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Make drop_incomplete optional

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This commit is contained in:
Matthias 2019-06-09 14:35:58 +02:00
parent 3fe5388d4c
commit fdbbefdddd
2 changed files with 15 additions and 5 deletions
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12
freqtrade/data/converter.py
View File

@ -10,14 +10,16 @@ from pandas import DataFrame, to_datetime
logger = logging.getLogger(__name__)
def parse_ticker_dataframe(ticker: list, ticker_interval: str,
fill_missing: bool = True) -> DataFrame:
def parse_ticker_dataframe(ticker: list, ticker_interval: str, *,
fill_missing: bool = True,
drop_incomplete: bool = True) -> DataFrame:
"""
Converts a ticker-list (format ccxt.fetch_ohlcv) to a Dataframe
:param ticker: ticker list, as returned by exchange.async_get_candle_history
:param ticker_interval: ticker_interval (e.g. 5m). Used to fill up eventual missing data
:param fill_missing: fill up missing candles with 0 candles
(see ohlcv_fill_up_missing_data for details)
:param drop_incomplete: Drop the last candle of the dataframe, assuming it's incomplete
:return: DataFrame
"""
logger.debug("Parsing tickerlist to dataframe")
@ -43,8 +45,10 @@ def parse_ticker_dataframe(ticker: list, ticker_interval: str,
'close': 'last',
'volume': 'max',
})
frame.drop(frame.tail(1).index, inplace=True) # eliminate partial candle
logger.debug('Dropping last candle')
# eliminate partial candle
if drop_incomplete:
frame.drop(frame.tail(1).index, inplace=True)
logger.debug('Dropping last candle')
if fill_missing:
return ohlcv_fill_up_missing_data(frame, ticker_interval)

8
freqtrade/exchange/exchange.py
View File

@ -74,6 +74,7 @@ class Exchange(object):
_ft_has_default: Dict = {
"stoploss_on_exchange": False,
"order_time_in_force": ["gtc"],
"ohlcv_partial_candle": True,
}
_ft_has: Dict = {}
@ -108,7 +109,12 @@ class Exchange(object):
if exchange_config.get("_ft_has_params"):
self._ft_has = deep_merge_dicts(exchange_config.get("_ft_has_params"),
self._ft_has)
logger.info("Overriding exchange._ft_has with config params, result: %s", self._ft_has)
# Assign this directly for easy access
self._drop_incomplete = self._ft_has['ohlcv_partial_candle']
# Initialize ccxt objects
self._api: ccxt.Exchange = self._init_ccxt(
exchange_config, ccxt_kwargs=exchange_config.get('ccxt_config'))
self._api_async: ccxt_async.Exchange = self._init_ccxt(
@ -575,7 +581,7 @@ class Exchange(object):
self._pairs_last_refresh_time[(pair, ticker_interval)] = ticks[-1][0] // 1000
# keeping parsed dataframe in cache
self._klines[(pair, ticker_interval)] = parse_ticker_dataframe(
ticks, ticker_interval, fill_missing=True)
ticks, ticker_interval, fill_missing=True, drop_incomplete=self._drop_incomplete)
return tickers
def _now_is_time_to_refresh(self, pair: str, ticker_interval: str) -> bool: