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verify date on new candle before producing signal

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This commit is contained in:
Yazeed Al Oyoun
2020-03-11 16:34:23 +01:00
parent 84f0bb9a5d
commit 54bde6ac11
2 changed files with 13 additions and 5 deletions
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9
freqtrade/strategy/interface.py
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@@ -277,15 +277,20 @@ class IStrategy(ABC):
latest = dataframe.iloc[-1]
# Check if dataframe is out of date
# Check if dataframe has new candle
signal_date = arrow.get(latest['date'])
interval_minutes = timeframe_to_minutes(interval)
if (arrow.utcnow() - signal_date).total_seconds() // 60 >= interval_minutes:
logger.warning('Old candle for pair %s. Last tick is %s minutes old',
pair, (arrow.utcnow() - signal_date).total_seconds() // 60)
# Check if dataframe is out of date
offset = self.config.get('exchange', {}).get('outdated_offset', 5)
if signal_date < (arrow.utcnow().shift(minutes=-(interval_minutes * 2 + offset))):
logger.warning(
'Outdated history for pair %s. Last tick is %s minutes old',
pair,
(arrow.utcnow() - signal_date).seconds // 60
(arrow.utcnow() - signal_date).total_seconds() // 60
)
return False, False