Add candletypes argument for convert-data

freqtrade/commands/arguments.py

@@ -61,7 +61,9 @@ ARGS_BUILD_CONFIG = ["config"]
 ARGS_BUILD_STRATEGY = ["user_data_dir", "strategy", "template"]
 
 ARGS_CONVERT_DATA = ["pairs", "format_from", "format_to", "erase"]
-ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes"]
+
+ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes", "exchange", "trading_mode",
+                                               "candle_types"]
 
 ARGS_CONVERT_TRADES = ["pairs", "timeframes", "exchange", "dataformat_ohlcv", "dataformat_trades"]
 

freqtrade/commands/cli_options.py

@@ -5,6 +5,7 @@ from argparse import SUPPRESS, ArgumentTypeError
 
 from freqtrade import __version__, constants
 from freqtrade.constants import HYPEROPT_LOSS_BUILTIN
+from freqtrade.enums import CandleType
 
 
 def check_int_positive(value: str) -> int:
@@ -353,6 +354,12 @@ AVAILABLE_CLI_OPTIONS = {
         help='Select Trading mode',
         choices=constants.TRADING_MODES,
     ),
+    "candle_types": Arg(
+        '--candle-types',
+        help='Select Trading mode',
+        choices=[c.value for c in CandleType],
+        nargs='+',
+    ),
     # Script options
     "pairs": Arg(
         '-p', '--pairs',

freqtrade/commands/data_commands.py

@@ -8,7 +8,7 @@ from freqtrade.configuration import TimeRange, setup_utils_configuration
 from freqtrade.data.converter import convert_ohlcv_format, convert_trades_format
 from freqtrade.data.history import (convert_trades_to_ohlcv, refresh_backtest_ohlcv_data,
                                     refresh_backtest_trades_data)
-from freqtrade.enums import RunMode
+from freqtrade.enums import CandleType, RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.exchange.exchange import market_is_active
@@ -137,9 +137,11 @@ def start_convert_data(args: Dict[str, Any], ohlcv: bool = True) -> None:
     """
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
     if ohlcv:
-        convert_ohlcv_format(config,
+        candle_types = [CandleType.from_string(ct) for ct in config.get('candle_types', ['spot'])]
-                             convert_from=args['format_from'], convert_to=args['format_to'],
+        for candle_type in candle_types:
-                             erase=args['erase'])
+            convert_ohlcv_format(config,
+                                 convert_from=args['format_from'], convert_to=args['format_to'],
+                                 erase=args['erase'], candle_type=candle_type)
     else:
         convert_trades_format(config,
                               convert_from=args['format_from'], convert_to=args['format_to'],

freqtrade/configuration/configuration.py

@@ -434,6 +434,10 @@ class Configuration:
         self._args_to_config(config, argname='trading_mode',
                              logstring='Detected --trading-mode: {}')
 
+        self._args_to_config(config, argname='candle_types',
+                             logstring='Detected --candle-types: {}')
+
+
     def _process_runmode(self, config: Dict[str, Any]) -> None:
 
         self._args_to_config(config, argname='dry_run',

freqtrade/data/converter.py

@@ -267,7 +267,7 @@ def convert_ohlcv_format(
     convert_from: str,
     convert_to: str,
     erase: bool,
-    candle_type: CandleType = CandleType.SPOT_
+    candle_type: CandleType
 ):
     """
     Convert OHLCV from one format to another

tests/data/test_converter.py

@@ -12,6 +12,7 @@ from freqtrade.data.converter import (convert_ohlcv_format, convert_trades_forma
                                       trades_to_ohlcv, trim_dataframe)
 from freqtrade.data.history import (get_timerange, load_data, load_pair_history,
                                     validate_backtest_data)
+from freqtrade.enums import CandleType
 from tests.conftest import log_has, log_has_re
 from tests.data.test_history import _clean_test_file
 
@@ -312,7 +313,8 @@ def test_convert_ohlcv_format(default_conf, testdatadir, tmpdir, file_base):
         default_conf,
         convert_from='json',
         convert_to='jsongz',
-        erase=False
+        erase=False,
+        candle_type=CandleType.SPOT
     )
 
     assert file_new.exists()
@@ -325,7 +327,8 @@ def test_convert_ohlcv_format(default_conf, testdatadir, tmpdir, file_base):
         default_conf,
         convert_from='jsongz',
         convert_to='json',
-        erase=True
+        erase=True,
+        candle_type=CandleType.SPOT
     )
 
     assert file_temp.exists()