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Merge branch 'develop' into verify_date_on_new_candle_on_get_signal

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This commit is contained in:
hroff-1902
2020-05-20 14:05:21 +03:00
committed by GitHub
parent 7b2bb73a12 cd3900549c
commit 8bf38443c2
4 changed files with 26 additions and 36 deletions
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11
freqtrade/strategy/interface.py
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@@ -310,7 +310,6 @@ class IStrategy(ABC):
logger.warning('Empty candle (OHLCV) data for pair %s', pair)
return False, False
latest_date = dataframe['date'].max()
try:
df_len, df_close, df_date = self.preserve_df(dataframe)
dataframe = strategy_safe_wrapper(
@@ -326,25 +325,25 @@ class IStrategy(ABC):
logger.warning('Empty dataframe for pair %s', pair)
return False, False
latest_date = dataframe['date'].max()
latest = dataframe.loc[dataframe['date'] == latest_date].iloc[-1]
signal_date = arrow.get(latest['date'])
interval_minutes = timeframe_to_minutes(interval)
# Check if dataframe is out of date
offset = self.config.get('exchange', {}).get('outdated_offset', 5)
if signal_date < (arrow.utcnow().shift(minutes=-(interval_minutes * 2 + offset))):
if latest_date < (arrow.utcnow().shift(minutes=-(interval_minutes * 2 + offset))):
logger.warning(
'Outdated history for pair %s. Last tick is %s minutes old',
pair,
int((arrow.utcnow() - signal_date).total_seconds() // 60)
int((arrow.utcnow() - latest_date).total_seconds() // 60)
)
return False, False
# Check if dataframe has new candle
if (arrow.utcnow() - signal_date).total_seconds() // 60 >= interval_minutes:
if (arrow.utcnow() - latest_date).total_seconds() // 60 >= interval_minutes:
logger.warning('Old candle for pair %s. Last candle is %s minutes old',
pair, int((arrow.utcnow() - signal_date).total_seconds() // 60))
pair, int((arrow.utcnow() - latest_date).total_seconds() // 60))
return False, False
(buy, sell) = latest[SignalType.BUY.value] == 1, latest[SignalType.SELL.value] == 1