freqtrade_origin/freqtrade/commands/data_commands.py
2024-05-13 07:10:25 +02:00

181 lines
5.7 KiB
Python

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",
)
)