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Support "initial_call" for download-data of new pairs

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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
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@ -197,7 +197,8 @@ def _download_pair_history(pair: str, *,
timeframe=timeframe, timeframe=timeframe,
since_ms=since_ms if since_ms else since_ms=since_ms if since_ms else
arrow.utcnow().shift( 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 (?) # TODO: Maybe move parsing to exchange class (?)
new_dataframe = ohlcv_to_dataframe(new_data, timeframe, pair, 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'], "order_time_in_force": ['gtc', 'fok', 'ioc'],
"time_in_force_parameter": "timeInForce", "time_in_force_parameter": "timeInForce",
"ohlcv_candle_limit": 1000, "ohlcv_candle_limit": 1000,
"ohlcv_initial_call": True,
"trades_pagination": "id", "trades_pagination": "id",
"trades_pagination_arg": "fromId", "trades_pagination_arg": "fromId",
"l2_limit_range": [5, 10, 20, 50, 100, 500, 1000], "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 # Historic data
def get_historic_ohlcv(self, pair: str, timeframe: str, 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. Get candle history using asyncio and returns the list of candles.
Handles all async work for this. Handles all async work for this.
@ -1206,7 +1206,7 @@ class Exchange:
""" """
return asyncio.get_event_loop().run_until_complete( return asyncio.get_event_loop().run_until_complete(
self._async_get_historic_ohlcv(pair=pair, timeframe=timeframe, 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, def get_historic_ohlcv_as_df(self, pair: str, timeframe: str,
since_ms: int) -> DataFrame: since_ms: int) -> DataFrame:
@ -1221,9 +1221,9 @@ class Exchange:
return ohlcv_to_dataframe(ticks, timeframe, pair=pair, fill_missing=True, return ohlcv_to_dataframe(ticks, timeframe, pair=pair, fill_missing=True,
drop_incomplete=self._ohlcv_partial_candle) drop_incomplete=self._ohlcv_partial_candle)
async def _async_get_historic_ohlcv(self, pair: str, async def _async_get_historic_ohlcv(self, pair: str, timeframe: str,
timeframe: str, since_ms: int, is_new_pair: bool
since_ms: int) -> List: ) -> List:
""" """
Download historic ohlcv Download historic ohlcv
""" """
@ -1234,6 +1234,13 @@ class Exchange:
one_call, one_call,
arrow.utcnow().shift(seconds=one_call // 1000).humanize(only_distance=True) 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( input_coroutines = [self._async_get_candle_history(
pair, timeframe, since) for since in pair, timeframe, since) for since in
range(since_ms, arrow.utcnow().int_timestamp * 1000, one_call)] range(since_ms, arrow.utcnow().int_timestamp * 1000, one_call)]