Add download_trades_history()

This commit is contained in:
Matthias
2019-08-16 10:51:04 +02:00
parent ab8f638e44
commit 2c0bb71a6e
2 changed files with 51 additions and 5 deletions

View File

@@ -83,15 +83,15 @@ def store_tickerdata_file(datadir: Path, pair: str,
def load_trades_file(datadir: Optional[Path], pair: str,
timerange: Optional[TimeRange] = None) -> Optional[list]:
timerange: Optional[TimeRange] = None) -> List[Dict]:
"""
Load a pair from file, either .json.gz or .json
:return: tickerlist or None if unsuccesful
:return: tickerlist or empty list if unsuccesful
"""
filename = pair_trades_filename(datadir, pair)
tradesdata = misc.file_load_json(filename)
if not tradesdata:
return None
return []
# TODO: trim trades based on timerange... ?
return tradesdata
@@ -329,6 +329,47 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes
return pairs_not_available
def download_trades_history(datadir: Optional[Path],
exchange: Optional[Exchange],
pair: str,
ticker_interval: str = '5m',
timerange: Optional[TimeRange] = None) -> bool:
if not exchange:
raise OperationalException(
"Exchange needs to be initialized to download data")
try:
since = timerange.startts * 1000 if timerange and timerange.starttype == 'date' else None
trades = load_trades_file(datadir, pair)
from_id = trades[-1]['id'] if trades else None
logger.debug("Current Start: %s", trades[1]['datetime'] if trades else 'None')
logger.debug("Current End: %s", trades[-1]['datetime'] if trades else 'None')
exchange.get_historic_trades(pair=pair,
since=since if since else
int(arrow.utcnow().shift(days=-30).float_timestamp) * 1000,
# until=xxx,
from_id=from_id,
)
store_trades_file(datadir, pair, trades)
logger.debug("New Start: %s", trades[0]['datetime'])
logger.debug("New End: %s", trades[-1]['datetime'])
logger.info(f"New Amount of trades: {len(trades)}")
except Exception as e:
logger.error(
f'Failed to download historic trades for pair: "{pair}". '
f'Error: {e}'
)
return False
def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]:
"""
Get the maximum timeframe for the given backtest data