637233200000, 1.09768, 1.10211, 1.08348, 1.08409, null],
[1637236800000, 1.08423, 1.09498, 1.08002, 1.08259, null],
[1637240400000, 1.0827, 1.08773, 1.06597, 1.07719, null],
[1637244000000, 1.07718, 1.08075, 1.06678, 1.07077, null],
[1637247600000, 1.07029, 1.07824, 1.04568, 1.05497, null],
[1637251200000, 1.05591, 1.06325, 1.03957, 1.04032, null],
[1637254800000, 1.04051, 1.05342, 1.01557, 1.04158, null],
[1637258400000, 1.04153, 1.05436, 1.04122, 1.05208, null],
[1637262000000, 1.05207, 1.05948, 1.04961, 1.05515, null],
[1637265600000, 1.05516, 1.05927, 1.04767, 1.04808, null],
[1637269200000, 1.04789, 1.05622, 1.04191, 1.04587, null],
[1637272800000, 1.04575, 1.05336, 1.03405, 1.03941, null],
[1637276400000, 1.03931, 1.04614, 1.02868, 1.0411, null],
[1637280000000, 1.04093, 1.05672, 1.0295, 1.05495, null],
[1637283600000, 1.05495, 1.0553, 1.03548, 1.03595, null],
[1637287200000, 1.0359, 1.04585, 1.02026, 1.02312, null],
[1637290800000, 1.0242, 1.02908, 1.01788, 1.02871, null],
[1637294400000, 1.02871, 1.04474, 1.02584, 1.04247, null],
[1637298000000, 1.04251, 1.04654, 1.03685, 1.0449, null],
[1637301600000, 1.0449, 1.04971, 1.04109, 1.04452, null],
[1637305200000, 1.04456, 1.04875, 1.03802, 1.04268, null],
[1637308800000, 1.04239, 1.06573, 1.04164, 1.05717, null],
[1637312400000, 1.05721, 1.06464, 1.05619, 1.06051, null]
]
tests/testdata/futures/XRP_USDT_USDT-5m-futures.feather
Vendored
BIN
View File
Binary file not shown.
tests/testdata/futures/XRP_USDT_USDT-5m-futures.json
Vendored
-1
View File
File diff suppressed because one or more lines are too long
tests/testdata/futures/XRP_USDT_USDT-8h-funding_rate.feather
Vendored
BIN
View File
Binary file not shown.
tests/testdata/futures/XRP_USDT_USDT-8h-funding_rate.json
Vendored
-1
View File
@@ -1 +0,0 @@
[[1637193600017,0.0001,0.0,0.0,0.0,0.0],[1637222400007,0.0001,0.0,0.0,0.0,0.0],[1637251200011,0.0001,0.0,0.0,0.0,0.0],[1637280000000,0.0001,0.0,0.0,0.0,0.0],[1637308800000,0.0001,0.0,0.0,0.0,0.0],[1637337600005,0.0001,0.0,0.0,0.0,0.0],[1637366400012,0.00013046,0.0,0.0,0.0,0.0],[1637395200000,0.0001,0.0,0.0,0.0,0.0],[1637424000007,0.0001,0.0,0.0,0.0,0.0],[1637452800000,0.00013862,0.0,0.0,0.0,0.0],[1637481600006,0.0001,0.0,0.0,0.0,0.0],[1637510400000,0.00019881,0.0,0.0,0.0,0.0],[1637539200004,0.00013991,0.0,0.0,0.0,0.0],[1637568000000,0.0001,0.0,0.0,0.0,0.0],[1637596800000,0.0001,0.0,0.0,0.0,0.0],[1637625600004,0.0001,0.0,0.0,0.0,0.0],[1637654400010,0.0001,0.0,0.0,0.0,0.0],[1637683200005,0.00017402,0.0,0.0,0.0,0.0],[1637712000001,0.00016775,0.0,0.0,0.0,0.0],[1637740800003,0.00033523,0.0,0.0,0.0,0.0],[1637769600010,0.0001,0.0,0.0,0.0,0.0],[1637798400000,0.00020066,0.0,0.0,0.0,0.0],[1637827200010,0.00034381,0.0,0.0,0.0,0.0],[1637856000000,0.00032096,0.0,0.0,0.0,0.0],[1637884800000,0.00058316,0.0,0.0,0.0,0.0],[1637913600000,0.0001646,0.0,0.0,0.0,0.0],[1637942400016,0.0001,0.0,0.0,0.0,0.0],[1637971200005,0.0001,0.0,0.0,0.0,0.0],[1638000000008,0.0001,0.0,0.0,0.0,0.0],[1638028800007,0.0001,0.0,0.0,0.0,0.0],[1638057600018,0.0001,0.0,0.0,0.0,0.0],[1638086400000,0.0001,0.0,0.0,0.0,0.0],[1638115200004,0.0001,0.0,0.0,0.0,0.0],[1638144000002,0.0001,0.0,0.0,0.0,0.0],[1638172800004,0.0001,0.0,0.0,0.0,0.0],[1638201600000,0.0001,0.0,0.0,0.0,0.0],[1638230400000,0.0001,0.0,0.0,0.0,0.0],[1638259200006,0.0001,0.0,0.0,0.0,0.0],[1638288000000,0.0001,0.0,0.0,0.0,0.0],[1638316800000,0.0001,0.0,0.0,0.0,0.0],[1638345600000,0.0001,0.0,0.0,0.0,0.0],[1638374400001,0.0001,0.0,0.0,0.0,0.0],[1638403200000,0.0001,0.0,0.0,0.0,0.0],[1638432000007,0.0001,0.0,0.0,0.0,0.0],[1638460800008,0.0001,0.0,0.0,0.0,0.0],[1638489600004,0.0001,0.0,0.0,0.0,0.0],[1638518400002,0.0001,0.0,0.0,0.0,0.0],[1638547200006,0.0001,0.0,0.0,0.0,0.0],[1638576000006,0.0001,0.0,0.0,0.0,0.0],[1638604800004,-0.00219334,0.0,0.0,0.0,0.0],[1638633600000,0.0001,0.0,0.0,0.0,0.0],[1638662400003,0.00006147,0.0,0.0,0.0,0.0],[1638691200008,0.0001,0.0,0.0,0.0,0.0],[1638720000007,0.0001,0.0,0.0,0.0,0.0],[1638748800009,0.0001,0.0,0.0,0.0,0.0],[1638777600001,0.0001,0.0,0.0,0.0,0.0],[1638806400000,0.0001,0.0,0.0,0.0,0.0],[1638835200018,0.0001,0.0,0.0,0.0,0.0],[1638864000000,0.0001,0.0,0.0,0.0,0.0],[1638892800000,0.0001,0.0,0.0,0.0,0.0],[1638921600000,0.0001,0.0,0.0,0.0,0.0],[1638950400018,0.0001,0.0,0.0,0.0,0.0],[1638979200010,0.0001,0.0,0.0,0.0,0.0],[1639008000010,0.0001,0.0,0.0,0.0,0.0],[1639036800000,0.0001,0.0,0.0,0.0,0.0],[1639065600000,0.0001,0.0,0.0,0.0,0.0],[1639094400000,0.0001,0.0,0.0,0.0,0.0],[1639123200008,0.0001,0.0,0.0,0.0,0.0],[1639152000012,0.00008995,0.0,0.0,0.0,0.0],[1639180800009,0.0001,0.0,0.0,0.0,0.0],[1639209600008,-0.00002574,0.0,0.0,0.0,0.0],[1639238400000,-0.00002024,0.0,0.0,0.0,0.0],[1639267200001,-0.00008282,0.0,0.0,0.0,0.0],[1639296000015,0.0001,0.0,0.0,0.0,0.0],[1639324800011,0.00008752,0.0,0.0,0.0,0.0],[1639353600006,0.0001,0.0,0.0,0.0,0.0],[1639382400019,0.0001,0.0,0.0,0.0,0.0],[1639411200000,0.0001,0.0,0.0,0.0,0.0],[1639440000004,0.00007825,0.0,0.0,0.0,0.0],[1639468800000,0.00007108,0.0,0.0,0.0,0.0],[1639497600015,0.0001,0.0,0.0,0.0,0.0],[1639526400000,0.0001,0.0,0.0,0.0,0.0],[1639555200008,0.0001,0.0,0.0,0.0,0.0],[1639584000005,0.0001,0.0,0.0,0.0,0.0],[1639612800006,0.0001,0.0,0.0,0.0,0.0],[1639641600009,0.0001,0.0,0.0,0.0,0.0],[1639670400000,0.0001,0.0,0.0,0.0,0.0],[1639699200000,0.0001,0.0,0.0,0.0,0.0],[1639728000005,0.0001,0.0,0.0,0.0,0.0],[1639756800006,0.0001,0.0,0.0,0.0,0.0],[1639785600014,0.0001,0.0,0.0,0.0,0.0]]
tests/testdata/futures/XRP_USDT_USDT-8h-mark.feather
Vendored
BIN
View File
Binary file not shown.
tests/testdata/futures/XRP_USDT_USDT-8h-mark.json
Vendored
-1
View File
File diff suppressed because one or more lines are too long