import logging import sys from collections import defaultdict from typing import Any, Dict from freqtrade.configuration import TimeRange, setup_utils_configuration from freqtrade.constants import DATETIME_PRINT_FORMAT, Config from freqtrade.data.converter import convert_ohlcv_format, convert_trades_format from freqtrade.data.history import convert_trades_to_ohlcv, download_data_main from freqtrade.enums import CandleType, RunMode, TradingMode from freqtrade.exceptions import OperationalException from freqtrade.exchange import timeframe_to_minutes from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist from freqtrade.resolvers import ExchangeResolver from freqtrade.util.binance_mig import migrate_binance_futures_data logger = logging.getLogger(__name__) def _check_data_config_download_sanity(config: Config) -> None: if 'days' in config and 'timerange' in config: raise OperationalException("--days and --timerange are mutually exclusive. " "You can only specify one or the other.") if 'pairs' not in config: raise OperationalException( "Downloading data requires a list of pairs. " "Please check the documentation on how to configure this.") def start_download_data(args: Dict[str, Any]) -> None: """ Download data (former download_backtest_data.py script) """ config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE) _check_data_config_download_sanity(config) try: download_data_main(config) except KeyboardInterrupt: sys.exit("SIGINT received, aborting ...") def start_convert_trades(args: Dict[str, Any]) -> None: config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE) timerange = TimeRange() # Remove stake-currency to skip checks which are not relevant for datadownload config['stake_currency'] = '' if 'pairs' not in config: raise OperationalException( "Downloading data requires a list of pairs. " "Please check the documentation on how to configure this.") # Init exchange exchange = ExchangeResolver.load_exchange(config, validate=False) # Manual validations of relevant settings if not config['exchange'].get('skip_pair_validation', False): exchange.validate_pairs(config['pairs']) expanded_pairs = expand_pairlist(config['pairs'], list(exchange.markets)) logger.info(f"About to Convert pairs: {expanded_pairs}, " f"intervals: {config['timeframes']} to {config['datadir']}") for timeframe in config['timeframes']: exchange.validate_timeframes(timeframe) # Convert downloaded trade data to different timeframes convert_trades_to_ohlcv( pairs=expanded_pairs, timeframes=config['timeframes'], datadir=config['datadir'], timerange=timerange, erase=bool(config.get('erase')), data_format_ohlcv=config['dataformat_ohlcv'], data_format_trades=config['dataformat_trades'], ) def start_convert_data(args: Dict[str, Any], ohlcv: bool = True) -> None: """ Convert data from one format to another """ config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE) if ohlcv: migrate_binance_futures_data(config) candle_types = [CandleType.from_string(ct) for ct in config.get('candle_types', ['spot'])] for candle_type in candle_types: convert_ohlcv_format(config, convert_from=args['format_from'], convert_to=args['format_to'], erase=args['erase'], candle_type=candle_type) else: convert_trades_format(config, convert_from=args['format_from'], convert_to=args['format_to'], erase=args['erase']) def start_list_data(args: Dict[str, Any]) -> None: """ List available backtest data """ config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE) from tabulate import tabulate from freqtrade.data.history.idatahandler import get_datahandler dhc = get_datahandler(config['datadir'], config['dataformat_ohlcv']) paircombs = dhc.ohlcv_get_available_data( config['datadir'], config.get('trading_mode', TradingMode.SPOT) ) if args['pairs']: paircombs = [comb for comb in paircombs if comb[0] in args['pairs']] print(f"Found {len(paircombs)} pair / timeframe combinations.") if not config.get('show_timerange'): groupedpair = defaultdict(list) for pair, timeframe, candle_type in sorted( paircombs, key=lambda x: (x[0], timeframe_to_minutes(x[1]), x[2]) ): groupedpair[(pair, candle_type)].append(timeframe) if groupedpair: print(tabulate([ (pair, ', '.join(timeframes), candle_type) for (pair, candle_type), timeframes in groupedpair.items() ], headers=("Pair", "Timeframe", "Type"), tablefmt='psql', stralign='right')) else: paircombs1 = [( pair, timeframe, candle_type, *dhc.ohlcv_data_min_max(pair, timeframe, candle_type) ) for pair, timeframe, candle_type in paircombs] print(tabulate([ (pair, timeframe, candle_type, start.strftime(DATETIME_PRINT_FORMAT), end.strftime(DATETIME_PRINT_FORMAT)) for pair, timeframe, candle_type, start, end in sorted( paircombs1, key=lambda x: (x[0], timeframe_to_minutes(x[1]), x[2])) ], headers=("Pair", "Timeframe", "Type", 'From', 'To'), tablefmt='psql', stralign='right'))