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Use ccxt base methods to round timeframe

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This commit is contained in:
Matthias 2019-08-25 10:34:56 +02:00
parent 95920f3b6b
commit 565a543b7b
1 changed files with 8 additions and 10 deletions
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18
freqtrade/exchange/exchange.py
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@ -14,6 +14,7 @@ from typing import Any, Dict, List, Optional, Tuple
import arrow import arrow
import ccxt import ccxt
import ccxt.async_support as ccxt_async import ccxt.async_support as ccxt_async
from ccxt.base.decimal_to_precision import ROUND_UP, ROUND_DOWN
from pandas import DataFrame from pandas import DataFrame
from freqtrade import (DependencyException, InvalidOrderException, from freqtrade import (DependencyException, InvalidOrderException,
@ -824,11 +825,9 @@ def timeframe_to_prev_date(timeframe: str, date: datetime = None) -> datetime:
""" """
if not date: if not date:
date = datetime.now(timezone.utc) date = datetime.now(timezone.utc)
timeframe_secs = timeframe_to_seconds(timeframe)
# Get offset based on timerame_secs new_timestamp = ccxt.Exchange.round_timeframe(timeframe, date.timestamp() * 1000,
offset = date.timestamp() % timeframe_secs ROUND_DOWN) // 1000
# Subtract seconds passed since last offset
new_timestamp = date.timestamp() - offset
return datetime.fromtimestamp(new_timestamp, tz=timezone.utc) return datetime.fromtimestamp(new_timestamp, tz=timezone.utc)
@ -839,9 +838,8 @@ def timeframe_to_next_date(timeframe: str, date: datetime = None) -> datetime:
:param date: date to use. Defaults to utcnow() :param date: date to use. Defaults to utcnow()
:returns: date of next candle (with utc timezone) :returns: date of next candle (with utc timezone)
""" """
prevdate = timeframe_to_prev_date(timeframe, date) if not date:
timeframe_secs = timeframe_to_seconds(timeframe) date = datetime.now(timezone.utc)
new_timestamp = ccxt.Exchange.round_timeframe(timeframe, date.timestamp() * 1000,
# Add one interval to previous candle ROUND_UP) // 1000
new_timestamp = prevdate.timestamp() + timeframe_secs
return datetime.fromtimestamp(new_timestamp, tz=timezone.utc) return datetime.fromtimestamp(new_timestamp, tz=timezone.utc)