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Convert missing candle count to int

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closes #8082
This commit is contained in:
Matthias 2023-01-31 11:04:56 +00:00
parent 410324ac19
commit 1dc3c58775
2 changed files with 12 additions and 5 deletions
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12
freqtrade/data/dataprovider.py
View File

@ -9,7 +9,7 @@ from collections import deque
from datetime import datetime, timezone
from typing import Any, Dict, List, Optional, Tuple
from pandas import DataFrame, to_timedelta
from pandas import DataFrame, Timedelta, Timestamp, to_timedelta
from freqtrade.configuration import TimeRange
from freqtrade.constants import (FULL_DATAFRAME_THRESHOLD, Config, ListPairsWithTimeframes,
@ -206,9 +206,11 @@ class DataProvider:
existing_df, _ = self.__producer_pairs_df[producer_name][pair_key]
# 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
incoming_first = dataframe.iloc[0]['date'] # We want the first date from the incoming
# Convert the timeframe to a timedelta for pandas
timeframe_delta: Timedelta = to_timedelta(timeframe)
local_last: Timestamp = existing_df.iloc[-1]['date'] # We want the last date from our copy
# We want the first date from the incoming
incoming_first: Timestamp = dataframe.iloc[0]['date']
# Remove existing candles that are newer than the incoming first candle
existing_df1 = existing_df[existing_df['date'] < incoming_first]
@ -221,7 +223,7 @@ class DataProvider:
# we missed some candles between our data and the incoming
# so return False and candle_difference.
if candle_difference > 1:
return (False, candle_difference)
return (False, int(candle_difference))
if existing_df1.empty:
appended_df = dataframe
else:

5
tests/data/test_dataprovider.py
View File

@ -437,6 +437,7 @@ def test_dp__add_external_df(default_conf_usdt):
# Add the same dataframe again - dataframe size shall not change.
res = dp._add_external_df('ETH/USDT', df, last_analyzed, timeframe, CandleType.SPOT)
assert res[0] is True
assert isinstance(res[1], int)
assert res[1] == 0
df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT)
assert len(df) == 24
@ -446,6 +447,7 @@ def test_dp__add_external_df(default_conf_usdt):
res = dp._add_external_df('ETH/USDT', df2, last_analyzed, timeframe, CandleType.SPOT)
assert res[0] is True
assert isinstance(res[1], int)
assert res[1] == 0
df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT)
assert len(df) == 48
@ -455,6 +457,7 @@ def test_dp__add_external_df(default_conf_usdt):
res = dp._add_external_df('ETH/USDT', df3, last_analyzed, timeframe, CandleType.SPOT)
assert res[0] is True
assert isinstance(res[1], int)
assert res[1] == 0
df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT)
# New length = 48 + 12 (since we have a 12 hour offset).
@ -478,6 +481,7 @@ def test_dp__add_external_df(default_conf_usdt):
res = dp._add_external_df('ETH/USDT', df4, last_analyzed, timeframe, CandleType.SPOT)
assert res[0] is False
# 36 hours - from 2022-01-03 12:00:00+00:00 to 2022-01-05 00:00:00+00:00
assert isinstance(res[1], int)
assert res[1] == 36
df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT)
# New length = 61 + 1
@ -488,4 +492,5 @@ def test_dp__add_external_df(default_conf_usdt):
res = dp._add_external_df('ETH/USDT', df4, last_analyzed, timeframe, CandleType.SPOT)
assert res[0] is False
# 36 hours - from 2022-01-03 12:00:00+00:00 to 2022-01-05 00:00:00+00:00
assert isinstance(res[1], int)
assert res[1] == 0