# pragma pylint: disable=missing-docstring import logging import json import os from typing import Optional, List, Dict import time from freqtrade.exchange import get_ticker_history from pandas import DataFrame from freqtrade.analyze import populate_indicators, parse_ticker_dataframe logger = logging.getLogger(__name__) def load_data(pairs: List[str], ticker_interval: int = 5, refresh_pairs: Optional[bool] = False) -> Dict[str, List]: """ Loads ticker history data for the given parameters :param ticker_interval: ticker interval in minutes :param pairs: list of pairs :return: dict """ path = testdata_path() result = {} # If the user force the refresh of pairs if refresh_pairs: logger.info('Download data for all pairs and store them in freqtrade/tests/testsdata') download_pairs(pairs) for pair in pairs: file = '{abspath}/{pair}-{ticker_interval}.json'.format( abspath=path, pair=pair, ticker_interval=ticker_interval, ) # The file does not exist we download it if not os.path.isfile(file): download_backtesting_testdata(pair=pair, interval=ticker_interval) # Read the file, load the json with open(file) as tickerdata: result[pair] = json.load(tickerdata) return result def preprocess(tickerdata: Dict[str, List]) -> Dict[str, DataFrame]: """Creates a dataframe and populates indicators for given ticker data""" processed = {} for pair, pair_data in tickerdata.items(): processed[pair] = populate_indicators(parse_ticker_dataframe(pair_data)) return processed def testdata_path() -> str: """Return the path where testdata files are stored""" return os.path.abspath(os.path.dirname(__file__)) + '/../tests/testdata' def download_pairs(pairs: List[str]) -> bool: """For each pairs passed in parameters, download 1 and 5 ticker intervals""" for pair in pairs: try: for interval in [1,5]: download_backtesting_testdata(pair=pair, interval=interval) except BaseException: logger.info('Impossible to download the pair: "{pair}", Interval: {interval} min'.format( pair=pair, interval=interval, )) return False return True def download_backtesting_testdata(pair: str, interval: int = 5) -> bool: """ Download the latest 1 and 5 ticker intervals from Bittrex for the pairs passed in parameters Based on @Rybolov work: https://github.com/rybolov/freqtrade-data :param pairs: list of pairs to download :return: bool """ path = testdata_path() logger.info('Download the pair: "{pair}", Interval: {interval} min'.format( pair=pair, interval=interval, )) filepair = pair.replace("-", "_") filename = os.path.join(path, '{}-{}.json'.format( filepair, interval, )) filename = filename.replace('USDT_BTC', 'BTC_FAKEBULL') if os.path.isfile(filename): with open(filename, "rt") as fp: data = json.load(fp) logger.debug("Current Start:", data[1]['T']) logger.debug("Current End: ", data[-1:][0]['T']) else: data = [] logger.debug("Current Start: None") logger.debug("Current End: None") new_data = get_ticker_history(pair = pair, tick_interval = int(interval)) for row in new_data: if row not in data: data.append(row) logger.debug("New Start:", data[1]['T']) logger.debug("New End: ", data[-1:][0]['T']) data = sorted(data, key=lambda data: data['T']) with open(filename, "wt") as fp: json.dump(data, fp) return True