import logging import sys from typing import Any, Dict, List, cast import arrow from freqtrade.configuration import TimeRange, setup_utils_configuration from freqtrade.data.history import (convert_trades_to_ohlcv, refresh_backtest_ohlcv_data, refresh_backtest_trades_data) from freqtrade.exceptions import OperationalException from freqtrade.resolvers import ExchangeResolver from freqtrade.state import RunMode 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) timerange = TimeRange() if 'days' in config: time_since = arrow.utcnow().shift(days=-config['days']).strftime("%Y%m%d") timerange = TimeRange.parse_timerange(f'{time_since}-') if 'pairs' not in config: raise OperationalException( "Downloading data requires a list of pairs. " "Please check the documentation on how to configure this.") logger.info(f'About to download pairs: {config["pairs"]}, ' f'intervals: {config["timeframes"]} to {config["datadir"]}') pairs_not_available: List[str] = [] # Init exchange exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config) try: if config.get('download_trades'): pairs_not_available = refresh_backtest_trades_data( exchange, pairs=config["pairs"], datadir=config['datadir'], timerange=timerange, erase=cast(bool, config.get("erase"))) # Convert downloaded trade data to different timeframes convert_trades_to_ohlcv( pairs=config["pairs"], timeframes=config["timeframes"], datadir=config['datadir'], timerange=timerange, erase=cast(bool, config.get("erase"))) else: pairs_not_available = refresh_backtest_ohlcv_data( exchange, pairs=config["pairs"], timeframes=config["timeframes"], datadir=config['datadir'], timerange=timerange, erase=cast(bool, config.get("erase"))) 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}.")