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