Convert timeframe to next date

freqtrade/exchange/exchange.py

@@ -6,7 +6,7 @@ import asyncio
 import inspect
 import logging
 from copy import deepcopy
-from datetime import datetime
+from datetime import datetime, timezone
 from math import ceil, floor
 from random import randint
 from typing import Any, Dict, List, Optional, Tuple
@@ -781,13 +781,25 @@ def timeframe_to_seconds(ticker_interval: str) -> int:
 
 def timeframe_to_minutes(ticker_interval: str) -> int:
     """
-    Same as above, but returns minutes.
+    Same as timeframe_to_seconds, but returns minutes.
     """
     return ccxt.Exchange.parse_timeframe(ticker_interval) // 60
 
 
 def timeframe_to_msecs(ticker_interval: str) -> int:
     """
-    Same as above, but returns milliseconds.
+    Same as timeframe_to_seconds, but returns milliseconds.
     """
     return ccxt.Exchange.parse_timeframe(ticker_interval) * 1000
+
+
+def timeframe_to_next_date(timeframe: str, date: datetime = None):
+    """
+    Use Timeframe and determine next candle.
+    """
+    if not date:
+        date = datetime.utcnow()
+    timeframe_secs = timeframe_to_seconds(timeframe)
+    offset = date.timestamp() % timeframe_secs
+    new_timestamp = date.timestamp() + (timeframe_secs - offset)
+    return datetime.fromtimestamp(new_timestamp, tz=timezone.utc)

freqtrade/tests/exchange/test_exchange.py

@@ -14,7 +14,9 @@ from pandas import DataFrame
 from freqtrade import (DependencyException, InvalidOrderException,
                        OperationalException, TemporaryError)
 from freqtrade.exchange import Binance, Exchange, Kraken
-from freqtrade.exchange.exchange import (API_RETRY_COUNT, timeframe_to_minutes,
+from freqtrade.exchange.exchange import (API_RETRY_COUNT,
+                                         timeframe_to_next_date,
+                                         timeframe_to_minutes,
                                          timeframe_to_msecs,
                                          timeframe_to_seconds)
 from freqtrade.resolvers.exchange_resolver import ExchangeResolver
@@ -1563,3 +1565,27 @@ def test_timeframe_to_msecs():
     assert timeframe_to_msecs("10m") == 600000
     assert timeframe_to_msecs("1h") == 3600000
     assert timeframe_to_msecs("1d") == 86400000
+
+
+def test_timeframe_to_next_date():
+    # 2019-08-12 13:22:08
+    date = datetime.fromtimestamp(1565616128, tz=timezone.utc)
+
+    # 5m -> 2019-08-12 13:25:00
+    assert timeframe_to_next_date("5m", date) == datetime(
+        2019, 8, 12, 13, 25, 0, tzinfo=timezone.utc)
+    # 10m -> 2019-08-12 13:30:00
+    assert timeframe_to_next_date("10m", date) == datetime(
+        2019, 8, 12, 13, 30, 0, tzinfo=timezone.utc)
+    # 1h -> 2019-08-12 14:00:00
+    assert timeframe_to_next_date("1h", date) == datetime(
+        2019, 8, 12, 14, 00, 0, tzinfo=timezone.utc)
+    # 2h -> 2019-08-12 14:00:00
+    assert timeframe_to_next_date("2h", date) == datetime(
+        2019, 8, 12, 14, 00, 0, tzinfo=timezone.utc)
+    # 4h -> 2019-08-12 14:00:00
+    assert timeframe_to_next_date("4h", date) == datetime(
+        2019, 8, 12, 16, 00, 0, tzinfo=timezone.utc)
+    # 1d -> 2019-08-13 00:00:00
+    assert timeframe_to_next_date("1d", date) == datetime(
+        2019, 8, 13, 0, 0, 0, tzinfo=timezone.utc)