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Merge pull request #3857 from freqtrade/arrow_deprecation_timestamp

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Convert timestamp to int_timestamp for all arrow occurances
This commit is contained in:
Matthias
2020-11-02 16:40:43 +01:00
committed by GitHub
parent ac55215fca fd6018f67a
commit 887d78171c
13 changed files with 49 additions and 49 deletions
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5
freqtrade/commands/data_commands.py
View File

@@ -1,10 +1,9 @@
import logging
import sys
from collections import defaultdict
from datetime import datetime, timedelta
from typing import Any, Dict, List
import arrow
from freqtrade.configuration import TimeRange, setup_utils_configuration
from freqtrade.data.converter import convert_ohlcv_format, convert_trades_format
from freqtrade.data.history import (convert_trades_to_ohlcv, refresh_backtest_ohlcv_data,
@@ -29,7 +28,7 @@ def start_download_data(args: Dict[str, Any]) -> None:
"You can only specify one or the other.")
timerange = TimeRange()
if 'days' in config:
time_since = arrow.utcnow().shift(days=-config['days']).strftime("%Y%m%d")
time_since = (datetime.now() - timedelta(days=config['days'])).strftime("%Y%m%d")
timerange = TimeRange.parse_timerange(f'{time_since}-')
if 'timerange' in config:

8
freqtrade/configuration/timerange.py
View File

@@ -52,11 +52,11 @@ class TimeRange:
:return: None (Modifies the object in place)
"""
if (not self.starttype or (startup_candles
and min_date.timestamp >= self.startts)):
and min_date.int_timestamp >= self.startts)):
# If no startts was defined, or backtest-data starts at the defined backtest-date
logger.warning("Moving start-date by %s candles to account for startup time.",
startup_candles)
self.startts = (min_date.timestamp + timeframe_secs * startup_candles)
self.startts = (min_date.int_timestamp + timeframe_secs * startup_candles)
self.starttype = 'date'
@staticmethod
@@ -89,7 +89,7 @@ class TimeRange:
if stype[0]:
starts = rvals[index]
if stype[0] == 'date' and len(starts) == 8:
start = arrow.get(starts, 'YYYYMMDD').timestamp
start = arrow.get(starts, 'YYYYMMDD').int_timestamp
elif len(starts) == 13:
start = int(starts) // 1000
else:
@@ -98,7 +98,7 @@ class TimeRange:
if stype[1]:
stops = rvals[index]
if stype[1] == 'date' and len(stops) == 8:
stop = arrow.get(stops, 'YYYYMMDD').timestamp
stop = arrow.get(stops, 'YYYYMMDD').int_timestamp
elif len(stops) == 13:
stop = int(stops) // 1000
else:

3
freqtrade/data/dataprovider.py
View File

@@ -8,7 +8,6 @@ import logging
from datetime import datetime, timezone
from typing import Any, Dict, List, Optional, Tuple
from arrow import Arrow
from pandas import DataFrame
from freqtrade.constants import ListPairsWithTimeframes, PairWithTimeframe
@@ -38,7 +37,7 @@ class DataProvider:
:param timeframe: Timeframe to get data for
:param dataframe: analyzed dataframe
"""
self.__cached_pairs[(pair, timeframe)] = (dataframe, Arrow.utcnow().datetime)
self.__cached_pairs[(pair, timeframe)] = (dataframe, datetime.now(timezone.utc))
def add_pairlisthandler(self, pairlists) -> None:
"""

4
freqtrade/edge/edge_positioning.py
View File

@@ -87,7 +87,7 @@ class Edge:
heartbeat = self.edge_config.get('process_throttle_secs')
if (self._last_updated > 0) and (
self._last_updated + heartbeat > arrow.utcnow().timestamp):
self._last_updated + heartbeat > arrow.utcnow().int_timestamp):
return False
data: Dict[str, Any] = {}
@@ -146,7 +146,7 @@ class Edge:
# Fill missing, calculable columns, profit, duration , abs etc.
trades_df = self._fill_calculable_fields(DataFrame(trades))
self._cached_pairs = self._process_expectancy(trades_df)
self._last_updated = arrow.utcnow().timestamp
self._last_updated = arrow.utcnow().int_timestamp
return True

12
freqtrade/exchange/exchange.py
View File

@@ -291,7 +291,7 @@ class Exchange:
try:
self._api.load_markets()
self._load_async_markets()
self._last_markets_refresh = arrow.utcnow().timestamp
self._last_markets_refresh = arrow.utcnow().int_timestamp
except ccxt.BaseError as e:
logger.warning('Unable to initialize markets. Reason: %s', e)
@@ -300,14 +300,14 @@ class Exchange:
# Check whether markets have to be reloaded
if (self._last_markets_refresh > 0) and (
self._last_markets_refresh + self.markets_refresh_interval
> arrow.utcnow().timestamp):
> arrow.utcnow().int_timestamp):
return None
logger.debug("Performing scheduled market reload..")
try:
self._api.load_markets(reload=True)
# Also reload async markets to avoid issues with newly listed pairs
self._load_async_markets(reload=True)
self._last_markets_refresh = arrow.utcnow().timestamp
self._last_markets_refresh = arrow.utcnow().int_timestamp
except ccxt.BaseError:
logger.exception("Could not reload markets.")
@@ -501,7 +501,7 @@ class Exchange:
'side': side,
'remaining': _amount,
'datetime': arrow.utcnow().isoformat(),
'timestamp': int(arrow.utcnow().timestamp * 1000),
'timestamp': int(arrow.utcnow().int_timestamp * 1000),
'status': "closed" if ordertype == "market" else "open",
'fee': None,
'info': {}
@@ -699,7 +699,7 @@ class Exchange:
)
input_coroutines = [self._async_get_candle_history(
pair, timeframe, since) for since in
range(since_ms, arrow.utcnow().timestamp * 1000, one_call)]
range(since_ms, arrow.utcnow().int_timestamp * 1000, one_call)]
results = await asyncio.gather(*input_coroutines, return_exceptions=True)
@@ -766,7 +766,7 @@ class Exchange:
interval_in_sec = timeframe_to_seconds(timeframe)
return not ((self._pairs_last_refresh_time.get((pair, timeframe), 0)
+ interval_in_sec) >= arrow.utcnow().timestamp)
+ interval_in_sec) >= arrow.utcnow().int_timestamp)
@retrier_async
async def _async_get_candle_history(self, pair: str, timeframe: str,

4
freqtrade/optimize/optimize_reports.py
View File

@@ -268,9 +268,9 @@ def generate_backtest_stats(btdata: Dict[str, DataFrame],
'profit_total': results['profit_percent'].sum(),
'profit_total_abs': results['profit_abs'].sum(),
'backtest_start': min_date.datetime,
'backtest_start_ts': min_date.timestamp * 1000,
'backtest_start_ts': min_date.int_timestamp * 1000,
'backtest_end': max_date.datetime,
'backtest_end_ts': max_date.timestamp * 1000,
'backtest_end_ts': max_date.int_timestamp * 1000,
'backtest_days': backtest_days,
'trades_per_day': round(len(results) / backtest_days, 2) if backtest_days > 0 else 0,

4
freqtrade/wallets.py
View File

@@ -108,13 +108,13 @@ class Wallets:
for trading operations, the latest balance is needed.
:param require_update: Allow skipping an update if balances were recently refreshed
"""
if (require_update or (self._last_wallet_refresh + 3600 < arrow.utcnow().timestamp)):
if (require_update or (self._last_wallet_refresh + 3600 < arrow.utcnow().int_timestamp)):
if self._config['dry_run']:
self._update_dry()
else:
self._update_live()
logger.info('Wallets synced.')
self._last_wallet_refresh = arrow.utcnow().timestamp
self._last_wallet_refresh = arrow.utcnow().int_timestamp
def get_all_balances(self) -> Dict[str, Any]:
return self._wallets