stable/freqtrade/utils.py

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from freqtrade.loggers import setup_logging
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import logging
import sys
from collections import OrderedDict
from pathlib import Path
from typing import Any, Dict, List
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import arrow
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import csv
import rapidjson
from tabulate import tabulate
from freqtrade import OperationalException
from freqtrade.configuration import Configuration, TimeRange, remove_credentials
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from freqtrade.configuration.directory_operations import create_userdata_dir, copy_sample_files
from freqtrade.data.history import (convert_trades_to_ohlcv,
refresh_backtest_ohlcv_data,
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refresh_backtest_trades_data)
from freqtrade.exchange import (available_exchanges, ccxt_exchanges, market_is_active,
symbol_is_pair)
from freqtrade.misc import plural
from freqtrade.resolvers import ExchangeResolver
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from freqtrade.state import RunMode
logger = logging.getLogger(__name__)
def setup_utils_configuration(args: Dict[str, Any], method: RunMode) -> Dict[str, Any]:
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"""
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Prepare the configuration for utils subcommands
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:param args: Cli args from Arguments()
:return: Configuration
"""
configuration = Configuration(args, method)
config = configuration.get_config()
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# Ensure we do not use Exchange credentials
remove_credentials(config)
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return config
def start_trading(args: Dict[str, Any]) -> int:
"""
Main entry point for trading mode
"""
from freqtrade.worker import Worker
# Load and run worker
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worker = None
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try:
worker = Worker(args)
worker.run()
except KeyboardInterrupt:
logger.info('SIGINT received, aborting ...')
finally:
if worker:
logger.info("worker found ... calling exit")
worker.exit()
return 0
def start_list_exchanges(args: Dict[str, Any]) -> None:
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"""
Print available exchanges
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:param args: Cli args from Arguments()
:return: None
"""
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exchanges = ccxt_exchanges() if args['list_exchanges_all'] else available_exchanges()
if args['print_one_column']:
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print('\n'.join(exchanges))
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else:
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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:
"""
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Create "user_data" directory to contain user data strategies, hyperopt, ...)
:param args: Cli args from Arguments()
:return: None
"""
if "user_data_dir" in args and args["user_data_dir"]:
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userdir = create_userdata_dir(args["user_data_dir"], create_dir=True)
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copy_sample_files(userdir, overwrite=args["reset"])
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)
"""
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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(
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"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] = []
# Init exchange
exchange = ExchangeResolver(config['exchange']['name'], config).exchange
try:
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if config.get('download_trades'):
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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(
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pairs=config["pairs"], timeframes=config["timeframes"],
datadir=Path(config['datadir']), timerange=timerange, erase=config.get("erase"))
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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 {exchange.name}.")
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def start_list_timeframes(args: Dict[str, Any]) -> None:
"""
Print ticker intervals (timeframes) available on Exchange
"""
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config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
# Do not use ticker_interval set in the config
config['ticker_interval'] = None
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# Init exchange
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exchange = ExchangeResolver(config['exchange']['name'], config, validate=False).exchange
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if args['print_one_column']:
print('\n'.join(exchange.timeframes))
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else:
print(f"Timeframes available for the exchange `{exchange.name}`: "
f"{', '.join(exchange.timeframes)}")
def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
"""
Print pairs/markets on the exchange
:param args: Cli args from Arguments()
:param pairs_only: if True print only pairs, otherwise print all instruments (markets)
:return: None
"""
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config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
# Init exchange
exchange = ExchangeResolver(config['exchange']['name'], config, validate=False).exchange
# By default only active pairs/markets are to be shown
active_only = not args.get('list_pairs_all', False)
base_currencies = args.get('base_currencies', [])
quote_currencies = args.get('quote_currencies', [])
try:
pairs = exchange.get_markets(base_currencies=base_currencies,
quote_currencies=quote_currencies,
pairs_only=pairs_only,
active_only=active_only)
# Sort the pairs/markets by symbol
pairs = OrderedDict(sorted(pairs.items()))
except Exception as e:
raise OperationalException(f"Cannot get markets. Reason: {e}") from e
else:
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summary_str = ((f"Exchange {exchange.name} has {len(pairs)} ") +
("active " if active_only else "") +
(plural(len(pairs), "pair" if pairs_only else "market")) +
(f" with {', '.join(base_currencies)} as base "
f"{plural(len(base_currencies), 'currency', 'currencies')}"
if base_currencies else "") +
(" and" if base_currencies and quote_currencies else "") +
(f" with {', '.join(quote_currencies)} as quote "
f"{plural(len(quote_currencies), 'currency', 'currencies')}"
if quote_currencies else ""))
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headers = ["Id", "Symbol", "Base", "Quote", "Active",
*(['Is pair'] if not pairs_only else [])]
tabular_data = []
for _, v in pairs.items():
tabular_data.append({'Id': v['id'], 'Symbol': v['symbol'],
'Base': v['base'], 'Quote': v['quote'],
'Active': market_is_active(v),
**({'Is pair': symbol_is_pair(v['symbol'])}
if not pairs_only else {})})
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if (args.get('print_one_column', False) or
args.get('list_pairs_print_json', False) or
args.get('print_csv', False)):
# Print summary string in the log in case of machine-readable
# regular formats.
logger.info(f"{summary_str}.")
else:
# Print empty string separating leading logs and output in case of
# human-readable formats.
print()
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if len(pairs):
if args.get('print_list', False):
# print data as a list, with human-readable summary
print(f"{summary_str}: {', '.join(pairs.keys())}.")
elif args.get('print_one_column', False):
print('\n'.join(pairs.keys()))
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elif args.get('list_pairs_print_json', False):
print(rapidjson.dumps(list(pairs.keys()), default=str))
elif args.get('print_csv', False):
writer = csv.DictWriter(sys.stdout, fieldnames=headers)
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writer.writeheader()
writer.writerows(tabular_data)
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else:
# print data as a table, with the human-readable summary
print(f"{summary_str}:")
print(tabulate(tabular_data, headers='keys', tablefmt='pipe'))
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elif not (args.get('print_one_column', False) or
args.get('list_pairs_print_json', False) or
args.get('print_csv', False)):
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print(f"{summary_str}.")