change how missing candles will be handled

freqtrade/data/dataprovider.py

@@ -7,9 +7,9 @@ Common Interface for bot and strategy to access data.
 import logging
 from collections import deque
 from datetime import datetime, timezone
-from typing import Any, Dict, List, Optional, Tuple
+from typing import Any, Dict, List, Optional, Tuple, Union
 
-from pandas import DataFrame, concat, date_range
+from pandas import DataFrame, concat
 
 from freqtrade.configuration import TimeRange
 from freqtrade.constants import Config, ListPairsWithTimeframes, PairWithTimeframe
@@ -165,40 +165,36 @@ class DataProvider:
         timeframe: str,
         candle_type: CandleType,
         producer_name: str = "default"
-    ) -> Tuple[bool, Optional[List[str]]]:
+    ) -> Union[bool, int]:
         """
         Append a candle to the existing external dataframe
 
         :param pair: pair to get the data for
         :param timeframe: Timeframe to get data for
         :param candle_type: Any of the enum CandleType (must match trading mode!)
-        :returns: A tuple with a boolean value signifying if the candle was correctly appended,
+        :returns: False if the candle could not be appended, or the int number of missing candles.
-                  and a list of datetimes missing from the candle if it finds some.
-                  Will return false if has no data for `producer_name`.
-                  Will return false if no existing data for (pair, timeframe, candle_type).
-                  Will return false if there's missing candles, and a list of datetimes of
-                  the missing candles.
         """
         pair_key = (pair, timeframe, candle_type)
 
         if producer_name not in self.__producer_pairs_df:
             # We don't have data from this producer yet,
             # so we can't append a candle
-            return (False, None)
+            return False
 
         if pair_key not in self.__producer_pairs_df[producer_name]:
             # We don't have data for this pair_key,
             # so we can't append a candle
-            return (False, None)
+            return False
 
         # CHECK FOR MISSING CANDLES
+        # return int
 
         existing_df, _ = self.__producer_pairs_df[producer_name][pair_key]
         appended_df = self._append_candle_to_dataframe(existing_df, dataframe)
 
         # Everything is good, we appended
         self.__producer_pairs_df[producer_name][pair_key] = appended_df, last_analyzed
-        return (True, None)
+        return True
 
     def _append_candle_to_dataframe(self, existing: DataFrame, new: DataFrame) -> DataFrame:
         """
@@ -212,25 +208,10 @@ class DataProvider:
             existing = concat([existing, new])
 
         # Only keep the last 1000 candles in memory
-        # TODO: Do this better
         existing = existing[-1000:] if len(existing) > 1000 else existing
 
         return existing
 
-    def _is_missing_candles(self, dataframe: DataFrame) -> bool:
-        """
-        Check if the dataframe is missing any candles
-
-        :param dataframe: The DataFrame to check
-        """
-        logger.info(dataframe.index)
-        return len(
-            date_range(
-                dataframe.index.min(),
-                dataframe.index.max()
-            ).difference(dataframe.index)
-        ) > 0
-
     def get_producer_df(
         self,
         pair: str,

freqtrade/rpc/external_message_consumer.py

@@ -388,8 +388,8 @@ class ExternalMessageConsumer:
                 producer_name=producer_name
             )
 
-        elif len(df) == 1:
+        elif len(df) < 999:
-            # This is just a single candle
+            # This is n single candles
             # Have dataprovider append it to
             # the full datafame. If it can't,
             # request the missing candles

freqtrade/rpc/rpc.py

@@ -1062,31 +1062,28 @@ class RPC:
         self,
         pair: str,
         timeframe: str,
-        limit: Optional[Union[int, List[str]]] = None
+        limit: Optional[int] = None
     ) -> Tuple[DataFrame, datetime]:
         """
         Get the dataframe and last analyze from the dataprovider
 
         :param pair: The pair to get
         :param timeframe: The timeframe of data to get
-        :param limit: If an integer, limits the size of dataframe
+        :param limit: The amount of candles in the dataframe
-                      If a list of string date times, only returns those candles
         """
         _data, last_analyzed = self._freqtrade.dataprovider.get_analyzed_dataframe(
             pair, timeframe)
         _data = _data.copy()
 
-        if limit and isinstance(limit, int):
+        if limit:
             _data = _data.iloc[-limit:]
-        elif limit and isinstance(limit, str):
-            _data = _data.iloc[_data['date'].isin(limit)]
 
         return _data, last_analyzed
 
     def _ws_all_analysed_dataframes(
         self,
         pairlist: List[str],
-        limit: Optional[Union[int, List[str]]] = None
+        limit: Optional[int] = None
     ) -> Generator[Dict[str, Any], None, None]:
         """
         Get the analysed dataframes of each pair in the pairlist.
@@ -1113,7 +1110,7 @@ class RPC:
     def _ws_request_analyzed_df(
         self,
         pair: Optional[str],
-        limit: Optional[Union[int, List[str]]] = None,
+        limit: Optional[int] = None,
     ):
         """ Historical Analyzed Dataframes for WebSocket """
         pairlist = [pair] if pair else self._freqtrade.active_pair_whitelist