Are there any courses like this?
Also, I am doing data analysis at my everyday job and I have not heard anyone doing analysis in command line and I do not see reason why anybody would do that. Why I am saying this is that if you are interested in learning doing data analysis in general and do not have very specific reasons to do it in command line I will recommend to not waste your time on learning doing it in command line and concentrate to learn data analysis tools that use UI.