feat: Implement rich Progress to download-data

This commit is contained in:
Matthias
2024-07-13 10:54:23 +02:00
parent 87b78b5ec5
commit 04c9626c8c
2 changed files with 70 additions and 44 deletions

View File

@@ -5,6 +5,14 @@ from pathlib import Path
from typing import Dict, List, Optional, Tuple
from pandas import DataFrame, concat
from rich.progress import (
BarColumn,
MofNCompleteColumn,
TaskProgressColumn,
TextColumn,
TimeElapsedColumn,
TimeRemainingColumn,
)
from freqtrade.configuration import TimeRange
from freqtrade.constants import (
@@ -29,6 +37,7 @@ from freqtrade.plugins.pairlist.pairlist_helpers import dynamic_expand_pairlist
from freqtrade.util import dt_ts, format_ms_time
from freqtrade.util.datetime_helpers import dt_now
from freqtrade.util.migrations import migrate_data
from freqtrade.util.rich_progress import CustomProgress
logger = logging.getLogger(__name__)
@@ -155,11 +164,9 @@ def refresh_data(
:param candle_type: Any of the enum CandleType (must match trading mode!)
"""
data_handler = get_datahandler(datadir, data_format)
for idx, pair in enumerate(pairs):
process = f"{idx}/{len(pairs)}"
for pair in pairs:
_download_pair_history(
pair=pair,
process=process,
timeframe=timeframe,
datadir=datadir,
timerange=timerange,
@@ -223,7 +230,6 @@ def _download_pair_history(
datadir: Path,
exchange: Exchange,
timeframe: str = "5m",
process: str = "",
new_pairs_days: int = 30,
data_handler: Optional[IDataHandler] = None,
timerange: Optional[TimeRange] = None,
@@ -261,7 +267,7 @@ def _download_pair_history(
)
logger.info(
f'({process}) - Download history data for "{pair}", {timeframe}, '
f'Download history data for "{pair}", {timeframe}, '
f"{candle_type} and store in {datadir}. "
f'From {format_ms_time(since_ms) if since_ms else "start"} to '
f'{format_ms_time(until_ms) if until_ms else "now"}'
@@ -345,53 +351,75 @@ def refresh_backtest_ohlcv_data(
pairs_not_available = []
data_handler = get_datahandler(datadir, data_format)
candle_type = CandleType.get_default(trading_mode)
process = ""
for idx, pair in enumerate(pairs, start=1):
if pair not in exchange.markets:
pairs_not_available.append(pair)
logger.info(f"Skipping pair {pair}...")
continue
for timeframe in timeframes:
logger.debug(f"Downloading pair {pair}, {candle_type}, interval {timeframe}.")
process = f"{idx}/{len(pairs)}"
_download_pair_history(
pair=pair,
process=process,
datadir=datadir,
exchange=exchange,
timerange=timerange,
data_handler=data_handler,
timeframe=str(timeframe),
new_pairs_days=new_pairs_days,
candle_type=candle_type,
erase=erase,
prepend=prepend,
)
if trading_mode == "futures":
# Predefined candletype (and timeframe) depending on exchange
# Downloads what is necessary to backtest based on futures data.
tf_mark = exchange.get_option("mark_ohlcv_timeframe")
tf_funding_rate = exchange.get_option("funding_fee_timeframe")
with CustomProgress(
TextColumn("[progress.description]{task.description}"),
BarColumn(bar_width=None),
MofNCompleteColumn(),
TaskProgressColumn(),
"",
TimeElapsedColumn(),
"",
TimeRemainingColumn(),
expand=True,
) as progress:
tf_length = len(timeframes) if trading_mode != "futures" else len(timeframes) + 2
timeframe_task = progress.add_task("Timeframe", total=tf_length)
pair_task = progress.add_task("Downloading data...", total=len(pairs))
fr_candle_type = CandleType.from_string(exchange.get_option("mark_ohlcv_price"))
# All exchanges need FundingRate for futures trading.
# The timeframe is aligned to the mark-price timeframe.
combs = ((CandleType.FUNDING_RATE, tf_funding_rate), (fr_candle_type, tf_mark))
for candle_type_f, tf in combs:
logger.debug(f"Downloading pair {pair}, {candle_type_f}, interval {tf}.")
for pair in pairs:
progress.update(pair_task, description=f"Downloading {pair}")
progress.update(timeframe_task, completed=0)
if pair not in exchange.markets:
pairs_not_available.append(pair)
logger.info(f"Skipping pair {pair}...")
continue
for timeframe in timeframes:
progress.update(timeframe_task, description=f"Timeframe {timeframe}")
logger.debug(f"Downloading pair {pair}, {candle_type}, interval {timeframe}.")
_download_pair_history(
pair=pair,
process=process,
datadir=datadir,
exchange=exchange,
timerange=timerange,
data_handler=data_handler,
timeframe=str(tf),
timeframe=str(timeframe),
new_pairs_days=new_pairs_days,
candle_type=candle_type_f,
candle_type=candle_type,
erase=erase,
prepend=prepend,
)
progress.update(timeframe_task, advance=1)
if trading_mode == "futures":
# Predefined candletype (and timeframe) depending on exchange
# Downloads what is necessary to backtest based on futures data.
tf_mark = exchange.get_option("mark_ohlcv_timeframe")
tf_funding_rate = exchange.get_option("funding_fee_timeframe")
fr_candle_type = CandleType.from_string(exchange.get_option("mark_ohlcv_price"))
# All exchanges need FundingRate for futures trading.
# The timeframe is aligned to the mark-price timeframe.
combs = ((CandleType.FUNDING_RATE, tf_funding_rate), (fr_candle_type, tf_mark))
for candle_type_f, tf in combs:
logger.debug(f"Downloading pair {pair}, {candle_type_f}, interval {tf}.")
_download_pair_history(
pair=pair,
datadir=datadir,
exchange=exchange,
timerange=timerange,
data_handler=data_handler,
timeframe=str(tf),
new_pairs_days=new_pairs_days,
candle_type=candle_type_f,
erase=erase,
prepend=prepend,
)
progress.update(
timeframe_task, advance=1, description=f"Timeframe {candle_type_f}, {tf}"
)
progress.update(pair_task, advance=1)
progress.update(timeframe_task, description="Timeframe")
return pairs_not_available

View File

@@ -151,9 +151,7 @@ def test_load_data_with_new_pair_1min(
)
load_pair_history(datadir=tmp_path, timeframe="1m", pair="MEME/BTC", candle_type=candle_type)
assert file.is_file()
assert log_has_re(
r'\(0/1\) - Download history data for "MEME/BTC", 1m, ' r"spot and store in .*", caplog
)
assert log_has_re(r'Download history data for "MEME/BTC", 1m, ' r"spot and store in .*", caplog)
def test_testdata_path(testdatadir) -> None: