adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

add last_analyzed to emitted dataframe

Browse Source
This commit is contained in:
Timothy Pogue 2022-09-06 12:12:05 -06:00
parent 38f14349e9
commit 3535aa7724
3 changed files with 23 additions and 11 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

10
freqtrade/data/dataprovider.py
View File

@ -121,7 +121,7 @@ class DataProvider:
'type': RPCMessageType.ANALYZED_DF, 'type': RPCMessageType.ANALYZED_DF,
'data': { 'data': {
'key': pair_key, 'key': pair_key,
'value': dataframe 'value': (dataframe, datetime.now(timezone.utc))
} }
} }
) )
@ -130,6 +130,7 @@ class DataProvider:
self, self,
pair: str, pair: str,
dataframe: DataFrame, dataframe: DataFrame,
last_analyzed: Optional[str] = None,
timeframe: Optional[str] = None, timeframe: Optional[str] = None,
candle_type: Optional[CandleType] = None, candle_type: Optional[CandleType] = None,
producer_name: str = "default" producer_name: str = "default"
@ -149,7 +150,12 @@ class DataProvider:
if producer_name not in self.__producer_pairs_df: if producer_name not in self.__producer_pairs_df:
self.__producer_pairs_df[producer_name] = {} self.__producer_pairs_df[producer_name] = {}
self.__producer_pairs_df[producer_name][pair_key] = (dataframe, datetime.now(timezone.utc)) if not last_analyzed:
_last_analyzed = datetime.now(timezone.utc)
else:
_last_analyzed = datetime.fromisoformat(last_analyzed)
self.__producer_pairs_df[producer_name][pair_key] = (dataframe, _last_analyzed)
logger.debug(f"External DataFrame for {pair_key} from {producer_name} added.") logger.debug(f"External DataFrame for {pair_key} from {producer_name} added.")
def get_external_df( def get_external_df(

15
freqtrade/rpc/external_message_consumer.py
View File

@ -10,7 +10,6 @@ import socket
from threading import Thread from threading import Thread
from typing import Any, Dict, List, Optional from typing import Any, Dict, List, Optional
import pandas
import websockets import websockets
from freqtrade.data.dataprovider import DataProvider from freqtrade.data.dataprovider import DataProvider
@ -225,9 +224,12 @@ class ExternalMessageConsumer:
timeout=self.reply_timeout timeout=self.reply_timeout
) )
try:
async with lock: async with lock:
# Handle the message # Handle the message
self.handle_producer_message(producer, message) self.handle_producer_message(producer, message)
except Exception as e:
logger.exception(f"Error handling producer message: {e}")
except (asyncio.TimeoutError, websockets.exceptions.ConnectionClosed): except (asyncio.TimeoutError, websockets.exceptions.ConnectionClosed):
# We haven't received data yet. Check the connection and continue. # We haven't received data yet. Check the connection and continue.
@ -300,17 +302,20 @@ class ExternalMessageConsumer:
key, value = message_data.get('key'), message_data.get('value') key, value = message_data.get('key'), message_data.get('value')
if key and isinstance(value, pandas.DataFrame): if key and value:
pair, timeframe, candle_type = key pair, timeframe, candle_type = key
dataframe = value dataframe, last_analyzed = value
# If set, remove the Entry and Exit signals from the Producer # If set, remove the Entry and Exit signals from the Producer
if self._emc_config.get('remove_entry_exit_signals', False): if self._emc_config.get('remove_entry_exit_signals', False):
dataframe = remove_entry_exit_signals(dataframe) dataframe = remove_entry_exit_signals(dataframe)
# Add the dataframe to the dataprovider # Add the dataframe to the dataprovider
self._dp._add_external_df(pair, dataframe, timeframe, self._dp._add_external_df(pair, dataframe,
candle_type, producer_name=producer_name) last_analyzed=last_analyzed,
timeframe=timeframe,
candle_type=candle_type,
producer_name=producer_name)
logger.debug( logger.debug(
f"Consumed message from {producer_name} of type RPCMessageType.ANALYZED_DF") f"Consumed message from {producer_name} of type RPCMessageType.ANALYZED_DF")

3
freqtrade/rpc/rpc.py
View File

@ -1064,7 +1064,8 @@ class RPC:
for pair in pairlist: for pair in pairlist:
dataframe, last_analyzed = self.__rpc_analysed_dataframe_raw(pair, timeframe, limit) dataframe, last_analyzed = self.__rpc_analysed_dataframe_raw(pair, timeframe, limit)
_data[pair] = {"key": (pair, timeframe, candle_type), "value": dataframe} _data[pair] = {"key": (pair, timeframe, candle_type),
"value": (dataframe, last_analyzed)}
return _data return _data