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fix: fetches only every second OHLCV candle

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This commit is contained in:
Joe Schr
2023-06-05 09:15:07 +02:00
parent 4abac1364a
commit 387a36e730
3 changed files with 10 additions and 12 deletions
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5
freqtrade/data/converter/converter.py
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@@ -122,9 +122,8 @@ def populate_dataframe_with_trades(config: Config, dataframe: DataFrame, trades:
# skip if there are no trades at next candle because that this candle isn't finished yet
# if not np.any((candle_next == df.candle_start)):
if not candle_next in trades_grouped_by_candle_start.groups:
logger.debug(
f"Skipping candle at {candle_start} with {len(trades_grouped_df)} trades, because no finished trades at {candle_next}")
continue
logger.warning(
f"candle at {candle_start} with {len(trades_grouped_df)} trades might be unfinished, because no finished trades at {candle_next}")
# add trades to each candle
df.loc[is_between, 'trades'] = df.loc[is_between,

6
freqtrade/data/dataprovider.py
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@@ -458,9 +458,9 @@ class DataProvider:
use_public_trades = self._config.get(
'exchange', {}).get('use_public_trades', False)
if use_public_trades:
return self._exchange.refresh_latest_trades(pairlist,
get_datahandler(self._config['datadir'],
data_format=self._config['dataformat_trades']))
datahandler = get_datahandler(
self._config['datadir'], data_format=self._config['dataformat_trades'])
return self._exchange.refresh_latest_trades(pairlist, datahandler)
return {}
@property

11
freqtrade/exchange/exchange.py
View File

@@ -2337,11 +2337,10 @@ class Exchange:
from_id = self._trades[(pair, timeframe, candle_type)].iloc[-1]['id']
last_candle_refresh = self._pairs_last_refresh_time.get((pair, timeframe, candle_type), arrow.utcnow().int_timestamp)
until = last_candle_refresh * 1000
until = int(timeframe_to_prev_date(timeframe, datetime.fromtimestamp(last_candle_refresh)).timestamp()) * 1000
else:
next_closed_candle_time = timeframe_to_next_date(timeframe)
until = int(next_closed_candle_time.timestamp()) * 1000
until = int(timeframe_to_prev_date(timeframe).timestamp()) * 1000
all_stored_ticks = data_handler.trades_load(f"{pair}-cached")
if all_stored_ticks:
if all_stored_ticks[0][0] <= first_candle_ms:
@@ -2383,15 +2382,15 @@ class Exchange:
# Timeframe in seconds
interval_in_sec = timeframe_to_seconds(timeframe)
plr = self._pairs_last_refresh_time.get((pair, timeframe, candle_type), 0) + interval_in_sec
# current,active candle open date
now = int(timeframe_to_prev_date(timeframe).timestamp())
now = arrow.utcnow().int_timestamp
return plr < now
def _now_is_time_to_refresh_trades(self, pair: str, timeframe: str, candle_type: CandleType, refresh_earlier_seconds=5) -> bool:
# Timeframe in seconds
interval_in_sec = timeframe_to_seconds(timeframe)
plr = self._trades_last_refresh_time.get((pair, timeframe, candle_type), 0) + interval_in_sec
return plr < arrow.utcnow().int_timestamp - refresh_earlier_seconds
now = arrow.utcnow().int_timestamp
return plr < now - refresh_earlier_seconds
@retrier_async
async def _async_get_candle_history(