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Only sort data if necessary

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This commit is contained in:
Matthias 2018-11-25 15:00:50 +01:00
parent 8a43611992
commit ebaf58b0fe
2 changed files with 12 additions and 5 deletions
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4
freqtrade/exchange/__init__.py
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@ -478,7 +478,9 @@ class Exchange(object):
# Because some exchange sort Tickers ASC and other DESC.
# Ex: Bittrex returns a list of tickers ASC (oldest first, newest last)
# when GDAX returns a list of tickers DESC (newest first, oldest last)
data = sorted(data, key=lambda x: x[0])
# Only sort if necessary to save computing time
if data and data[0][0] > data[-1][0]:
data = sorted(data, key=lambda x: x[0])
# keeping last candle time as last refreshed time of the pair
if data:

13
freqtrade/tests/exchange/test_exchange.py
View File

@ -877,7 +877,8 @@ def make_fetch_ohlcv_mock(data):
@pytest.mark.asyncio
async def test___async_get_candle_history_sort(default_conf, mocker):
api_mock = MagicMock()
def sort_data(data, key):
return sorted(data, key=key)
# GDAX use-case (real data from GDAX)
# This ticker history is ordered DESC (newest first, oldest last)
@ -893,14 +894,15 @@ async def test___async_get_candle_history_sort(default_conf, mocker):
[1527830700000, 0.07652, 0.07652, 0.07651, 0.07652, 10.04822687],
[1527830400000, 0.07649, 0.07651, 0.07649, 0.07651, 2.5734867]
]
api_mock.fetch_ohlcv = MagicMock(side_effect=make_fetch_ohlcv_mock(tick))
exchange = get_patched_exchange(mocker, default_conf)
exchange._api_async.fetch_ohlcv = get_mock_coro(tick)
sort_mock = mocker.patch('freqtrade.exchange.sorted', MagicMock(side_effect=sort_data))
# Test the ticker history sort
res = await exchange._async_get_candle_history('ETH/BTC', default_conf['ticker_interval'])
assert res[0] == 'ETH/BTC'
ticks = res[1]
assert sort_mock.call_count == 1
assert ticks[0][0] == 1527830400000
assert ticks[0][1] == 0.07649
assert ticks[0][2] == 0.07651
@ -930,11 +932,14 @@ async def test___async_get_candle_history_sort(default_conf, mocker):
[1527830400000, 0.07671, 0.07674399, 0.07629216, 0.07655213, 2.31452783]
]
exchange._api_async.fetch_ohlcv = get_mock_coro(tick)
# Reset sort mock
sort_mock = mocker.patch('freqtrade.exchange.sorted', MagicMock(side_effect=sort_data))
# Test the ticker history sort
res = await exchange._async_get_candle_history('ETH/BTC', default_conf['ticker_interval'])
assert res[0] == 'ETH/BTC'
ticks = res[1]
# Sorted not called again - data is already in order
assert sort_mock.call_count == 0
assert ticks[0][0] == 1527827700000
assert ticks[0][1] == 0.07659999
assert ticks[0][2] == 0.0766