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Add documentation for trade-to-ohlcv
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xmatthias committed Sep 29, 2021
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55 changes: 55 additions & 0 deletions docs/data-download.md
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Expand Up @@ -204,6 +204,61 @@ It'll also remove original jsongz data files (`--erase` parameter).
freqtrade convert-trade-data --format-from jsongz --format-to json --datadir ~/.freqtrade/data/kraken --erase
```

### Sub-command trades to ohlcv

When you need to use `--dl-trades` (kraken only) to download data, conversion of trades data to ohlcv data is the last step.
This command will allow you to repeat this last step for additional timeframes without re-downloading the data.

```
usage: freqtrade trades-to-ohlcv [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH]
[-p PAIRS [PAIRS ...]]
[-t {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} ...]]
[--exchange EXCHANGE]
[--data-format-ohlcv {json,jsongz,hdf5}]
[--data-format-trades {json,jsongz,hdf5}]
optional arguments:
-h, --help show this help message and exit
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Limit command to these pairs. Pairs are space-
separated.
-t {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} ...], --timeframes {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} ...]
Specify which tickers to download. Space-separated
list. Default: `1m 5m`.
--exchange EXCHANGE Exchange name (default: `bittrex`). Only valid if no
config is provided.
--data-format-ohlcv {json,jsongz,hdf5}
Storage format for downloaded candle (OHLCV) data.
(default: `json`).
--data-format-trades {json,jsongz,hdf5}
Storage format for downloaded trades data. (default:
`jsongz`).
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```

#### Example trade-to-ohlcv conversion

``` bash
freqtrade trades-to-ohlcv --exchange kraken -t 5m 1h 1d --pairs BTC/EUR ETH/EUR
```

### Sub-command list-data

You can get a list of downloaded data using the `list-data` sub-command.
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15 changes: 7 additions & 8 deletions freqtrade/commands/arguments.py
Original file line number Diff line number Diff line change
Expand Up @@ -172,14 +172,13 @@ def _build_subcommands(self) -> None:
self._build_args(optionlist=['version'], parser=self.parser)

from freqtrade.commands import (start_backtesting, start_convert_data, start_convert_trades,
start_create_userdir,
start_download_data, start_edge, start_hyperopt,
start_hyperopt_list, start_hyperopt_show, start_install_ui,
start_list_data, start_list_exchanges, start_list_markets,
start_list_strategies, start_list_timeframes,
start_new_config, start_new_strategy, start_plot_dataframe,
start_plot_profit, start_show_trades, start_test_pairlist,
start_trading, start_webserver)
start_create_userdir, start_download_data, start_edge,
start_hyperopt, start_hyperopt_list, start_hyperopt_show,
start_install_ui, start_list_data, start_list_exchanges,
start_list_markets, start_list_strategies,
start_list_timeframes, start_new_config, start_new_strategy,
start_plot_dataframe, start_plot_profit, start_show_trades,
start_test_pairlist, start_trading, start_webserver)

subparsers = self.parser.add_subparsers(dest='command',
# Use custom message when no subhandler is added
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