Refactor exchange to class

freqtrade/optimize/__init__.py

@@ -8,7 +8,7 @@ from typing import Optional, List, Dict, Tuple, Any
 import arrow
 
 from freqtrade import misc, constants
-from freqtrade.exchange import get_ticker_history
+from freqtrade.exchange import Exchange
 from freqtrade.arguments import TimeRange
 
 logger = logging.getLogger(__name__)
@@ -183,6 +183,7 @@ def load_cached_data_for_updating(filename: str,
 
 
 def download_backtesting_testdata(datadir: str,
+                                  exchange: Exchange,
                                   pair: str,
                                   tick_interval: str = '5m',
                                   timerange: Optional[TimeRange] = None) -> None:
@@ -216,7 +217,8 @@ def download_backtesting_testdata(datadir: str,
     logger.debug("Current Start: %s", misc.format_ms_time(data[1][0]) if data else 'None')
     logger.debug("Current End: %s", misc.format_ms_time(data[-1][0]) if data else 'None')
 
-    new_data = get_ticker_history(pair=pair, tick_interval=tick_interval, since_ms=since_ms)
+    new_data = exchange.get_ticker_history(pair=pair, tick_interval=tick_interval,
+                                           since_ms=since_ms)
     data.extend(new_data)
 
     logger.debug("New Start: %s", misc.format_ms_time(data[0][0]))

freqtrade/optimize/backtesting.py

@@ -14,7 +14,7 @@ from pandas import DataFrame
 from tabulate import tabulate
 
 import freqtrade.optimize as optimize
-from freqtrade import exchange
+from freqtrade.exchange import Exchange
 from freqtrade.analyze import Analyze
 from freqtrade.arguments import Arguments
 from freqtrade.configuration import Configuration
@@ -61,7 +61,7 @@ class Backtesting(object):
         self.config['exchange']['password'] = ''
         self.config['exchange']['uid'] = ''
         self.config['dry_run'] = True
-        exchange.init(self.config)
+        self.exchange = Exchange(self.config)
 
     @staticmethod
     def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]:
@@ -130,7 +130,7 @@ class Backtesting(object):
 
         stake_amount = args['stake_amount']
         max_open_trades = args.get('max_open_trades', 0)
-        fee = exchange.get_fee()
+        fee = self.exchange.get_fee()
         trade = Trade(
             open_rate=buy_row.close,
             open_date=buy_row.date,
@@ -256,7 +256,7 @@ class Backtesting(object):
         if self.config.get('live'):
             logger.info('Downloading data for all pairs in whitelist ...')
             for pair in pairs:
-                data[pair] = exchange.get_ticker_history(pair, self.ticker_interval)
+                data[pair] = self.exchange.get_ticker_history(pair, self.ticker_interval)
         else:
             logger.info('Using local backtesting data (using whitelist in given config) ...')