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Update more to use candleType

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This commit is contained in:
Matthias
2021-12-03 14:11:24 +01:00
parent 5493212672
commit 2f17fa2765
18 changed files with 56 additions and 55 deletions
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40
freqtrade/exchange/exchange.py
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@@ -20,9 +20,9 @@ from ccxt.base.decimal_to_precision import (ROUND_DOWN, ROUND_UP, TICK_SIZE, TRU
from pandas import DataFrame
from freqtrade.constants import (DEFAULT_AMOUNT_RESERVE_PERCENT, NON_OPEN_EXCHANGE_STATES,
ListPairsWithTimeframes)
ListPairsWithTimeframes, PairWithTimeframe)
from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list
from freqtrade.enums import Collateral, TradingMode
from freqtrade.enums import CandleType, Collateral, TradingMode
from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFundsError,
InvalidOrderException, OperationalException, PricingError,
RetryableOrderError, TemporaryError)
@@ -92,7 +92,7 @@ class Exchange:
self._config.update(config)
# Holds last candle refreshed time of each pair
self._pairs_last_refresh_time: Dict[Tuple[str, str, str], int] = {}
self._pairs_last_refresh_time: Dict[PairWithTimeframe, int] = {}
# Timestamp of last markets refresh
self._last_markets_refresh: int = 0
@@ -105,7 +105,7 @@ class Exchange:
self._buy_rate_cache: TTLCache = TTLCache(maxsize=100, ttl=1800)
# Holds candles
self._klines: Dict[Tuple[str, str, str], DataFrame] = {}
self._klines: Dict[PairWithTimeframe, DataFrame] = {}
# Holds all open sell orders for dry_run
self._dry_run_open_orders: Dict[str, Any] = {}
@@ -359,7 +359,7 @@ class Exchange:
or (self.trading_mode == TradingMode.FUTURES and self.market_is_future(market))
)
def klines(self, pair_interval: Tuple[str, str, str], copy: bool = True) -> DataFrame:
def klines(self, pair_interval: PairWithTimeframe, copy: bool = True) -> DataFrame:
if pair_interval in self._klines:
return self._klines[pair_interval].copy() if copy else self._klines[pair_interval]
else:
@@ -1314,8 +1314,8 @@ class Exchange:
# Historic data
def get_historic_ohlcv(self, pair: str, timeframe: str,
since_ms: int, is_new_pair: bool = False,
candle_type: str = '') -> List:
since_ms: int, candle_type: CandleType,
is_new_pair: bool = False) -> List:
"""
Get candle history using asyncio and returns the list of candles.
Handles all async work for this.
@@ -1327,7 +1327,7 @@ class Exchange:
:return: List with candle (OHLCV) data
"""
data: List
pair, timeframe, candle_type, data = asyncio.get_event_loop().run_until_complete(
pair, _, _, data = asyncio.get_event_loop().run_until_complete(
self._async_get_historic_ohlcv(pair=pair, timeframe=timeframe,
since_ms=since_ms, is_new_pair=is_new_pair,
candle_type=candle_type))
@@ -1335,13 +1335,13 @@ class Exchange:
return data
def get_historic_ohlcv_as_df(self, pair: str, timeframe: str,
since_ms: int, candle_type: str = '') -> DataFrame:
since_ms: int, candle_type: CandleType) -> DataFrame:
"""
Minimal wrapper around get_historic_ohlcv - converting the result into a dataframe
:param pair: Pair to download
:param timeframe: Timeframe to get data for
:param since_ms: Timestamp in milliseconds to get history from
:param candle_type: '', mark, index, premiumIndex, or funding_rate
:param candle_type: Any of the enum CandleType (must match trading mode!)
:return: OHLCV DataFrame
"""
ticks = self.get_historic_ohlcv(pair, timeframe, since_ms=since_ms, candle_type=candle_type)
@@ -1349,14 +1349,13 @@ class Exchange:
drop_incomplete=self._ohlcv_partial_candle)
async def _async_get_historic_ohlcv(self, pair: str, timeframe: str,
since_ms: int, is_new_pair: bool = False,
raise_: bool = False,
candle_type: str = ''
since_ms: int, candle_type: CandleType,
is_new_pair: bool = False, raise_: bool = False,
) -> Tuple[str, str, str, List]:
"""
Download historic ohlcv
:param is_new_pair: used by binance subclass to allow "fast" new pair downloading
:param candle_type: '', mark, index, premiumIndex, or funding_rate
:param candle_type: Any of the enum CandleType (must match trading mode!)
"""
one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit(timeframe)
@@ -1391,8 +1390,8 @@ class Exchange:
def refresh_latest_ohlcv(self, pair_list: ListPairsWithTimeframes, *,
since_ms: Optional[int] = None, cache: bool = True,
candle_type: str = ''
) -> Dict[Tuple[str, str, str], DataFrame]:
candle_type: CandleType = CandleType.SPOT_
) -> Dict[PairWithTimeframe, DataFrame]:
"""
Refresh in-memory OHLCV asynchronously and set `_klines` with the result
Loops asynchronously over pair_list and downloads all pairs async (semi-parallel).
@@ -1410,7 +1409,7 @@ class Exchange:
# Gather coroutines to run
for pair, timeframe, candle_type in set(pair_list):
if ((pair, timeframe, candle_type) not in self._klines or not cache
or self._now_is_time_to_refresh(pair, timeframe)):
or self._now_is_time_to_refresh(pair, timeframe, candle_type)):
if not since_ms and self.required_candle_call_count > 1:
# Multiple calls for one pair - to get more history
one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit(timeframe)
@@ -1463,12 +1462,7 @@ class Exchange:
return results_df
def _now_is_time_to_refresh(
self,
pair: str,
timeframe: str,
candle_type: str = ''
) -> bool:
def _now_is_time_to_refresh(self, pair: str, timeframe: str, candle_type: CandleType) -> bool:
# Timeframe in seconds
interval_in_sec = timeframe_to_seconds(timeframe)