Merge pull request #5642 from freqtrade/add_trade_conversion_command
Add trade conversion command
This commit is contained in:
Matthias
GitHub
commit
99e3450d30
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@ -204,6 +204,61 @@ It'll also remove original jsongz data files (`--erase` parameter).
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freqtrade convert-trade-data --format-from jsongz --format-to json --datadir ~/.freqtrade/data/kraken --erase
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```
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### Sub-command trades to ohlcv
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When you need to use `--dl-trades` (kraken only) to download data, conversion of trades data to ohlcv data is the last step.
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This command will allow you to repeat this last step for additional timeframes without re-downloading the data.
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```
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usage: freqtrade trades-to-ohlcv [-h] [-v] [--logfile FILE] [-V] [-c PATH]
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[-d PATH] [--userdir PATH]
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[-p PAIRS [PAIRS ...]]
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[-t {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} ...]]
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[--exchange EXCHANGE]
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[--data-format-ohlcv {json,jsongz,hdf5}]
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[--data-format-trades {json,jsongz,hdf5}]
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optional arguments:
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-h, --help show this help message and exit
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-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
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Limit command to these pairs. Pairs are space-
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separated.
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-t {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} ...], --timeframes {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} ...]
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Specify which tickers to download. Space-separated
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list. Default: `1m 5m`.
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--exchange EXCHANGE Exchange name (default: `bittrex`). Only valid if no
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config is provided.
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--data-format-ohlcv {json,jsongz,hdf5}
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Storage format for downloaded candle (OHLCV) data.
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(default: `json`).
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--data-format-trades {json,jsongz,hdf5}
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Storage format for downloaded trades data. (default:
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`jsongz`).
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Common arguments:
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-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
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--logfile FILE Log to the file specified. Special values are:
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'syslog', 'journald'. See the documentation for more
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details.
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-V, --version show program's version number and exit
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-c PATH, --config PATH
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Specify configuration file (default:
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`userdir/config.json` or `config.json` whichever
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exists). Multiple --config options may be used. Can be
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set to `-` to read config from stdin.
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-d PATH, --datadir PATH
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Path to directory with historical backtesting data.
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--userdir PATH, --user-data-dir PATH
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Path to userdata directory.
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```
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#### Example trade-to-ohlcv conversion
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``` bash
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freqtrade trades-to-ohlcv --exchange kraken -t 5m 1h 1d --pairs BTC/EUR ETH/EUR
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```
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### Sub-command list-data
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You can get a list of downloaded data using the `list-data` sub-command.
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@ -8,8 +8,8 @@ Note: Be careful with file-scoped imports in these subfiles.
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"""
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from freqtrade.commands.arguments import Arguments
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from freqtrade.commands.build_config_commands import start_new_config
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from freqtrade.commands.data_commands import (start_convert_data, start_download_data,
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start_list_data)
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from freqtrade.commands.data_commands import (start_convert_data, start_convert_trades,
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start_download_data, start_list_data)
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from freqtrade.commands.deploy_commands import (start_create_userdir, start_install_ui,
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start_new_strategy)
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from freqtrade.commands.hyperopt_commands import start_hyperopt_list, start_hyperopt_show
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@ -58,6 +58,8 @@ ARGS_BUILD_STRATEGY = ["user_data_dir", "strategy", "template"]
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ARGS_CONVERT_DATA = ["pairs", "format_from", "format_to", "erase"]
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ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes"]
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ARGS_CONVERT_TRADES = ["pairs", "timeframes", "exchange", "dataformat_ohlcv", "dataformat_trades"]
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ARGS_LIST_DATA = ["exchange", "dataformat_ohlcv", "pairs"]
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ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "new_pairs_days", "timerange",
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@ -91,7 +93,7 @@ ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperop
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NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
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"list-markets", "list-pairs", "list-strategies", "list-data",
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"hyperopt-list", "hyperopt-show",
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"plot-dataframe", "plot-profit", "show-trades"]
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"plot-dataframe", "plot-profit", "show-trades", "trades-to-ohlcv"]
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NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-strategy"]
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@ -169,14 +171,14 @@ class Arguments:
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self.parser = argparse.ArgumentParser(description='Free, open source crypto trading bot')
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self._build_args(optionlist=['version'], parser=self.parser)
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from freqtrade.commands import (start_backtesting, start_convert_data, start_create_userdir,
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start_download_data, start_edge, start_hyperopt,
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start_hyperopt_list, start_hyperopt_show, start_install_ui,
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start_list_data, start_list_exchanges, start_list_markets,
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start_list_strategies, start_list_timeframes,
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start_new_config, start_new_strategy, start_plot_dataframe,
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start_plot_profit, start_show_trades, start_test_pairlist,
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start_trading, start_webserver)
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from freqtrade.commands import (start_backtesting, start_convert_data, start_convert_trades,
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start_create_userdir, start_download_data, start_edge,
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start_hyperopt, start_hyperopt_list, start_hyperopt_show,
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start_install_ui, start_list_data, start_list_exchanges,
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start_list_markets, start_list_strategies,
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start_list_timeframes, start_new_config, start_new_strategy,
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start_plot_dataframe, start_plot_profit, start_show_trades,
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start_test_pairlist, start_trading, start_webserver)
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subparsers = self.parser.add_subparsers(dest='command',
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# Use custom message when no subhandler is added
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@ -236,6 +238,15 @@ class Arguments:
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convert_trade_data_cmd.set_defaults(func=partial(start_convert_data, ohlcv=False))
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self._build_args(optionlist=ARGS_CONVERT_DATA, parser=convert_trade_data_cmd)
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# Add trades-to-ohlcv subcommand
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convert_trade_data_cmd = subparsers.add_parser(
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'trades-to-ohlcv',
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help='Convert trade data to OHLCV data.',
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parents=[_common_parser],
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)
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convert_trade_data_cmd.set_defaults(func=start_convert_trades)
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self._build_args(optionlist=ARGS_CONVERT_TRADES, parser=convert_trade_data_cmd)
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# Add list-data subcommand
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list_data_cmd = subparsers.add_parser(
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'list-data',
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@ -381,12 +381,12 @@ AVAILABLE_CLI_OPTIONS = {
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),
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"dataformat_ohlcv": Arg(
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'--data-format-ohlcv',
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help='Storage format for downloaded candle (OHLCV) data. (default: `%(default)s`).',
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help='Storage format for downloaded candle (OHLCV) data. (default: `json`).',
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choices=constants.AVAILABLE_DATAHANDLERS,
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),
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"dataformat_trades": Arg(
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'--data-format-trades',
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help='Storage format for downloaded trades data. (default: `%(default)s`).',
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help='Storage format for downloaded trades data. (default: `jsongz`).',
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choices=constants.AVAILABLE_DATAHANDLERS,
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),
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"exchange": Arg(
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@ -89,6 +89,41 @@ def start_download_data(args: Dict[str, Any]) -> None:
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f"on exchange {exchange.name}.")
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def start_convert_trades(args: Dict[str, Any]) -> None:
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config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
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timerange = TimeRange()
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# Remove stake-currency to skip checks which are not relevant for datadownload
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config['stake_currency'] = ''
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if 'pairs' not in config:
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raise OperationalException(
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"Downloading data requires a list of pairs. "
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"Please check the documentation on how to configure this.")
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# Init exchange
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exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
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# Manual validations of relevant settings
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if not config['exchange'].get('skip_pair_validation', False):
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exchange.validate_pairs(config['pairs'])
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expanded_pairs = expand_pairlist(config['pairs'], list(exchange.markets))
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logger.info(f"About to Convert pairs: {expanded_pairs}, "
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f"intervals: {config['timeframes']} to {config['datadir']}")
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for timeframe in config['timeframes']:
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exchange.validate_timeframes(timeframe)
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# Convert downloaded trade data to different timeframes
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convert_trades_to_ohlcv(
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pairs=expanded_pairs, timeframes=config['timeframes'],
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datadir=config['datadir'], timerange=timerange, erase=bool(config.get('erase')),
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data_format_ohlcv=config['dataformat_ohlcv'],
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data_format_trades=config['dataformat_trades'],
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)
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def start_convert_data(args: Dict[str, Any], ohlcv: bool = True) -> None:
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"""
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Convert data from one format to another
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@ -8,12 +8,12 @@ from zipfile import ZipFile
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import arrow
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import pytest
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from freqtrade.commands import (start_convert_data, start_create_userdir, start_download_data,
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start_hyperopt_list, start_hyperopt_show, start_install_ui,
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start_list_data, start_list_exchanges, start_list_markets,
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start_list_strategies, start_list_timeframes, start_new_strategy,
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start_show_trades, start_test_pairlist, start_trading,
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start_webserver)
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from freqtrade.commands import (start_convert_data, start_convert_trades, start_create_userdir,
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start_download_data, start_hyperopt_list, start_hyperopt_show,
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start_install_ui, start_list_data, start_list_exchanges,
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start_list_markets, start_list_strategies, start_list_timeframes,
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start_new_strategy, start_show_trades, start_test_pairlist,
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start_trading, start_webserver)
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from freqtrade.commands.deploy_commands import (clean_ui_subdir, download_and_install_ui,
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get_ui_download_url, read_ui_version)
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from freqtrade.configuration import setup_utils_configuration
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@ -759,6 +759,22 @@ def test_download_data_trades(mocker, caplog):
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assert convert_mock.call_count == 1
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def test_start_convert_trades(mocker, caplog):
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convert_mock = mocker.patch('freqtrade.commands.data_commands.convert_trades_to_ohlcv',
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MagicMock(return_value=[]))
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patch_exchange(mocker)
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mocker.patch(
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'freqtrade.exchange.Exchange.markets', PropertyMock(return_value={})
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)
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args = [
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"trades-to-ohlcv",
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"--exchange", "kraken",
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"--pairs", "ETH/BTC", "XRP/BTC",
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]
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start_convert_trades(get_args(args))
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assert convert_mock.call_count == 1
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def test_start_list_strategies(mocker, caplog, capsys):
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args = [
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