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Expose drop_incomplete from refresh_latest_ohlcv

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This commit is contained in:
Matthias 2021-12-10 07:14:41 +01:00
parent 3f266e8c8c
commit 35f9549e98
2 changed files with 8 additions and 4 deletions
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10
freqtrade/exchange/exchange.py
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@ -1389,7 +1389,8 @@ class Exchange:
return pair, timeframe, candle_type, data return pair, timeframe, candle_type, data
def refresh_latest_ohlcv(self, pair_list: ListPairsWithTimeframes, *, def refresh_latest_ohlcv(self, pair_list: ListPairsWithTimeframes, *,
since_ms: Optional[int] = None, cache: bool = True since_ms: Optional[int] = None, cache: bool = True,
drop_incomplete: bool = None
) -> Dict[PairWithTimeframe, DataFrame]: ) -> Dict[PairWithTimeframe, DataFrame]:
""" """
Refresh in-memory OHLCV asynchronously and set `_klines` with the result Refresh in-memory OHLCV asynchronously and set `_klines` with the result
@ -1398,10 +1399,13 @@ class Exchange:
:param pair_list: List of 2 element tuples containing pair, interval to refresh :param pair_list: List of 2 element tuples containing pair, interval to refresh
:param since_ms: time since when to download, in milliseconds :param since_ms: time since when to download, in milliseconds
:param cache: Assign result to _klines. Usefull for one-off downloads like for pairlists :param cache: Assign result to _klines. Usefull for one-off downloads like for pairlists
:param drop_incomplete: Control candle dropping.
Specifying None defaults to _ohlcv_partial_candle
:return: Dict of [{(pair, timeframe): Dataframe}] :return: Dict of [{(pair, timeframe): Dataframe}]
""" """
logger.debug("Refreshing candle (OHLCV) data for %d pairs", len(pair_list)) logger.debug("Refreshing candle (OHLCV) data for %d pairs", len(pair_list))
# TODO-lev: maybe depend this on candle type?
drop_incomplete = self._ohlcv_partial_candle if drop_incomplete is None else drop_incomplete
input_coroutines = [] input_coroutines = []
cached_pairs = [] cached_pairs = []
# Gather coroutines to run # Gather coroutines to run
@ -1447,7 +1451,7 @@ class Exchange:
# keeping parsed dataframe in cache # keeping parsed dataframe in cache
ohlcv_df = ohlcv_to_dataframe( ohlcv_df = ohlcv_to_dataframe(
ticks, timeframe, pair=pair, fill_missing=True, ticks, timeframe, pair=pair, fill_missing=True,
drop_incomplete=self._ohlcv_partial_candle) drop_incomplete=drop_incomplete)
results_df[(pair, timeframe, c_type)] = ohlcv_df results_df[(pair, timeframe, c_type)] = ohlcv_df
if cache: if cache:
self._klines[(pair, timeframe, c_type)] = ohlcv_df self._klines[(pair, timeframe, c_type)] = ohlcv_df

2
tests/exchange/test_ccxt_compat.py
View File

@ -91,7 +91,7 @@ def exchange_futures(request, exchange_conf, class_mocker):
exchange_conf['exchange']['name'] = request.param exchange_conf['exchange']['name'] = request.param
exchange_conf['trading_mode'] = 'futures' exchange_conf['trading_mode'] = 'futures'
exchange_conf['collateral'] = 'cross' exchange_conf['collateral'] = 'cross'
# TODO-lev This mock should no longer be necessary once futures are enabled. # TODO-lev: This mock should no longer be necessary once futures are enabled.
class_mocker.patch( class_mocker.patch(
'freqtrade.exchange.exchange.Exchange.validate_trading_mode_and_collateral') 'freqtrade.exchange.exchange.Exchange.validate_trading_mode_and_collateral')
class_mocker.patch( class_mocker.patch(