Update download-data to download necessary data for futures

freqtrade/commands/data_commands.py

@@ -83,7 +83,9 @@ def start_download_data(args: Dict[str, Any]) -> None:
                 exchange, pairs=expanded_pairs, timeframes=config['timeframes'],
                 datadir=config['datadir'], timerange=timerange,
                 new_pairs_days=config['new_pairs_days'],
-                erase=bool(config.get('erase')), data_format=config['dataformat_ohlcv'])
+                erase=bool(config.get('erase')), data_format=config['dataformat_ohlcv'],
+                trading_mode=config.get('trading_mode', 'spot'),
+                )
 
     except KeyboardInterrupt:
         sys.exit("SIGINT received, aborting ...")

freqtrade/data/history/history_utils.py

@@ -248,10 +248,10 @@ def _download_pair_history(pair: str, *,
 
 
 def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes: List[str],
-                                datadir: Path, timerange: Optional[TimeRange] = None,
+                                datadir: Path, trading_mode: str,
+                                timerange: Optional[TimeRange] = None,
                                 new_pairs_days: int = 30, erase: bool = False,
                                 data_format: str = None,
-                                candle_type: CandleType = CandleType.SPOT
                                 ) -> List[str]:
     """
     Refresh stored ohlcv data for backtesting and hyperopt operations.
@@ -260,6 +260,7 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes
     """
     pairs_not_available = []
     data_handler = get_datahandler(datadir, data_format)
+    candle_type = CandleType.FUTURES if trading_mode == 'futures' else CandleType.SPOT_
     for idx, pair in enumerate(pairs, start=1):
         if pair not in exchange.markets:
             pairs_not_available.append(pair)
@@ -279,6 +280,21 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes
                                    timerange=timerange, data_handler=data_handler,
                                    timeframe=str(timeframe), new_pairs_days=new_pairs_days,
                                    candle_type=candle_type)
+        if trading_mode == 'futures':
+            # TODO-lev: Use correct candletype (and timeframe) depending on exchange
+            timeframe = '1h'
+            candle_type = CandleType.MARK
+            # TODO: this could be in most parts to the above.
+            if erase:
+                if data_handler.ohlcv_purge(pair, timeframe, candle_type=candle_type):
+                    logger.info(
+                        f'Deleting existing data for pair {pair}, interval {timeframe}.')
+            _download_pair_history(pair=pair, process=process,
+                                   datadir=datadir, exchange=exchange,
+                                   timerange=timerange, data_handler=data_handler,
+                                   timeframe=str(timeframe), new_pairs_days=new_pairs_days,
+                                   candle_type=candle_type)
+
     return pairs_not_available
 
 

freqtrade/exchange/exchange.py

@@ -1326,7 +1326,6 @@ class Exchange:
         :param candle_type: '', mark, index, premiumIndex, or funding_rate
         :return: List with candle (OHLCV) data
         """
-        data: List
         pair, _, _, data = asyncio.get_event_loop().run_until_complete(
             self._async_get_historic_ohlcv(pair=pair, timeframe=timeframe,
                                            since_ms=since_ms, is_new_pair=is_new_pair,
@@ -1494,7 +1493,7 @@ class Exchange:
                 pair, timeframe, since_ms, s
             )
             params = deepcopy(self._ft_has.get('ohlcv_params', {}))
-            if candle_type:
+            if candle_type not in (CandleType.SPOT, CandleType.SPOT_):
                 params.update({'price': candle_type})
             data = await self._api_async.fetch_ohlcv(pair, timeframe=timeframe,
                                                      since=since_ms,