CTYPTO/freqtrade
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2025-12-03 10:33:08 +00:00
Code Issues Packages Projects Releases Wiki Activity

Merge pull request #10858 from xzmeng/binance-public-data

Browse Source 
Improve binance historic OHLCV download speed
This commit is contained in:
Matthias
2024-12-01 19:41:40 +01:00
committed by GitHub
parent ac5a3b9217 162c79029f
commit 29f86afaf4
11 changed files with 957 additions and 56 deletions
Download Patch File Download Diff File Expand all files Collapse all files

7
tests/exchange/test_exchange.py
View File

@@ -2091,6 +2091,7 @@ def test___now_is_time_to_refresh(default_conf, mocker, exchange_name, time_mach
@pytest.mark.parametrize("candle_type", ["mark", ""])
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name, candle_type):
caplog.set_level(logging.DEBUG)
exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
pair = "ETH/BTC"
calls = 0
@@ -2123,7 +2124,7 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name, candle_
assert exchange._async_get_candle_history.call_count == 2
# Returns twice the above OHLCV data after truncating the open candle.
assert len(ret) == 2
assert log_has_re(r"Downloaded data for .* with length .*\.", caplog)
assert log_has_re(r"Downloaded data for .* from ccxt with length .*\.", caplog)
caplog.clear()
@@ -2156,7 +2157,7 @@ async def test__async_get_historic_ohlcv(default_conf, mocker, caplog, exchange_
pair = "ETH/USDT"
respair, restf, _, res, _ = await exchange._async_get_historic_ohlcv(
pair, "5m", 1500000000000, candle_type=candle_type, is_new_pair=False
pair, "5m", 1500000000000, candle_type=candle_type
)
assert respair == pair
assert restf == "5m"
@@ -2168,7 +2169,7 @@ async def test__async_get_historic_ohlcv(default_conf, mocker, caplog, exchange_
end_ts = 1_500_500_000_000
start_ts = 1_500_000_000_000
respair, restf, _, res, _ = await exchange._async_get_historic_ohlcv(
pair, "5m", since_ms=start_ts, candle_type=candle_type, is_new_pair=False, until_ms=end_ts
pair, "5m", since_ms=start_ts, candle_type=candle_type, until_ms=end_ts
)
# Required candles
candles = (end_ts - start_ts) / 300_000