Merge pull request #956 from freqtrade/fix/download_backtest
slight rework of download script
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commit
375ea940f4
@ -334,3 +334,10 @@ class Arguments(object):
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nargs='+',
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dest='timeframes',
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)
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self.parser.add_argument(
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'--erase',
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help='Clean all existing data for the selected exchange/pairs/timeframes',
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dest='erase',
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action='store_true'
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)
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@ -3,11 +3,14 @@
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"""This script generate json data from bittrex"""
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import json
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import sys
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import os
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from pathlib import Path
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import arrow
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from freqtrade import (arguments, misc)
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from freqtrade import arguments
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from freqtrade.arguments import TimeRange
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from freqtrade.exchange import Exchange
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from freqtrade.optimize import download_backtesting_testdata
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DEFAULT_DL_PATH = 'user_data/data'
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@ -17,25 +20,27 @@ args = arguments.parse_args()
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timeframes = args.timeframes
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dl_path = os.path.join(DEFAULT_DL_PATH, args.exchange)
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dl_path = Path(DEFAULT_DL_PATH).joinpath(args.exchange)
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if args.export:
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dl_path = args.export
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dl_path = Path(args.export)
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if not os.path.isdir(dl_path):
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if not dl_path.is_dir():
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sys.exit(f'Directory {dl_path} does not exist.')
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pairs_file = args.pairs_file if args.pairs_file else os.path.join(dl_path, 'pairs.json')
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if not os.path.isfile(pairs_file):
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pairs_file = Path(args.pairs_file) if args.pairs_file else dl_path.joinpath('pairs.json')
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if not pairs_file.exists():
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sys.exit(f'No pairs file found with path {pairs_file}.')
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with open(pairs_file) as file:
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with pairs_file.open() as file:
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PAIRS = list(set(json.load(file)))
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PAIRS.sort()
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since_time = None
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timerange = TimeRange()
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if args.days:
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since_time = arrow.utcnow().shift(days=-args.days).timestamp * 1000
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time_since = arrow.utcnow().shift(days=-args.days).strftime("%Y%m%d")
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timerange = arguments.parse_timerange(f'{time_since}-')
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print(f'About to download pairs: {PAIRS} to {dl_path}')
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@ -59,21 +64,18 @@ for pair in PAIRS:
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print(f"skipping pair {pair}")
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continue
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for tick_interval in timeframes:
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print(f'downloading pair {pair}, interval {tick_interval}')
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data = exchange.get_ticker_history(pair, tick_interval, since_ms=since_time)
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if not data:
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print('\tNo data was downloaded')
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break
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print('\tData was downloaded for period %s - %s' % (
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arrow.get(data[0][0] / 1000).format(),
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arrow.get(data[-1][0] / 1000).format()))
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# save data
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pair_print = pair.replace('/', '_')
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filename = f'{pair_print}-{tick_interval}.json'
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misc.file_dump_json(os.path.join(dl_path, filename), data)
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dl_file = dl_path.joinpath(filename)
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if args.erase and dl_file.exists():
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print(f'Deleting existing data for pair {pair}, interval {tick_interval}')
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dl_file.unlink()
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print(f'downloading pair {pair}, interval {tick_interval}')
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download_backtesting_testdata(str(dl_path), exchange=exchange,
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pair=pair,
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tick_interval=tick_interval,
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timerange=timerange)
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if pairs_not_available:
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