57 lines
2.4 KiB
Python
57 lines
2.4 KiB
Python
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from freqtrade.data.dataprovider import DataProvider
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from freqtrade.plugins.pairlist.pairlist_helpers import dynamic_expand_pairlist
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from freqtrade.exchange.exchange import market_is_active
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from freqtrade.exchange import timeframe_to_seconds
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from freqtrade.data.history.history_utils import refresh_backtest_ohlcv_data
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from datetime import datetime, timezone
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from freqtrade.exceptions import OperationalException
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from freqtrade.configuration import TimeRange
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def download_all_data_for_training(dp: DataProvider, config: dict) -> None:
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"""
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Called only once upon start of bot to download the necessary data for
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populating indicators and training a FreqAI model.
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:param timerange: TimeRange = The full data timerange for populating the indicators
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and training the model.
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:param dp: DataProvider instance attached to the strategy
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"""
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if dp._exchange is not None:
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markets = [p for p, m in dp._exchange.markets.items() if market_is_active(m)
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or config.get('include_inactive')]
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else:
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# This should not occur:
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raise OperationalException('No exchange object found.')
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all_pairs = dynamic_expand_pairlist(config, markets)
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if not dp._exchange:
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# Not realistic - this is only called in live mode.
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raise OperationalException("Dataprovider did not have an exchange attached.")
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time = datetime.now(tz=timezone.utc).timestamp()
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for tf in config["freqai"]["feature_parameters"].get("include_timeframes"):
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timerange = TimeRange()
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timerange.startts = int(time)
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timerange.stopts = int(time)
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startup_candles = dp.get_required_startup(str(tf))
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tf_seconds = timeframe_to_seconds(str(tf))
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timerange.subtract_start(tf_seconds * startup_candles)
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new_pairs_days = int((timerange.stopts - timerange.startts) / 86400)
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# FIXME: now that we are looping on `refresh_backtest_ohlcv_data`, the function
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# redownloads the funding rate for each pair.
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refresh_backtest_ohlcv_data(
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dp._exchange,
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pairs=all_pairs,
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timeframes=[tf],
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datadir=config["datadir"],
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timerange=timerange,
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new_pairs_days=new_pairs_days,
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erase=False,
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data_format=config.get("dataformat_ohlcv", "json"),
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trading_mode=config.get("trading_mode", "spot"),
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prepend=config.get("prepend_data", False),
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)
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