Enhance ohlcv_convert method

freqtrade · Dec 28, 2019 · d804372 · d804372
1 parent 018e270
commit d804372
Showing 1 changed file with 21 additions and 12 deletions.
diff --git a/freqtrade/utils.py b/freqtrade/utils.py
@@ -252,11 +252,12 @@ def convert_trades_format(config: Dict[str, Any], convert_from: str, convert_to:
 
     if 'pairs' not in config:
         config['pairs'] = SrcClass.trades_get_pairs(Path(config['datadir']))
-        logger.info(f"Converting trades for {config['pairs']}")
+    logger.info(f"Converting trades for {config['pairs']}")
 
     for pair in config['pairs']:
-        src = SrcClass(Path(config['datadir'], pair))
-        trg = TrgClass(Path(config['datadir'], pair))
+        print(pair)
+        src = SrcClass(Path(config['datadir']), pair)
+        trg = TrgClass(Path(config['datadir']), pair)
         data = src.trades_load()
         logger.info(f"Converting {len(data)} trades for {pair}")
         trg.trades_store(data)
@@ -269,17 +270,25 @@ def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to:
     """
     SrcClass = get_datahandlerclass(convert_from)
     TrgClass = get_datahandlerclass(convert_to)
+    timeframes = config.get('timeframes', [config.get('ticker_interval')])
+    logger.info(f"Converting OHLCV for timeframe {timeframes}")
 
     if 'pairs' not in config:
-        config['pairs'] = SrcClass.ohclv_get_pairs(Path(config['datadir']), config['ticker_interval'])
-        logger.info(f"Converting OHLCV for {config['pairs']}")
-
-    for pair in config['pairs']:
-        src = SrcClass(Path(config['datadir']), pair)
-        trg = TrgClass(Path(config['datadir']), pair)
-        data = src.ohlcv_load()
-        logger.info(f"Converting {len(data)} candles for {pair}")
-        trg.ohlcv_store(data)
+        config['pairs'] = []
+        # Check timeframes or fall back to ticker_interval.
+        for timeframe in timeframes:
+            config['pairs'].extend(SrcClass.ohlcv_get_pairs(Path(config['datadir']),
+                                                            timeframe))
+    logger.info(f"Converting OHLCV for {config['pairs']}")
+
+    for timeframe in timeframes:
+
+        for pair in config['pairs']:
+            src = SrcClass(Path(config['datadir']), pair)
+            trg = TrgClass(Path(config['datadir']), pair)
+            data = src.ohlcv_load(timeframe)
+            logger.info(f"Converting {len(data)} candles for {pair}")
+        #     trg.ohlcv_store(data)
 
 
 def start_convert_data(args: Dict[str, Any], ohlcv: bool = True) -> None: