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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
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.
Handles all async work for this.
@ -737,9 +737,13 @@ class Exchange:
:param since_ms: Timestamp in milliseconds to get history from
: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(
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,
since_ms: int) -> DataFrame:
@ -756,7 +760,8 @@ class Exchange:
async def _async_get_historic_ohlcv(self, pair: str,
timeframe: str,
since_ms: int) -> List:
since_ms: int,
until_ms: int) -> List:
"""
Download historic ohlcv
"""
@ -769,7 +774,7 @@ class Exchange:
)
input_coroutines = [self._async_get_candle_history(
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)