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https://github.com/freqtrade/freqtrade.git
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83 lines
3.1 KiB
Python
83 lines
3.1 KiB
Python
import logging
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from pathlib import Path
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import pandas as pd
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from freqtrade.constants import DATETIME_PRINT_FORMAT, DEFAULT_TRADES_COLUMNS, Config
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from freqtrade.data.converter.trade_converter import (trades_convert_types,
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trades_df_remove_duplicates)
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from freqtrade.data.history.idatahandler import get_datahandler
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from freqtrade.exceptions import OperationalException
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from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
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from freqtrade.resolvers import ExchangeResolver
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logger = logging.getLogger(__name__)
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KRAKEN_CSV_TRADE_COLUMNS = ['timestamp', 'price', 'amount']
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def import_kraken_trades_from_csv(config: Config, convert_to: str):
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"""
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Import kraken trades from csv
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"""
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if config['exchange']['name'] != 'kraken':
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raise OperationalException('This function is only for the kraken exchange.')
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datadir: Path = config['datadir']
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data_handler = get_datahandler(datadir, data_format=convert_to)
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tradesdir: Path = config['datadir'] / 'trades_csv'
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exchange = ExchangeResolver.load_exchange(config, validate=False)
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# iterate through directories in this directory
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data_symbols = {p.stem for p in tradesdir.rglob('*.csv')}
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# create pair/filename mapping
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markets = {
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(m['symbol'], m['altname']) for m in exchange.markets.values()
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if m.get('altname') in data_symbols
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}
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logger.info(f"Found csv files for {', '.join(data_symbols)}.")
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if pairs_raw := config.get('pairs'):
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pairs = expand_pairlist(pairs_raw, [m[0] for m in markets])
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markets = {m for m in markets if m[0] in pairs}
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if not markets:
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logger.info(f"No data found for pairs {', '.join(pairs_raw)}.")
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return
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logger.info(f"Converting pairs: {', '.join(m[0] for m in markets)}.")
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for pair, name in markets:
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logger.debug(f"Converting pair {pair}, files */{name}.csv")
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dfs = []
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# Load and combine all csv files for this pair
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for f in tradesdir.rglob(f"{name}.csv"):
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df = pd.read_csv(f, names=KRAKEN_CSV_TRADE_COLUMNS)
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if not df.empty:
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dfs.append(df)
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# Load existing trades data
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if not dfs:
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# edgecase, can only happen if the file was deleted between the above glob and here
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logger.info(f"No data found for pair {pair}")
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continue
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trades = pd.concat(dfs, ignore_index=True)
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del dfs
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trades.loc[:, 'timestamp'] = trades['timestamp'] * 1e3
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trades.loc[:, 'cost'] = trades['price'] * trades['amount']
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for col in DEFAULT_TRADES_COLUMNS:
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if col not in trades.columns:
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trades.loc[:, col] = ''
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trades = trades[DEFAULT_TRADES_COLUMNS]
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trades = trades_convert_types(trades)
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trades_df = trades_df_remove_duplicates(trades)
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del trades
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logger.info(f"{pair}: {len(trades_df)} trades, from "
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f"{trades_df['date'].min():{DATETIME_PRINT_FORMAT}} to "
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f"{trades_df['date'].max():{DATETIME_PRINT_FORMAT}}")
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data_handler.trades_store(pair, trades_df)
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