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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/freqtradebot.py
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@ -390,14 +390,17 @@ class FreqtradeBot:
""" """
logger.debug(f"create_trade for pair {pair}") logger.debug(f"create_trade for pair {pair}")
dataframe = self.dataprovider.ohlcv(pair, self.strategy.ticker_interval)
latest = dataframe.iloc[-1]
# Check if dataframe is out of date
signal_date = arrow.get(latest['date'])
if self.strategy.is_pair_locked(pair): if self.strategy.is_pair_locked(pair):
logger.info(f"Pair {pair} is currently locked.") logger.info(f"Pair {pair} is currently locked.")
return False return False
# running get_signal on historical data fetched # running get_signal on historical data fetched
(buy, sell) = self.strategy.get_signal( (buy, sell) = self.strategy.get_signal(pair, self.strategy.ticker_interval, dataframe)
pair, self.strategy.ticker_interval,
self.dataprovider.ohlcv(pair, self.strategy.ticker_interval))
if buy and not sell: if buy and not sell:
if not self.get_free_open_trades(): if not self.get_free_open_trades():

9
freqtrade/strategy/interface.py
View File

@ -277,15 +277,20 @@ class IStrategy(ABC):
latest = dataframe.iloc[-1] latest = dataframe.iloc[-1]
# Check if dataframe is out of date # Check if dataframe has new candle
signal_date = arrow.get(latest['date']) signal_date = arrow.get(latest['date'])
interval_minutes = timeframe_to_minutes(interval) 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# Check if dataframe is out of date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) offset = self.config.get('exchange', {}).get('outdated_offset', 5)
if signal_date < (arrow.utcnow().shift(minutes=-(interval_minutes * 2 + offset))): if signal_date < (arrow.utcnow().shift(minutes=-(interval_minutes * 2 + offset))):
logger.warning( logger.warning(
'Outdated history for pair %s. Last tick is %s minutes old', 'Outdated history for pair %s. Last tick is %s minutes old',
pair, pair,
(arrow.utcnow() - signal_date).seconds // 60 (arrow.utcnow() - signal_date).total_seconds() // 60
) )
return False, False return False, False