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Merge branch 'feat/short' into pr/samgermain/5780

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Matthias
2021-12-02 07:09:37 +01:00
parent 134b129d9d f71b7a4e76
commit f4d0abc51a
49 changed files with 600 additions and 350 deletions
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1
freqtrade/exchange/common.py
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@@ -23,6 +23,7 @@ BAD_EXCHANGES = {
MAP_EXCHANGE_CHILDCLASS = {
'binanceus': 'binance',
'binanceje': 'binance',
'binanceusdm': 'binance',
}

45
freqtrade/exchange/exchange.py
View File

@@ -1372,7 +1372,7 @@ class Exchange:
results = await asyncio.gather(*input_coro, return_exceptions=True)
for res in results:
if isinstance(res, Exception):
logger.warning("Async code raised an exception: %s", res.__class__.__name__)
logger.warning(f"Async code raised an exception: {repr(res)}")
if raise_:
raise
continue
@@ -1405,7 +1405,7 @@ class Exchange:
cached_pairs = []
# Gather coroutines to run
for pair, timeframe, candle_type in set(pair_list):
if ((pair, timeframe, candle_type) not in self._klines
if ((pair, timeframe, candle_type) not in self._klines or not cache
or self._now_is_time_to_refresh(pair, timeframe)):
if not since_ms and self.required_candle_call_count > 1:
# Multiple calls for one pair - to get more history
@@ -1428,27 +1428,28 @@ class Exchange:
)
cached_pairs.append((pair, timeframe, candle_type))
results = asyncio.get_event_loop().run_until_complete(
asyncio.gather(*input_coroutines, return_exceptions=True))
results_df = {}
# handle caching
for res in results:
if isinstance(res, Exception):
logger.warning("Async code raised an exception: %s", res.__class__.__name__)
continue
# Deconstruct tuple (has 3 elements)
pair, timeframe, c_type, ticks = res
# keeping last candle time as last refreshed time of the pair
if ticks:
self._pairs_last_refresh_time[(pair, timeframe, c_type)] = ticks[-1][0] // 1000
# keeping parsed dataframe in cache
ohlcv_df = ohlcv_to_dataframe(
ticks, timeframe, pair=pair, fill_missing=True,
drop_incomplete=self._ohlcv_partial_candle)
results_df[(pair, timeframe, c_type)] = ohlcv_df
if cache:
self._klines[(pair, timeframe, c_type)] = ohlcv_df
# Chunk requests into batches of 100 to avoid overwelming ccxt Throttling
for input_coro in chunks(input_coroutines, 100):
results = asyncio.get_event_loop().run_until_complete(
asyncio.gather(*input_coro, return_exceptions=True))
for res in results:
if isinstance(res, Exception):
logger.warning(f"Async code raised an exception: {repr(res)}")
continue
# Deconstruct tuple (has 4 elements)
pair, timeframe, c_type, ticks = res
# keeping last candle time as last refreshed time of the pair
if ticks:
self._pairs_last_refresh_time[(pair, timeframe, c_type)] = ticks[-1][0] // 1000
# keeping parsed dataframe in cache
ohlcv_df = ohlcv_to_dataframe(
ticks, timeframe, pair=pair, fill_missing=True,
drop_incomplete=self._ohlcv_partial_candle)
results_df[(pair, timeframe, c_type)] = ohlcv_df
if cache:
self._klines[(pair, timeframe, c_type)] = ohlcv_df
# Return cached klines
for pair, timeframe, c_type in cached_pairs:
results_df[(pair, timeframe, c_type)] = self.klines(