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Refactor downloading ohlcv from utils to history

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This commit is contained in:
Matthias 2019-08-25 15:01:27 +02:00
parent 95920f3b6b
commit 3232251fea
2 changed files with 37 additions and 24 deletions
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29
freqtrade/data/history.py
View File

@ -280,6 +280,35 @@ def download_pair_history(datadir: Optional[Path],
return False
def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes: List[str],
dl_path: Path, timerange: TimeRange,
erase=False) -> List[str]:
"""
Refresh stored ohlcv data for backtesting and hyperopt operations.
Used by freqtrade download-data
:return: Pairs not available
"""
pairs_not_available = []
for pair in pairs:
if pair not in exchange.markets:
pairs_not_available.append(pair)
logger.info(f"Skipping pair {pair}...")
continue
for ticker_interval in timeframes:
dl_file = pair_data_filename(dl_path, pair, ticker_interval)
if erase and dl_file.exists():
logger.info(
f'Deleting existing data for pair {pair}, interval {ticker_interval}.')
dl_file.unlink()
logger.info(f'Downloading pair {pair}, interval {ticker_interval}.')
download_pair_history(datadir=dl_path, exchange=exchange,
pair=pair, ticker_interval=str(ticker_interval),
timerange=timerange)
return pairs_not_available
def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]:
"""
Get the maximum timeframe for the given backtest data

32
freqtrade/utils.py
View File

@ -2,13 +2,13 @@ import logging
import sys
from argparse import Namespace
from pathlib import Path
from typing import Any, Dict
from typing import Any, Dict, List
import arrow
from freqtrade.configuration import Configuration, TimeRange
from freqtrade.configuration.directory_operations import create_userdata_dir
from freqtrade.data.history import download_pair_history
from freqtrade.data.history import refresh_backtest_ohlcv_data
from freqtrade.exchange import available_exchanges
from freqtrade.resolvers import ExchangeResolver
from freqtrade.state import RunMode
@ -75,39 +75,23 @@ def start_download_data(args: Namespace) -> None:
logger.info(f'About to download pairs: {config["pairs"]}, '
f'intervals: {config["timeframes"]} to {dl_path}')
pairs_not_available = []
pairs_not_available: List[str] = []
try:
# Init exchange
exchange = ExchangeResolver(config['exchange']['name'], config).exchange
for pair in config["pairs"]:
if pair not in exchange.markets:
pairs_not_available.append(pair)
logger.info(f"Skipping pair {pair}...")
continue
for ticker_interval in config["timeframes"]:
pair_print = pair.replace('/', '_')
filename = f'{pair_print}-{ticker_interval}.json'
dl_file = dl_path.joinpath(filename)
if config.get("erase") and dl_file.exists():
logger.info(
f'Deleting existing data for pair {pair}, interval {ticker_interval}.')
dl_file.unlink()
logger.info(f'Downloading pair {pair}, interval {ticker_interval}.')
download_pair_history(datadir=dl_path, exchange=exchange,
pair=pair, ticker_interval=str(ticker_interval),
timerange=timerange)
pairs_not_available = refresh_backtest_ohlcv_data(
exchange, pairs=config["pairs"], timeframes=config["timeframes"],
dl_path=Path(config['datadir']), timerange=timerange, erase=config.get("erase"))
except KeyboardInterrupt:
sys.exit("SIGINT received, aborting ...")
finally:
if pairs_not_available:
logger.info(
f"Pairs [{','.join(pairs_not_available)}] not available "
f"on exchange {config['exchange']['name']}.")
logger.info(f"Pairs [{','.join(pairs_not_available)}] not available "
f"on exchange {config['exchange']['name']}.")
# configuration.resolve_pairs_list()
print(config)