Local changes: Updated model training, removed debug instrumentation, and configuration improvements

scripts/fetch_historical_data.py

@@ -0,0 +1,153 @@
+#!/usr/bin/env python3
+"""Utility script to fetch and store historical OHLCV data from Binance public API.
+
+This script uses the PublicDataAdapter to fetch historical market data without
+requiring API keys. Perfect for populating your database with historical data
+for backtesting and analysis.
+
+Usage:
+    python scripts/fetch_historical_data.py --symbol BTC/USDT --timeframe 1h --days 30
+    python scripts/fetch_historical_data.py --symbol ETH/USDT --timeframe 1d --days 365
+"""
+
+import sys
+import argparse
+from datetime import datetime, timedelta
+from pathlib import Path
+
+# Add src to path
+sys.path.insert(0, str(Path(__file__).parent.parent))
+
+from src.exchanges.public_data import PublicDataAdapter
+from src.data.collector import get_data_collector
+from src.core.logger import setup_logging, get_logger
+
+setup_logging()
+logger = get_logger(__name__)
+
+
+def fetch_historical_data(
+    symbol: str,
+    timeframe: str,
+    days: int,
+    exchange_name: str = "Binance Public"
+) -> int:
+    """Fetch and store historical OHLCV data.
+    
+    Args:
+        symbol: Trading symbol (e.g., 'BTC/USDT')
+        timeframe: Timeframe (e.g., '1h', '1d', '4h')
+        days: Number of days of historical data to fetch
+        exchange_name: Exchange name for storage
+    
+    Returns:
+        Number of candles stored
+    """
+    logger.info(f"Fetching {days} days of {timeframe} data for {symbol}")
+    
+    # Create public data adapter
+    adapter = PublicDataAdapter()
+    if not adapter.connect():
+        logger.error("Failed to connect to Binance public API")
+        return 0
+    
+    # Calculate start date
+    end_date = datetime.utcnow()
+    start_date = end_date - timedelta(days=days)
+    
+    # Fetch data in chunks (Binance limit is 1000 candles per request)
+    collector = get_data_collector()
+    total_candles = 0
+    
+    current_date = start_date
+    chunk_days = 30  # Fetch 30 days at a time to stay under 1000 candle limit
+    
+    while current_date < end_date:
+        chunk_end = min(current_date + timedelta(days=chunk_days), end_date)
+        
+        logger.info(f"Fetching data from {current_date.date()} to {chunk_end.date()}")
+        
+        # Fetch OHLCV data
+        ohlcv = adapter.get_ohlcv(
+            symbol=symbol,
+            timeframe=timeframe,
+            since=current_date,
+            limit=1000
+        )
+        
+        if ohlcv:
+            # Store in database
+            collector.store_ohlcv(exchange_name, symbol, timeframe, ohlcv)
+            total_candles += len(ohlcv)
+            logger.info(f"Stored {len(ohlcv)} candles (total: {total_candles})")
+        else:
+            logger.warning(f"No data returned for period {current_date} to {chunk_end}")
+        
+        # Move to next chunk
+        current_date = chunk_end
+        
+        # Small delay to respect rate limits
+        import time
+        time.sleep(1)
+    
+    adapter.disconnect()
+    logger.info(f"Completed! Total candles stored: {total_candles}")
+    return total_candles
+
+
+def main():
+    """Main entry point."""
+    parser = argparse.ArgumentParser(
+        description="Fetch historical OHLCV data from Binance public API"
+    )
+    parser.add_argument(
+        '--symbol',
+        type=str,
+        default='BTC/USDT',
+        help='Trading symbol (e.g., BTC/USDT, ETH/USDT)'
+    )
+    parser.add_argument(
+        '--timeframe',
+        type=str,
+        default='1h',
+        choices=['1m', '5m', '15m', '30m', '1h', '4h', '1d', '1w'],
+        help='Timeframe for candles'
+    )
+    parser.add_argument(
+        '--days',
+        type=int,
+        default=30,
+        help='Number of days of historical data to fetch'
+    )
+    parser.add_argument(
+        '--exchange',
+        type=str,
+        default='Binance Public',
+        help='Exchange name for storage (default: Binance Public)'
+    )
+    
+    args = parser.parse_args()
+    
+    try:
+        count = fetch_historical_data(
+            symbol=args.symbol,
+            timeframe=args.timeframe,
+            days=args.days,
+            exchange_name=args.exchange
+        )
+        print(f"\n✓ Successfully fetched and stored {count} candles")
+        print(f"  Symbol: {args.symbol}")
+        print(f"  Timeframe: {args.timeframe}")
+        print(f"  Period: {args.days} days")
+        return 0
+    except KeyboardInterrupt:
+        print("\n\nInterrupted by user")
+        return 1
+    except Exception as e:
+        logger.error(f"Error: {e}", exc_info=True)
+        print(f"\n✗ Error: {e}")
+        return 1
+
+
+if __name__ == '__main__':
+    sys.exit(main())