From cea017e79fbcd0d0a630d60d70a38dad844a2ab1 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 4 Oct 2022 20:48:04 +0200 Subject: [PATCH] Age out old candles --- freqtrade/exchange/exchange.py | 6 +++++- 1 file changed, 5 insertions(+), 1 deletion(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 5b7ab1f7f..278b216ad 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -184,8 +184,9 @@ class Exchange: # Initial markets load self._load_markets() self.validate_config(config) + self._startup_candle_count: int = config.get('startup_candle_count', 0) self.required_candle_call_count = self.validate_required_startup_candles( - config.get('startup_candle_count', 0), config.get('timeframe', '')) + self._startup_candle_count, config.get('timeframe', '')) # Converts the interval provided in minutes in config to seconds self.markets_refresh_interval: int = exchange_config.get( @@ -1918,6 +1919,9 @@ class Exchange: # Reassign so we return the updated, combined df ohlcv_df = clean_ohlcv_dataframe(concat([old, ohlcv_df], axis=0), timeframe, pair, fill_missing=True, drop_incomplete=False) + candle_limit = self.ohlcv_candle_limit(timeframe, self._config['candle_type_def']) + # Age out old candles + ohlcv_df = ohlcv_df.tail(candle_limit + self._startup_candle_count) self._klines[(pair, timeframe, c_type)] = ohlcv_df else: self._klines[(pair, timeframe, c_type)] = ohlcv_df