120 lines
3.2 KiB
Go
120 lines
3.2 KiB
Go
package main
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import (
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"encoding/csv"
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"flag"
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"fmt"
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"os"
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"path/filepath"
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"strconv"
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"strings"
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"github.com/banbox/banbot/biz"
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"github.com/banbox/banbot/config"
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"github.com/banbox/banbot/core"
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"github.com/banbox/banbot/orm"
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"github.com/banbox/banexg/errs"
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)
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var columns = []string{
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"timestamp", "open", "high", "low", "close", "volume", "quote", "buy_volume", "trade_num",
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}
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func main() {
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configPath := flag.String("config", "", "banbot config path")
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dataDir := flag.String("data-dir", "", "banbot data directory")
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pairs := flag.String("pairs", "", "comma-separated symbols")
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startMS := flag.Int64("start-ms", 0, "inclusive start timestamp in milliseconds")
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endMS := flag.Int64("end-ms", 0, "exclusive end timestamp in milliseconds")
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timeframe := flag.String("timeframe", "8h", "bar timeframe (8h or 1d)")
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outDir := flag.String("out-dir", "", "CSV output directory")
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skipUnavailable := flag.Bool("skip-unavailable", true, "skip pairs unavailable on the exchange and absent from the local cache")
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flag.Parse()
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if (*timeframe != "8h" && *timeframe != "1d") || *configPath == "" || *dataDir == "" || *pairs == "" || *outDir == "" || *startMS <= 0 || *endMS <= *startMS {
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flag.Usage()
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os.Exit(2)
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}
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args := &config.CmdArgs{
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Configs: config.ArrString{*configPath},
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DataDir: *dataDir,
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NoDefault: true,
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RawPairs: *pairs,
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TimeStart: strconv.FormatInt(*startMS, 10),
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TimeEnd: strconv.FormatInt(*endMS, 10),
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LogLevel: "error",
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}
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if err := biz.SetupComs(args); err != nil {
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fail(err)
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}
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defer core.RunExitCalls()
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if err := os.MkdirAll(*outDir, 0o755); err != nil {
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fail(err)
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}
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for _, rawPair := range strings.Split(*pairs, ",") {
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pair := strings.TrimSpace(rawPair)
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if pair == "" {
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continue
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}
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exs, err := orm.GetExSymbolCur(pair)
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if err != nil {
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if *skipUnavailable && isUnavailablePair(err) {
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continue
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}
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fail(err)
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}
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_, rows, err := orm.GetSeries(exs, *timeframe, *startMS, *endMS, 0, false)
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if err != nil {
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fail(err)
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}
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name := fmt.Sprintf("%d_%s.csv", exs.ID, strings.NewReplacer("/", "_", ":", "_").Replace(pair))
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if err := writeCSV(filepath.Join(*outDir, name), rows, exs); err != nil {
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fail(err)
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}
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}
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}
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func isUnavailablePair(err *errs.Error) bool {
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return err != nil && err.Code == errs.CodeNoMarketForPair
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}
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func writeCSV(path string, rows []*orm.DataSeries, exs *orm.ExSymbol) error {
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file, err := os.Create(path)
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if err != nil {
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return err
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}
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defer file.Close()
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writer := csv.NewWriter(file)
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if err := writer.Write(columns); err != nil {
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return err
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}
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for _, row := range rows {
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bar, err := row.OHLCV(exs)
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if err != nil {
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return err
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}
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values := []string{
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strconv.FormatInt(bar.Time, 10),
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strconv.FormatFloat(bar.Open, 'f', -1, 64),
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strconv.FormatFloat(bar.High, 'f', -1, 64),
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strconv.FormatFloat(bar.Low, 'f', -1, 64),
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strconv.FormatFloat(bar.Close, 'f', -1, 64),
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strconv.FormatFloat(bar.Volume, 'f', -1, 64),
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strconv.FormatFloat(bar.Quote, 'f', -1, 64),
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strconv.FormatFloat(bar.BuyVolume, 'f', -1, 64),
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strconv.FormatInt(bar.TradeNum, 10),
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}
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if err := writer.Write(values); err != nil {
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return err
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}
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}
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writer.Flush()
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return writer.Error()
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}
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func fail(err error) {
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fmt.Fprintln(os.Stderr, err)
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os.Exit(1)
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}
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