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Fix review comments. Add support of datetime timeganges

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This commit is contained in:
Anton
2018-04-28 00:16:34 +03:00
parent 2fe7812e20
commit 82ea56c8fd
8 changed files with 194 additions and 60 deletions
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39
scripts/download_backtest_data.py
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@@ -4,8 +4,9 @@
import json
import sys
import os
import time
import datetime
import arrow
from freqtrade import (exchange, arguments, misc)
DEFAULT_DL_PATH = 'freqtrade/tests/testdata'
@@ -15,9 +16,6 @@ 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:
@@ -28,6 +26,11 @@ dl_path = DEFAULT_DL_PATH
if args.export and os.path.exists(args.export):
dl_path = args.export
since_time = None
if args.days:
since_time = arrow.utcnow().shift(days=-args.days).timestamp * 1000
print(f'About to download pairs: {PAIRS} to {dl_path}')
# Init exchange
@@ -35,29 +38,19 @@ exchange._API = exchange.init_ccxt({'key': '',
'secret': '',
'name': args.exchange})
for pair in PAIRS:
for tick_interval in TICKER_INTERVALS:
print(f'downloading pair {pair}, interval {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
data = exchange.get_ticker_history(pair, tick_interval, since=since_time)
if not data:
print('\tNo data was downloaded')
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
print('\tData was downloaded for period %s - %s' % (
arrow.get(data[0][0] / 1000).format(),
arrow.get(data[-1][0] / 1000).format()))
# save data
pair_print = pair.replace('/', '_')