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