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Add --new-pairs-days parameter for download-data command.

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This parameter allows us to customize a number of days we would like to download for new pairs only. This allows us to achieve efficient data update, downloading all data for new pairs and only missing data for existing pairs. To do that use `freqtrade download-data --new-pairs-days=3650` (not specifying `--days` or `--timerange` causes freqtrade to download only missing data for existing pairs).
This commit is contained in:
Rokas Kupstys
2021-04-22 10:07:13 +03:00
parent 9f6f3e0862
commit 09efa7b06b
6 changed files with 36 additions and 13 deletions
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15
freqtrade/data/history/history_utils.py
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@@ -155,6 +155,7 @@ def _load_cached_data_for_updating(pair: str, timeframe: str, timerange: Optiona
def _download_pair_history(datadir: Path,
exchange: Exchange,
pair: str, *,
new_pairs_days: int = 30,
timeframe: str = '5m',
timerange: Optional[TimeRange] = None,
data_handler: IDataHandler = None) -> bool:
@@ -193,7 +194,7 @@ def _download_pair_history(datadir: Path,
timeframe=timeframe,
since_ms=since_ms if since_ms else
int(arrow.utcnow().shift(
days=-30).float_timestamp) * 1000
days=-new_pairs_days).float_timestamp) * 1000
)
# TODO: Maybe move parsing to exchange class (?)
new_dataframe = ohlcv_to_dataframe(new_data, timeframe, pair,
@@ -223,7 +224,8 @@ def _download_pair_history(datadir: Path,
def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes: List[str],
datadir: Path, timerange: Optional[TimeRange] = None,
erase: bool = False, data_format: str = None) -> List[str]:
new_pairs_days: int = 30, erase: bool = False,
data_format: str = None) -> List[str]:
"""
Refresh stored ohlcv data for backtesting and hyperopt operations.
Used by freqtrade download-data subcommand.
@@ -246,12 +248,14 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes
logger.info(f'Downloading pair {pair}, interval {timeframe}.')
_download_pair_history(datadir=datadir, exchange=exchange,
pair=pair, timeframe=str(timeframe),
new_pairs_days=new_pairs_days,
timerange=timerange, data_handler=data_handler)
return pairs_not_available
def _download_trades_history(exchange: Exchange,
pair: str, *,
new_pairs_days: int = 30,
timerange: Optional[TimeRange] = None,
data_handler: IDataHandler
) -> bool:
@@ -263,7 +267,7 @@ def _download_trades_history(exchange: Exchange,
since = timerange.startts * 1000 if \
(timerange and timerange.starttype == 'date') else int(arrow.utcnow().shift(
days=-30).float_timestamp) * 1000
days=-new_pairs_days).float_timestamp) * 1000
trades = data_handler.trades_load(pair)
@@ -311,8 +315,8 @@ def _download_trades_history(exchange: Exchange,
def refresh_backtest_trades_data(exchange: Exchange, pairs: List[str], datadir: Path,
timerange: TimeRange, erase: bool = False,
data_format: str = 'jsongz') -> List[str]:
timerange: TimeRange, new_pairs_days: int = 30,
erase: bool = False, data_format: str = 'jsongz') -> List[str]:
"""
Refresh stored trades data for backtesting and hyperopt operations.
Used by freqtrade download-data subcommand.
@@ -333,6 +337,7 @@ def refresh_backtest_trades_data(exchange: Exchange, pairs: List[str], datadir:
logger.info(f'Downloading trades for pair {pair}.')
_download_trades_history(exchange=exchange,
pair=pair,
new_pairs_days=new_pairs_days,
timerange=timerange,
data_handler=data_handler)
return pairs_not_available