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hoeckxer
2021-01-05 14:49:35 +01:00
parent c9ed2137bb
commit e3f3f36298
3 changed files with 10 additions and 11 deletions
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10
freqtrade/strategy/interface.py
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@@ -15,7 +15,7 @@ from pandas import DataFrame
from freqtrade.constants import ListPairsWithTimeframes
from freqtrade.data.dataprovider import DataProvider
from freqtrade.exceptions import OperationalException, StrategyError
from freqtrade.exchange import timeframe_to_minutes
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
from freqtrade.exchange.exchange import timeframe_to_next_date
from freqtrade.persistence import PairLocks, Trade
from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
@@ -481,16 +481,16 @@ class IStrategy(ABC):
(buy, sell) = latest[SignalType.BUY.value] == 1, latest[SignalType.SELL.value] == 1
logger.debug('trigger: %s (pair=%s) buy=%s sell=%s',
latest['date'], pair, str(buy), str(sell))
if self.ignore_expired_candle(dataframe=dataframe, buy=buy):
timeframe_seconds = timeframe_to_seconds(timeframe)
if self.ignore_expired_candle(latest_date=latest_date, timeframe_seconds=timeframe_seconds, buy=buy):
return False, sell
return buy, sell
def ignore_expired_candle(self, dataframe: DataFrame, buy: bool):
def ignore_expired_candle(self, latest_date: datetime, timeframe_seconds: int, buy: bool):
if self.ignore_buying_expired_candle and buy:
current_time = datetime.now(timezone.utc) - timedelta(
seconds=self.ignore_buying_expired_candle_after)
candle_time = dataframe['date'].tail(1).iat[0]
time_delta = current_time - candle_time
time_delta = current_time - latest_date + timedelta(seconds=timeframe_seconds)
return time_delta.total_seconds() > self.ignore_buying_expired_candle_after
else:
return False