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Update download-data to download necessary data for futures

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This commit is contained in:
Matthias
2021-12-03 14:43:49 +01:00
parent d30aaaeaaa
commit 69f371bf63
3 changed files with 22 additions and 5 deletions
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20
freqtrade/data/history/history_utils.py
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@@ -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