mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-10 18:23:55 +00:00
91 lines
3.5 KiB
Python
91 lines
3.5 KiB
Python
import logging
|
|
import sys
|
|
from typing import Any, Dict, List
|
|
|
|
import arrow
|
|
|
|
from freqtrade.configuration import TimeRange, setup_utils_configuration
|
|
from freqtrade.data.converter import (convert_ohlcv_format,
|
|
convert_trades_format)
|
|
from freqtrade.data.history import (convert_trades_to_ohlcv,
|
|
refresh_backtest_ohlcv_data,
|
|
refresh_backtest_trades_data)
|
|
from freqtrade.exceptions import OperationalException
|
|
from freqtrade.resolvers import ExchangeResolver
|
|
from freqtrade.state import RunMode
|
|
|
|
logger = logging.getLogger(__name__)
|
|
|
|
|
|
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)
|
|
|
|
timerange = TimeRange()
|
|
if 'days' in config:
|
|
time_since = arrow.utcnow().shift(days=-config['days']).strftime("%Y%m%d")
|
|
timerange = TimeRange.parse_timerange(f'{time_since}-')
|
|
|
|
if 'pairs' not in config:
|
|
raise OperationalException(
|
|
"Downloading data requires a list of pairs. "
|
|
"Please check the documentation on how to configure this.")
|
|
|
|
logger.info(f'About to download pairs: {config["pairs"]}, '
|
|
f'intervals: {config["timeframes"]} to {config["datadir"]}')
|
|
|
|
pairs_not_available: List[str] = []
|
|
|
|
# Init exchange
|
|
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
|
|
# Manual validations of relevant settings
|
|
exchange.validate_pairs(config['pairs'])
|
|
for timeframe in config['timeframes']:
|
|
exchange.validate_timeframes(timeframe)
|
|
|
|
try:
|
|
|
|
if config.get('download_trades'):
|
|
pairs_not_available = refresh_backtest_trades_data(
|
|
exchange, pairs=config["pairs"], datadir=config['datadir'],
|
|
timerange=timerange, erase=bool(config.get("erase")),
|
|
data_format=config['dataformat_trades'])
|
|
|
|
# Convert downloaded trade data to different timeframes
|
|
convert_trades_to_ohlcv(
|
|
pairs=config["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'],
|
|
)
|
|
else:
|
|
pairs_not_available = refresh_backtest_ohlcv_data(
|
|
exchange, pairs=config["pairs"], timeframes=config["timeframes"],
|
|
datadir=config['datadir'], timerange=timerange, erase=bool(config.get("erase")),
|
|
data_format=config['dataformat_ohlcv'])
|
|
|
|
except KeyboardInterrupt:
|
|
sys.exit("SIGINT received, aborting ...")
|
|
|
|
finally:
|
|
if pairs_not_available:
|
|
logger.info(f"Pairs [{','.join(pairs_not_available)}] not available "
|
|
f"on exchange {exchange.name}.")
|
|
|
|
|
|
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:
|
|
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'], convert_to=args['format_to'],
|
|
erase=args['erase'])
|