chore: ensure date-column is in ms range
This commit is contained in:
@@ -1,6 +1,6 @@
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import logging
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import logging
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from pandas import DataFrame, read_feather, to_datetime
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from pandas import DataFrame, read_feather
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from pyarrow import dataset
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from pyarrow import dataset
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from freqtrade.configuration import TimeRange
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from freqtrade.configuration import TimeRange
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@@ -71,7 +71,7 @@ class FeatherDataHandler(IDataHandler):
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"volume": "float",
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"volume": "float",
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}
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}
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)
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)
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pairdata["date"] = to_datetime(pairdata["date"], unit="ms", utc=True)
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pairdata["date"] = pairdata["date"].dt.as_unit("ms")
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return pairdata
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return pairdata
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except Exception as e:
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except Exception as e:
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logger.exception(
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logger.exception(
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@@ -80,7 +80,7 @@ class JsonDataHandler(IDataHandler):
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"volume": "float",
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"volume": "float",
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}
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}
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)
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)
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pairdata["date"] = to_datetime(pairdata["date"], unit="ms", utc=True)
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pairdata["date"] = to_datetime(pairdata["date"], unit="ms", utc=True).dt.as_unit("ms")
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return pairdata
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return pairdata
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def ohlcv_append(
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def ohlcv_append(
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@@ -1,6 +1,6 @@
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import logging
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import logging
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from pandas import DataFrame, read_parquet, to_datetime
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from pandas import DataFrame, read_parquet
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from freqtrade.configuration import TimeRange
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from freqtrade.configuration import TimeRange
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from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS
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from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS
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@@ -68,7 +68,7 @@ class ParquetDataHandler(IDataHandler):
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"volume": "float",
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"volume": "float",
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}
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}
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)
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)
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pairdata["date"] = to_datetime(pairdata["date"], unit="ms", utc=True)
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pairdata["date"] = pairdata["date"].dt.as_unit("ms")
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return pairdata
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return pairdata
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except Exception as e:
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except Exception as e:
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logger.exception(
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logger.exception(
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+6
-6
@@ -176,20 +176,20 @@ def generate_test_data(
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base = np.random.normal(base, 2, size=size)
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base = np.random.normal(base, 2, size=size)
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if timeframe == "1y":
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if timeframe == "1y":
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date = pd.date_range(start, periods=size, freq="1YS", tz="UTC")
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date = pd.date_range(start, periods=size, freq="1YS", tz="UTC", unit="ms")
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elif timeframe == "1M":
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elif timeframe == "1M":
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date = pd.date_range(start, periods=size, freq="1MS", tz="UTC")
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date = pd.date_range(start, periods=size, freq="1MS", tz="UTC", unit="ms")
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elif timeframe == "3M":
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elif timeframe == "3M":
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date = pd.date_range(start, periods=size, freq="3MS", tz="UTC")
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date = pd.date_range(start, periods=size, freq="3MS", tz="UTC", unit="ms")
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elif timeframe == "1w" or timeframe == "7d":
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elif timeframe == "1w" or timeframe == "7d":
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date = pd.date_range(start, periods=size, freq="1W-MON", tz="UTC")
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date = pd.date_range(start, periods=size, freq="1W-MON", tz="UTC", unit="ms")
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else:
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else:
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tf_mins = timeframe_to_minutes(timeframe)
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tf_mins = timeframe_to_minutes(timeframe)
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if tf_mins >= 1:
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if tf_mins >= 1:
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date = pd.date_range(start, periods=size, freq=f"{tf_mins}min", tz="UTC")
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date = pd.date_range(start, periods=size, freq=f"{tf_mins}min", tz="UTC", unit="ms")
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else:
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else:
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tf_secs = timeframe_to_seconds(timeframe)
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tf_secs = timeframe_to_seconds(timeframe)
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date = pd.date_range(start, periods=size, freq=f"{tf_secs}s", tz="UTC")
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date = pd.date_range(start, periods=size, freq=f"{tf_secs}s", tz="UTC", unit="ms")
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df = pd.DataFrame(
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df = pd.DataFrame(
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{
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{
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"date": date,
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"date": date,
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