Implement dt_now

freqtrade/strategy/interface.py

@@ -7,7 +7,6 @@ from abc import ABC, abstractmethod
 from datetime import datetime, timedelta, timezone
 from typing import Dict, List, Optional, Tuple, Union
 
-import arrow
 from pandas import DataFrame
 
 from freqtrade.constants import CUSTOM_TAG_MAX_LENGTH, Config, IntOrInf, ListPairsWithTimeframes
@@ -23,6 +22,7 @@ from freqtrade.strategy.informative_decorator import (InformativeData, PopulateI
                                                       _create_and_merge_informative_pair,
                                                       _format_pair_name)
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
+from freqtrade.util import dt_now
 from freqtrade.wallets import Wallets
 
 
@@ -938,7 +938,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         pair: str,
         timeframe: str,
         dataframe: DataFrame,
-    ) -> Tuple[Optional[DataFrame], Optional[arrow.Arrow]]:
+    ) -> Tuple[Optional[DataFrame], Optional[datetime]]:
         """
         Calculates current signal based based on the entry order or exit order
         columns of the dataframe.
@@ -955,15 +955,15 @@ class IStrategy(ABC, HyperStrategyMixin):
         latest_date = dataframe['date'].max()
         latest = dataframe.loc[dataframe['date'] == latest_date].iloc[-1]
         # Explicitly convert to arrow object to ensure the below comparison does not fail
-        latest_date = arrow.get(latest_date)
+        latest_date = latest_date.to_pydatetime()
 
         # Check if dataframe is out of date
         timeframe_minutes = timeframe_to_minutes(timeframe)
         offset = self.config.get('exchange', {}).get('outdated_offset', 5)
-        if latest_date < (arrow.utcnow().shift(minutes=-(timeframe_minutes * 2 + offset))):
+        if latest_date < (dt_now() - timedelta(minutes=timeframe_minutes * 2 + offset)):
             logger.warning(
                 'Outdated history for pair %s. Last tick is %s minutes old',
-                pair, int((arrow.utcnow() - latest_date).total_seconds() // 60)
+                pair, int((dt_now() - latest_date).total_seconds() // 60)
             )
             return None, None
         return latest, latest_date
@@ -1046,8 +1046,8 @@ class IStrategy(ABC, HyperStrategyMixin):
         timeframe_seconds = timeframe_to_seconds(timeframe)
 
         if self.ignore_expired_candle(
-            latest_date=latest_date.datetime,
-            current_time=datetime.now(timezone.utc),
+            latest_date=latest_date,
+            current_time=dt_now(),
             timeframe_seconds=timeframe_seconds,
             enter=bool(enter_signal)
         ):

tests/strategy/test_interface.py

@@ -22,6 +22,7 @@ from freqtrade.strategy.hyper import detect_parameters
 from freqtrade.strategy.parameters import (BaseParameter, BooleanParameter, CategoricalParameter,
                                            DecimalParameter, IntParameter, RealParameter)
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
+from freqtrade.util import dt_now
 from tests.conftest import (CURRENT_TEST_STRATEGY, TRADE_SIDES, create_mock_trades, log_has,
                             log_has_re)
 
@@ -34,7 +35,7 @@ _STRATEGY.dp = DataProvider({}, None, None)
 
 
 def test_returns_latest_signal(ohlcv_history):
-    ohlcv_history.loc[1, 'date'] = arrow.utcnow()
+    ohlcv_history.loc[1, 'date'] = dt_now()
     # Take a copy to correctly modify the call
     mocked_history = ohlcv_history.copy()
     mocked_history['enter_long'] = 0
@@ -159,7 +160,7 @@ def test_get_signal_exception_valueerror(mocker, caplog, ohlcv_history):
 def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
     # default_conf defines a 5m interval. we check interval * 2 + 5m
     # this is necessary as the last candle is removed (partial candles) by default
-    ohlcv_history.loc[1, 'date'] = arrow.utcnow().shift(minutes=-16)
+    ohlcv_history.loc[1, 'date'] = dt_now() - timedelta(minutes=16)
     # Take a copy to correctly modify the call
     mocked_history = ohlcv_history.copy()
     mocked_history['exit_long'] = 0
@@ -180,7 +181,7 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
 def test_get_signal_no_sell_column(default_conf, mocker, caplog, ohlcv_history):
     # default_conf defines a 5m interval. we check interval * 2 + 5m
     # this is necessary as the last candle is removed (partial candles) by default
-    ohlcv_history.loc[1, 'date'] = arrow.utcnow()
+    ohlcv_history.loc[1, 'date'] = dt_now()
     # Take a copy to correctly modify the call
     mocked_history = ohlcv_history.copy()
     # Intentionally don't set sell column
@@ -224,7 +225,7 @@ def test_ignore_expired_candle(default_conf):
 
 
 def test_assert_df_raise(mocker, caplog, ohlcv_history):
-    ohlcv_history.loc[1, 'date'] = arrow.utcnow().shift(minutes=-16)
+    ohlcv_history.loc[1, 'date'] = dt_now() - timedelta(minutes=16)
     # Take a copy to correctly modify the call
     mocked_history = ohlcv_history.copy()
     mocked_history['sell'] = 0
@@ -323,7 +324,7 @@ def test_min_roi_reached(default_conf, fee) -> None:
             pair='ETH/BTC',
             stake_amount=0.001,
             amount=5,
-            open_date=arrow.utcnow().shift(hours=-1).datetime,
+            open_date=dt_now() - timedelta(hours=1),
             fee_open=fee.return_value,
             fee_close=fee.return_value,
             exchange='binance',