From 39ba6fe56beb03b692b10ee93763ea5b3ac9ae74 Mon Sep 17 00:00:00 2001 From: Joe Schr <8218910+TheJoeSchr@users.noreply.github.com> Date: Wed, 7 Feb 2024 12:45:39 +0100 Subject: [PATCH] Ruff --fix --- freqtrade/data/converter/converter.py | 3 +-- freqtrade/data/dataprovider.py | 2 +- freqtrade/exchange/exchange.py | 16 ++++++++-------- tests/data/test_converter_public_trades.py | 8 -------- 4 files changed, 10 insertions(+), 19 deletions(-) diff --git a/freqtrade/data/converter/converter.py b/freqtrade/data/converter/converter.py index 62240895c..e39977659 100644 --- a/freqtrade/data/converter/converter.py +++ b/freqtrade/data/converter/converter.py @@ -1,7 +1,6 @@ """ Functions to convert data from one format to another """ -import itertools import logging import time from typing import Dict @@ -125,7 +124,7 @@ def populate_dataframe_with_trades(config: Config, dataframe: DataFrame, trades: pd.Timedelta(minutes=timeframe_minutes) # 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: + if candle_next not in trades_grouped_by_candle_start.groups: logger.warning( f"candle at {candle_start} with {len(trades_grouped_df)} trades might be unfinished, because no finished trades at {candle_next}") diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py index 01226cc7e..923136cbe 100644 --- a/freqtrade/data/dataprovider.py +++ b/freqtrade/data/dataprovider.py @@ -13,7 +13,7 @@ from pandas import DataFrame, Timedelta, Timestamp, to_timedelta from freqtrade.configuration import TimeRange from freqtrade.constants import (FULL_DATAFRAME_THRESHOLD, Config, ListPairsWithTimeframes, - ListTicksWithTimeframes, PairWithTimeframe) + PairWithTimeframe) from freqtrade.data.converter import public_trades_to_dataframe from freqtrade.data.history import load_pair_history from freqtrade.data.history.idatahandler import get_datahandler diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 2827a0170..79c228abc 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -447,7 +447,7 @@ class Exchange: def trades(self, pair_interval: PairWithTimeframe, copy: bool = True) -> DataFrame: if pair_interval in self._trades: if copy: - return self._trades[pair_interval].copy() + return self._trades[pair_interval].copy() else: return self._trades[pair_interval] else: @@ -2310,7 +2310,7 @@ class Exchange: def refresh_latest_trades(self, pair_list: ListPairsWithTimeframes, - data_handler: Callable, # using IDataHandler ends with circular import, + data_handler: Callable, # using IDataHandler ends with circular import, *, cache: bool = True, ) -> Dict[PairWithTimeframe, DataFrame]: @@ -2342,13 +2342,13 @@ class Exchange: # fetch trades since latest _trades and # store together with existing trades try: - until = None + until = None from_id = None if is_in_cache: from_id = self._trades[(pair, timeframe, candle_type)].iloc[-1]['id'] until = dt_ts() # now - else: + else: until = int(timeframe_to_prev_date(timeframe).timestamp()) * 1000 all_stored_ticks_df = data_handler.trades_load(f"{pair}-cached") @@ -2358,7 +2358,7 @@ class Exchange: # only use cached if it's closer than first_candle_ms since_ms = last_cached_ms if last_cached_ms > first_candle_ms else first_candle_ms # doesn't go far enough - else: + else: all_stored_ticks_df = DataFrame(columns=DEFAULT_TRADES_COLUMNS + ['date']) # from_id overrules with exchange set to id paginate @@ -2406,7 +2406,7 @@ class Exchange: # Timeframe in seconds df = self.klines((pair, timeframe, candle_type), True) _calculate_ohlcv_candle_start_and_end(df, timeframe) - interval_in_sec = timeframe_to_seconds(timeframe) + timeframe_to_seconds(timeframe) # plr = self._trades_last_refresh_time.get((pair, timeframe, candle_type), 0) + interval_in_sec plr = round(df.iloc[-1]["candle_end"].timestamp()) now = int(timeframe_to_prev_date(timeframe).timestamp()) @@ -2498,7 +2498,7 @@ class Exchange: pair, candle_type, timeframe, since_ms ) params = deepcopy(self._ft_has.get('trades_params', {})) - candle_limit = self.trades_candle_limit( + candle_limit = self.trades_candle_limit( timeframe, candle_type=candle_type, since_ms=since_ms) if candle_type and candle_type != CandleType.SPOT: @@ -2777,7 +2777,7 @@ class Exchange: pass return self.loop.run_until_complete(task) - def _download_trades_history(self, + def _download_trades_history(self, pair: str, *, new_pairs_days: int = 30, diff --git a/tests/data/test_converter_public_trades.py b/tests/data/test_converter_public_trades.py index 858eeb0fa..f51364dc4 100644 --- a/tests/data/test_converter_public_trades.py +++ b/tests/data/test_converter_public_trades.py @@ -1,18 +1,10 @@ -import logging -from pathlib import Path -import arrow import numpy as np import pandas as pd import pytest -from pandas import DataFrame -from freqtrade.configuration import Configuration -from freqtrade.constants import DEFAULT_ORDERFLOW_COLUMNS from freqtrade.data.converter import populate_dataframe_with_trades, public_trades_to_dataframe from freqtrade.data.converter.converter import trades_to_volumeprofile_with_total_delta_bid_ask -from freqtrade.enums import CandleType, MarginMode, TradingMode -from freqtrade.exchange.exchange import timeframe_to_minutes BIN_SIZE_SCALE = 0.5