diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py index 3ebfd809c..60a058952 100644 --- a/freqtrade/data/dataprovider.py +++ b/freqtrade/data/dataprovider.py @@ -9,7 +9,7 @@ from collections import deque from datetime import datetime, timezone from typing import Any, Dict, List, Optional, Tuple -from pandas import DataFrame, to_timedelta +from pandas import DataFrame, Timedelta, Timestamp, to_timedelta from freqtrade.configuration import TimeRange from freqtrade.constants import (FULL_DATAFRAME_THRESHOLD, Config, ListPairsWithTimeframes, @@ -206,9 +206,11 @@ class DataProvider: existing_df, _ = self.__producer_pairs_df[producer_name][pair_key] # CHECK FOR MISSING CANDLES - timeframe_delta = to_timedelta(timeframe) # Convert the timeframe to a timedelta for pandas - local_last = existing_df.iloc[-1]['date'] # We want the last date from our copy - incoming_first = dataframe.iloc[0]['date'] # We want the first date from the incoming + # Convert the timeframe to a timedelta for pandas + timeframe_delta: Timedelta = to_timedelta(timeframe) + local_last: Timestamp = existing_df.iloc[-1]['date'] # We want the last date from our copy + # We want the first date from the incoming + incoming_first: Timestamp = dataframe.iloc[0]['date'] # Remove existing candles that are newer than the incoming first candle existing_df1 = existing_df[existing_df['date'] < incoming_first] @@ -221,7 +223,7 @@ class DataProvider: # we missed some candles between our data and the incoming # so return False and candle_difference. if candle_difference > 1: - return (False, candle_difference) + return (False, int(candle_difference)) if existing_df1.empty: appended_df = dataframe else: diff --git a/freqtrade/data/history/idatahandler.py b/freqtrade/data/history/idatahandler.py index 7626198dc..6637663ff 100644 --- a/freqtrade/data/history/idatahandler.py +++ b/freqtrade/data/history/idatahandler.py @@ -308,7 +308,7 @@ class IDataHandler(ABC): timerange=timerange_startup, candle_type=candle_type ) - if self._check_empty_df(pairdf, pair, timeframe, candle_type, warn_no_data, True): + if self._check_empty_df(pairdf, pair, timeframe, candle_type, warn_no_data): return pairdf else: enddate = pairdf.iloc[-1]['date'] @@ -316,7 +316,7 @@ class IDataHandler(ABC): if timerange_startup: self._validate_pairdata(pair, pairdf, timeframe, candle_type, timerange_startup) pairdf = trim_dataframe(pairdf, timerange_startup) - if self._check_empty_df(pairdf, pair, timeframe, candle_type, warn_no_data): + if self._check_empty_df(pairdf, pair, timeframe, candle_type, warn_no_data, True): return pairdf # incomplete candles should only be dropped if we didn't trim the end beforehand. diff --git a/freqtrade/optimize/hyperopt_loss/hyperopt_loss_sharpe_daily.py b/freqtrade/optimize/hyperopt_loss/hyperopt_loss_sharpe_daily.py index 9520123ee..88c97989a 100644 --- a/freqtrade/optimize/hyperopt_loss/hyperopt_loss_sharpe_daily.py +++ b/freqtrade/optimize/hyperopt_loss/hyperopt_loss_sharpe_daily.py @@ -44,7 +44,7 @@ class SharpeHyperOptLossDaily(IHyperOptLoss): sum_daily = ( results.resample(resample_freq, on='close_date').agg( - {"profit_ratio_after_slippage": sum}).reindex(t_index).fillna(0) + {"profit_ratio_after_slippage": 'sum'}).reindex(t_index).fillna(0) ) total_profit = sum_daily["profit_ratio_after_slippage"] - risk_free_rate diff --git a/freqtrade/optimize/hyperopt_loss/hyperopt_loss_sortino_daily.py b/freqtrade/optimize/hyperopt_loss/hyperopt_loss_sortino_daily.py index fac96664d..f5fe4590e 100644 --- a/freqtrade/optimize/hyperopt_loss/hyperopt_loss_sortino_daily.py +++ b/freqtrade/optimize/hyperopt_loss/hyperopt_loss_sortino_daily.py @@ -46,7 +46,7 @@ class SortinoHyperOptLossDaily(IHyperOptLoss): sum_daily = ( results.resample(resample_freq, on='close_date').agg( - {"profit_ratio_after_slippage": sum}).reindex(t_index).fillna(0) + {"profit_ratio_after_slippage": 'sum'}).reindex(t_index).fillna(0) ) total_profit = sum_daily["profit_ratio_after_slippage"] - minimum_acceptable_return diff --git a/freqtrade/rpc/api_server/api_ws.py b/freqtrade/rpc/api_server/api_ws.py index 18714f15f..b253d66c2 100644 --- a/freqtrade/rpc/api_server/api_ws.py +++ b/freqtrade/rpc/api_server/api_ws.py @@ -90,7 +90,7 @@ async def _process_consumer_request( elif type == RPCRequestType.ANALYZED_DF: # Limit the amount of candles per dataframe to 'limit' or 1500 - limit = min(data.get('limit', 1500), 1500) if data else None + limit = int(min(data.get('limit', 1500), 1500)) if data else None pair = data.get('pair', None) if data else None # For every pair in the generator, send a separate message diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py index e0c79d52a..c6b1dcc5a 100644 --- a/tests/data/test_dataprovider.py +++ b/tests/data/test_dataprovider.py @@ -437,6 +437,7 @@ def test_dp__add_external_df(default_conf_usdt): # Add the same dataframe again - dataframe size shall not change. res = dp._add_external_df('ETH/USDT', df, last_analyzed, timeframe, CandleType.SPOT) assert res[0] is True + assert isinstance(res[1], int) assert res[1] == 0 df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT) assert len(df) == 24 @@ -446,6 +447,7 @@ def test_dp__add_external_df(default_conf_usdt): res = dp._add_external_df('ETH/USDT', df2, last_analyzed, timeframe, CandleType.SPOT) assert res[0] is True + assert isinstance(res[1], int) assert res[1] == 0 df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT) assert len(df) == 48 @@ -455,6 +457,7 @@ def test_dp__add_external_df(default_conf_usdt): res = dp._add_external_df('ETH/USDT', df3, last_analyzed, timeframe, CandleType.SPOT) assert res[0] is True + assert isinstance(res[1], int) assert res[1] == 0 df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT) # New length = 48 + 12 (since we have a 12 hour offset). @@ -478,6 +481,7 @@ def test_dp__add_external_df(default_conf_usdt): res = dp._add_external_df('ETH/USDT', df4, last_analyzed, timeframe, CandleType.SPOT) assert res[0] is False # 36 hours - from 2022-01-03 12:00:00+00:00 to 2022-01-05 00:00:00+00:00 + assert isinstance(res[1], int) assert res[1] == 36 df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT) # New length = 61 + 1 @@ -488,4 +492,5 @@ def test_dp__add_external_df(default_conf_usdt): res = dp._add_external_df('ETH/USDT', df4, last_analyzed, timeframe, CandleType.SPOT) assert res[0] is False # 36 hours - from 2022-01-03 12:00:00+00:00 to 2022-01-05 00:00:00+00:00 + assert isinstance(res[1], int) assert res[1] == 0