diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 0cac411c7..cdbda1506 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -1961,7 +1961,8 @@ class Exchange: cache: bool, drop_incomplete: bool) -> DataFrame: # keeping last candle time as last refreshed time of the pair if ticks and cache: - self._pairs_last_refresh_time[(pair, timeframe, c_type)] = ticks[-1][0] // 1000 + idx = -2 if drop_incomplete and len(ticks) > 1 else -1 + self._pairs_last_refresh_time[(pair, timeframe, c_type)] = ticks[idx][0] // 1000 # keeping parsed dataframe in cache ohlcv_df = ohlcv_to_dataframe(ticks, timeframe, pair=pair, fill_missing=True, drop_incomplete=drop_incomplete) @@ -2034,7 +2035,9 @@ class Exchange: # Timeframe in seconds interval_in_sec = timeframe_to_seconds(timeframe) plr = self._pairs_last_refresh_time.get((pair, timeframe, candle_type), 0) + interval_in_sec - return plr < arrow.utcnow().int_timestamp + # current,active candle open date + now = int(timeframe_to_prev_date(timeframe).timestamp()) + return plr < now @retrier_async async def _async_get_candle_history( diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 13613df37..df878dbd3 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -2215,7 +2215,7 @@ def test_refresh_latest_ohlcv_cache(mocker, default_conf, candle_type, time_mach assert len(res[pair1]) == 99 assert len(res[pair2]) == 99 assert exchange._klines - assert exchange._pairs_last_refresh_time[pair1] == ohlcv[-1][0] // 1000 + assert exchange._pairs_last_refresh_time[pair1] == ohlcv[-2][0] // 1000 exchange._api_async.fetch_ohlcv.reset_mock() # Returned from cache @@ -2224,7 +2224,7 @@ def test_refresh_latest_ohlcv_cache(mocker, default_conf, candle_type, time_mach assert len(res) == 2 assert len(res[pair1]) == 99 assert len(res[pair2]) == 99 - assert exchange._pairs_last_refresh_time[pair1] == ohlcv[-1][0] // 1000 + assert exchange._pairs_last_refresh_time[pair1] == ohlcv[-2][0] // 1000 # Move time 1 candle further but result didn't change yet time_machine.move_to(start + timedelta(hours=101)) @@ -2234,7 +2234,7 @@ def test_refresh_latest_ohlcv_cache(mocker, default_conf, candle_type, time_mach assert len(res[pair1]) == 99 assert len(res[pair2]) == 99 assert res[pair2].at[0, 'open'] - assert exchange._pairs_last_refresh_time[pair1] == ohlcv[-1][0] // 1000 + assert exchange._pairs_last_refresh_time[pair1] == ohlcv[-2][0] // 1000 refresh_pior = exchange._pairs_last_refresh_time[pair1] # New candle on exchange - return 100 candles - but skip one candle so we actually get 2 candles @@ -2252,8 +2252,8 @@ def test_refresh_latest_ohlcv_cache(mocker, default_conf, candle_type, time_mach assert res[pair2].at[0, 'open'] assert refresh_pior != exchange._pairs_last_refresh_time[pair1] - assert exchange._pairs_last_refresh_time[pair1] == ohlcv[-1][0] // 1000 - assert exchange._pairs_last_refresh_time[pair2] == ohlcv[-1][0] // 1000 + assert exchange._pairs_last_refresh_time[pair1] == ohlcv[-2][0] // 1000 + assert exchange._pairs_last_refresh_time[pair2] == ohlcv[-2][0] // 1000 exchange._api_async.fetch_ohlcv.reset_mock() # Retry same call - from cache