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Migrate download-script logic to utils.py

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This commit is contained in:
Matthias 2019-08-16 14:42:44 +02:00
parent 91886120a7
commit 05deb9e09b
3 changed files with 87 additions and 16 deletions
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19
freqtrade/configuration/arguments.py
View File

@ -30,7 +30,7 @@ ARGS_EDGE = ARGS_COMMON_OPTIMIZE + ["stoploss_range"]
ARGS_LIST_EXCHANGES = ["print_one_column"]
ARGS_DOWNLOADER = ARGS_COMMON + ["pairs", "pairs_file", "days", "exchange", "timeframes", "erase"]
ARGS_DOWNLOADER = ["pairs", "pairs_file", "days", "exchange", "timeframes", "erase"]
ARGS_PLOT_DATAFRAME = (ARGS_COMMON + ARGS_STRATEGY +
["pairs", "indicators1", "indicators2", "plot_limit", "db_url",
@ -40,6 +40,8 @@ ARGS_PLOT_DATAFRAME = (ARGS_COMMON + ARGS_STRATEGY +
ARGS_PLOT_PROFIT = (ARGS_COMMON + ARGS_STRATEGY +
["pairs", "timerange", "export", "exportfilename", "db_url", "trade_source"])
NO_CONF_REQURIED = ["start_download_data"]
class Arguments(object):
"""
@ -75,7 +77,10 @@ class Arguments(object):
# Workaround issue in argparse with action='append' and default value
# (see https://bugs.python.org/issue16399)
if not self._no_default_config and parsed_arg.config is None:
# Allow no-config for certain commands (like downloading / plotting)
if (not self._no_default_config and parsed_arg.config is None
and not (hasattr(parsed_arg, 'func')
and parsed_arg.func.__name__ in NO_CONF_REQURIED)):
parsed_arg.config = [constants.DEFAULT_CONFIG]
return parsed_arg
@ -93,7 +98,7 @@ class Arguments(object):
:return: None
"""
from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge
from freqtrade.utils import start_list_exchanges
from freqtrade.utils import start_download_data, start_list_exchanges
subparsers = self.parser.add_subparsers(dest='subparser')
@ -119,3 +124,11 @@ class Arguments(object):
)
list_exchanges_cmd.set_defaults(func=start_list_exchanges)
self._build_args(optionlist=ARGS_LIST_EXCHANGES, parser=list_exchanges_cmd)
# Add download-data subcommand
download_data_cmd = subparsers.add_parser(
'download-data',
help='Download backtesting data.'
)
download_data_cmd.set_defaults(func=start_download_data)
self._build_args(optionlist=ARGS_DOWNLOADER, parser=download_data_cmd)

18
freqtrade/tests/test_arguments.py
View File

@ -50,10 +50,10 @@ def test_parse_args_verbose() -> None:
def test_common_scripts_options() -> None:
arguments = Arguments(['-p', 'ETH/BTC'], '')
arguments._build_args(ARGS_DOWNLOADER)
args = arguments._parse_args()
assert args.pairs == 'ETH/BTC'
args = Arguments(['download-data', '-p', 'ETH/BTC', 'XRP/BTC'], '').get_parsed_arg()
assert args.pairs == ['ETH/BTC', 'XRP/BTC']
assert hasattr(args, "func")
def test_parse_args_version() -> None:
@ -135,14 +135,14 @@ def test_parse_args_hyperopt_custom() -> None:
def test_download_data_options() -> None:
args = [
'--pairs-file', 'file_with_pairs',
'--datadir', 'datadir/directory',
'download-data',
'--pairs-file', 'file_with_pairs',
'--days', '30',
'--exchange', 'binance'
]
arguments = Arguments(args, '')
arguments._build_args(ARGS_DOWNLOADER)
args = arguments._parse_args()
args = Arguments(args, '').get_parsed_arg()
assert args.pairs_file == 'file_with_pairs'
assert args.datadir == 'datadir/directory'
assert args.days == 30
@ -162,7 +162,7 @@ def test_plot_dataframe_options() -> None:
assert pargs.indicators1 == "sma10,sma100"
assert pargs.indicators2 == "macd,fastd,fastk"
assert pargs.plot_limit == 30
assert pargs.pairs == "UNITTEST/BTC"
assert pargs.pairs == ["UNITTEST/BTC"]
def test_check_int_positive() -> None:

66
freqtrade/utils.py
View File

@ -1,11 +1,16 @@
import logging
import sys
from argparse import Namespace
from pathlib import Path
from typing import Any, Dict
from freqtrade.configuration import Configuration
from freqtrade.exchange import available_exchanges
from freqtrade.state import RunMode
import arrow
from freqtrade.configuration import Configuration, TimeRange
from freqtrade.data.history import download_pair_history
from freqtrade.exchange import available_exchanges
from freqtrade.resolvers import ExchangeResolver
from freqtrade.state import RunMode
logger = logging.getLogger(__name__)
@ -17,7 +22,7 @@ def setup_utils_configuration(args: Namespace, method: RunMode) -> Dict[str, Any
:return: Configuration
"""
configuration = Configuration(args, method)
config = configuration.load_config()
config = configuration.get_config()
config['exchange']['dry_run'] = True
# Ensure we do not use Exchange credentials
@ -39,3 +44,56 @@ def start_list_exchanges(args: Namespace) -> None:
else:
print(f"Exchanges supported by ccxt and available for Freqtrade: "
f"{', '.join(available_exchanges())}")
def start_download_data(args: Namespace) -> None:
"""
Download data based
"""
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}-')
dl_path = Path(config['datadir'])
logger.info(f'About to download pairs: {config["pairs"]}, '
f'intervals: {config["timeframes"]} to {dl_path}')
pairs_not_available = []
try:
# Init exchange
exchange = ExchangeResolver(config['exchange']['name'], config).exchange
for pair in config["pairs"]:
if pair not in exchange._api.markets:
pairs_not_available.append(pair)
logger.info(f"Skipping pair {pair}...")
continue
for ticker_interval in config["timeframes"]:
pair_print = pair.replace('/', '_')
filename = f'{pair_print}-{ticker_interval}.json'
dl_file = dl_path.joinpath(filename)
if args.erase and dl_file.exists():
logger.info(
f'Deleting existing data for pair {pair}, interval {ticker_interval}.')
dl_file.unlink()
logger.info(f'Downloading pair {pair}, interval {ticker_interval}.')
download_pair_history(datadir=dl_path, exchange=exchange,
pair=pair, ticker_interval=str(ticker_interval),
timerange=timerange)
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']}.")
# configuration.resolve_pairs_list()
print(config)