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Add timeframe_to_prev_candle

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This commit is contained in:
Matthias 2019-08-12 16:11:43 +02:00
parent 933a553dd4
commit dd0ba183f8
2 changed files with 43 additions and 3 deletions
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16
freqtrade/exchange/exchange.py
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@ -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)

30
freqtrade/tests/exchange/test_exchange.py
View File

@ -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,
timeframe_to_next_date,
timeframe_to_minutes,
from freqtrade.exchange.exchange import (API_RETRY_COUNT, 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)