add freqai utils.py file

This commit is contained in:
robcaulk 2022-08-26 15:30:28 +02:00
parent 65b552e310
commit e7261cf515

56
freqtrade/freqai/utils.py Normal file
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from freqtrade.data.dataprovider import DataProvider
from freqtrade.plugins.pairlist.pairlist_helpers import dynamic_expand_pairlist
from freqtrade.exchange.exchange import market_is_active
from freqtrade.exchange import timeframe_to_seconds
from freqtrade.data.history.history_utils import refresh_backtest_ohlcv_data
from datetime import datetime, timezone
from freqtrade.exceptions import OperationalException
from freqtrade.configuration import TimeRange
def download_all_data_for_training(dp: DataProvider, config: dict) -> None:
"""
Called only once upon start of bot to download the necessary data for
populating indicators and training a FreqAI model.
:param timerange: TimeRange = The full data timerange for populating the indicators
and training the model.
:param dp: DataProvider instance attached to the strategy
"""
if dp._exchange is not None:
markets = [p for p, m in dp._exchange.markets.items() if market_is_active(m)
or config.get('include_inactive')]
else:
# This should not occur:
raise OperationalException('No exchange object found.')
all_pairs = dynamic_expand_pairlist(config, markets)
if not dp._exchange:
# Not realistic - this is only called in live mode.
raise OperationalException("Dataprovider did not have an exchange attached.")
time = datetime.now(tz=timezone.utc).timestamp()
for tf in config["freqai"]["feature_parameters"].get("include_timeframes"):
timerange = TimeRange()
timerange.startts = int(time)
timerange.stopts = int(time)
startup_candles = dp.get_required_startup(str(tf))
tf_seconds = timeframe_to_seconds(str(tf))
timerange.subtract_start(tf_seconds * startup_candles)
new_pairs_days = int((timerange.stopts - timerange.startts) / 86400)
# FIXME: now that we are looping on `refresh_backtest_ohlcv_data`, the function
# redownloads the funding rate for each pair.
refresh_backtest_ohlcv_data(
dp._exchange,
pairs=all_pairs,
timeframes=[tf],
datadir=config["datadir"],
timerange=timerange,
new_pairs_days=new_pairs_days,
erase=False,
data_format=config.get("dataformat_ohlcv", "json"),
trading_mode=config.get("trading_mode", "spot"),
prepend=config.get("prepend_data", False),
)