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Move "drop_candle" decision to coroutine

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This commit is contained in:
Matthias 2023-01-05 22:31:32 +01:00
parent bdf6537c60
commit 787d292ba0
4 changed files with 17 additions and 17 deletions
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16
freqtrade/exchange/exchange.py
View File

@ -1813,7 +1813,7 @@ class Exchange:
:param candle_type: '', mark, index, premiumIndex, or funding_rate
:return: List with candle (OHLCV) data
"""
pair, _, _, data = self.loop.run_until_complete(
pair, _, _, data, _ = self.loop.run_until_complete(
self._async_get_historic_ohlcv(pair=pair, timeframe=timeframe,
since_ms=since_ms, until_ms=until_ms,
is_new_pair=is_new_pair, candle_type=candle_type))
@ -1855,12 +1855,12 @@ class Exchange:
continue
else:
# Deconstruct tuple if it's not an exception
p, _, c, new_data = res
p, _, c, new_data, _ = res
if p == pair and c == candle_type:
data.extend(new_data)
# Sort data again after extending the result - above calls return in "async order"
data = sorted(data, key=lambda x: x[0])
return pair, timeframe, candle_type, data
return pair, timeframe, candle_type, data, self._ohlcv_partial_candle
def _build_coroutine(
self, pair: str, timeframe: str, candle_type: CandleType,
@ -1965,7 +1965,6 @@ class Exchange:
:return: Dict of [{(pair, timeframe): Dataframe}]
"""
logger.debug("Refreshing candle (OHLCV) data for %d pairs", len(pair_list))
drop_incomplete = self._ohlcv_partial_candle if drop_incomplete is None else drop_incomplete
# Gather coroutines to run
input_coroutines, cached_pairs = self._build_ohlcv_dl_jobs(pair_list, since_ms, cache)
@ -1983,8 +1982,9 @@ class Exchange:
if isinstance(res, Exception):
logger.warning(f"Async code raised an exception: {repr(res)}")
continue
# Deconstruct tuple (has 4 elements)
pair, timeframe, c_type, ticks = res
# Deconstruct tuple (has 5 elements)
pair, timeframe, c_type, ticks, drop_hint = res
drop_incomplete = drop_hint if drop_incomplete is None else drop_incomplete
ohlcv_df = self._process_ohlcv_df(
pair, timeframe, c_type, ticks, cache, drop_incomplete)
@ -2052,9 +2052,9 @@ class Exchange:
data = sorted(data, key=lambda x: x[0])
except IndexError:
logger.exception("Error loading %s. Result was %s.", pair, data)
return pair, timeframe, candle_type, []
return pair, timeframe, candle_type, [], self._ohlcv_partial_candle
logger.debug("Done fetching pair %s, interval %s ...", pair, timeframe)
return pair, timeframe, candle_type, data
return pair, timeframe, candle_type, data, self._ohlcv_partial_candle
except ccxt.NotSupported as e:
raise OperationalException(

4
freqtrade/exchange/types.py
View File

@ -17,5 +17,5 @@ class Ticker(TypedDict):
Tickers = Dict[str, Ticker]
# pair, timeframe, candleType, OHLCV
OHLCVResponse = Tuple[str, str, CandleType, List]
# pair, timeframe, candleType, OHLCV, drop last?,
OHLCVResponse = Tuple[str, str, CandleType, List, bool]

4
tests/exchange/test_binance.py
View File

@ -557,7 +557,7 @@ async def test__async_get_historic_ohlcv_binance(default_conf, mocker, caplog, c
exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
pair = 'ETH/BTC'
respair, restf, restype, res = await exchange._async_get_historic_ohlcv(
respair, restf, restype, res, _ = await exchange._async_get_historic_ohlcv(
pair, "5m", 1500000000000, is_new_pair=False, candle_type=candle_type)
assert respair == pair
assert restf == '5m'
@ -566,7 +566,7 @@ async def test__async_get_historic_ohlcv_binance(default_conf, mocker, caplog, c
assert exchange._api_async.fetch_ohlcv.call_count > 400
# assert res == ohlcv
exchange._api_async.fetch_ohlcv.reset_mock()
_, _, _, res = await exchange._async_get_historic_ohlcv(
_, _, _, res, _ = await exchange._async_get_historic_ohlcv(
pair, "5m", 1500000000000, is_new_pair=True, candle_type=candle_type)
# Called twice - one "init" call - and one to get the actual data.

10
tests/exchange/test_exchange.py
View File

@ -1955,7 +1955,7 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name, candle_
pair = 'ETH/BTC'
async def mock_candle_hist(pair, timeframe, candle_type, since_ms):
return pair, timeframe, candle_type, ohlcv
return pair, timeframe, candle_type, ohlcv, True
exchange._async_get_candle_history = Mock(wraps=mock_candle_hist)
# one_call calculation * 1.8 should do 2 calls
@ -2007,7 +2007,7 @@ async def test__async_get_historic_ohlcv(default_conf, mocker, caplog, exchange_
exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
pair = 'ETH/USDT'
respair, restf, _, res = await exchange._async_get_historic_ohlcv(
respair, restf, _, res, _ = await exchange._async_get_historic_ohlcv(
pair, "5m", 1500000000000, candle_type=candle_type, is_new_pair=False)
assert respair == pair
assert restf == '5m'
@ -2018,7 +2018,7 @@ async def test__async_get_historic_ohlcv(default_conf, mocker, caplog, exchange_
exchange._api_async.fetch_ohlcv.reset_mock()
end_ts = 1_500_500_000_000
start_ts = 1_500_000_000_000
respair, restf, _, res = await exchange._async_get_historic_ohlcv(
respair, restf, _, res, _ = await exchange._async_get_historic_ohlcv(
pair, "5m", since_ms=start_ts, candle_type=candle_type, is_new_pair=False,
until_ms=end_ts
)
@ -2250,7 +2250,7 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
pair = 'ETH/BTC'
res = await exchange._async_get_candle_history(pair, "5m", CandleType.SPOT)
assert type(res) is tuple
assert len(res) == 4
assert len(res) == 5
assert res[0] == pair
assert res[1] == "5m"
assert res[2] == CandleType.SPOT
@ -2337,7 +2337,7 @@ async def test__async_get_candle_history_empty(default_conf, mocker, caplog):
pair = 'ETH/BTC'
res = await exchange._async_get_candle_history(pair, "5m", CandleType.SPOT)
assert type(res) is tuple
assert len(res) == 4
assert len(res) == 5
assert res[0] == pair
assert res[1] == "5m"
assert res[2] == CandleType.SPOT