stable/scripts/download_backtest_data.py
2018-06-18 22:28:51 +02:00

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#!/usr/bin/env python3
"""This script generate json data from bittrex"""
import json
import sys
import os
import arrow
from freqtrade import (arguments, misc)
from freqtrade.exchange import Exchange
DEFAULT_DL_PATH = 'user_data/data'
arguments = arguments.Arguments(sys.argv[1:], 'download utility')
arguments.testdata_dl_options()
args = arguments.parse_args()
timeframes = args.timeframes
dl_path = os.path.join(DEFAULT_DL_PATH, args.exchange)
if args.export:
dl_path = args.export
if not os.path.isdir(dl_path):
sys.exit(f'Directory {dl_path} does not exist.')
pairs_file = args.pairs_file if args.pairs_file else os.path.join(dl_path, 'pairs.json')
if not os.path.isfile(pairs_file):
sys.exit(f'No pairs file found with path {pairs_file}.')
with open(pairs_file) as file:
PAIRS = list(set(json.load(file)))
PAIRS.sort()
since_time = None
if args.days:
since_time = arrow.utcnow().shift(days=-args.days).timestamp * 1000
print(f'About to download pairs: {PAIRS} to {dl_path}')
# Init exchange
exchange = Exchange({'key': '',
'secret': '',
'stake_currency': '',
'dry_run': True,
'exchange': {
'name': args.exchange,
'pair_whitelist': []
}
})
pairs_not_available = []
for pair in PAIRS:
if pair not in exchange._api.markets:
pairs_not_available.append(pair)
print(f"skipping pair {pair}")
continue
for tick_interval in timeframes:
print(f'downloading pair {pair}, interval {tick_interval}')
data = exchange.get_ticker_history(pair, tick_interval, since_ms=since_time)
if not data:
print('\tNo data was downloaded')
break
print('\tData was downloaded for period %s - %s' % (
arrow.get(data[0][0] / 1000).format(),
arrow.get(data[-1][0] / 1000).format()))
# save data
pair_print = pair.replace('/', '_')
filename = f'{pair_print}-{tick_interval}.json'
misc.file_dump_json(os.path.join(dl_path, filename), data)
if pairs_not_available:
print(f"Pairs [{','.join(pairs_not_available)}] not availble.")