stable/scripts/download_backtest_data.py

#!/usr/bin/env python3

"""This script generate json data from bittrex"""
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': []
                        }
                     })
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.")