mirror of
https://github.com/freqtrade/freqtrade.git
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Merge pull request #10529 from freqtrade/feat/list-data-trades
add --trades to list-data command
This commit is contained in:
Matthias
GitHub
commit
6fc2a604b4
17
README.md
17
README.md
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@ -86,41 +86,50 @@ For further (native) installation methods, please refer to the [Installation doc
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```
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usage: freqtrade [-h] [-V]
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{trade,create-userdir,new-config,new-strategy,download-data,convert-data,convert-trade-data,list-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,install-ui,plot-dataframe,plot-profit,webserver}
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{trade,create-userdir,new-config,show-config,new-strategy,download-data,convert-data,convert-trade-data,trades-to-ohlcv,list-data,backtesting,backtesting-show,backtesting-analysis,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-markets,list-pairs,list-strategies,list-freqaimodels,list-timeframes,show-trades,test-pairlist,convert-db,install-ui,plot-dataframe,plot-profit,webserver,strategy-updater,lookahead-analysis,recursive-analysis}
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...
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Free, open source crypto trading bot
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positional arguments:
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{trade,create-userdir,new-config,new-strategy,download-data,convert-data,convert-trade-data,list-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,install-ui,plot-dataframe,plot-profit,webserver}
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{trade,create-userdir,new-config,show-config,new-strategy,download-data,convert-data,convert-trade-data,trades-to-ohlcv,list-data,backtesting,backtesting-show,backtesting-analysis,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-markets,list-pairs,list-strategies,list-freqaimodels,list-timeframes,show-trades,test-pairlist,convert-db,install-ui,plot-dataframe,plot-profit,webserver,strategy-updater,lookahead-analysis,recursive-analysis}
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trade Trade module.
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create-userdir Create user-data directory.
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new-config Create new config
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show-config Show resolved config
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new-strategy Create new strategy
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download-data Download backtesting data.
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convert-data Convert candle (OHLCV) data from one format to
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another.
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convert-trade-data Convert trade data from one format to another.
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trades-to-ohlcv Convert trade data to OHLCV data.
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list-data List downloaded data.
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backtesting Backtesting module.
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backtesting-show Show past Backtest results
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backtesting-analysis
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Backtest Analysis module.
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edge Edge module.
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hyperopt Hyperopt module.
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hyperopt-list List Hyperopt results
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hyperopt-show Show details of Hyperopt results
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list-exchanges Print available exchanges.
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list-hyperopts Print available hyperopt classes.
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list-markets Print markets on exchange.
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list-pairs Print pairs on exchange.
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list-strategies Print available strategies.
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list-freqaimodels Print available freqAI models.
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list-timeframes Print available timeframes for the exchange.
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show-trades Show trades.
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test-pairlist Test your pairlist configuration.
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convert-db Migrate database to different system
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install-ui Install FreqUI
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plot-dataframe Plot candles with indicators.
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plot-profit Generate plot showing profits.
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webserver Webserver module.
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strategy-updater updates outdated strategy files to the current version
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lookahead-analysis Check for potential look ahead bias.
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recursive-analysis Check for potential recursive formula issue.
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optional arguments:
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options:
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-h, --help show this help message and exit
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-V, --version show program's version number and exit
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@ -12,41 +12,50 @@ This page explains the different parameters of the bot and how to run it.
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```
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usage: freqtrade [-h] [-V]
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{trade,create-userdir,new-config,new-strategy,download-data,convert-data,convert-trade-data,list-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,install-ui,plot-dataframe,plot-profit,webserver}
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{trade,create-userdir,new-config,show-config,new-strategy,download-data,convert-data,convert-trade-data,trades-to-ohlcv,list-data,backtesting,backtesting-show,backtesting-analysis,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-markets,list-pairs,list-strategies,list-freqaimodels,list-timeframes,show-trades,test-pairlist,convert-db,install-ui,plot-dataframe,plot-profit,webserver,strategy-updater,lookahead-analysis,recursive-analysis}
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...
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Free, open source crypto trading bot
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positional arguments:
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{trade,create-userdir,new-config,new-strategy,download-data,convert-data,convert-trade-data,list-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,install-ui,plot-dataframe,plot-profit,webserver}
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{trade,create-userdir,new-config,show-config,new-strategy,download-data,convert-data,convert-trade-data,trades-to-ohlcv,list-data,backtesting,backtesting-show,backtesting-analysis,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-markets,list-pairs,list-strategies,list-freqaimodels,list-timeframes,show-trades,test-pairlist,convert-db,install-ui,plot-dataframe,plot-profit,webserver,strategy-updater,lookahead-analysis,recursive-analysis}
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trade Trade module.
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create-userdir Create user-data directory.
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new-config Create new config
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show-config Show resolved config
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new-strategy Create new strategy
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download-data Download backtesting data.
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convert-data Convert candle (OHLCV) data from one format to
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another.
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convert-trade-data Convert trade data from one format to another.
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trades-to-ohlcv Convert trade data to OHLCV data.
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list-data List downloaded data.
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backtesting Backtesting module.
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backtesting-show Show past Backtest results
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backtesting-analysis
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Backtest Analysis module.
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edge Edge module.
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hyperopt Hyperopt module.
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hyperopt-list List Hyperopt results
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hyperopt-show Show details of Hyperopt results
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list-exchanges Print available exchanges.
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list-hyperopts Print available hyperopt classes.
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list-markets Print markets on exchange.
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list-pairs Print pairs on exchange.
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list-strategies Print available strategies.
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list-freqaimodels Print available freqAI models.
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list-timeframes Print available timeframes for the exchange.
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show-trades Show trades.
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test-pairlist Test your pairlist configuration.
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convert-db Migrate database to different system
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install-ui Install FreqUI
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plot-dataframe Plot candles with indicators.
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plot-profit Generate plot showing profits.
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webserver Webserver module.
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strategy-updater updates outdated strategy files to the current version
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lookahead-analysis Check for potential look ahead bias.
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recursive-analysis Check for potential recursive formula issue.
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optional arguments:
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options:
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-h, --help show this help message and exit
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-V, --version show program's version number and exit
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@ -423,7 +423,8 @@ You can get a list of downloaded data using the `list-data` sub-command.
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usage: freqtrade list-data [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
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[--userdir PATH] [--exchange EXCHANGE]
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[--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}]
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[-p PAIRS [PAIRS ...]]
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[--data-format-trades {json,jsongz,hdf5,feather,parquet}]
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[--trades] [-p PAIRS [PAIRS ...]]
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[--trading-mode {spot,margin,futures}]
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[--show-timerange]
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@ -433,6 +434,10 @@ options:
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--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}
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Storage format for downloaded candle (OHLCV) data.
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(default: `feather`).
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--data-format-trades {json,jsongz,hdf5,feather,parquet}
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Storage format for downloaded trades data. (default:
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`feather`).
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--trades Work on trades data instead of OHLCV data.
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-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
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Limit command to these pairs. Pairs are space-
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separated.
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@ -466,12 +471,28 @@ Common arguments:
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> freqtrade list-data --userdir ~/.freqtrade/user_data/
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Found 33 pair / timeframe combinations.
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pairs timeframe
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---------- -----------------------------------------
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ADA/BTC 5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d
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ADA/ETH 5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d
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ETH/BTC 5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d
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ETH/USDT 5m, 15m, 30m, 1h, 2h, 4h
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┏━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━┓
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┃ Pair ┃ Timeframe ┃ Type ┃
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┡━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━┩
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│ ADA/BTC │ 5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d │ spot │
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│ ADA/ETH │ 5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d │ spot │
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│ ETH/BTC │ 5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d │ spot │
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│ ETH/USDT │ 5m, 15m, 30m, 1h, 2h, 4h │ spot │
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└───────────────┴───────────────────────────────────────────┴──────┘
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```
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Show all trades data including from/to timerange
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``` bash
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> freqtrade list-data --show --trades
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Found trades data for 1 pair.
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┏━━━━━━━━━┳━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┓
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┃ Pair ┃ Type ┃ From ┃ To ┃ Trades ┃
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┡━━━━━━━━━╇━━━━━━╇━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━┩
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│ XRP/ETH │ spot │ 2019-10-11 00:00:11 │ 2019-10-13 11:19:28 │ 12477 │
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└─────────┴──────┴─────────────────────┴─────────────────────┴────────┘
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```
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## Trades (tick) data
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@ -15,6 +15,7 @@ from freqtrade.commands.data_commands import (
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start_convert_trades,
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start_download_data,
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start_list_data,
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start_list_trades_data,
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)
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from freqtrade.commands.db_commands import start_convert_db
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from freqtrade.commands.deploy_commands import (
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@ -132,7 +132,15 @@ ARGS_CONVERT_TRADES = [
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"trading_mode",
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]
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ARGS_LIST_DATA = ["exchange", "dataformat_ohlcv", "pairs", "trading_mode", "show_timerange"]
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ARGS_LIST_DATA = [
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"exchange",
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"dataformat_ohlcv",
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"dataformat_trades",
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"trades",
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"pairs",
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"trading_mode",
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"show_timerange",
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]
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ARGS_DOWNLOAD_DATA = [
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"pairs",
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|
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@ -446,8 +446,12 @@ AVAILABLE_CLI_OPTIONS = {
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),
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"download_trades": Arg(
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"--dl-trades",
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help="Download trades instead of OHLCV data. The bot will resample trades to the "
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"desired timeframe as specified as --timeframes/-t.",
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help="Download trades instead of OHLCV data.",
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action="store_true",
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),
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"trades": Arg(
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"--trades",
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help="Work on trades data instead of OHLCV data.",
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action="store_true",
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),
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"convert_trades": Arg(
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|
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@ -14,6 +14,7 @@ from freqtrade.data.history import download_data_main
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from freqtrade.enums import CandleType, RunMode, TradingMode
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from freqtrade.exceptions import ConfigurationError
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from freqtrade.exchange import timeframe_to_minutes
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from freqtrade.misc import plural
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from freqtrade.plugins.pairlist.pairlist_helpers import dynamic_expand_pairlist
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from freqtrade.resolvers import ExchangeResolver
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from freqtrade.util import print_rich_table
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@ -115,9 +116,13 @@ def start_convert_data(args: Dict[str, Any], ohlcv: bool = True) -> None:
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def start_list_data(args: Dict[str, Any]) -> None:
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"""
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List available backtest data
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List available OHLCV data
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"""
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if args["trades"]:
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start_list_trades_data(args)
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return
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config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
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from freqtrade.data.history import get_datahandler
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@ -127,7 +132,6 @@ def start_list_data(args: Dict[str, Any]) -> None:
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paircombs = dhc.ohlcv_get_available_data(
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config["datadir"], config.get("trading_mode", TradingMode.SPOT)
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)
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if args["pairs"]:
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paircombs = [comb for comb in paircombs if comb[0] in args["pairs"]]
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title = f"Found {len(paircombs)} pair / timeframe combinations."
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@ -171,3 +175,51 @@ def start_list_data(args: Dict[str, Any]) -> None:
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summary=title,
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table_kwargs={"min_width": 50},
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)
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def start_list_trades_data(args: Dict[str, Any]) -> None:
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"""
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List available Trades data
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"""
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config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
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from freqtrade.data.history import get_datahandler
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dhc = get_datahandler(config["datadir"], config["dataformat_trades"])
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paircombs = dhc.trades_get_available_data(
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config["datadir"], config.get("trading_mode", TradingMode.SPOT)
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)
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if args["pairs"]:
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paircombs = [comb for comb in paircombs if comb in args["pairs"]]
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title = f"Found trades data for {len(paircombs)} {plural(len(paircombs), 'pair')}."
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if not config.get("show_timerange"):
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print_rich_table(
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[(pair, config.get("candle_type_def", CandleType.SPOT)) for pair in sorted(paircombs)],
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("Pair", "Type"),
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title,
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table_kwargs={"min_width": 50},
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)
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else:
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paircombs1 = [
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(pair, *dhc.trades_data_min_max(pair, config.get("trading_mode", TradingMode.SPOT)))
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for pair in paircombs
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]
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print_rich_table(
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[
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(
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pair,
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config.get("candle_type_def", CandleType.SPOT),
|
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start.strftime(DATETIME_PRINT_FORMAT),
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end.strftime(DATETIME_PRINT_FORMAT),
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str(length),
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)
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for pair, start, end, length in sorted(paircombs1, key=lambda x: (x[0]))
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||||
],
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("Pair", "Type", "From", "To", "Trades"),
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summary=title,
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||||
table_kwargs={"min_width": 50},
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)
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||||
|
|
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|
|
@ -12,7 +12,7 @@ from datetime import datetime, timezone
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from pathlib import Path
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from typing import List, Optional, Tuple, Type
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||||
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from pandas import DataFrame
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from pandas import DataFrame, to_datetime
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|
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from freqtrade import misc
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from freqtrade.configuration import TimeRange
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||||
|
|
@ -32,6 +32,7 @@ logger = logging.getLogger(__name__)
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|||
|
||||
class IDataHandler(ABC):
|
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_OHLCV_REGEX = r"^([a-zA-Z_\d-]+)\-(\d+[a-zA-Z]{1,2})\-?([a-zA-Z_]*)?(?=\.)"
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||||
_TRADES_REGEX = r"^([a-zA-Z_\d-]+)\-(trades)?(?=\.)"
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|
||||
def __init__(self, datadir: Path) -> None:
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self._datadir = datadir
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||||
|
|
@ -166,6 +167,50 @@ class IDataHandler(ABC):
|
|||
:param candle_type: Any of the enum CandleType (must match trading mode!)
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||||
"""
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||||
|
||||
@classmethod
|
||||
def trades_get_available_data(cls, datadir: Path, trading_mode: TradingMode) -> List[str]:
|
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"""
|
||||
Returns a list of all pairs with ohlcv data available in this datadir
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||||
:param datadir: Directory to search for ohlcv files
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||||
:param trading_mode: trading-mode to be used
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||||
:return: List of Tuples of (pair, timeframe, CandleType)
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||||
"""
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if trading_mode == TradingMode.FUTURES:
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datadir = datadir.joinpath("futures")
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_tmp = [
|
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re.search(cls._TRADES_REGEX, p.name)
|
||||
for p in datadir.glob(f"*.{cls._get_file_extension()}")
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||||
]
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||||
return [
|
||||
cls.rebuild_pair_from_filename(match[1])
|
||||
for match in _tmp
|
||||
if match and len(match.groups()) > 1
|
||||
]
|
||||
|
||||
def trades_data_min_max(
|
||||
self,
|
||||
pair: str,
|
||||
trading_mode: TradingMode,
|
||||
) -> Tuple[datetime, datetime, int]:
|
||||
"""
|
||||
Returns the min and max timestamp for the given pair's trades data.
|
||||
:param pair: Pair to get min/max for
|
||||
:param trading_mode: Trading mode to use (used to determine the filename)
|
||||
:return: (min, max, len)
|
||||
"""
|
||||
df = self._trades_load(pair, trading_mode)
|
||||
if df.empty:
|
||||
return (
|
||||
datetime.fromtimestamp(0, tz=timezone.utc),
|
||||
datetime.fromtimestamp(0, tz=timezone.utc),
|
||||
0,
|
||||
)
|
||||
return (
|
||||
to_datetime(df.iloc[0]["timestamp"], unit="ms", utc=True).to_pydatetime(),
|
||||
to_datetime(df.iloc[-1]["timestamp"], unit="ms", utc=True).to_pydatetime(),
|
||||
len(df),
|
||||
)
|
||||
|
||||
@classmethod
|
||||
def trades_get_pairs(cls, datadir: Path) -> List[str]:
|
||||
"""
|
||||
|
|
|
|||
|
|
@ -1692,6 +1692,54 @@ def test_start_list_data(testdatadir, capsys):
|
|||
)
|
||||
|
||||
|
||||
def test_start_list_trades_data(testdatadir, capsys):
|
||||
args = [
|
||||
"list-data",
|
||||
"--datadir",
|
||||
str(testdatadir),
|
||||
"--trades",
|
||||
]
|
||||
pargs = get_args(args)
|
||||
pargs["config"] = None
|
||||
start_list_data(pargs)
|
||||
captured = capsys.readouterr()
|
||||
assert "Found trades data for 1 pair." in captured.out
|
||||
assert re.search(r".*Pair.*Type.*\n", captured.out)
|
||||
assert re.search(r"\n.* XRP/ETH .* spot |\n", captured.out)
|
||||
|
||||
args = [
|
||||
"list-data",
|
||||
"--datadir",
|
||||
str(testdatadir),
|
||||
"--trades",
|
||||
"--show-timerange",
|
||||
]
|
||||
pargs = get_args(args)
|
||||
pargs["config"] = None
|
||||
start_list_data(pargs)
|
||||
captured = capsys.readouterr()
|
||||
assert "Found trades data for 1 pair." in captured.out
|
||||
assert re.search(r".*Pair.*Type.*From.*To.*Trades.*\n", captured.out)
|
||||
assert re.search(
|
||||
r"\n.* XRP/ETH .* spot .* 2019-10-11 00:00:01 .* 2019-10-13 11:19:28 .* 12477 .*|\n",
|
||||
captured.out,
|
||||
)
|
||||
|
||||
args = [
|
||||
"list-data",
|
||||
"--datadir",
|
||||
str(testdatadir),
|
||||
"--trades",
|
||||
"--trading-mode",
|
||||
"futures",
|
||||
]
|
||||
pargs = get_args(args)
|
||||
pargs["config"] = None
|
||||
start_list_data(pargs)
|
||||
captured = capsys.readouterr()
|
||||
assert "Found trades data for 0 pairs." in captured.out
|
||||
|
||||
|
||||
@pytest.mark.usefixtures("init_persistence")
|
||||
def test_show_trades(mocker, fee, capsys, caplog):
|
||||
mocker.patch("freqtrade.persistence.init_db")
|
||||
|
|
|
|||
|
|
@ -519,6 +519,39 @@ def test_datahandler_trades_purge(mocker, testdatadir, datahandler):
|
|||
assert unlinkmock.call_count == 1
|
||||
|
||||
|
||||
def test_datahandler_trades_get_available_data(testdatadir):
|
||||
paircombs = FeatherDataHandler.trades_get_available_data(testdatadir, TradingMode.SPOT)
|
||||
# Convert to set to avoid failures due to sorting
|
||||
assert set(paircombs) == {"XRP/ETH"}
|
||||
|
||||
paircombs = FeatherDataHandler.trades_get_available_data(testdatadir, TradingMode.FUTURES)
|
||||
# Convert to set to avoid failures due to sorting
|
||||
assert set(paircombs) == set()
|
||||
|
||||
paircombs = JsonGzDataHandler.trades_get_available_data(testdatadir, TradingMode.SPOT)
|
||||
assert set(paircombs) == {"XRP/ETH", "XRP/OLD"}
|
||||
paircombs = HDF5DataHandler.trades_get_available_data(testdatadir, TradingMode.SPOT)
|
||||
assert set(paircombs) == {"XRP/ETH"}
|
||||
|
||||
|
||||
def test_datahandler_trades_data_min_max(testdatadir):
|
||||
dh = FeatherDataHandler(testdatadir)
|
||||
min_max = dh.trades_data_min_max("XRP/ETH", TradingMode.SPOT)
|
||||
assert len(min_max) == 3
|
||||
|
||||
# Empty pair
|
||||
min_max = dh.trades_data_min_max("NADA/ETH", TradingMode.SPOT)
|
||||
assert len(min_max) == 3
|
||||
assert min_max[0] == datetime.fromtimestamp(0, tz=timezone.utc)
|
||||
assert min_max[0] == min_max[1]
|
||||
|
||||
# Existing pair ...
|
||||
min_max = dh.trades_data_min_max("XRP/ETH", TradingMode.SPOT)
|
||||
assert len(min_max) == 3
|
||||
assert min_max[0] == datetime(2019, 10, 11, 0, 0, 11, 620000, tzinfo=timezone.utc)
|
||||
assert min_max[1] == datetime(2019, 10, 13, 11, 19, 28, 844000, tzinfo=timezone.utc)
|
||||
|
||||
|
||||
def test_gethandlerclass():
|
||||
cl = get_datahandlerclass("json")
|
||||
assert cl == JsonDataHandler
|
||||
|
|
|
|||
Loading…
Reference in New Issue
Block a user