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--dl-trades should also support increasing download span

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(by downloading the whole dataset again to avoid missing data in the
middle).
This commit is contained in:
Matthias 2020-06-24 17:40:23 +02:00
parent 112906458f
commit 676006b99c
3 changed files with 28 additions and 1 deletions
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5
freqtrade/data/history/history_utils.py
View File

@ -270,6 +270,11 @@ def _download_trades_history(exchange: Exchange,
# DEFAULT_TRADES_COLUMNS: 0 -> timestamp # DEFAULT_TRADES_COLUMNS: 0 -> timestamp
# DEFAULT_TRADES_COLUMNS: 1 -> id # DEFAULT_TRADES_COLUMNS: 1 -> id
if trades and since < trades[0][0]:
# since is before the first trade
logger.info(f"Start earlier than available data. Redownloading trades for {pair}...")
trades = []
from_id = trades[-1][1] if trades else None from_id = trades[-1][1] if trades else None
if trades and since < trades[-1][0]: if trades and since < trades[-1][0]:
# Reset since to the last available point # Reset since to the last available point

2
tests/conftest.py
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@ -1424,7 +1424,7 @@ def trades_for_order():
@pytest.fixture(scope="function") @pytest.fixture(scope="function")
def trades_history(): def trades_history():
return [[1565798399463, '126181329', None, 'buy', 0.019627, 0.04, 0.00078508], return [[1565798389463, '126181329', None, 'buy', 0.019627, 0.04, 0.00078508],
[1565798399629, '126181330', None, 'buy', 0.019627, 0.244, 0.004788987999999999], [1565798399629, '126181330', None, 'buy', 0.019627, 0.244, 0.004788987999999999],
[1565798399752, '126181331', None, 'sell', 0.019626, 0.011, 0.00021588599999999999], [1565798399752, '126181331', None, 'sell', 0.019626, 0.011, 0.00021588599999999999],
[1565798399862, '126181332', None, 'sell', 0.019626, 0.011, 0.00021588599999999999], [1565798399862, '126181332', None, 'sell', 0.019626, 0.011, 0.00021588599999999999],

22
tests/data/test_history.py
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@ -557,6 +557,7 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad
assert ght_mock.call_count == 1 assert ght_mock.call_count == 1
# Check this in seconds - since we had to convert to seconds above too. # Check this in seconds - since we had to convert to seconds above too.
assert int(ght_mock.call_args_list[0][1]['since'] // 1000) == since_time2 - 5 assert int(ght_mock.call_args_list[0][1]['since'] // 1000) == since_time2 - 5
assert ght_mock.call_args_list[0][1]['from_id'] is not None
# clean files freshly downloaded # clean files freshly downloaded
_clean_test_file(file1) _clean_test_file(file1)
@ -568,6 +569,27 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad
pair='ETH/BTC') pair='ETH/BTC')
assert log_has_re('Failed to download historic trades for pair: "ETH/BTC".*', caplog) assert log_has_re('Failed to download historic trades for pair: "ETH/BTC".*', caplog)
file2 = testdatadir / 'XRP_ETH-trades.json.gz'
_backup_file(file2, True)
ght_mock.reset_mock()
mocker.patch('freqtrade.exchange.Exchange.get_historic_trades',
ght_mock)
# Since before first start date
since_time = int(trades_history[0][0] // 1000) - 500
timerange = TimeRange('date', None, since_time, 0)
assert _download_trades_history(data_handler=data_handler, exchange=exchange,
pair='XRP/ETH', timerange=timerange)
assert ght_mock.call_count == 1
assert int(ght_mock.call_args_list[0][1]['since'] // 1000) == since_time
assert ght_mock.call_args_list[0][1]['from_id'] is None
assert log_has_re(r'Start earlier than available data. Redownloading trades for.*', caplog)
_clean_test_file(file2)
def test_convert_trades_to_ohlcv(mocker, default_conf, testdatadir, caplog): def test_convert_trades_to_ohlcv(mocker, default_conf, testdatadir, caplog):