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, DL_DATA_TIMEFRAMES, Config from freqtrade.data.converter import ( convert_ohlcv_format, convert_trades_format, convert_trades_to_ohlcv, ) from freqtrade.data.history import download_data_main from freqtrade.enums import CandleType, RunMode, TradingMode from freqtrade.exceptions import ConfigurationError from freqtrade.exchange import timeframe_to_minutes from freqtrade.plugins.pairlist.pairlist_helpers import dynamic_expand_pairlist from freqtrade.resolvers import ExchangeResolver from freqtrade.util.migrations import migrate_data logger = logging.getLogger(__name__) def _check_data_config_download_sanity(config: Config) -> None: if "days" in config and "timerange" in config: raise ConfigurationError( "--days and --timerange are mutually exclusive. " "You can only specify one or the other." ) if "pairs" not in config: raise ConfigurationError( "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 "timeframes" not in config: config["timeframes"] = DL_DATA_TIMEFRAMES # Init exchange exchange = ExchangeResolver.load_exchange(config, validate=False) # Manual validations of relevant settings for timeframe in config["timeframes"]: exchange.validate_timeframes(timeframe) available_pairs = [ p for p in exchange.get_markets( tradable_only=True, active_only=not config.get("include_inactive") ).keys() ] expanded_pairs = dynamic_expand_pairlist(config, available_pairs) # 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"], candle_type=config.get("candle_type_def", CandleType.SPOT), ) 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_data(config) convert_ohlcv_format( config, convert_from=args["format_from"], convert_to=args["format_to"], erase=args["erase"], ) else: convert_trades_format( config, convert_from=args["format_from_trades"], 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 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), length, ) for pair, timeframe, candle_type, start, end, length in sorted( paircombs1, key=lambda x: (x[0], timeframe_to_minutes(x[1]), x[2]) ) ], headers=("Pair", "Timeframe", "Type", "From", "To", "Candles"), tablefmt="psql", stralign="right", ) )