Update default dataformat to feather
This commit is contained in:
@@ -206,6 +206,6 @@
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"recursive_strategy_search": false,
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"recursive_strategy_search": false,
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"add_config_files": [],
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"add_config_files": [],
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"reduce_df_footprint": false,
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"reduce_df_footprint": false,
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"dataformat_ohlcv": "json",
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"dataformat_ohlcv": "feather",
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"dataformat_trades": "jsongz"
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"dataformat_trades": "feather"
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}
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}
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@@ -446,12 +446,12 @@ CONF_SCHEMA = {
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'dataformat_ohlcv': {
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'dataformat_ohlcv': {
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'type': 'string',
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'type': 'string',
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'enum': AVAILABLE_DATAHANDLERS,
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'enum': AVAILABLE_DATAHANDLERS,
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'default': 'json'
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'default': 'feather'
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},
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},
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'dataformat_trades': {
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'dataformat_trades': {
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'type': 'string',
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'type': 'string',
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'enum': AVAILABLE_DATAHANDLERS_TRADES,
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'enum': AVAILABLE_DATAHANDLERS_TRADES,
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'default': 'jsongz'
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'default': 'feather'
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},
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},
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'position_adjustment_enable': {'type': 'boolean'},
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'position_adjustment_enable': {'type': 'boolean'},
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'max_entry_position_adjustment': {'type': ['integer', 'number'], 'minimum': -1},
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'max_entry_position_adjustment': {'type': ['integer', 'number'], 'minimum': -1},
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@@ -310,7 +310,7 @@ class DataProvider:
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timeframe=timeframe or self._config['timeframe'],
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timeframe=timeframe or self._config['timeframe'],
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datadir=self._config['datadir'],
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datadir=self._config['datadir'],
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timerange=timerange,
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timerange=timerange,
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data_format=self._config.get('dataformat_ohlcv', 'json'),
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data_format=self._config.get('dataformat_ohlcv', 'feather'),
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candle_type=_candle_type,
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candle_type=_candle_type,
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)
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)
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@@ -69,7 +69,7 @@ def load_data(datadir: Path,
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fill_up_missing: bool = True,
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fill_up_missing: bool = True,
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startup_candles: int = 0,
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startup_candles: int = 0,
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fail_without_data: bool = False,
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fail_without_data: bool = False,
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data_format: str = 'json',
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data_format: str = 'feather',
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candle_type: CandleType = CandleType.SPOT,
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candle_type: CandleType = CandleType.SPOT,
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user_futures_funding_rate: Optional[int] = None,
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user_futures_funding_rate: Optional[int] = None,
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) -> Dict[str, DataFrame]:
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) -> Dict[str, DataFrame]:
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@@ -394,7 +394,7 @@ def _download_trades_history(exchange: Exchange,
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def refresh_backtest_trades_data(exchange: Exchange, pairs: List[str], datadir: Path,
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def refresh_backtest_trades_data(exchange: Exchange, pairs: List[str], datadir: Path,
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timerange: TimeRange, new_pairs_days: int = 30,
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timerange: TimeRange, new_pairs_days: int = 30,
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erase: bool = False, data_format: str = 'jsongz') -> List[str]:
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erase: bool = False, data_format: str = 'feather') -> List[str]:
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"""
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"""
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Refresh stored trades data for backtesting and hyperopt operations.
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Refresh stored trades data for backtesting and hyperopt operations.
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Used by freqtrade download-data subcommand.
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Used by freqtrade download-data subcommand.
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@@ -427,8 +427,8 @@ def convert_trades_to_ohlcv(
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datadir: Path,
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datadir: Path,
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timerange: TimeRange,
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timerange: TimeRange,
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erase: bool = False,
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erase: bool = False,
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data_format_ohlcv: str = 'json',
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data_format_ohlcv: str = 'feather',
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data_format_trades: str = 'jsongz',
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data_format_trades: str = 'feather',
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candle_type: CandleType = CandleType.SPOT
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candle_type: CandleType = CandleType.SPOT
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) -> None:
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) -> None:
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"""
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"""
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@@ -115,7 +115,7 @@ class Edge:
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exchange=self.exchange,
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exchange=self.exchange,
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timeframe=self.strategy.timeframe,
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timeframe=self.strategy.timeframe,
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timerange=timerange_startup,
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timerange=timerange_startup,
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data_format=self.config.get('dataformat_ohlcv', 'json'),
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data_format=self.config.get('dataformat_ohlcv', 'feather'),
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candle_type=self.config.get('candle_type_def', CandleType.SPOT),
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candle_type=self.config.get('candle_type_def', CandleType.SPOT),
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)
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)
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# Download informative pairs too
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# Download informative pairs too
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@@ -132,7 +132,7 @@ class Edge:
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exchange=self.exchange,
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exchange=self.exchange,
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timeframe=timeframe,
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timeframe=timeframe,
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timerange=timerange_startup,
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timerange=timerange_startup,
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data_format=self.config.get('dataformat_ohlcv', 'json'),
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data_format=self.config.get('dataformat_ohlcv', 'feather'),
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candle_type=self.config.get('candle_type_def', CandleType.SPOT),
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candle_type=self.config.get('candle_type_def', CandleType.SPOT),
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)
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)
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@@ -142,7 +142,7 @@ class Edge:
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timeframe=self.strategy.timeframe,
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timeframe=self.strategy.timeframe,
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timerange=self._timerange,
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timerange=self._timerange,
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startup_candles=self.strategy.startup_candle_count,
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startup_candles=self.strategy.startup_candle_count,
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data_format=self.config.get('dataformat_ohlcv', 'json'),
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data_format=self.config.get('dataformat_ohlcv', 'feather'),
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candle_type=self.config.get('candle_type_def', CandleType.SPOT),
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candle_type=self.config.get('candle_type_def', CandleType.SPOT),
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)
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)
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@@ -635,7 +635,7 @@ class FreqaiDataDrawer:
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timeframe=tf,
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timeframe=tf,
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pair=pair,
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pair=pair,
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timerange=timerange,
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timerange=timerange,
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data_format=self.config.get("dataformat_ohlcv", "json"),
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data_format=self.config.get("dataformat_ohlcv", "feather"),
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candle_type=self.config.get("candle_type_def", CandleType.SPOT),
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candle_type=self.config.get("candle_type_def", CandleType.SPOT),
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)
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)
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@@ -50,7 +50,7 @@ def download_all_data_for_training(dp: DataProvider, config: Config) -> None:
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timerange=timerange,
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timerange=timerange,
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new_pairs_days=new_pairs_days,
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new_pairs_days=new_pairs_days,
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erase=False,
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erase=False,
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data_format=config.get("dataformat_ohlcv", "json"),
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data_format=config.get("dataformat_ohlcv", "feather"),
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trading_mode=config.get("trading_mode", "spot"),
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trading_mode=config.get("trading_mode", "spot"),
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prepend=config.get("prepend_data", False),
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prepend=config.get("prepend_data", False),
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)
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)
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@@ -239,7 +239,7 @@ class Backtesting:
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timerange=self.timerange,
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timerange=self.timerange,
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startup_candles=self.config['startup_candle_count'],
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startup_candles=self.config['startup_candle_count'],
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fail_without_data=True,
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fail_without_data=True,
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data_format=self.config.get('dataformat_ohlcv', 'json'),
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data_format=self.config.get('dataformat_ohlcv', 'feather'),
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candle_type=self.config.get('candle_type_def', CandleType.SPOT)
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candle_type=self.config.get('candle_type_def', CandleType.SPOT)
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)
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)
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@@ -268,7 +268,7 @@ class Backtesting:
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timerange=self.timerange,
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timerange=self.timerange,
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startup_candles=0,
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startup_candles=0,
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fail_without_data=True,
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fail_without_data=True,
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data_format=self.config.get('dataformat_ohlcv', 'json'),
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data_format=self.config.get('dataformat_ohlcv', 'feather'),
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candle_type=self.config.get('candle_type_def', CandleType.SPOT)
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candle_type=self.config.get('candle_type_def', CandleType.SPOT)
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)
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)
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else:
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else:
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@@ -282,7 +282,7 @@ class Backtesting:
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timerange=self.timerange,
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timerange=self.timerange,
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startup_candles=0,
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startup_candles=0,
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fail_without_data=True,
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fail_without_data=True,
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data_format=self.config.get('dataformat_ohlcv', 'json'),
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data_format=self.config.get('dataformat_ohlcv', 'feather'),
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candle_type=CandleType.FUNDING_RATE
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candle_type=CandleType.FUNDING_RATE
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)
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)
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@@ -294,7 +294,7 @@ class Backtesting:
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timerange=self.timerange,
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timerange=self.timerange,
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startup_candles=0,
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startup_candles=0,
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fail_without_data=True,
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fail_without_data=True,
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data_format=self.config.get('dataformat_ohlcv', 'json'),
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data_format=self.config.get('dataformat_ohlcv', 'feather'),
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candle_type=CandleType.from_string(self.exchange.get_option("mark_ohlcv_price"))
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candle_type=CandleType.from_string(self.exchange.get_option("mark_ohlcv_price"))
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)
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)
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# Combine data to avoid combining the data per trade.
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# Combine data to avoid combining the data per trade.
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@@ -55,7 +55,7 @@ def init_plotscript(config, markets: List, startup_candles: int = 0):
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timeframe=config['timeframe'],
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timeframe=config['timeframe'],
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timerange=timerange,
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timerange=timerange,
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startup_candles=startup_candles,
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startup_candles=startup_candles,
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data_format=config.get('dataformat_ohlcv', 'json'),
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data_format=config.get('dataformat_ohlcv', 'feather'),
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candle_type=config.get('candle_type_def', CandleType.SPOT)
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candle_type=config.get('candle_type_def', CandleType.SPOT)
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)
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)
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@@ -1245,7 +1245,7 @@ class RPC:
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pairs=[pair],
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pairs=[pair],
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timeframe=timeframe,
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timeframe=timeframe,
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timerange=timerange_parsed,
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timerange=timerange_parsed,
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data_format=config.get('dataformat_ohlcv', 'json'),
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data_format=config.get('dataformat_ohlcv', 'feather'),
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candle_type=config.get('candle_type_def', CandleType.SPOT)
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candle_type=config.get('candle_type_def', CandleType.SPOT)
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)
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)
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if pair not in _data:
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if pair not in _data:
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@@ -64,7 +64,7 @@ def migrate_binance_futures_data(config: Config):
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return
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return
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from freqtrade.data.history.idatahandler import get_datahandler
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from freqtrade.data.history.idatahandler import get_datahandler
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dhc = get_datahandler(config['datadir'], config.get('dataformat_ohlcv', 'json'))
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dhc = get_datahandler(config['datadir'], config.get('dataformat_ohlcv', 'feather'))
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paircombs = dhc.ohlcv_get_available_data(
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paircombs = dhc.ohlcv_get_available_data(
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config['datadir'],
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config['datadir'],
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