okx-codex-trader/scripts/export_freqtrade_data.py

from __future__ import annotations

import argparse
import json
import sys
from pathlib import Path

ROOT_DIR = Path(__file__).resolve().parents[1]
if str(ROOT_DIR) not in sys.path:
    sys.path.insert(0, str(ROOT_DIR))

from scripts.explore_ultrashort import CANDLE_CACHE_DIR, load_cached_candles


PAIR_FILENAMES = {
    "BTC-USDT-SWAP": "BTC_USDT_USDT",
    "ETH-USDT-SWAP": "ETH_USDT_USDT",
}


def export_ohlcv_json(*, symbol: str, bar: str, output_dir: Path, cache_dir: Path = CANDLE_CACHE_DIR) -> Path:
    candles, _ = load_cached_candles(cache_dir, symbol, bar)
    if not candles:
        raise RuntimeError(f"missing cached candles: {symbol} {bar}")
    output_dir.mkdir(parents=True, exist_ok=True)
    output_file = output_dir / f"{PAIR_FILENAMES[symbol]}-{bar}-futures.json"
    rows = [
        [candle.ts, candle.open, candle.high, candle.low, candle.close, candle.volume]
        for candle in candles
    ]
    output_file.write_text(json.dumps(rows, separators=(",", ":")), encoding="utf-8")
    return output_file


def main() -> int:
    parser = argparse.ArgumentParser()
    parser.add_argument("--symbol", choices=tuple(PAIR_FILENAMES), default="BTC-USDT-SWAP")
    parser.add_argument("--bar", default="15m")
    parser.add_argument("--cache-dir", type=Path, default=CANDLE_CACHE_DIR)
    parser.add_argument("--output-dir", type=Path, default=Path("freqtrade/user_data/data/okx/futures"))
    args = parser.parse_args()

    output_file = export_ohlcv_json(
        symbol=args.symbol,
        bar=args.bar,
        cache_dir=args.cache_dir,
        output_dir=args.output_dir,
    )
    print(output_file)
    return 0


if __name__ == "__main__":
    raise SystemExit(main())