allow defining of timeframes to download

This commit is contained in:
Janne Sinivirta 2018-06-04 13:31:52 +03:00
parent 86ae9d25f0
commit 5ff405b0b0
3 changed files with 14 additions and 2 deletions

View File

@ -117,6 +117,7 @@ This will download ticker data for all the currency pairs you defined in `pairs.
- To change the exchange used to download the tickers, use `--exchange`. Default is `bittrex`.
- To use `pairs.json` from some other folder, use `--pairs-file some_other_dir/pairs.json`.
- To download ticker data for only 10 days, use `--days 10`.
- Use `--timeframes` to specify which tickers to download. Default is `--timeframes 1m 5m` which will download 1-minute and 5-minute tickers.
For help about backtesting usage, please refer to

View File

@ -312,3 +312,14 @@ class Arguments(object):
dest='exchange',
type=str,
default='bittrex')
self.parser.add_argument(
'-t', '--timeframes',
help='Specify which tickers to download. Space separated list. \
Default: %(default)s',
choices=['5m', '15m', '30m', '1h', '2h', '4h',
'6h', '8h', '12h', '1d', '3d', '1w', '1M'],
default=['1m', '5m'],
nargs='+',
dest='timeframes',
)

View File

@ -14,7 +14,7 @@ arguments = arguments.Arguments(sys.argv[1:], 'download utility')
arguments.testdata_dl_options()
args = arguments.parse_args()
TICKER_INTERVALS = ['1m', '5m']
timeframes = args.timeframes
dl_path = os.path.join(DEFAULT_DL_PATH, args.exchange)
if args.export:
@ -44,7 +44,7 @@ exchange._API = exchange.init_ccxt({'key': '',
for pair in PAIRS:
for tick_interval in TICKER_INTERVALS:
for tick_interval in timeframes:
print(f'downloading pair {pair}, interval {tick_interval}')
data = exchange.get_ticker_history(pair, tick_interval, since_ms=since_time)