Add time range support to download_backtest_data

freqtrade/arguments.py

@@ -265,3 +265,17 @@ class Arguments(object):
             help='Export files to given dir',
             dest='export',
             default=None)
+
+        self.parser.add_argument(
+            '--days',
+            help='Download data for number of days',
+            dest='days',
+            type=int,
+            default=None)
+
+        self.parser.add_argument(
+            '--exchange',
+            help='Exchange name',
+            dest='exchange',
+            type=str,
+            default='bittrex')

freqtrade/exchange/__init__.py

@@ -45,7 +45,7 @@ def retrier(f):
     return wrapper
 
 
-def init_ccxt(exchange_config: dict) -> ccxt:
+def init_ccxt(exchange_config: dict) -> ccxt.Exchange:
     """
     Initialize ccxt with given config and return valid
     ccxt instance.
@@ -62,7 +62,7 @@ def init_ccxt(exchange_config: dict) -> ccxt:
             'apiKey': exchange_config.get('key'),
             'secret': exchange_config.get('secret'),
             'password': exchange_config.get('password'),
-            'uid': exchange_config.get('uid' ''),
+            'uid': exchange_config.get('uid', ''),
             'enableRateLimit': True,
         })
     except (KeyError, AttributeError):
@@ -269,9 +269,9 @@ def get_ticker(pair: str, refresh: Optional[bool] = True) -> dict:
 
 
 @retrier
-def get_ticker_history(pair: str, tick_interval: str) -> List[Dict]:
+def get_ticker_history(pair: str, tick_interval: str, since: Optional[int] = None) -> List[Dict]:
     try:
-        return _API.fetch_ohlcv(pair, timeframe=tick_interval)
+        return _API.fetch_ohlcv(pair, timeframe=tick_interval, since=since)
     except ccxt.NetworkError as e:
         raise NetworkException(
             'Could not load ticker history due to networking error. Message: {}'.format(e)

scripts/download_backtest_data.py

@@ -4,8 +4,8 @@
 import json
 import sys
 import os
-
-from freqtrade import (exchange, arguments, misc)
+import time
+import datetime
 
 DEFAULT_DL_PATH = 'freqtrade/tests/testdata'
 
@@ -15,6 +15,9 @@ args = arguments.parse_args()
 
 TICKER_INTERVALS = ['1m', '5m']
 PAIRS = []
+MIN_SECCONDS = 60
+HOUR_SECCONDS = 60 * MIN_SECCONDS
+DAY_SECCONDS = 24 * HOUR_SECCONDS
 
 if args.pairs_file:
     with open(args.pairs_file) as file:
@@ -27,15 +30,36 @@ if args.export and os.path.exists(args.export):
 
 print(f'About to download pairs: {PAIRS} to {dl_path}')
 
-# Init Bittrex exchange
+# Init exchange
 exchange._API = exchange.init_ccxt({'key': '',
                                     'secret': '',
-                                    'name': 'bittrex'})
+                                    'name': args.exchange})
 
 for pair in PAIRS:
     for tick_interval in TICKER_INTERVALS:
         print(f'downloading pair {pair}, interval {tick_interval}')
-        data = exchange.get_ticker_history(pair, tick_interval)
+
+        since_time = None
+        if args.days:
+            since_time = int((time.time() - args.days * DAY_SECCONDS) * 1000)
+
+        # download data until it reaches today now time
+        data = []
+        while not since_time or since_time < (time.time() - 10 * MIN_SECCONDS) * 1000:
+            data_part = exchange.get_ticker_history(pair, tick_interval, since=since_time)
+
+            if not data_part:
+                print('\tNo data since %s' % datetime.datetime.utcfromtimestamp(since_time / 1000).strftime('%Y-%m-%dT%H:%M:%S'))
+                break
+            
+            print('\tData received for period %s - %s' % 
+                    (datetime.datetime.utcfromtimestamp(data_part[0][0] / 1000).strftime('%Y-%m-%dT%H:%M:%S'),
+                    datetime.datetime.utcfromtimestamp(data_part[-1][0] / 1000).strftime('%Y-%m-%dT%H:%M:%S')))
+
+            data.extend(data_part)
+            since_time = data[-1][0] + 1
+
+        # save data
         pair_print = pair.replace('/', '_')
         filename = f'{pair_print}-{tick_interval}.json'
         misc.file_dump_json(os.path.join(dl_path, filename), data)