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Update some ohlcv_candle_limit calls

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This commit is contained in:
Matthias 2022-05-14 13:27:36 +02:00
parent 111b04c9e6
commit bb1b283d95
8 changed files with 23 additions and 20 deletions
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2
freqtrade/exchange/exchange.py
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@ -310,7 +310,7 @@ class Exchange:
logger.info(f"API {endpoint}: {response}") logger.info(f"API {endpoint}: {response}")
def ohlcv_candle_limit( def ohlcv_candle_limit(
self, timeframe: str, candle_type: CandleType, since_ms: Optional[int]) -> int: self, timeframe: str, candle_type: CandleType, since_ms: Optional[int] = None) -> int:
""" """
Exchange ohlcv candle limit Exchange ohlcv candle limit
Uses ohlcv_candle_limit_per_timeframe if the exchange has different limits Uses ohlcv_candle_limit_per_timeframe if the exchange has different limits

2
freqtrade/exchange/okx.py
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@ -41,7 +41,7 @@ class Okx(Exchange):
net_only = True net_only = True
def ohlcv_candle_limit( def ohlcv_candle_limit(
self, timeframe: str, candle_type: CandleType, since_ms: Optional[int]) -> int: self, timeframe: str, candle_type: CandleType, since_ms: Optional[int] = None) -> int:
""" """
Exchange ohlcv candle limit Exchange ohlcv candle limit
Uses ohlcv_candle_limit_per_timeframe if the exchange has different limits Uses ohlcv_candle_limit_per_timeframe if the exchange has different limits

9
freqtrade/plugins/pairlist/AgeFilter.py
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@ -32,18 +32,19 @@ class AgeFilter(IPairList):
self._min_days_listed = pairlistconfig.get('min_days_listed', 10) self._min_days_listed = pairlistconfig.get('min_days_listed', 10)
self._max_days_listed = pairlistconfig.get('max_days_listed', None) self._max_days_listed = pairlistconfig.get('max_days_listed', None)
candle_limit = exchange.ohlcv_candle_limit('1d', self._config['candle_type_def'])
if self._min_days_listed < 1: if self._min_days_listed < 1:
raise OperationalException("AgeFilter requires min_days_listed to be >= 1") raise OperationalException("AgeFilter requires min_days_listed to be >= 1")
if self._min_days_listed > exchange.ohlcv_candle_limit('1d'): if self._min_days_listed > candle_limit:
raise OperationalException("AgeFilter requires min_days_listed to not exceed " raise OperationalException("AgeFilter requires min_days_listed to not exceed "
"exchange max request size " "exchange max request size "
f"({exchange.ohlcv_candle_limit('1d')})") f"({candle_limit})")
if self._max_days_listed and self._max_days_listed <= self._min_days_listed: if self._max_days_listed and self._max_days_listed <= self._min_days_listed:
raise OperationalException("AgeFilter max_days_listed <= min_days_listed not permitted") raise OperationalException("AgeFilter max_days_listed <= min_days_listed not permitted")
if self._max_days_listed and self._max_days_listed > exchange.ohlcv_candle_limit('1d'): if self._max_days_listed and self._max_days_listed > candle_limit:
raise OperationalException("AgeFilter requires max_days_listed to not exceed " raise OperationalException("AgeFilter requires max_days_listed to not exceed "
"exchange max request size " "exchange max request size "
f"({exchange.ohlcv_candle_limit('1d')})") f"({candle_limit})")
@property @property
def needstickers(self) -> bool: def needstickers(self) -> bool:

6
freqtrade/plugins/pairlist/VolatilityFilter.py
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@ -38,12 +38,12 @@ class VolatilityFilter(IPairList):
self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period) self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)
candle_limit = exchange.ohlcv_candle_limit('1d', self._config['candle_type_def'])
if self._days < 1: if self._days < 1:
raise OperationalException("VolatilityFilter requires lookback_days to be >= 1") raise OperationalException("VolatilityFilter requires lookback_days to be >= 1")
if self._days > exchange.ohlcv_candle_limit('1d'): if self._days > candle_limit:
raise OperationalException("VolatilityFilter requires lookback_days to not " raise OperationalException("VolatilityFilter requires lookback_days to not "
"exceed exchange max request size " f"exceed exchange max request size ({candle_limit})")
f"({exchange.ohlcv_candle_limit('1d')})")
@property @property
def needstickers(self) -> bool: def needstickers(self) -> bool:

7
freqtrade/plugins/pairlist/VolumePairList.py
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@ -84,12 +84,13 @@ class VolumePairList(IPairList):
raise OperationalException( raise OperationalException(
f'key {self._sort_key} not in {SORT_VALUES}') f'key {self._sort_key} not in {SORT_VALUES}')
candle_limit = exchange.ohlcv_candle_limit(
self._lookback_timeframe, self._config['candle_type_def'])
if self._lookback_period < 0: if self._lookback_period < 0:
raise OperationalException("VolumeFilter requires lookback_period to be >= 0") raise OperationalException("VolumeFilter requires lookback_period to be >= 0")
if self._lookback_period > exchange.ohlcv_candle_limit(self._lookback_timeframe): if self._lookback_period > candle_limit:
raise OperationalException("VolumeFilter requires lookback_period to not " raise OperationalException("VolumeFilter requires lookback_period to not "
"exceed exchange max request size " f"exceed exchange max request size ({candle_limit})")
f"({exchange.ohlcv_candle_limit(self._lookback_timeframe)})")
@property @property
def needstickers(self) -> bool: def needstickers(self) -> bool:

6
freqtrade/plugins/pairlist/rangestabilityfilter.py
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@ -33,12 +33,12 @@ class RangeStabilityFilter(IPairList):
self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period) self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)
candle_limit = exchange.ohlcv_candle_limit('1d', self._config['candle_type_def'])
if self._days < 1: if self._days < 1:
raise OperationalException("RangeStabilityFilter requires lookback_days to be >= 1") raise OperationalException("RangeStabilityFilter requires lookback_days to be >= 1")
if self._days > exchange.ohlcv_candle_limit('1d'): if self._days > candle_limit:
raise OperationalException("RangeStabilityFilter requires lookback_days to not " raise OperationalException("RangeStabilityFilter requires lookback_days to not "
"exceed exchange max request size " f"exceed exchange max request size ({candle_limit})")
f"({exchange.ohlcv_candle_limit('1d')})")
@property @property
def needstickers(self) -> bool: def needstickers(self) -> bool:

3
tests/exchange/test_ccxt_compat.py
View File

@ -232,7 +232,8 @@ class TestCCXTExchange():
assert len(ohlcv[pair_tf]) == len(exchange.klines(pair_tf)) assert len(ohlcv[pair_tf]) == len(exchange.klines(pair_tf))
# assert len(exchange.klines(pair_tf)) > 200 # assert len(exchange.klines(pair_tf)) > 200
# Assume 90% uptime ... # Assume 90% uptime ...
assert len(exchange.klines(pair_tf)) > exchange.ohlcv_candle_limit(timeframe) * 0.90 assert len(exchange.klines(pair_tf)) > exchange.ohlcv_candle_limit(
timeframe, CandleType.SPOT) * 0.90
# Check if last-timeframe is within the last 2 intervals # Check if last-timeframe is within the last 2 intervals
now = datetime.now(timezone.utc) - timedelta(minutes=(timeframe_to_minutes(timeframe) * 2)) now = datetime.now(timezone.utc) - timedelta(minutes=(timeframe_to_minutes(timeframe) * 2))
assert exchange.klines(pair_tf).iloc[-1]['date'] >= timeframe_to_prev_date(timeframe, now) assert exchange.klines(pair_tf).iloc[-1]['date'] >= timeframe_to_prev_date(timeframe, now)

8
tests/exchange/test_exchange.py
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@ -1882,7 +1882,7 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name, candle_
exchange._async_get_candle_history = Mock(wraps=mock_candle_hist) exchange._async_get_candle_history = Mock(wraps=mock_candle_hist)
# one_call calculation * 1.8 should do 2 calls # one_call calculation * 1.8 should do 2 calls
since = 5 * 60 * exchange.ohlcv_candle_limit('5m') * 1.8 since = 5 * 60 * exchange.ohlcv_candle_limit('5m', CandleType.SPOT) * 1.8
ret = exchange.get_historic_ohlcv( ret = exchange.get_historic_ohlcv(
pair, pair,
"5m", "5m",
@ -1948,7 +1948,7 @@ def test_get_historic_ohlcv_as_df(default_conf, mocker, exchange_name, candle_ty
exchange._async_get_candle_history = Mock(wraps=mock_candle_hist) exchange._async_get_candle_history = Mock(wraps=mock_candle_hist)
# one_call calculation * 1.8 should do 2 calls # one_call calculation * 1.8 should do 2 calls
since = 5 * 60 * exchange.ohlcv_candle_limit('5m') * 1.8 since = 5 * 60 * exchange.ohlcv_candle_limit('5m', CandleType.SPOT) * 1.8
ret = exchange.get_historic_ohlcv_as_df( ret = exchange.get_historic_ohlcv_as_df(
pair, pair,
"5m", "5m",
@ -2002,7 +2002,7 @@ async def test__async_get_historic_ohlcv(default_conf, mocker, caplog, exchange_
) )
# Required candles # Required candles
candles = (end_ts - start_ts) / 300_000 candles = (end_ts - start_ts) / 300_000
exp = candles // exchange.ohlcv_candle_limit('5m') + 1 exp = candles // exchange.ohlcv_candle_limit('5m', CandleType.SPOT) + 1
# Depending on the exchange, this should be called between 1 and 6 times. # Depending on the exchange, this should be called between 1 and 6 times.
assert exchange._api_async.fetch_ohlcv.call_count == exp assert exchange._api_async.fetch_ohlcv.call_count == exp
@ -3349,7 +3349,7 @@ def test_ohlcv_candle_limit(default_conf, mocker, exchange_name):
expected = exchange._ft_has['ohlcv_candle_limit_per_timeframe'][timeframe] expected = exchange._ft_has['ohlcv_candle_limit_per_timeframe'][timeframe]
# This should only run for bittrex # This should only run for bittrex
assert exchange_name == 'bittrex' assert exchange_name == 'bittrex'
assert exchange.ohlcv_candle_limit(timeframe) == expected assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT) == expected
def test_timeframe_to_minutes(): def test_timeframe_to_minutes():