mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-14 04:03:55 +00:00
84 lines
2.4 KiB
Python
Executable File
84 lines
2.4 KiB
Python
Executable File
#!/usr/bin/env python3
|
||
|
||
"""This script generate json data"""
|
||
import json
|
||
import sys
|
||
from pathlib import Path
|
||
import arrow
|
||
|
||
from freqtrade import arguments
|
||
from freqtrade.arguments import TimeRange
|
||
from freqtrade.exchange import Exchange
|
||
from freqtrade.optimize import download_backtesting_testdata
|
||
|
||
|
||
DEFAULT_DL_PATH = 'user_data/data'
|
||
|
||
arguments = arguments.Arguments(sys.argv[1:], 'download utility')
|
||
arguments.testdata_dl_options()
|
||
args = arguments.parse_args()
|
||
|
||
timeframes = args.timeframes
|
||
|
||
dl_path = Path(DEFAULT_DL_PATH).joinpath(args.exchange)
|
||
if args.export:
|
||
dl_path = Path(args.export)
|
||
|
||
if not dl_path.is_dir():
|
||
sys.exit(f'Directory {dl_path} does not exist.')
|
||
|
||
pairs_file = Path(args.pairs_file) if args.pairs_file else dl_path.joinpath('pairs.json')
|
||
if not pairs_file.exists():
|
||
sys.exit(f'No pairs file found with path {pairs_file}.')
|
||
|
||
with pairs_file.open() as file:
|
||
PAIRS = list(set(json.load(file)))
|
||
|
||
PAIRS.sort()
|
||
|
||
|
||
timerange = TimeRange()
|
||
if args.days:
|
||
time_since = arrow.utcnow().shift(days=-args.days).strftime("%Y%m%d")
|
||
timerange = arguments.parse_timerange(f'{time_since}-')
|
||
|
||
|
||
print(f'About to download pairs: {PAIRS} to {dl_path}')
|
||
|
||
|
||
# Init exchange
|
||
exchange = Exchange({'key': '',
|
||
'secret': '',
|
||
'stake_currency': '',
|
||
'dry_run': True,
|
||
'exchange': {
|
||
'name': args.exchange,
|
||
'pair_whitelist': [],
|
||
'ccxt_rate_limit': False
|
||
}
|
||
})
|
||
pairs_not_available = []
|
||
|
||
for pair in PAIRS:
|
||
if pair not in exchange._api.markets:
|
||
pairs_not_available.append(pair)
|
||
print(f"skipping pair {pair}")
|
||
continue
|
||
for tick_interval in timeframes:
|
||
pair_print = pair.replace('/', '_')
|
||
filename = f'{pair_print}-{tick_interval}.json'
|
||
dl_file = dl_path.joinpath(filename)
|
||
if args.erase and dl_file.exists():
|
||
print(f'Deleting existing data for pair {pair}, interval {tick_interval}')
|
||
dl_file.unlink()
|
||
|
||
print(f'downloading pair {pair}, interval {tick_interval}')
|
||
download_backtesting_testdata(str(dl_path), exchange=exchange,
|
||
pair=pair,
|
||
tick_interval=tick_interval,
|
||
timerange=timerange)
|
||
|
||
|
||
if pairs_not_available:
|
||
print(f"Pairs [{','.join(pairs_not_available)}] not availble.")
|