stable/scripts/download_backtest_data.py

#!/usr/bin/env python3

"""This script generate json data from bittrex"""
import json
import sys
import os
import arrow

from freqtrade import (exchange, arguments, misc)

arguments = arguments.Arguments(sys.argv[1:], 'download utility')
arguments.testdata_dl_options()
args = arguments.parse_args()

# Added exchange as a subdirectory to download into
# as Freqtrad now supports multiple exchanges.
DEFAULT_DL_PATH = 'freqtrade/tests/testdata/' + args.exchange
DEFAULT_PAIR_FILE = DEFAULT_DL_PATH + "/" + "pairs.json"

TICKER_INTERVALS = ['1m', '5m']
PAIRS = []

# Added a check for a default pairs file in per exchange specific dir
if args.pairs_file:
    with open(args.pairs_file) as file:
        PAIRS = json.load(file)
elif os.path.isfile(DEFAULT_PAIR_FILE) is True:
    with open(DEFAULT_PAIR_FILE) as file:
        PAIRS = json.load(file)

PAIRS = list(set(PAIRS))

dl_path = DEFAULT_DL_PATH
if args.export and os.path.exists(args.export):
    dl_path = args.export

since_time = None
if args.days:
    since_time = arrow.utcnow().shift(days=-args.days).timestamp * 1000


print(f'About to download pairs: {PAIRS} to {dl_path}')

# Init exchange
exchange._API = exchange.init_ccxt({'key': '',
                                    'secret': '',
                                    'name': args.exchange})


for pair in PAIRS:
    for tick_interval in TICKER_INTERVALS:
        print(f'downloading pair {pair}, interval {tick_interval}')

        data = exchange.get_ticker_history(pair, tick_interval, since_ms=since_time)
        if not data:
            print('\tNo data was downloaded')
            break

        print('\tData was downloaded for period %s - %s' % (
            arrow.get(data[0][0] / 1000).format(),
            arrow.get(data[-1][0] / 1000).format()))

        # save data
        pair_print = pair.replace('/', '_')
        filename = f'{pair_print}-{tick_interval}.json'
        misc.file_dump_json(os.path.join(dl_path, filename), data)