# pragma pylint: disable=missing-docstring import gzip import json import os from typing import Optional, List, Dict, Tuple from freqtrade import misc from freqtrade.exchange import get_ticker_history from freqtrade.logger import Logger from user_data.hyperopt_conf import hyperopt_optimize_conf logger = Logger(name=__name__).get_logger() def trim_tickerlist(tickerlist: List[Dict], timerange: Tuple[Tuple, int, int]) -> List[Dict]: stype, start, stop = timerange if stype == (None, 'line'): return tickerlist[stop:] elif stype == ('line', None): return tickerlist[0:start] elif stype == ('index', 'index'): return tickerlist[start:stop] return tickerlist def load_tickerdata_file( datadir: str, pair: str, ticker_interval: int, timerange: Optional[Tuple[Tuple, int, int]] = None) -> Optional[List[Dict]]: """ Load a pair from file, :return dict OR empty if unsuccesful """ path = make_testdata_path(datadir) file = os.path.join(path, '{pair}-{ticker_interval}.json'.format( pair=pair.replace('/', '_'), ticker_interval=ticker_interval, )) gzipfile = file + '.gz' # If the file does not exist we download it when None is returned. # If file exists, read the file, load the json if os.path.isfile(gzipfile): logger.debug('Loading ticker data from file %s', gzipfile) with gzip.open(gzipfile) as tickerdata: pairdata = json.load(tickerdata) elif os.path.isfile(file): logger.debug('Loading ticker data from file %s', file) with open(file) as tickerdata: pairdata = json.load(tickerdata) else: return None if timerange: pairdata = trim_tickerlist(pairdata, timerange) return pairdata def load_data(datadir: str, ticker_interval: int, pairs: Optional[List[str]] = None, refresh_pairs: Optional[bool] = False, timerange: Optional[Tuple[Tuple, int, int]] = None) -> Dict[str, List]: """ Loads ticker history data for the given parameters :return: dict """ result = {} _pairs = pairs or hyperopt_optimize_conf()['exchange']['pair_whitelist'] # If the user force the refresh of pairs if refresh_pairs: logger.info('Download data for all pairs and store them in %s', datadir) download_pairs(datadir, _pairs, ticker_interval) for pair in _pairs: pairdata = load_tickerdata_file(datadir, pair, ticker_interval, timerange=timerange) if not pairdata: # download the tickerdata from exchange download_backtesting_testdata(datadir, pair=pair, interval=ticker_interval) # and retry reading the pair pairdata = load_tickerdata_file(datadir, pair, ticker_interval, timerange=timerange) result[pair] = pairdata return result def make_testdata_path(datadir: str) -> str: """Return the path where testdata files are stored""" return datadir or os.path.abspath( os.path.join( os.path.dirname(__file__), '..', 'tests', 'testdata' ) ) def download_pairs(datadir, pairs: List[str], ticker_interval: int) -> bool: """For each pairs passed in parameters, download the ticker intervals""" for pair in pairs: try: download_backtesting_testdata(datadir, pair=pair, interval=ticker_interval) except BaseException: logger.info( 'Failed to download the pair: "%s", Interval: %s min', pair, ticker_interval ) return False return True # FIX: 20180110, suggest rename interval to tick_interval def download_backtesting_testdata(datadir: str, 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 = make_testdata_path(datadir) logger.info( 'Download the pair: "%s", Interval: %s min', pair, interval ) filepair = pair.replace("/", "_") filename = os.path.join(path, '{pair}-{interval}.json'.format( pair=filepair, interval=interval, )) if os.path.isfile(filename): with open(filename, "rt") as file: data = json.load(file) logger.debug("Current Start: %s", data[1]['T']) logger.debug("Current End: %s", 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: %s", data[1]['T']) logger.debug("New End: %s", data[-1:][0]['T']) data = sorted(data, key=lambda data: data['T']) misc.file_dump_json(filename, data) return True