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Add parameter "until_ms" to allow for setting an endtime for downloading historical OHLCV data.

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This commit is contained in:
Kuy Krawczeniuk 2021-03-25 16:07:49 -07:00
parent ee82d36bef
commit d52d9be59b
1 changed files with 9 additions and 4 deletions
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13
freqtrade/exchange/exchange.py
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@ -727,7 +727,7 @@ class Exchange:
raise OperationalException(e) from e raise OperationalException(e) from e
def get_historic_ohlcv(self, pair: str, timeframe: str, def get_historic_ohlcv(self, pair: str, timeframe: str,
since_ms: int) -> List: since_ms: int, until_ms: int = None) -> List:
""" """
Get candle history using asyncio and returns the list of candles. Get candle history using asyncio and returns the list of candles.
Handles all async work for this. Handles all async work for this.
@ -737,9 +737,13 @@ class Exchange:
:param since_ms: Timestamp in milliseconds to get history from :param since_ms: Timestamp in milliseconds to get history from
:return: List with candle (OHLCV) data :return: List with candle (OHLCV) data
""" """
if not until_ms:
until_ms = datetime.now(timezone.utc).timestamp() * 1000
return asyncio.get_event_loop().run_until_complete( return asyncio.get_event_loop().run_until_complete(
self._async_get_historic_ohlcv(pair=pair, timeframe=timeframe, self._async_get_historic_ohlcv(pair=pair, timeframe=timeframe,
since_ms=since_ms)) since_ms=since_ms, until_ms=until_ms))
def get_historic_ohlcv_as_df(self, pair: str, timeframe: str, def get_historic_ohlcv_as_df(self, pair: str, timeframe: str,
since_ms: int) -> DataFrame: since_ms: int) -> DataFrame:
@ -756,7 +760,8 @@ class Exchange:
async def _async_get_historic_ohlcv(self, pair: str, async def _async_get_historic_ohlcv(self, pair: str,
timeframe: str, timeframe: str,
since_ms: int) -> List: since_ms: int,
until_ms: int) -> List:
""" """
Download historic ohlcv Download historic ohlcv
""" """
@ -769,7 +774,7 @@ class Exchange:
) )
input_coroutines = [self._async_get_candle_history( input_coroutines = [self._async_get_candle_history(
pair, timeframe, since) for since in pair, timeframe, since) for since in
range(since_ms, arrow.utcnow().int_timestamp * 1000, one_call)] range(since_ms, until_ms, one_call)]
results = await asyncio.gather(*input_coroutines, return_exceptions=True) results = await asyncio.gather(*input_coroutines, return_exceptions=True)