stable/freqtrade/utils.py

132 lines
4.7 KiB
Python
Raw Normal View History

2019-06-12 09:33:20 +00:00
import logging
import sys
from pathlib import Path
from typing import Any, Dict, List
2019-06-12 09:33:20 +00:00
import arrow
from freqtrade import OperationalException
from freqtrade.configuration import Configuration, TimeRange
from freqtrade.configuration.directory_operations import create_userdata_dir
from freqtrade.data.history import (convert_trades_to_ohlcv,
refresh_backtest_ohlcv_data,
2019-08-27 05:14:37 +00:00
refresh_backtest_trades_data)
2019-09-30 21:33:33 +00:00
from freqtrade.exchange import available_exchanges, ccxt_exchanges
from freqtrade.resolvers import ExchangeResolver
2019-06-12 09:33:20 +00:00
from freqtrade.state import RunMode
logger = logging.getLogger(__name__)
def setup_utils_configuration(args: Dict[str, Any], method: RunMode) -> Dict[str, Any]:
2019-06-12 09:33:20 +00:00
"""
2019-06-16 18:37:43 +00:00
Prepare the configuration for utils subcommands
2019-06-12 09:33:20 +00:00
:param args: Cli args from Arguments()
:return: Configuration
"""
configuration = Configuration(args, method)
config = configuration.get_config()
2019-06-12 09:33:20 +00:00
2019-06-16 18:37:43 +00:00
config['exchange']['dry_run'] = True
2019-06-12 09:33:20 +00:00
# Ensure we do not use Exchange credentials
config['exchange']['key'] = ''
config['exchange']['secret'] = ''
return config
def start_list_exchanges(args: Dict[str, Any]) -> None:
2019-06-12 09:33:20 +00:00
"""
Print available exchanges
2019-06-12 09:33:20 +00:00
:param args: Cli args from Arguments()
:return: None
"""
2019-09-30 21:33:33 +00:00
exchanges = ccxt_exchanges() if args['list_exchanges_all'] else available_exchanges()
if args['print_one_column']:
2019-09-30 21:33:33 +00:00
print('\n'.join(exchanges))
2019-06-12 09:33:20 +00:00
else:
2019-09-30 21:33:33 +00:00
if args['list_exchanges_all']:
print(f"All exchanges supported by the ccxt library: {', '.join(exchanges)}")
else:
print(f"Exchanges available for Freqtrade: {', '.join(exchanges)}")
def start_create_userdir(args: Dict[str, Any]) -> None:
"""
Create "user_data" directory to contain user data strategies, hyperopts, ...)
:param args: Cli args from Arguments()
:return: None
"""
if "user_data_dir" in args and args["user_data_dir"]:
create_userdata_dir(args["user_data_dir"], create_dir=True)
else:
logger.warning("`create-userdir` requires --userdir to be set.")
sys.exit(1)
def start_download_data(args: Dict[str, Any]) -> None:
"""
Download data (former download_backtest_data.py script)
"""
config = setup_utils_configuration(args, RunMode.OTHER)
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(
2019-09-24 04:35:41 +00:00
"Downloading data requires a list of pairs. "
"Please check the documentation on how to configure this.")
dl_path = Path(config['datadir'])
logger.info(f'About to download pairs: {config["pairs"]}, '
f'intervals: {config["timeframes"]} to {dl_path}')
pairs_not_available: List[str] = []
try:
# Init exchange
exchange = ExchangeResolver(config['exchange']['name'], config).exchange
2019-10-08 18:31:01 +00:00
if config.get('download_trades'):
2019-08-27 05:14:37 +00:00
pairs_not_available = refresh_backtest_trades_data(
exchange, pairs=config["pairs"], datadir=Path(config['datadir']),
timerange=timerange, erase=config.get("erase"))
# Convert downloaded trade data to different timeframes
convert_trades_to_ohlcv(
2019-08-27 05:14:37 +00:00
exchange, pairs=config["pairs"], timeframes=config["timeframes"],
datadir=Path(config['datadir']), timerange=timerange, erase=config.get("erase"))
2019-10-08 18:31:01 +00:00
else:
pairs_not_available = refresh_backtest_ohlcv_data(
exchange, pairs=config["pairs"], timeframes=config["timeframes"],
dl_path=Path(config['datadir']), timerange=timerange, erase=config.get("erase"))
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 {config['exchange']['name']}.")
2019-09-29 08:54:20 +00:00
def start_list_timeframes(args: Dict[str, Any]) -> None:
"""
Print ticker intervals (timeframes) available on Exchange
"""
config = setup_utils_configuration(args, RunMode.OTHER)
# Do not use ticker_interval set in the config
config['ticker_interval'] = None
2019-09-29 08:54:20 +00:00
# Init exchange
exchange = ExchangeResolver(config['exchange']['name'], config).exchange
if args['print_one_column']:
print('\n'.join(exchange.timeframes))
2019-09-29 08:54:20 +00:00
else:
print(f"Timeframes available for the exchange `{config['exchange']['name']}`: "
f"{', '.join(exchange.timeframes)}")