def start_list_strategies(args: Dict[str, Any]) -> None:
"""
Print files with Strategy custom classes available in the directory
"""
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
directory = Path(
config.get('strategy_path',
config['user_data_dir'] / USERPATH_STRATEGIES))
strategy_objs = StrategyResolver.search_all_objects(
directory, not args['print_one_column'],
config.get('recursive_strategy_search', False))
# Sort alphabetically
strategy_objs = sorted(strategy_objs, key=lambda x: x['name'])
for obj in strategy_objs:
if obj['class']:
obj['hyperoptable'] = obj['class'].detect_all_parameters()
else:
obj['hyperoptable'] = {'count': 0}
if args['print_one_column']:
print('\n'.join([s['name'] for s in strategy_objs]))
else:
_print_objs_tabular(strategy_objs, config.get('print_colorized',
False), directory)
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'])
paircombs = dhc.ohlcv_get_available_data(config['datadir'])
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 in sorted(paircombs,
key=lambda x:
(x[0], timeframe_to_minutes(x[1]))):
groupedpair[pair].append(timeframe)
if groupedpair:
print(
tabulate([(pair, ', '.join(timeframes))
for pair, timeframes in groupedpair.items()],
headers=("Pair", "Timeframe"),
tablefmt='psql',
stralign='right'))
def setup_optimize_configuration(args: Dict[str, Any],
method: RunMode) -> Dict[str, Any]:
"""
Prepare the configuration for the Hyperopt module
:param args: Cli args from Arguments()
:param method: Bot running mode
:return: Configuration
"""
config = setup_utils_configuration(args, method)
no_unlimited_runmodes = {
RunMode.BACKTEST: 'backtesting',
RunMode.HYPEROPT: 'hyperoptimization',
}
if method in no_unlimited_runmodes.keys():
if (config['stake_amount'] != constants.UNLIMITED_STAKE_AMOUNT
and config['stake_amount'] > config['dry_run_wallet']):
wallet = round_coin_value(config['dry_run_wallet'],
config['stake_currency'])
stake = round_coin_value(config['stake_amount'],
config['stake_currency'])
raise OperationalException(
f"Starting balance ({wallet}) "
f"is smaller than stake_amount {stake}.")
return config
def start_test_pairlist(args: Dict[str, Any]) -> None:
"""
Test Pairlist configuration
"""
from freqtrade.plugins.pairlistmanager import PairListManager
config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
exchange = ExchangeResolver.load_exchange(config['exchange']['name'],
config,
validate=False)
quote_currencies = args.get('quote_currencies')
if not quote_currencies:
quote_currencies = [config.get('stake_currency')]
results = {}
for curr in quote_currencies:
config['stake_currency'] = curr
pairlists = PairListManager(exchange, config)
pairlists.refresh_pairlist()
results[curr] = pairlists.whitelist
for curr, pairlist in results.items():
if not args.get('print_one_column', False) and not args.get(
'list_pairs_print_json', False):
print(f"Pairs for {curr}: ")
if args.get('print_one_column', False):
print('\n'.join(pairlist))
elif args.get('list_pairs_print_json', False):
print(rapidjson.dumps(list(pairlist), default=str))
else:
print(pairlist)
def start_show_trades(args: Dict[str, Any]) -> None:
"""
Show trades
"""
import json
from freqtrade.persistence import Trade, init_db
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
if 'db_url' not in config:
raise OperationalException("--db-url is required for this command.")
logger.info(f'Using DB: "{parse_db_uri_for_logging(config["db_url"])}"')
init_db(config['db_url'], clean_open_orders=False)
tfilter = []
if config.get('trade_ids'):
tfilter.append(Trade.id.in_(config['trade_ids']))
trades = Trade.get_trades(tfilter).all()
logger.info(f"Printing {len(trades)} Trades: ")
if config.get('print_json', False):
print(json.dumps([trade.to_json() for trade in trades], indent=4))
else:
for trade in trades:
print(trade)
def start_hyperopt_show(args: Dict[str, Any]) -> None:
"""
Show details of a hyperopt epoch previously evaluated
"""
from freqtrade.optimize.hyperopt_tools import HyperoptTools
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
print_json = config.get('print_json', False)
no_header = config.get('hyperopt_show_no_header', False)
results_file = get_latest_hyperopt_file(
config['user_data_dir'] / 'hyperopt_results',
config.get('hyperoptexportfilename'))
n = config.get('hyperopt_show_index', -1)
filteroptions = {
'only_best': config.get('hyperopt_list_best', False),
'only_profitable': config.get('hyperopt_list_profitable', False),
'filter_min_trades': config.get('hyperopt_list_min_trades', 0),
'filter_max_trades': config.get('hyperopt_list_max_trades', 0),
'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None),
'filter_min_objective': config.get('hyperopt_list_min_objective', None),
'filter_max_objective': config.get('hyperopt_list_max_objective', None)
}
# Previous evaluations
epochs = HyperoptTools.load_previous_results(results_file)
total_epochs = len(epochs)
epochs = hyperopt_filter_epochs(epochs, filteroptions)
filtered_epochs = len(epochs)
if n > filtered_epochs:
raise OperationalException(
f"The index of the epoch to show should be less than {filtered_epochs + 1}.")
if n < -filtered_epochs:
raise OperationalException(
f"The index of the epoch to show should be greater than {-filtered_epochs - 1}.")
# Translate epoch index from human-readable format to pythonic
if n > 0:
n -= 1
if epochs:
val = epochs[n]
metrics = val['results_metrics']
if 'strategy_name' in metrics:
show_backtest_result(metrics['strategy_name'], metrics,
metrics['stake_currency'])
HyperoptTools.show_epoch_details(val, total_epochs, print_json, no_header,
header_str="Epoch details")
def start_hyperopt_list(args: Dict[str, Any]) -> None:
"""
List hyperopt epochs previously evaluated
"""
from freqtrade.optimize.hyperopt_tools import HyperoptTools
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
print_colorized = config.get('print_colorized', False)
print_json = config.get('print_json', False)
export_csv = config.get('export_csv', None)
no_details = config.get('hyperopt_list_no_details', False)
no_header = False
filteroptions = {
'only_best': config.get('hyperopt_list_best', False),
'only_profitable': config.get('hyperopt_list_profitable', False),
'filter_min_trades': config.get('hyperopt_list_min_trades', 0),
'filter_max_trades': config.get('hyperopt_list_max_trades', 0),
'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None),
'filter_min_objective': config.get('hyperopt_list_min_objective', None),
'filter_max_objective': config.get('hyperopt_list_max_objective', None),
}
results_file = get_latest_hyperopt_file(
config['user_data_dir'] / 'hyperopt_results',
config.get('hyperoptexportfilename'))
# Previous evaluations
epochs = HyperoptTools.load_previous_results(results_file)
total_epochs = len(epochs)
epochs = hyperopt_filter_epochs(epochs, filteroptions)
if print_colorized:
colorama_init(autoreset=True)
if not export_csv:
try:
print(HyperoptTools.get_result_table(config, epochs, total_epochs,
not filteroptions['only_best'],
print_colorized, 0))
except KeyboardInterrupt:
print('User interrupted..')
if epochs and not no_details:
sorted_epochs = sorted(epochs, key=itemgetter('loss'))
results = sorted_epochs[0]
HyperoptTools.show_epoch_details(results, total_epochs, print_json, no_header)
if epochs and export_csv:
HyperoptTools.export_csv_file(
config, epochs, total_epochs, not filteroptions['only_best'], export_csv
)
def test_setup_utils_configuration():
args = [
'list-exchanges', '--config', 'config_examples/config_bittrex.example.json',
]
config = setup_utils_configuration(get_args(args), RunMode.OTHER)
assert "exchange" in config
assert config['dry_run'] is True
def start_plot_dataframe(args: Dict[str, Any]) -> None:
"""
Entrypoint for dataframe plotting
"""
# Import here to avoid errors if plot-dependencies are not installed.
from freqtrade.plot.plotting import load_and_plot_trades
validate_plot_args(args)
config = setup_utils_configuration(args, RunMode.PLOT)
load_and_plot_trades(config)
def test_setup_utils_configuration():
args = [
'list-exchanges', '--config', 'config_bittrex.json.example',
]
config = setup_utils_configuration(get_args(args), RunMode.OTHER)
assert "exchange" in config
assert config['dry_run'] is True
assert config['exchange']['key'] == ''
assert config['exchange']['secret'] == ''
def start_plot_profit(args: Dict[str, Any]) -> None:
"""
Entrypoint for plot_profit
"""
# Import here to avoid errors if plot-dependencies are not installed.
from freqtrade.plot.plotting import plot_profit
validate_plot_args(args)
config = setup_utils_configuration(args, RunMode.PLOT)
plot_profit(config)
def start_hyperopt_show(args: Dict[str, Any]) -> None:
"""
Show details of a hyperopt epoch previously evaluated
"""
from freqtrade.optimize.hyperopt_tools import HyperoptTools
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
print_json = config.get('print_json', False)
no_header = config.get('hyperopt_show_no_header', False)
results_file = get_latest_hyperopt_file(
config['user_data_dir'] / 'hyperopt_results',
config.get('hyperoptexportfilename'))
n = config.get('hyperopt_show_index', -1)
# Previous evaluations
epochs, total_epochs = HyperoptTools.load_filtered_results(
results_file, config)
filtered_epochs = len(epochs)
if n > filtered_epochs:
raise OperationalException(
f"The index of the epoch to show should be less than {filtered_epochs + 1}."
)
if n < -filtered_epochs:
raise OperationalException(
f"The index of the epoch to show should be greater than {-filtered_epochs - 1}."
)
# Translate epoch index from human-readable format to pythonic
if n > 0:
n -= 1
if epochs:
val = epochs[n]
metrics = val['results_metrics']
if 'strategy_name' in metrics:
strategy_name = metrics['strategy_name']
show_backtest_result(strategy_name, metrics,
metrics['stake_currency'],
config.get('backtest_breakdown', []))
HyperoptTools.try_export_params(config, strategy_name, val)
HyperoptTools.show_epoch_details(val,
total_epochs,
print_json,
no_header,
header_str="Epoch details")
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:
convert_ohlcv_format(config,
convert_from=args['format_from'], convert_to=args['format_to'],
erase=args['erase'])
else:
convert_trades_format(config,
convert_from=args['format_from'], convert_to=args['format_to'],
erase=args['erase'])
def start_backtesting_show(args: Dict[str, Any]) -> None:
"""
Show previous backtest result
"""
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
from freqtrade.data.btanalysis import load_backtest_stats
from freqtrade.optimize.optimize_reports import show_backtest_results, show_sorted_pairlist
results = load_backtest_stats(config['exportfilename'])
show_backtest_results(config, results)
show_sorted_pairlist(config, results)
def start_hyperopt_show(args: Dict[str, Any]) -> None:
"""
Show details of a hyperopt epoch previously evaluated
"""
from freqtrade.optimize.hyperopt import Hyperopt
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
print_json = config.get('print_json', False)
no_header = config.get('hyperopt_show_no_header', False)
trials_file = (config['user_data_dir'] /
'hyperopt_results' / 'hyperopt_results.pickle')
n = config.get('hyperopt_show_index', -1)
filteroptions = {
'only_best': config.get('hyperopt_list_best', False),
'only_profitable': config.get('hyperopt_list_profitable', False),
'filter_min_trades': config.get('hyperopt_list_min_trades', 0),
'filter_max_trades': config.get('hyperopt_list_max_trades', 0),
'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None)
}
# Previous evaluations
trials = Hyperopt.load_previous_results(trials_file)
total_epochs = len(trials)
trials = _hyperopt_filter_trials(trials, filteroptions)
trials_epochs = len(trials)
if n > trials_epochs:
raise OperationalException(
f"The index of the epoch to show should be less than {trials_epochs + 1}.")
if n < -trials_epochs:
raise OperationalException(
f"The index of the epoch to show should be greater than {-trials_epochs - 1}.")
# Translate epoch index from human-readable format to pythonic
if n > 0:
n -= 1
if trials:
val = trials[n]
Hyperopt.print_epoch_details(val, total_epochs, print_json, no_header,
header_str="Epoch details")
def start_hyperopt_list(args: Dict[str, Any]) -> None:
"""
List hyperopt epochs previously evaluated
"""
from freqtrade.optimize.hyperopt import Hyperopt
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
print_colorized = config.get('print_colorized', False)
print_json = config.get('print_json', False)
no_details = config.get('hyperopt_list_no_details', False)
no_header = False
filteroptions = {
'only_best': config.get('hyperopt_list_best', False),
'only_profitable': config.get('hyperopt_list_profitable', False),
'filter_min_trades': config.get('hyperopt_list_min_trades', 0),
'filter_max_trades': config.get('hyperopt_list_max_trades', 0),
'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None)
}
trials_file = (config['user_data_dir'] /
'hyperopt_results' / 'hyperopt_results.pickle')
# Previous evaluations
trials = Hyperopt.load_previous_results(trials_file)
total_epochs = len(trials)
trials = _hyperopt_filter_trials(trials, filteroptions)
if print_colorized:
colorama_init(autoreset=True)
try:
Hyperopt.print_result_table(config, trials, total_epochs,
not filteroptions['only_best'], print_colorized, 0)
except KeyboardInterrupt:
print('User interrupted..')
if trials and not no_details:
sorted_trials = sorted(trials, key=itemgetter('loss'))
results = sorted_trials[0]
Hyperopt.print_epoch_details(results, total_epochs, print_json, no_header)
def start_new_hyperopt(args: Dict[str, Any]) -> None:
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
if 'hyperopt' in args and args['hyperopt']:
if args['hyperopt'] == 'DefaultHyperopt':
raise OperationalException("DefaultHyperopt is not allowed as name.")
new_path = config['user_data_dir'] / USERPATH_HYPEROPTS / (args['hyperopt'] + '.py')
if new_path.exists():
raise OperationalException(f"`{new_path}` already exists. "
"Please choose another Hyperopt Name.")
deploy_new_hyperopt(args['hyperopt'], new_path, args['template'])
else:
raise OperationalException("`new-hyperopt` requires --hyperopt to be set.")
def start_list_strategies(args: Dict[str, Any]) -> None:
"""
Print Strategies available in a directory
"""
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
directory = Path(config.get('strategy_path', config['user_data_dir'] / USERPATH_STRATEGY))
strategies = StrategyResolver.search_all_objects(directory)
# Sort alphabetically
strategies = sorted(strategies, key=lambda x: x['name'])
strats_to_print = [{'name': s['name'], 'location': s['location'].name} for s in strategies]
if args['print_one_column']:
print('\n'.join([s['name'] for s in strategies]))
else:
print(tabulate(strats_to_print, headers='keys', tablefmt='pipe'))
def start_list_timeframes(args: Dict[str, Any]) -> None:
"""
Print ticker intervals (timeframes) available on Exchange
"""
config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
# Do not use ticker_interval set in the config
config['ticker_interval'] = None
# Init exchange
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
if args['print_one_column']:
print('\n'.join(exchange.timeframes))
else:
print(f"Timeframes available for the exchange `{exchange.name}`: "
f"{', '.join(exchange.timeframes)}")
def setup_optimize_configuration(args: Dict[str, Any],
method: RunMode) -> Dict[str, Any]:
"""
Prepare the configuration for the Hyperopt module
:param args: Cli args from Arguments()
:return: Configuration
"""
config = setup_utils_configuration(args, method)
if method == RunMode.BACKTEST:
if config['stake_amount'] == constants.UNLIMITED_STAKE_AMOUNT:
raise DependencyException(
'stake amount could not be "%s" for backtesting' %
constants.UNLIMITED_STAKE_AMOUNT)
return config
def start_new_strategy(args: Dict[str, Any]) -> None:
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
if "strategy" in args and args["strategy"]:
new_path = config['user_data_dir'] / USERPATH_STRATEGIES / (args['strategy'] + '.py')
if new_path.exists():
raise OperationalException(f"`{new_path}` already exists. "
"Please choose another Strategy Name.")
deploy_new_strategy(args['strategy'], new_path, args['template'])
else:
raise OperationalException("`new-strategy` requires --strategy to be set.")
def start_list_hyperopts(args: Dict[str, Any]) -> None:
"""
Print files with HyperOpt custom classes available in the directory
"""
from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
directory = Path(config.get('hyperopt_path', config['user_data_dir'] / USERPATH_HYPEROPTS))
hyperopt_objs = HyperOptResolver.search_all_objects(directory, not args['print_one_column'])
# Sort alphabetically
hyperopt_objs = sorted(hyperopt_objs, key=lambda x: x['name'])
if args['print_one_column']:
print('\n'.join([s['name'] for s in hyperopt_objs]))
else:
_print_objs_tabular(hyperopt_objs, config.get('print_colorized', False))
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=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=config.get("erase"))
else:
pairs_not_available = refresh_backtest_ohlcv_data(
exchange, pairs=config["pairs"], timeframes=config["timeframes"],
datadir=config['datadir'], timerange=timerange, erase=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}.")
def get_pickle_data(args: Dict[str, Any]) -> List[Union[List, int]]:
"""
Fetches the pickle file and returns its raw data.
Returns:
List[List[], int]: pickle data, total epochs
"""
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
trials_file = (config['user_data_dir'] / 'hyperopt_results' /
'hyperopt_results.pickle')
# Previous evaluations
trials = Hyperopt.load_previous_results(trials_file)
total_epochs = len(trials)
return [trials, total_epochs]
def start_hyperopt_list(args: Dict[str, Any]) -> None:
"""
List hyperopt epochs previously evaluated
"""
from freqtrade.optimize.hyperopt import Hyperopt
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
only_best = config.get('hyperopt_list_best', False)
only_profitable = config.get('hyperopt_list_profitable', False)
print_colorized = config.get('print_colorized', False)
print_json = config.get('print_json', False)
no_details = config.get('hyperopt_list_no_details', False)
no_header = False
trials_file = (config['user_data_dir'] / 'hyperopt_results' /
'hyperopt_results.pickle')
# Previous evaluations
trials = Hyperopt.load_previous_results(trials_file)
total_epochs = len(trials)
trials = _hyperopt_filter_trials(trials, only_best, only_profitable)
# TODO: fetch the interval for epochs to print from the cli option
epoch_start, epoch_stop = 0, None
if print_colorized:
colorama_init(autoreset=True)
try:
# Human-friendly indexes used here (starting from 1)
for val in trials[epoch_start:epoch_stop]:
Hyperopt.print_results_explanation(val, total_epochs,
not only_best, print_colorized)
except KeyboardInterrupt:
print('User interrupted..')
if trials and not no_details:
sorted_trials = sorted(trials, key=itemgetter('loss'))
results = sorted_trials[0]
Hyperopt.print_epoch_details(results, total_epochs, print_json,
no_header)
def setup_optimize_configuration(args: Dict[str, Any], method: RunMode) -> Dict[str, Any]:
"""
Prepare the configuration for the Hyperopt module
:param args: Cli args from Arguments()
:return: Configuration
"""
config = setup_utils_configuration(args, method)
no_unlimited_runmodes = {
RunMode.BACKTEST: 'backtesting',
RunMode.HYPEROPT: 'hyperoptimization',
}
if (method in no_unlimited_runmodes.keys() and
config['stake_amount'] == constants.UNLIMITED_STAKE_AMOUNT):
raise DependencyException(
f'The value of `stake_amount` cannot be set as "{constants.UNLIMITED_STAKE_AMOUNT}" '
f'for {no_unlimited_runmodes[method]}')
return config
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_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_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'):
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'])
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_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
"""
Print pairs/markets on the exchange
:param args: Cli args from Arguments()
:param pairs_only: if True print only pairs, otherwise print all instruments (markets)
:return: None
"""
config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
# Init exchange
exchange = ExchangeResolver.load_exchange(config['exchange']['name'],
config,
validate=False)
# By default only active pairs/markets are to be shown
active_only = not args.get('list_pairs_all', False)
base_currencies = args.get('base_currencies', [])
quote_currencies = args.get('quote_currencies', [])
try:
pairs = exchange.get_markets(base_currencies=base_currencies,
quote_currencies=quote_currencies,
pairs_only=pairs_only,
active_only=active_only)
# Sort the pairs/markets by symbol
pairs = dict(sorted(pairs.items()))
except Exception as e:
raise OperationalException(f"Cannot get markets. Reason: {e}") from e
else:
summary_str = (
(f"Exchange {exchange.name} has {len(pairs)} ") +
("active " if active_only else "") +
(plural(len(pairs), "pair" if pairs_only else "market")) +
(f" with {', '.join(base_currencies)} as base "
f"{plural(len(base_currencies), 'currency', 'currencies')}"
if base_currencies else "") +
(" and" if base_currencies and quote_currencies else "") +
(f" with {', '.join(quote_currencies)} as quote "
f"{plural(len(quote_currencies), 'currency', 'currencies')}"
if quote_currencies else ""))
headers = [
"Id", "Symbol", "Base", "Quote", "Active",
*(['Is pair'] if not pairs_only else [])
]
tabular_data = []
for _, v in pairs.items():
tabular_data.append({
'Id':
v['id'],
'Symbol':
v['symbol'],
'Base':
v['base'],
'Quote':
v['quote'],
'Active':
market_is_active(v),
**({
'Is pair': exchange.market_is_tradable(v)
} if not pairs_only else {})
})
if (args.get('print_one_column', False)
or args.get('list_pairs_print_json', False)
or args.get('print_csv', False)):
# Print summary string in the log in case of machine-readable
# regular formats.
logger.info(f"{summary_str}.")
else:
# Print empty string separating leading logs and output in case of
# human-readable formats.
print()
if pairs:
if args.get('print_list', False):
# print data as a list, with human-readable summary
print(f"{summary_str}: {', '.join(pairs.keys())}.")
elif args.get('print_one_column', False):
print('\n'.join(pairs.keys()))
elif args.get('list_pairs_print_json', False):
print(rapidjson.dumps(list(pairs.keys()), default=str))
elif args.get('print_csv', False):
writer = csv.DictWriter(sys.stdout, fieldnames=headers)
writer.writeheader()
writer.writerows(tabular_data)
else:
# print data as a table, with the human-readable summary
print(f"{summary_str}:")
print(
tabulate(tabular_data,
headers='keys',
tablefmt='psql',
stralign='right'))
elif not (args.get('print_one_column', False)
or args.get('list_pairs_print_json', False)
or args.get('print_csv', False)):
print(f"{summary_str}.")
