Store and read exchange data in test/testdata/<exchange> sub directory.

To help manage a multi-exchange bot

freqtrade/arguments.py

@@ -4,7 +4,6 @@ This module contains the argument manager class
 
 import argparse
 import logging
-import os
 import re
 import arrow
 from typing import List, Tuple, Optional
@@ -70,12 +69,16 @@ class Arguments(object):
             type=str,
             metavar='PATH',
         )
+        # default to none, if none passed we build a default
+        # which includes exchange as a subdir in config
+        # has to be this way around as config.json is not read yet to capture
+        # exchange value
         self.parser.add_argument(
             '-d', '--datadir',
-            help='path to backtest data (default: %(default)s',
+            help='path to backtest data (help_hints',
             dest='datadir',
-            default=os.path.join('freqtrade', 'tests', 'testdata'),
             type=str,
+            default=None,
             metavar='PATH',
         )
         self.parser.add_argument(

freqtrade/configuration.py

@@ -4,6 +4,7 @@ This module contains the configuration class
 
 import json
 import logging
+import os
 from argparse import Namespace
 from typing import Optional, Dict, Any
 from jsonschema import Draft4Validator, validate
@@ -143,9 +144,24 @@ class Configuration(object):
             logger.info('Parameter --timerange detected: %s ...', self.args.timerange)
 
         # If --datadir is used we add it to the configuration
+        # If not passed as an arg, we build testdata path including 'exchange' as a sub dir
         if 'datadir' in self.args and self.args.datadir:
             config.update({'datadir': self.args.datadir})
-            logger.info('Using data folder: %s ...', self.args.datadir)
+        else:
+            exchange = config.get('exchange', {}).get('name').lower()
+            if exchange:
+                default = os.path.join('freqtrade', 'tests', 'testdata', exchange)
+                config.update({'datadir': default})
+            # What if user has no exchange as arg or in file - set catchall
+            else:
+                logger.info("No exchange set")
+                default = os.path.join('freqtrade', 'tests', 'testdata', 'catchall')
+
+        if not os.path.exists(config['datadir']):
+            os.makedirs(config['datadir'])
+            logger.info("Made directory: %s", config['datadir'])
+
+        logger.info('Using data folder: %s ...', config['datadir'])
 
         # If -r/--refresh-pairs-cached is used we add it to the configuration
         if 'refresh_pairs' in self.args and self.args.refresh_pairs: