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Merge branch 'develop' into feat/short

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Matthias
2022-03-13 15:38:12 +01:00
parent 099547c1ec 3133be19e3
commit cfa9458bcc
10 changed files with 87 additions and 34 deletions
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41
freqtrade/exchange/exchange.py
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@@ -9,7 +9,7 @@ import logging
from copy import deepcopy
from datetime import datetime, timedelta, timezone
from math import ceil
from typing import Any, Dict, List, Literal, Optional, Tuple, Union
from typing import Any, Coroutine, Dict, List, Literal, Optional, Tuple, Union
import arrow
import ccxt
@@ -1639,6 +1639,24 @@ class Exchange:
data = sorted(data, key=lambda x: x[0])
return pair, timeframe, candle_type, data
def _build_coroutine(self, pair: str, timeframe: str, candle_type: CandleType,
since_ms: Optional[int]) -> Coroutine:
if not since_ms and self.required_candle_call_count > 1:
# Multiple calls for one pair - to get more history
one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit(timeframe)
move_to = one_call * self.required_candle_call_count
now = timeframe_to_next_date(timeframe)
since_ms = int((now - timedelta(seconds=move_to // 1000)).timestamp() * 1000)
if since_ms:
return self._async_get_historic_ohlcv(
pair, timeframe, since_ms=since_ms, raise_=True, candle_type=candle_type)
else:
# One call ... "regular" refresh
return self._async_get_candle_history(
pair, timeframe, since_ms=since_ms, candle_type=candle_type)
def refresh_latest_ohlcv(self, pair_list: ListPairsWithTimeframes, *,
since_ms: Optional[int] = None, cache: bool = True,
drop_incomplete: bool = None
@@ -1660,22 +1678,17 @@ class Exchange:
cached_pairs = []
# Gather coroutines to run
for pair, timeframe, candle_type in set(pair_list):
if timeframe not in self.timeframes:
logger.warning(
f"Cannot download ({pair}, {timeframe}) combination as this timeframe is "
f"not available on {self.name}. Available timeframes are "
f"{', '.join(self.timeframes)}.")
continue
if ((pair, timeframe, candle_type) not in self._klines or not cache
or self._now_is_time_to_refresh(pair, timeframe, candle_type)):
if not since_ms and self.required_candle_call_count > 1:
# Multiple calls for one pair - to get more history
one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit(timeframe)
move_to = one_call * self.required_candle_call_count
now = timeframe_to_next_date(timeframe)
since_ms = int((now - timedelta(seconds=move_to // 1000)).timestamp() * 1000)
input_coroutines.append(self._build_coroutine(
pair, timeframe, candle_type=candle_type, since_ms=since_ms))
if since_ms:
input_coroutines.append(self._async_get_historic_ohlcv(
pair, timeframe, since_ms=since_ms, raise_=True, candle_type=candle_type))
else:
# One call ... "regular" refresh
input_coroutines.append(self._async_get_candle_history(
pair, timeframe, since_ms=since_ms, candle_type=candle_type))
else:
logger.debug(
f"Using cached candle (OHLCV) data for {pair}, {timeframe}, {candle_type} ..."