144 lines
4.5 KiB
Python
Executable File
144 lines
4.5 KiB
Python
Executable File
#!/usr/bin/env python3
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"""
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This script generates json files with pairs history data
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"""
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import arrow
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import json
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import sys
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from pathlib import Path
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from typing import Any, Dict, List
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from freqtrade.configuration import Arguments, TimeRange
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from freqtrade.configuration import Configuration
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from freqtrade.configuration.arguments import ARGS_DOWNLOADER
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from freqtrade.configuration.check_exchange import check_exchange
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from freqtrade.data.history import download_pair_history
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from freqtrade.exchange import Exchange
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from freqtrade.misc import deep_merge_dicts
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import logging
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logger = logging.getLogger('download_backtest_data')
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DEFAULT_DL_PATH = 'user_data/data'
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# Do not read the default config if config is not specified
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# in the command line options explicitely
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arguments = Arguments(sys.argv[1:], 'Download backtest data',
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no_default_config=True)
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arguments._build_args(optionlist=ARGS_DOWNLOADER)
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args = arguments._parse_args()
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# Use bittrex as default exchange
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exchange_name = args.exchange or 'bittrex'
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pairs: List = []
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configuration = Configuration(args)
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config: Dict[str, Any] = {}
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if args.config:
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# Now expecting a list of config filenames here, not a string
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for path in args.config:
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logger.info(f"Using config: {path}...")
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# Merge config options, overwriting old values
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config = deep_merge_dicts(configuration._load_config_file(path), config)
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config['stake_currency'] = ''
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# Ensure we do not use Exchange credentials
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config['exchange']['dry_run'] = True
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config['exchange']['key'] = ''
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config['exchange']['secret'] = ''
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pairs = config['exchange']['pair_whitelist']
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if config.get('ticker_interval'):
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timeframes = args.timeframes or [config.get('ticker_interval')]
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else:
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timeframes = args.timeframes or ['1m', '5m']
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else:
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config = {
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'stake_currency': '',
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'dry_run': True,
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'exchange': {
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'name': exchange_name,
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'key': '',
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'secret': '',
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'pair_whitelist': [],
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'ccxt_async_config': {
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'enableRateLimit': True,
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'rateLimit': 200
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}
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}
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}
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timeframes = args.timeframes or ['1m', '5m']
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configuration._process_logging_options(config)
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if args.config and args.exchange:
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logger.warning("The --exchange option is ignored, "
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"using exchange settings from the configuration file.")
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# Check if the exchange set by the user is supported
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check_exchange(config)
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configuration._process_datadir_options(config)
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dl_path = Path(config['datadir'])
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pairs_file = Path(args.pairs_file) if args.pairs_file else dl_path.joinpath('pairs.json')
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if not pairs or args.pairs_file:
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logger.info(f'Reading pairs file "{pairs_file}".')
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# Download pairs from the pairs file if no config is specified
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# or if pairs file is specified explicitely
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if not pairs_file.exists():
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sys.exit(f'No pairs file found with path "{pairs_file}".')
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with pairs_file.open() as file:
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pairs = list(set(json.load(file)))
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pairs.sort()
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timerange = TimeRange()
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if args.days:
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time_since = arrow.utcnow().shift(days=-args.days).strftime("%Y%m%d")
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timerange = arguments.parse_timerange(f'{time_since}-')
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logger.info(f'About to download pairs: {pairs}, intervals: {timeframes} to {dl_path}')
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pairs_not_available = []
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try:
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# Init exchange
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exchange = Exchange(config)
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for pair in pairs:
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if pair not in exchange._api.markets:
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pairs_not_available.append(pair)
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logger.info(f"Skipping pair {pair}...")
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continue
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for ticker_interval in timeframes:
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pair_print = pair.replace('/', '_')
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filename = f'{pair_print}-{ticker_interval}.json'
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dl_file = dl_path.joinpath(filename)
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if args.erase and dl_file.exists():
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logger.info(
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f'Deleting existing data for pair {pair}, interval {ticker_interval}.')
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dl_file.unlink()
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logger.info(f'Downloading pair {pair}, interval {ticker_interval}.')
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download_pair_history(datadir=dl_path, exchange=exchange,
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pair=pair, ticker_interval=str(ticker_interval),
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timerange=timerange)
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except KeyboardInterrupt:
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sys.exit("SIGINT received, aborting ...")
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finally:
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if pairs_not_available:
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logger.info(
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f"Pairs [{','.join(pairs_not_available)}] not available "
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f"on exchange {config['exchange']['name']}.")
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