Add handling for gzip files

freqtrade/misc.py

@@ -5,6 +5,7 @@ Various tool function for Freqtrade and scripts
 import json
 import logging
 import re
+import gzip
 from datetime import datetime
 from typing import Dict
 
@@ -63,15 +64,21 @@ def common_datearray(dfs: Dict[str, DataFrame]) -> np.ndarray:
     return np.sort(arr, axis=0)
 
 
-def file_dump_json(filename, data) -> None:
+def file_dump_json(filename, data, is_zip=False) -> None:
     """
     Dump JSON data into a file
     :param filename: file to create
     :param data: JSON Data to save
     :return:
     """
-    with open(filename, 'w') as fp:
-        json.dump(data, fp, default=str)
+    if not is_zip:
+        with open(filename, 'w') as fp:
+            json.dump(data, fp, default=str)
+    else:
+        if not filename.endswith('.gz'):
+            filename = filename + '.gz'
+        with gzip.open(filename, 'w') as fp:
+            json.dump(data, fp, default=str)
 
 
 def format_ms_time(date: str) -> str:

freqtrade/tests/test_misc.py

@@ -71,3 +71,8 @@ def test_file_dump_json(mocker) -> None:
     file_dump_json('somefile', [1, 2, 3])
     assert file_open.call_count == 1
     assert json_dump.call_count == 1
+    file_open = mocker.patch('freqtrade.misc.gzip.open', MagicMock())
+    json_dump = mocker.patch('json.dump', MagicMock())
+    file_dump_json('somefile', [1, 2, 3], True)
+    assert file_open.call_count == 1
+    assert json_dump.call_count == 1