Feature/fill missing candles

CSV_DATA_FEATURE.md

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+# CSV Data Feature for Jesse Trading Framework
+
+This feature adds support for loading custom data from CSV files for backtesting and hyperparameter optimization in Jesse.
+
+## Overview
+
+The CSV data feature allows you to:
+- Load tick data from CSV files
+- Aggregate tick data into OHLCV candles
+- Use custom data sources for backtesting
+- Import CSV data into Jesse database
+- Access CSV data through REST API endpoints
+
+## Features
+
+### 1. CSV Data Provider (`jesse/services/csv_data_provider.py`)
+- Loads tick data from CSV files
+- Aggregates tick data into various timeframes (1m, 5m, 1h, etc.)
+- Supports data caching for performance
+- Handles large CSV files efficiently
+
+### 2. CSV Parser (`jesse/services/csv_parser.py`)
+- Parses various CSV formats
+- Auto-detects column names
+- Converts timestamps to Jesse format
+- Supports different timestamp formats
+
+### 3. API Endpoints (`jesse/controllers/csv_controller.py`)
+- `/csv/symbols` - Get available symbols
+- `/csv/symbols/{symbol}/info` - Get symbol information
+- `/csv/symbols/{symbol}/timeframes` - Get available timeframes
+- `/csv/import` - Import symbol to database
+- `/csv/candles` - Get candles from CSV data
+- `/csv/preview/{symbol}` - Preview CSV data
+- `/csv/clear-cache` - Clear data cache
+
+## Supported CSV Format
+
+The feature supports CSV files with the following format:
+```csv
+t,p,v
+1672444800000,0.005288,0.0
+1672444800001,0.005288,0.0
+1672444800002,0.005288,0.0
+```
+
+Where:
+- `t` - timestamp in milliseconds
+- `p` - price
+- `v` - volume
+
+## Usage
+
+### 1. Prepare Your Data
+
+Place your CSV files in the following structure:
+```
+/Users/alxy/Downloads/Fond/KucoinData/
+├── SYMBOL1/
+│   └── price.csv
+├── SYMBOL2/
+│   └── price.csv
+└── ...
+```
+
+### 2. Start Jesse Server
+
+```bash
+jesse run
+```
+
+### 3. Access CSV Endpoints
+
+The CSV endpoints are available at `http://localhost:9000/csv/`
+
+### 4. Import Data for Backtesting
+
+#### Using API:
+
+```bash
+# Get available symbols
+curl -X GET "http://localhost:9000/csv/symbols" \
+  -H "Authorization: Bearer YOUR_TOKEN"
+
+# Import a symbol to database
+curl -X POST "http://localhost:9000/csv/import" \
+  -H "Authorization: Bearer YOUR_TOKEN" \
+  -H "Content-Type: application/json" \
+  -d '{
+    "symbol": "ACH",
+    "timeframe": "1m",
+    "exchange": "custom"
+  }'
+
+# Get candles
+curl -X GET "http://localhost:9000/csv/candles?symbol=ACH&timeframe=1m" \
+  -H "Authorization: Bearer YOUR_TOKEN"
+```
+
+#### Using Python:
+
+```python
+from jesse.services.csv_data_provider import csv_data_provider
+
+# Get available symbols
+symbols = csv_data_provider.get_available_symbols()
+print(f"Available symbols: {symbols}")
+
+# Get candles for a symbol
+candles = csv_data_provider.get_candles(
+    symbol="ACH",
+    timeframe="1m",
+    start_date=1672444800000,  # Optional
+    finish_date=1672531200000  # Optional
+)
+
+# Import to database
+success = csv_data_provider.save_candles_to_database(
+    symbol="ACH",
+    timeframe="1m",
+    exchange="custom"
+)
+```
+
+### 5. Use in Backtesting
+
+Once data is imported, you can use it in backtesting by setting the exchange to "custom":
+
+```python
+# In your backtest configuration
+routes = [
+    {
+        "exchange": "custom",
+        "symbol": "ACH",
+        "timeframe": "1m",
+        "strategy": "YourStrategy"
+    }
+]
+```
+
+## Configuration
+
+### Data Directory
+
+By default, the CSV data provider looks for data in `/Users/alxy/Downloads/Fond/KucoinData/`. You can change this by modifying the `data_directory` parameter in `csv_data_provider.py`:
+
+```python
+csv_data_provider = CSVDataProvider(data_directory="/path/to/your/data")
+```
+
+### Supported Timeframes
+
+The feature supports all standard Jesse timeframes:
+- 1m, 3m, 5m, 15m, 30m, 45m
+- 1h, 2h, 3h, 4h, 6h, 8h, 12h
+- 1d, 3d, 1w, 1M
+
+## Performance Considerations
+
+- Large CSV files are processed efficiently using pandas
+- Data is cached in memory for repeated access
+- Use `clear_cache()` to free memory when needed
+- Consider using smaller date ranges for very large datasets
+
+## Error Handling
+
+The feature includes comprehensive error handling:
+- File not found errors
+- Invalid CSV format errors
+- Memory errors for very large files
+- Database connection errors
+
+## Testing
+
+Run the test script to verify functionality:
+
+```bash
+python test_csv_simple.py
+```
+
+This will test:
+- Data directory structure
+- CSV file reading
+- Data aggregation
+- Basic functionality
+
+## API Reference
+
+### GET /csv/symbols
+Get list of available symbols.
+
+**Response:**
+```json
+{
+  "symbols": ["ACH", "BTC", "ETH", ...]
+}
+```
+
+### GET /csv/symbols/{symbol}/info
+Get information about a specific symbol.
+
+**Response:**
+```json
+{
+  "info": {
+    "symbol": "ACH",
+    "start_time": 1672444800000,
+    "end_time": 1758585540003,
+    "start_date": "2023-01-01",
+    "end_date": "2025-09-22",
+    "file_path": "/path/to/file.csv",
+    "file_size": 178916630
+  }
+}
+```
+
+### POST /csv/import
+Import a symbol to Jesse database.
+
+**Request:**
+```json
+{
+  "symbol": "ACH",
+  "timeframe": "1m",
+  "exchange": "custom",
+  "start_date": "2023-01-01",
+  "finish_date": "2023-12-31"
+}
+```
+
+**Response:**
+```json
+{
+  "message": "Successfully imported ACH to database",
+  "symbol": "ACH",
+  "timeframe": "1m",
+  "exchange": "custom"
+}
+```
+
+### GET /csv/candles
+Get candles from CSV data.
+
+**Parameters:**
+- `symbol` - Symbol name
+- `timeframe` - Timeframe (default: 1m)
+- `exchange` - Exchange name (default: custom)
+- `start_date` - Start date (optional)
+- `finish_date` - Finish date (optional)
+
+**Response:**
+```json
+{
+  "candles": [
+    {
+      "time": 1672444800,
+      "open": 0.005288,
+      "close": 0.005288,
+      "high": 0.005288,
+      "low": 0.005288,
+      "volume": 0.0
+    }
+  ],
+  "count": 1426275,
+  "symbol": "ACH",
+  "timeframe": "1m",
+  "exchange": "custom"
+}
+```
+
+## Troubleshooting
+
+### Common Issues
+
+1. **File not found**: Make sure CSV files are in the correct directory structure
+2. **Memory errors**: Use smaller date ranges or clear cache
+3. **Invalid format**: Ensure CSV files have the correct format (t,p,v)
+4. **Database errors**: Check database connection and permissions
+
+### Debug Mode
+
+Enable debug logging to see detailed information:
+
+```python
+import logging
+logging.basicConfig(level=logging.DEBUG)
+```
+
+## Contributing
+
+When contributing to this feature:
+1. Follow the existing code style
+2. Add tests for new functionality
+3. Update documentation
+4. Test with various CSV formats
+
+## License
+
+This feature is part of the Jesse trading framework and follows the same license terms.