add optional Cache arguments to refresh_pairs method
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@ -733,13 +733,17 @@ class Exchange:
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logger.info("Downloaded data for %s with length %s.", pair, len(data))
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return data
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def refresh_latest_ohlcv(self, pair_list: ListPairsWithTimeframes) -> List[Tuple[str, List]]:
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def refresh_latest_ohlcv(self, pair_list: ListPairsWithTimeframes, *,
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since_ms: Optional[int] = None, cache: bool = True
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) -> Dict[str, DataFrame]:
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"""
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Refresh in-memory OHLCV asynchronously and set `_klines` with the result
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Loops asynchronously over pair_list and downloads all pairs async (semi-parallel).
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Only used in the dataprovider.refresh() method.
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:param pair_list: List of 2 element tuples containing pair, interval to refresh
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:return: TODO: return value is only used in the tests, get rid of it
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:param since_ms: time since when to download, in milliseconds
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:param cache: Assign result to _klines. Usefull for one-off downloads like for pairlists
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:return: Dict of [{(pair, timeframe): Dataframe}]
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"""
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logger.debug("Refreshing candle (OHLCV) data for %d pairs", len(pair_list))
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@ -749,7 +753,8 @@ class Exchange:
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for pair, timeframe in set(pair_list):
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if (not ((pair, timeframe) in self._klines)
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or self._now_is_time_to_refresh(pair, timeframe)):
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input_coroutines.append(self._async_get_candle_history(pair, timeframe))
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input_coroutines.append(self._async_get_candle_history(pair, timeframe,
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since_ms=since_ms))
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else:
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logger.debug(
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"Using cached candle (OHLCV) data for pair %s, timeframe %s ...",
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@ -759,6 +764,7 @@ class Exchange:
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results = asyncio.get_event_loop().run_until_complete(
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asyncio.gather(*input_coroutines, return_exceptions=True))
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results_df = {}
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# handle caching
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for res in results:
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if isinstance(res, Exception):
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@ -770,11 +776,13 @@ class Exchange:
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if ticks:
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self._pairs_last_refresh_time[(pair, timeframe)] = ticks[-1][0] // 1000
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# keeping parsed dataframe in cache
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self._klines[(pair, timeframe)] = ohlcv_to_dataframe(
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ohlcv_df = ohlcv_to_dataframe(
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ticks, timeframe, pair=pair, fill_missing=True,
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drop_incomplete=self._ohlcv_partial_candle)
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return results
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results_df[(pair, timeframe)] = ohlcv_df
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if cache:
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self._klines[(pair, timeframe)] = ohlcv_df
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return results_df
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def _now_is_time_to_refresh(self, pair: str, timeframe: str) -> bool:
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# Timeframe in seconds
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@ -1385,6 +1385,12 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
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pairs = [('IOTA/ETH', '5m'), ('XRP/ETH', '5m')]
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# empty dicts
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assert not exchange._klines
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exchange.refresh_latest_ohlcv(pairs, cache=False)
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# No caching
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assert not exchange._klines
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assert exchange._api_async.fetch_ohlcv.call_count == 2
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exchange._api_async.fetch_ohlcv.reset_mock()
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exchange.refresh_latest_ohlcv(pairs)
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assert log_has(f'Refreshing candle (OHLCV) data for {len(pairs)} pairs', caplog)
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@ -1499,11 +1505,9 @@ def test_refresh_latest_ohlcv_inv_result(default_conf, mocker, caplog):
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assert exchange._klines
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assert exchange._api_async.fetch_ohlcv.call_count == 2
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assert type(res) is list
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assert len(res) == 2
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assert type(res) is dict
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assert len(res) == 1
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# Test that each is in list at least once as order is not guaranteed
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assert type(res[0]) is tuple or type(res[1]) is tuple
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assert type(res[0]) is TypeError or type(res[1]) is TypeError
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assert log_has("Error loading ETH/BTC. Result was [[]].", caplog)
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assert log_has("Async code raised an exception: TypeError", caplog)
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