adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Use timestamps instead of datetimes to decide bounds. Simplify logic for deciding bounds.

Browse Source
This commit is contained in:
Kuy Krawczeniuk 2021-03-26 14:51:44 -07:00
parent 7d6c282859
commit 83e46d14da
1 changed files with 15 additions and 29 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

44
freqtrade/data/history/history_utils.py
View File

@ -162,7 +162,7 @@ def _download_pair_history(datadir: Path, exchange: Exchange, pair: str, *,
try:
since, until = None, None
if timerange:
since, until = timerange.to_datetime()
since, until = timerange.startts, timerange.stopts
logger.info(
f'Downloading history data for par: "{pair}", timeframe: '
@ -176,49 +176,35 @@ def _download_pair_history(datadir: Path, exchange: Exchange, pair: str, *,
cached_start, cached_end = None, None
if not cached.empty:
cached_start = cached.iloc[0]['date']
cached_end = cached.iloc[-1]['date']
cached_start = cached.iloc[0]['date'].timestamp()
cached_end = cached.iloc[-1]['date'].timestamp()
logger.debug("Cached Start: %s",
f"{cached_start:%Y-%m-%d %H:%M:%S}" if cached_start else 'None')
f"{cached.iloc[0]['date']:%Y-%m-%d %H:%M:%S}"
if cached_start else 'None')
logger.debug("Cached End: %s",
f"{cached_end:%Y-%m-%d %H:%M:%S}" if not cached_end else 'None')
f"{cached.iloc[-1]['date']:%Y-%m-%d %H:%M:%S}"
if not cached_end else 'None')
# Set the bounds for downloading
since_ms, until_ms = None, None
if cached.empty:
if since:
since_ms = since.timestamp() * 1000
else:
# The default lower-bound is 30 days before the current time.
since_ms = arrow.utcnow().shift(days=-30).float_timestamp * \
1000
if until:
until_ms = until.timestamp() * 1000
else:
# Default upper-bound is the current time.
until_ms = datetime.now(timezone.utc).timestamp() * 1000
since_ms = (since if since else
arrow.utcnow().shift(days=-30).timestamp()) * 1000
until_ms = (until if until else
datetime.now(timezone.utc).timestamp()) * 1000
else:
# Determine lower bound
if since:
if since < cached_start:
since_ms = since.timestamp() * 1000
elif cached_start <= since < cached_end:
since_ms = since.timestamp() * 1000
else:
since_ms = cached_end.timestamp() * 1000
since_ms = (since if since < cached_end else cached_end) * 1000
else:
# Set lower-bound to the end of the cache if not provided
since_ms = cached_end.timestamp() * 1000
since_ms = cached_end * 1000
# Determine upper bound
if until:
if until < cached_start:
until_ms = cached_start.timestamp() * 1000
elif cached_start < until <= cached_end:
until_ms = until.timestamp() * 1000
else:
until_ms = until.timestamp()
until_ms = (until if until > cached_start else cached_start) \
* 1000
else:
# Default upper-bound is the current time.
until_ms = datetime.now(timezone.utc).timestamp() * 1000