184 lines
7.5 KiB
Python
184 lines
7.5 KiB
Python
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 CandleType, 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:
|
|
candle_types = [CandleType.from_string(ct) for ct in config.get('candle_types', ['spot'])]
|
|
for candle_type in candle_types:
|
|
convert_ohlcv_format(config,
|
|
convert_from=args['format_from'], convert_to=args['format_to'],
|
|
erase=args['erase'], candle_type=candle_type)
|
|
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'))
|