import logging import sys from collections import defaultdict from datetime import datetime, timedelta from typing import Any, Dict, List 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.exceptions import OperationalException from freqtrade.exchange import timeframe_to_minutes from freqtrade.exchange.exchange import market_is_active from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist from freqtrade.resolvers import ExchangeResolver logger = logging.getLogger(__name__) def start_download_data(args: Dict[str, Any]) -> None: """ Download data (former download_backtest_data.py script) """ config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE) if 'days' in config and 'timerange' in config: raise OperationalException("--days and --timerange are mutually exclusive. " "You can only specify one or the other.") timerange = TimeRange() if 'days' in config: time_since = (datetime.now() - timedelta(days=config['days'])).strftime("%Y%m%d") timerange = TimeRange.parse_timerange(f'{time_since}-') if 'timerange' in config: timerange = timerange.parse_timerange(config['timerange']) # Remove stake-currency to skip checks which are not relevant for datadownload config['stake_currency'] = '' if 'pairs' not in config: raise OperationalException( "Downloading data requires a list of pairs. " "Please check the documentation on how to configure this.") pairs_not_available: List[str] = [] # Init exchange exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False) markets = [p for p, m in exchange.markets.items() if market_is_active(m) or config.get('include_inactive')] expanded_pairs = expand_pairlist(config['pairs'], markets) # Manual validations of relevant settings if not config['exchange'].get('skip_pair_validation', False): exchange.validate_pairs(expanded_pairs) logger.info(f"About to download pairs: {expanded_pairs}, " f"intervals: {config['timeframes']} to {config['datadir']}") for timeframe in config['timeframes']: exchange.validate_timeframes(timeframe) try: if config.get('download_trades'): if config.get('trading_mode') == 'futures': raise OperationalException("Trade download not supported for futures.") pairs_not_available = refresh_backtest_trades_data( exchange, pairs=expanded_pairs, datadir=config['datadir'], timerange=timerange, new_pairs_days=config['new_pairs_days'], erase=bool(config.get('erase')), data_format=config['dataformat_trades']) # Convert downloaded trade data to different timeframes convert_trades_to_ohlcv( pairs=expanded_pairs, timeframes=config['timeframes'], datadir=config['datadir'], timerange=timerange, erase=bool(config.get('erase')), data_format_ohlcv=config['dataformat_ohlcv'], data_format_trades=config['dataformat_trades'], ) else: pairs_not_available = refresh_backtest_ohlcv_data( exchange, pairs=expanded_pairs, timeframes=config['timeframes'], datadir=config['datadir'], timerange=timerange, new_pairs_days=config['new_pairs_days'], erase=bool(config.get('erase')), data_format=config['dataformat_ohlcv'], trading_mode=config.get('trading_mode', 'spot'), ) except KeyboardInterrupt: sys.exit("SIGINT received, aborting ...") finally: if pairs_not_available: logger.info(f"Pairs [{','.join(pairs_not_available)}] not available " f"on exchange {exchange.name}.") def start_convert_trades(args: Dict[str, Any]) -> None: config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE) timerange = TimeRange() # Remove stake-currency to skip checks which are not relevant for datadownload config['stake_currency'] = '' if 'pairs' not in config: raise OperationalException( "Downloading data requires a list of pairs. " "Please check the documentation on how to configure this.") # Init exchange exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False) # Manual validations of relevant settings if not config['exchange'].get('skip_pair_validation', False): exchange.validate_pairs(config['pairs']) expanded_pairs = expand_pairlist(config['pairs'], list(exchange.markets)) logger.info(f"About to Convert pairs: {expanded_pairs}, " f"intervals: {config['timeframes']} to {config['datadir']}") for timeframe in config['timeframes']: exchange.validate_timeframes(timeframe) # Convert downloaded trade data to different timeframes convert_trades_to_ohlcv( pairs=expanded_pairs, timeframes=config['timeframes'], datadir=config['datadir'], timerange=timerange, erase=bool(config.get('erase')), data_format_ohlcv=config['dataformat_ohlcv'], data_format_trades=config['dataformat_trades'], ) def start_convert_data(args: Dict[str, Any], ohlcv: bool = True) -> None: """ Convert data from one format to another """ config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE) if ohlcv: convert_ohlcv_format(config, convert_from=args['format_from'], convert_to=args['format_to'], erase=args['erase']) else: convert_trades_format(config, convert_from=args['format_from'], convert_to=args['format_to'], erase=args['erase']) def start_list_data(args: Dict[str, Any]) -> None: """ List available backtest data """ config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE) from tabulate import tabulate from freqtrade.data.history.idatahandler import get_datahandler dhc = get_datahandler(config['datadir'], config['dataformat_ohlcv']) # TODO-lev: trading-mode should be parsed at config level, and available as Enum in the config. paircombs = dhc.ohlcv_get_available_data(config['datadir'], config.get('trading_mode', 'spot')) if args['pairs']: paircombs = [comb for comb in paircombs if comb[0] in args['pairs']] print(f"Found {len(paircombs)} pair / timeframe combinations.") groupedpair = defaultdict(list) for pair, timeframe, candle_type in sorted( paircombs, key=lambda x: (x[0], timeframe_to_minutes(x[1]), x[2]) ): groupedpair[(pair, candle_type)].append(timeframe) if groupedpair: print(tabulate([ (pair, ', '.join(timeframes), candle_type) for (pair, candle_type), timeframes in groupedpair.items() ], headers=("Pair", "Timeframe", "Type"), tablefmt='psql', stralign='right'))