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Merge pull request #379 from kryofly/testdata-download2

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support download for multiple testdata sets
This commit is contained in:
Samuel Husso 2018-01-14 09:42:53 +02:00 committed by GitHub
commit 6aa812aa0c
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4 changed files with 68 additions and 16 deletions
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15
docs/backtesting.md
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@ -51,6 +51,21 @@ python3 ./freqtrade/main.py backtesting --realistic-simulation --live
python3 ./freqtrade/main.py backtesting --datadir freqtrade/tests/testdata-20180101
```
To update your testdata directory, or download into another testdata directory:
```bash
mkdir freqtrade/tests/testdata-20180113
cp freqtrade/tests/testdata/pairs.json freqtrade/tests/testdata-20180113
cd freqtrade/tests/testdata-20180113
Possibly edit pairs.json file to include/exclude pairs
python download_backtest_data.py -p pairs.json
```
The script will read your pairs.json file, and download ticker data
into the current working directory.
For help about backtesting usage, please refer to
[Backtesting commands](#backtesting-commands).

5
freqtrade/misc.py
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@ -15,6 +15,11 @@ from freqtrade import __version__
logger = logging.getLogger(__name__)
def file_dump_json(filename, data):
with open(filename, 'w') as fp:
json.dump(data, fp)
class State(enum.Enum):
RUNNING = 0
STOPPED = 1

41
freqtrade/tests/testdata/download_backtest_data.py vendored
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@ -1,29 +1,38 @@
#!/usr/bin/env python3
"""This script generate json data from bittrex"""
import sys
import json
from os import path
from freqtrade import exchange
from freqtrade.exchange import Bittrex
from freqtrade import misc
PAIRS = [
'BTC_BCC', 'BTC_ETH', 'BTC_MER', 'BTC_POWR', 'BTC_ETC',
'BTC_OK', 'BTC_NEO', 'BTC_EMC2', 'BTC_DASH', 'BTC_LSK',
'BTC_LTC', 'BTC_XZC', 'BTC_OMG', 'BTC_STRAT', 'BTC_XRP',
'BTC_QTUM', 'BTC_WAVES', 'BTC_VTC', 'BTC_XLM', 'BTC_MCO'
]
TICKER_INTERVAL = 5 # ticker interval in minutes (currently implemented: 1 and 5)
OUTPUT_DIR = path.dirname(path.realpath(__file__))
parser = misc.common_args_parser('download utility')
parser.add_argument(
'-p', '--pair',
help='JSON file containing pairs to download',
dest='pair',
default=None
)
args = parser.parse_args(sys.argv[1:])
TICKER_INTERVALS = [1, 5] # ticker interval in minutes (currently implemented: 1 and 5)
PAIRS = []
if args.pair:
with open(args.pair) as file:
PAIRS = json.load(file)
PAIRS = list(set(PAIRS))
print('About to download pairs:', PAIRS)
# Init Bittrex exchange
exchange._API = Bittrex({'key': '', 'secret': ''})
for pair in PAIRS:
data = exchange.get_ticker_history(pair, TICKER_INTERVAL)
filename = path.join(OUTPUT_DIR, '{}-{}.json'.format(
pair,
TICKER_INTERVAL,
))
with open(filename, 'w') as fp:
json.dump(data, fp)
for tick_interval in TICKER_INTERVALS:
print('downloading pair %s, interval %s' % (pair, tick_interval))
data = exchange.get_ticker_history(pair, tick_interval)
filename = '{}-{}.json'.format(pair, tick_interval)
misc.file_dump_json(filename, data)

23
freqtrade/tests/testdata/pairs.json vendored Normal file
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@ -0,0 +1,23 @@
[
"BTC_ADA",
"BTC_BAT",
"BTC_DASH",
"BTC_ETC",
"BTC_ETH",
"BTC_GBYTE",
"BTC_LSK",
"BTC_LTC",
"BTC_NEO",
"BTC_NXT",
"BTC_POWR",
"BTC_STORJ",
"BTC_QTUM",
"BTC_WAVES",
"BTC_VTC",
"BTC_XLM",
"BTC_XMR",
"BTC_XVG",
"BTC_XRP",
"BTC_ZEC"
]