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

5
tests/data/test_dataprovider.py
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@ -437,6 +437,7 @@ def test_dp__add_external_df(default_conf_usdt):
# Add the same dataframe again - dataframe size shall not change. # Add the same dataframe again - dataframe size shall not change.
res = dp._add_external_df('ETH/USDT', df, last_analyzed, timeframe, CandleType.SPOT) res = dp._add_external_df('ETH/USDT', df, last_analyzed, timeframe, CandleType.SPOT)
assert res[0] is True assert res[0] is True
assert isinstance(res[1], int)
assert res[1] == 0 assert res[1] == 0
df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT) df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT)
assert len(df) == 24 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) res = dp._add_external_df('ETH/USDT', df2, last_analyzed, timeframe, CandleType.SPOT)
assert res[0] is True assert res[0] is True
assert isinstance(res[1], int)
assert res[1] == 0 assert res[1] == 0
df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT) df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT)
assert len(df) == 48 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) res = dp._add_external_df('ETH/USDT', df3, last_analyzed, timeframe, CandleType.SPOT)
assert res[0] is True assert res[0] is True
assert isinstance(res[1], int)
assert res[1] == 0 assert res[1] == 0
df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT) df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT)
# New length = 48 + 12 (since we have a 12 hour offset). # 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) res = dp._add_external_df('ETH/USDT', df4, last_analyzed, timeframe, CandleType.SPOT)
assert res[0] is False 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 # 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 assert res[1] == 36
df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT) df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT)
# New length = 61 + 1 # 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) res = dp._add_external_df('ETH/USDT', df4, last_analyzed, timeframe, CandleType.SPOT)
assert res[0] is False 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 # 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 assert res[1] == 0