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support download for multiple testdata sets

This commit is contained in:
kryofly 2018-01-13 17:39:36 +01:00
parent 80e7f37f50
commit 3277e491f1
4 changed files with 68 additions and 16 deletions
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15
docs/backtesting.md
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@ -51,6 +51,21 @@ python3 ./freqtrade/main.py backtesting --realistic-simulation --live
python3 ./freqtrade/main.py backtesting --datadir freqtrade/tests/testdata-20180101 python3 ./freqtrade/main.py backtesting --datadir freqtrade/tests/testdata-20180101
``` ```
To update your testdata directory, or download into another testdata directory:
```bash
mkdir freqtrade/tests/testdata-20180113
cp freqtrade/tests/testdata/pairs.json freqtrade/tests/testdata-20180113
cd freqtrade/tests/testdata-20180113
Possibly edit pairs.json file to include/exclude pairs
python download_backtest_data.py -p pairs.json
```
The script will read your pairs.json file, and download ticker data
into the current working directory.
For help about backtesting usage, please refer to For help about backtesting usage, please refer to
[Backtesting commands](#backtesting-commands). [Backtesting commands](#backtesting-commands).

5
freqtrade/misc.py
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@ -15,6 +15,11 @@ from freqtrade import __version__
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
def file_dump_json(filename, data):
with open(filename, 'w') as fp:
json.dump(data, fp)
class State(enum.Enum): class State(enum.Enum):
RUNNING = 0 RUNNING = 0
STOPPED = 1 STOPPED = 1

41
freqtrade/tests/testdata/download_backtest_data.py vendored
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@ -1,29 +1,38 @@
#!/usr/bin/env python3 #!/usr/bin/env python3
"""This script generate json data from bittrex""" """This script generate json data from bittrex"""
import sys
import json import json
from os import path
from freqtrade import exchange from freqtrade import exchange
from freqtrade.exchange import Bittrex from freqtrade.exchange import Bittrex
from freqtrade import misc
PAIRS = [ parser = misc.common_args_parser('download utility')
'BTC_BCC', 'BTC_ETH', 'BTC_MER', 'BTC_POWR', 'BTC_ETC', parser.add_argument(
'BTC_OK', 'BTC_NEO', 'BTC_EMC2', 'BTC_DASH', 'BTC_LSK', '-p', '--pair',
'BTC_LTC', 'BTC_XZC', 'BTC_OMG', 'BTC_STRAT', 'BTC_XRP', help='JSON file containing pairs to download',
'BTC_QTUM', 'BTC_WAVES', 'BTC_VTC', 'BTC_XLM', 'BTC_MCO' dest='pair',
] default=None
TICKER_INTERVAL = 5 # ticker interval in minutes (currently implemented: 1 and 5) )
OUTPUT_DIR = path.dirname(path.realpath(__file__)) args = parser.parse_args(sys.argv[1:])
TICKER_INTERVALS = [1, 5] # ticker interval in minutes (currently implemented: 1 and 5)
PAIRS = []
if args.pair:
with open(args.pair) as file:
PAIRS = json.load(file)
PAIRS = list(set(PAIRS))
print('About to download pairs:', PAIRS)
# Init Bittrex exchange # Init Bittrex exchange
exchange._API = Bittrex({'key': '', 'secret': ''}) exchange._API = Bittrex({'key': '', 'secret': ''})
for pair in PAIRS: for pair in PAIRS:
data = exchange.get_ticker_history(pair, TICKER_INTERVAL) for tick_interval in TICKER_INTERVALS:
filename = path.join(OUTPUT_DIR, '{}-{}.json'.format( print('downloading pair %s, interval %s' % (pair, tick_interval))
pair, data = exchange.get_ticker_history(pair, tick_interval)
TICKER_INTERVAL, filename = '{}-{}.json'.format(pair, tick_interval)
)) misc.file_dump_json(filename, data)
with open(filename, 'w') as fp:
json.dump(data, fp)

23
freqtrade/tests/testdata/pairs.json vendored Normal file
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@ -0,0 +1,23 @@
[
"BTC_ADA",
"BTC_BAT",
"BTC_DASH",
"BTC_ETC",
"BTC_ETH",
"BTC_GBYTE",
"BTC_LSK",
"BTC_LTC",
"BTC_NEO",
"BTC_NXT",
"BTC_POWR",
"BTC_STORJ",
"BTC_QTUM",
"BTC_WAVES",
"BTC_VTC",
"BTC_XLM",
"BTC_XMR",
"BTC_XVG",
"BTC_XRP",
"BTC_ZEC"
]