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Age out old candles

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This commit is contained in:
Matthias 2022-10-04 20:48:04 +02:00
parent b7f26e4f96
commit cea017e79f
1 changed files with 5 additions and 1 deletions
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6
freqtrade/exchange/exchange.py
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@ -184,8 +184,9 @@ class Exchange:
# Initial markets load # Initial markets load
self._load_markets() self._load_markets()
self.validate_config(config) 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( 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 # Converts the interval provided in minutes in config to seconds
self.markets_refresh_interval: int = exchange_config.get( self.markets_refresh_interval: int = exchange_config.get(
@ -1918,6 +1919,9 @@ class Exchange:
# Reassign so we return the updated, combined df # Reassign so we return the updated, combined df
ohlcv_df = clean_ohlcv_dataframe(concat([old, ohlcv_df], axis=0), timeframe, pair, ohlcv_df = clean_ohlcv_dataframe(concat([old, ohlcv_df], axis=0), timeframe, pair,
fill_missing=True, drop_incomplete=False) 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 self._klines[(pair, timeframe, c_type)] = ohlcv_df
else: else:
self._klines[(pair, timeframe, c_type)] = ohlcv_df self._klines[(pair, timeframe, c_type)] = ohlcv_df