adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Fix _pairs_last_refresh_time storing the wrong date

Browse Source 
Depending on the drop_incomplete settings, this can lead to implicit bugs
This commit is contained in:
Matthias 2023-02-24 18:15:27 +01:00
parent ff3aa7c1a9
commit c8a4a773ee
2 changed files with 10 additions and 7 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

7
freqtrade/exchange/exchange.py
View File

@ -1961,7 +1961,8 @@ class Exchange:
cache: bool, drop_incomplete: bool) -> DataFrame: cache: bool, drop_incomplete: bool) -> DataFrame:
# keeping last candle time as last refreshed time of the pair # keeping last candle time as last refreshed time of the pair
if ticks and cache: 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 # keeping parsed dataframe in cache
ohlcv_df = ohlcv_to_dataframe(ticks, timeframe, pair=pair, fill_missing=True, ohlcv_df = ohlcv_to_dataframe(ticks, timeframe, pair=pair, fill_missing=True,
drop_incomplete=drop_incomplete) drop_incomplete=drop_incomplete)
@ -2034,7 +2035,9 @@ class Exchange:
# Timeframe in seconds # Timeframe in seconds
interval_in_sec = timeframe_to_seconds(timeframe) interval_in_sec = timeframe_to_seconds(timeframe)
plr = self._pairs_last_refresh_time.get((pair, timeframe, candle_type), 0) + interval_in_sec 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 @retrier_async
async def _async_get_candle_history( async def _async_get_candle_history(

10
tests/exchange/test_exchange.py
View File

@ -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[pair1]) == 99
assert len(res[pair2]) == 99 assert len(res[pair2]) == 99
assert exchange._klines 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() exchange._api_async.fetch_ohlcv.reset_mock()
# Returned from cache # 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) == 2
assert len(res[pair1]) == 99 assert len(res[pair1]) == 99
assert len(res[pair2]) == 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 # Move time 1 candle further but result didn't change yet
time_machine.move_to(start + timedelta(hours=101)) 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[pair1]) == 99
assert len(res[pair2]) == 99 assert len(res[pair2]) == 99
assert res[pair2].at[0, 'open'] 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] 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 # 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 res[pair2].at[0, 'open']
assert refresh_pior != exchange._pairs_last_refresh_time[pair1] 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[pair1] == ohlcv[-2][0] // 1000
assert exchange._pairs_last_refresh_time[pair2] == ohlcv[-1][0] // 1000 assert exchange._pairs_last_refresh_time[pair2] == ohlcv[-2][0] // 1000
exchange._api_async.fetch_ohlcv.reset_mock() exchange._api_async.fetch_ohlcv.reset_mock()
# Retry same call - from cache # Retry same call - from cache