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minor changes, update candle appending to support overlaps

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This commit is contained in:
Timothy Pogue
2022-12-05 13:11:07 -07:00
parent f1ebaf4730
commit 0602479f7d
3 changed files with 35 additions and 22 deletions
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31
freqtrade/data/dataprovider.py
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@@ -167,7 +167,8 @@ class DataProvider:
producer_name: str = "default"
) -> Tuple[bool, int]:
"""
Append a candle to the existing external dataframe
Append a candle to the existing external dataframe. The incoming dataframe
must have at least 1 candle.
:param pair: pair to get the data for
:param timeframe: Timeframe to get data for
@@ -176,29 +177,32 @@ class DataProvider:
"""
pair_key = (pair, timeframe, candle_type)
if (producer_name not in self.__producer_pairs_df) \
or (pair_key not in self.__producer_pairs_df[producer_name]):
if dataframe.empty:
# The incoming dataframe must have at least 1 candle
return (False, 0)
if (producer_name not in self.__producer_pairs_df
or pair_key not in self.__producer_pairs_df[producer_name]):
# We don't have data from this producer yet,
# or we don't have data for this pair_key
# return False and 1000 for the full df
return (False, 1000)
existing_df, _ = self.__producer_pairs_df[producer_name][pair_key]
existing_df, la = self.__producer_pairs_df[producer_name][pair_key]
# Iterate over any overlapping candles and update the values
for idx, candle in dataframe.iterrows():
existing_df.iloc[
existing_df['date'] == candle['date']
] = candle
existing_df.reset_index(drop=True, inplace=True)
# CHECK FOR MISSING CANDLES
timeframe_delta = to_timedelta(timeframe) # Convert the timeframe to a timedelta for pandas
local_last = existing_df.iloc[-1]['date'] # We want the last date from our copy of data
incoming_first = dataframe.iloc[0]['date'] # We want the first date from the incoming data
# We have received this candle before, update our copy
# and return True, 0
if local_last == incoming_first:
existing_df.iloc[-1] = dataframe.iloc[0]
existing_data = (existing_df.reset_index(drop=True), _)
self.__producer_pairs_df[producer_name][pair_key] = existing_data
return (True, 0)
candle_difference = (incoming_first - local_last) / timeframe_delta
# If the difference divided by the timeframe is 1, then this
@@ -228,6 +232,7 @@ class DataProvider:
# Only keep the last 1500 candles in memory
existing = existing[-1500:] if len(existing) > 1500 else existing
existing.reset_index(drop=True, inplace=True)
return existing