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Support "initial_call" for download-data of new pairs

This commit is contained in:
Matthias 2021-09-07 07:14:40 +02:00
parent 880474594e
commit 71ff214adf
3 changed files with 15 additions and 6 deletions
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3
freqtrade/data/history/history_utils.py
View File

@ -197,7 +197,8 @@ def _download_pair_history(pair: str, *,
timeframe=timeframe,
since_ms=since_ms if since_ms else
arrow.utcnow().shift(
days=-new_pairs_days).int_timestamp * 1000
days=-new_pairs_days).int_timestamp * 1000,
is_new_pair=data.empty
)
# TODO: Maybe move parsing to exchange class (?)
new_dataframe = ohlcv_to_dataframe(new_data, timeframe, pair,

1
freqtrade/exchange/binance.py
View File

@ -20,6 +20,7 @@ class Binance(Exchange):
"order_time_in_force": ['gtc', 'fok', 'ioc'],
"time_in_force_parameter": "timeInForce",
"ohlcv_candle_limit": 1000,
"ohlcv_initial_call": True,
"trades_pagination": "id",
"trades_pagination_arg": "fromId",
"l2_limit_range": [5, 10, 20, 50, 100, 500, 1000],

17
freqtrade/exchange/exchange.py
View File

@ -1194,7 +1194,7 @@ class Exchange:
# Historic data
def get_historic_ohlcv(self, pair: str, timeframe: str,
since_ms: int) -> List:
since_ms: int, is_new_pair: bool = False) -> List:
"""
Get candle history using asyncio and returns the list of candles.
Handles all async work for this.
@ -1206,7 +1206,7 @@ class Exchange:
"""
return asyncio.get_event_loop().run_until_complete(
self._async_get_historic_ohlcv(pair=pair, timeframe=timeframe,
since_ms=since_ms))
since_ms=since_ms, is_new_pair=is_new_pair))
def get_historic_ohlcv_as_df(self, pair: str, timeframe: str,
since_ms: int) -> DataFrame:
@ -1221,9 +1221,9 @@ class Exchange:
return ohlcv_to_dataframe(ticks, timeframe, pair=pair, fill_missing=True,
drop_incomplete=self._ohlcv_partial_candle)
async def _async_get_historic_ohlcv(self, pair: str,
timeframe: str,
since_ms: int) -> List:
async def _async_get_historic_ohlcv(self, pair: str, timeframe: str,
since_ms: int, is_new_pair: bool
) -> List:
"""
Download historic ohlcv
"""
@ -1234,6 +1234,13 @@ class Exchange:
one_call,
arrow.utcnow().shift(seconds=one_call // 1000).humanize(only_distance=True)
)
if self._ft_has.get('ohlcv_initial_call', False) and is_new_pair:
x = await self._async_get_candle_history(pair, timeframe, 0)
if x and x[2] and x[2][0] and x[2][0][0] > since_ms:
# Set starting date to first available candle.
since_ms = x[2][0][0]
logger.info(f"Candle-data available starting with {since_ms}.")
input_coroutines = [self._async_get_candle_history(
pair, timeframe, since) for since in
range(since_ms, arrow.utcnow().int_timestamp * 1000, one_call)]