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add optional Cache arguments to refresh_pairs method

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This commit is contained in:
Matthias 2020-12-15 08:22:45 +01:00
parent ca9036ee1d
commit 39fec25ae0
2 changed files with 24 additions and 12 deletions
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24
freqtrade/exchange/exchange.py
View File

@ -733,13 +733,17 @@ class Exchange:
logger.info("Downloaded data for %s with length %s.", pair, len(data))
return data
def refresh_latest_ohlcv(self, pair_list: ListPairsWithTimeframes) -> List[Tuple[str, List]]:
def refresh_latest_ohlcv(self, pair_list: ListPairsWithTimeframes, *,
since_ms: Optional[int] = None, cache: bool = True
) -> Dict[str, DataFrame]:
"""
Refresh in-memory OHLCV asynchronously and set `_klines` with the result
Loops asynchronously over pair_list and downloads all pairs async (semi-parallel).
Only used in the dataprovider.refresh() method.
:param pair_list: List of 2 element tuples containing pair, interval to refresh
:return: TODO: return value is only used in the tests, get rid of it
:param since_ms: time since when to download, in milliseconds
:param cache: Assign result to _klines. Usefull for one-off downloads like for pairlists
:return: Dict of [{(pair, timeframe): Dataframe}]
"""
logger.debug("Refreshing candle (OHLCV) data for %d pairs", len(pair_list))
@ -749,7 +753,8 @@ class Exchange:
for pair, timeframe in set(pair_list):
if (not ((pair, timeframe) in self._klines)
or self._now_is_time_to_refresh(pair, timeframe)):
input_coroutines.append(self._async_get_candle_history(pair, timeframe))
input_coroutines.append(self._async_get_candle_history(pair, timeframe,
since_ms=since_ms))
else:
logger.debug(
"Using cached candle (OHLCV) data for pair %s, timeframe %s ...",
@ -759,6 +764,7 @@ class Exchange:
results = asyncio.get_event_loop().run_until_complete(
asyncio.gather(*input_coroutines, return_exceptions=True))
results_df = {}
# handle caching
for res in results:
if isinstance(res, Exception):
@ -770,11 +776,13 @@ class Exchange:
if ticks:
self._pairs_last_refresh_time[(pair, timeframe)] = ticks[-1][0] // 1000
# keeping parsed dataframe in cache
self._klines[(pair, timeframe)] = ohlcv_to_dataframe(
ticks, timeframe, pair=pair, fill_missing=True,
drop_incomplete=self._ohlcv_partial_candle)
return results
ohlcv_df = ohlcv_to_dataframe(
ticks, timeframe, pair=pair, fill_missing=True,
drop_incomplete=self._ohlcv_partial_candle)
results_df[(pair, timeframe)] = ohlcv_df
if cache:
self._klines[(pair, timeframe)] = ohlcv_df
return results_df
def _now_is_time_to_refresh(self, pair: str, timeframe: str) -> bool:
# Timeframe in seconds

12
tests/exchange/test_exchange.py
View File

@ -1385,6 +1385,12 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
pairs = [('IOTA/ETH', '5m'), ('XRP/ETH', '5m')]
# empty dicts
assert not exchange._klines
exchange.refresh_latest_ohlcv(pairs, cache=False)
# No caching
assert not exchange._klines
assert exchange._api_async.fetch_ohlcv.call_count == 2
exchange._api_async.fetch_ohlcv.reset_mock()
exchange.refresh_latest_ohlcv(pairs)
assert log_has(f'Refreshing candle (OHLCV) data for {len(pairs)} pairs', caplog)
@ -1499,11 +1505,9 @@ def test_refresh_latest_ohlcv_inv_result(default_conf, mocker, caplog):
assert exchange._klines
assert exchange._api_async.fetch_ohlcv.call_count == 2
assert type(res) is list
assert len(res) == 2
assert type(res) is dict
assert len(res) == 1
# Test that each is in list at least once as order is not guaranteed
assert type(res[0]) is tuple or type(res[1]) is tuple
assert type(res[0]) is TypeError or type(res[1]) is TypeError
assert log_has("Error loading ETH/BTC. Result was [[]].", caplog)
assert log_has("Async code raised an exception: TypeError", caplog)