Add timeframe_to_prev_candle

freqtrade/exchange/exchange.py

@@ -793,6 +793,20 @@ def timeframe_to_msecs(ticker_interval: str) -> int:
     return ccxt.Exchange.parse_timeframe(ticker_interval) * 1000
 
 
+def timeframe_to_prev_date(timeframe: str, date: datetime = None):
+    """
+    Use Timeframe and determine last possible candle.
+    """
+    if not date:
+        date = datetime.utcnow()
+    timeframe_secs = timeframe_to_seconds(timeframe)
+    # Get offset based on timerame_secs
+    offset = date.timestamp() % timeframe_secs
+    # Subtract seconds passed since last offset
+    new_timestamp = date.timestamp() - offset
+    return datetime.fromtimestamp(new_timestamp, tz=timezone.utc)
+
+
 def timeframe_to_next_date(timeframe: str, date: datetime = None):
     """
     Use Timeframe and determine next candle.
@@ -800,6 +814,8 @@ def timeframe_to_next_date(timeframe: str, date: datetime = None):
     if not date:
         date = datetime.utcnow()
     timeframe_secs = timeframe_to_seconds(timeframe)
+    # Get offset to prev timeframe
     offset = date.timestamp() % timeframe_secs
+    # Add remaining seconds to next timeframe
     new_timestamp = date.timestamp() + (timeframe_secs - offset)
     return datetime.fromtimestamp(new_timestamp, tz=timezone.utc)

freqtrade/tests/exchange/test_exchange.py

@@ -14,10 +14,10 @@ from pandas import DataFrame
 from freqtrade import (DependencyException, InvalidOrderException,
                        OperationalException, TemporaryError)
 from freqtrade.exchange import Binance, Exchange, Kraken
-from freqtrade.exchange.exchange import (API_RETRY_COUNT,
+from freqtrade.exchange.exchange import (API_RETRY_COUNT, timeframe_to_minutes,
-                                         timeframe_to_next_date,
-                                         timeframe_to_minutes,
                                          timeframe_to_msecs,
+                                         timeframe_to_next_date,
+                                         timeframe_to_prev_date,
                                          timeframe_to_seconds)
 from freqtrade.resolvers.exchange_resolver import ExchangeResolver
 from freqtrade.tests.conftest import get_patched_exchange, log_has, log_has_re
@@ -1567,6 +1567,30 @@ def test_timeframe_to_msecs():
     assert timeframe_to_msecs("1d") == 86400000
 
 
+def test_timeframe_to_prev_date():
+    # 2019-08-12 13:22:08
+    date = datetime.fromtimestamp(1565616128, tz=timezone.utc)
+
+    # 5m -> 2019-08-12 13:20:00
+    assert timeframe_to_prev_date("5m", date) == datetime(
+        2019, 8, 12, 13, 20, 0, tzinfo=timezone.utc)
+    # 10m -> 2019-08-12 13:20:00
+    assert timeframe_to_prev_date("10m", date) == datetime(
+        2019, 8, 12, 13, 20, 0, tzinfo=timezone.utc)
+    # 1h -> 2019-08-12 13:00:00
+    assert timeframe_to_prev_date("1h", date) == datetime(
+        2019, 8, 12, 13, 00, 0, tzinfo=timezone.utc)
+    # 2h -> 2019-08-12 12:00:00
+    assert timeframe_to_prev_date("2h", date) == datetime(
+        2019, 8, 12, 12, 00, 0, tzinfo=timezone.utc)
+    # 4h -> 2019-08-12 12:00:00
+    assert timeframe_to_prev_date("4h", date) == datetime(
+        2019, 8, 12, 12, 00, 0, tzinfo=timezone.utc)
+    # 1d -> 2019-08-12 00:00:00
+    assert timeframe_to_prev_date("1d", date) == datetime(
+        2019, 8, 12, 0, 0, 0, tzinfo=timezone.utc)
+
+
 def test_timeframe_to_next_date():
     # 2019-08-12 13:22:08
     date = datetime.fromtimestamp(1565616128, tz=timezone.utc)