add ohlcv_has_history - disabling kraken downloads
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8e9384e8e6
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@ -79,6 +79,12 @@ def start_download_data(args: Dict[str, Any]) -> None:
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data_format_trades=config['dataformat_trades'],
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data_format_trades=config['dataformat_trades'],
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)
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)
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else:
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else:
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if not exchange._ft_has.get('ohlcv_has_history', True):
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raise OperationalException(
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f"Historic klines not available for {exchange.name}. "
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"Please use `--dl-trades` instead for this exchange "
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"(will unfortunately take a long time)."
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)
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pairs_not_available = refresh_backtest_ohlcv_data(
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pairs_not_available = refresh_backtest_ohlcv_data(
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exchange, pairs=expanded_pairs, timeframes=config['timeframes'],
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exchange, pairs=expanded_pairs, timeframes=config['timeframes'],
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datadir=config['datadir'], timerange=timerange,
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datadir=config['datadir'], timerange=timerange,
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@ -64,6 +64,7 @@ class Exchange:
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"time_in_force_parameter": "timeInForce",
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"time_in_force_parameter": "timeInForce",
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"ohlcv_params": {},
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"ohlcv_params": {},
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"ohlcv_candle_limit": 500,
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"ohlcv_candle_limit": 500,
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"ohlcv_has_history": True, # Some exchanges (Kraken) don't provide history via ohlcv
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"ohlcv_partial_candle": True,
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"ohlcv_partial_candle": True,
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"ohlcv_require_since": False,
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"ohlcv_require_since": False,
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# Check https://github.com/ccxt/ccxt/issues/10767 for removal of ohlcv_volume_currency
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# Check https://github.com/ccxt/ccxt/issues/10767 for removal of ohlcv_volume_currency
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@ -621,13 +622,17 @@ class Exchange:
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# Allow 5 calls to the exchange per pair
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# Allow 5 calls to the exchange per pair
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required_candle_call_count = int(
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required_candle_call_count = int(
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(candle_count / candle_limit) + (0 if candle_count % candle_limit == 0 else 1))
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(candle_count / candle_limit) + (0 if candle_count % candle_limit == 0 else 1))
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if self._ft_has['ohlcv_has_history']:
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if required_candle_call_count > 5:
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if required_candle_call_count > 5:
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# Only allow 5 calls per pair to somewhat limit the impact
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# Only allow 5 calls per pair to somewhat limit the impact
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raise OperationalException(
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raise OperationalException(
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f"This strategy requires {startup_candles} candles to start, which is more than 5x "
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f"This strategy requires {startup_candles} candles to start, which is more than 5x "
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f"the amount of candles {self.name} provides for {timeframe}.")
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f"the amount of candles {self.name} provides for {timeframe}.")
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elif required_candle_call_count > 1:
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raise OperationalException(
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f"This strategy requires {startup_candles} candles to start, which is more than "
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f"the amount of candles {self.name} provides for {timeframe}.")
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if required_candle_call_count > 1:
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if required_candle_call_count > 1:
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logger.warning(f"Using {required_candle_call_count} calls to get OHLCV. "
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logger.warning(f"Using {required_candle_call_count} calls to get OHLCV. "
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f"This can result in slower operations for the bot. Please check "
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f"This can result in slower operations for the bot. Please check "
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@ -23,6 +23,7 @@ class Kraken(Exchange):
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_ft_has: Dict = {
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_ft_has: Dict = {
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"stoploss_on_exchange": True,
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"stoploss_on_exchange": True,
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"ohlcv_candle_limit": 720,
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"ohlcv_candle_limit": 720,
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"ohlcv_has_history": False,
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"trades_pagination": "id",
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"trades_pagination": "id",
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"trades_pagination_arg": "since",
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"trades_pagination_arg": "since",
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"mark_ohlcv_timeframe": "4h",
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"mark_ohlcv_timeframe": "4h",
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@ -835,6 +835,23 @@ def test_download_data_trades(mocker, caplog):
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start_download_data(pargs)
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start_download_data(pargs)
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def test_download_data_data_invalid(mocker):
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patch_exchange(mocker, id="kraken")
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mocker.patch(
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'freqtrade.exchange.Exchange.markets', PropertyMock(return_value={})
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)
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args = [
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"download-data",
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"--exchange", "kraken",
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"--pairs", "ETH/BTC", "XRP/BTC",
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"--days", "20",
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]
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pargs = get_args(args)
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pargs['config'] = None
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with pytest.raises(OperationalException, match=r"Historic klines not available for .*"):
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start_download_data(pargs)
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def test_start_convert_trades(mocker, caplog):
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def test_start_convert_trades(mocker, caplog):
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convert_mock = mocker.patch('freqtrade.commands.data_commands.convert_trades_to_ohlcv',
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convert_mock = mocker.patch('freqtrade.commands.data_commands.convert_trades_to_ohlcv',
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MagicMock(return_value=[]))
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MagicMock(return_value=[]))
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@ -219,7 +219,7 @@ class TestCCXTExchange():
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assert len(l2['asks']) == next_limit
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assert len(l2['asks']) == next_limit
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assert len(l2['asks']) == next_limit
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assert len(l2['asks']) == next_limit
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def test_fetch_ohlcv(self, exchange):
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def test_ccxt_fetch_ohlcv(self, exchange):
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exchange, exchangename = exchange
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exchange, exchangename = exchange
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pair = EXCHANGES[exchangename]['pair']
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pair = EXCHANGES[exchangename]['pair']
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timeframe = EXCHANGES[exchangename]['timeframe']
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timeframe = EXCHANGES[exchangename]['timeframe']
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@ -1084,6 +1084,13 @@ def test_validate_required_startup_candles(default_conf, mocker, caplog):
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with pytest.raises(OperationalException, match=r'This strategy requires 6000.*'):
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with pytest.raises(OperationalException, match=r'This strategy requires 6000.*'):
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Exchange(default_conf)
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Exchange(default_conf)
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# Emulate kraken mode
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ex._ft_has['ohlcv_has_history'] = False
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with pytest.raises(OperationalException,
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match=r'This strategy requires 2500.*, '
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r'which is more than the amount.*'):
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ex.validate_required_startup_candles(2500, '5m')
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def test_exchange_has(default_conf, mocker):
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def test_exchange_has(default_conf, mocker):
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exchange = get_patched_exchange(mocker, default_conf)
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exchange = get_patched_exchange(mocker, default_conf)
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