diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 6ce62c1f4..b4b5f8342 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -1813,7 +1813,7 @@ class Exchange: :param candle_type: '', mark, index, premiumIndex, or funding_rate :return: List with candle (OHLCV) data """ - pair, _, _, data = self.loop.run_until_complete( + pair, _, _, data, _ = self.loop.run_until_complete( self._async_get_historic_ohlcv(pair=pair, timeframe=timeframe, since_ms=since_ms, until_ms=until_ms, is_new_pair=is_new_pair, candle_type=candle_type)) @@ -1855,12 +1855,12 @@ class Exchange: continue else: # Deconstruct tuple if it's not an exception - p, _, c, new_data = res + p, _, c, new_data, _ = res if p == pair and c == candle_type: data.extend(new_data) # Sort data again after extending the result - above calls return in "async order" data = sorted(data, key=lambda x: x[0]) - return pair, timeframe, candle_type, data + return pair, timeframe, candle_type, data, self._ohlcv_partial_candle def _build_coroutine( self, pair: str, timeframe: str, candle_type: CandleType, @@ -1965,7 +1965,6 @@ class Exchange: :return: Dict of [{(pair, timeframe): Dataframe}] """ logger.debug("Refreshing candle (OHLCV) data for %d pairs", len(pair_list)) - drop_incomplete = self._ohlcv_partial_candle if drop_incomplete is None else drop_incomplete # Gather coroutines to run input_coroutines, cached_pairs = self._build_ohlcv_dl_jobs(pair_list, since_ms, cache) @@ -1983,8 +1982,9 @@ class Exchange: if isinstance(res, Exception): logger.warning(f"Async code raised an exception: {repr(res)}") continue - # Deconstruct tuple (has 4 elements) - pair, timeframe, c_type, ticks = res + # Deconstruct tuple (has 5 elements) + pair, timeframe, c_type, ticks, drop_hint = res + drop_incomplete = drop_hint if drop_incomplete is None else drop_incomplete ohlcv_df = self._process_ohlcv_df( pair, timeframe, c_type, ticks, cache, drop_incomplete) @@ -2052,9 +2052,9 @@ class Exchange: data = sorted(data, key=lambda x: x[0]) except IndexError: logger.exception("Error loading %s. Result was %s.", pair, data) - return pair, timeframe, candle_type, [] + return pair, timeframe, candle_type, [], self._ohlcv_partial_candle logger.debug("Done fetching pair %s, interval %s ...", pair, timeframe) - return pair, timeframe, candle_type, data + return pair, timeframe, candle_type, data, self._ohlcv_partial_candle except ccxt.NotSupported as e: raise OperationalException( diff --git a/freqtrade/exchange/types.py b/freqtrade/exchange/types.py index 3b543fa86..813b09297 100644 --- a/freqtrade/exchange/types.py +++ b/freqtrade/exchange/types.py @@ -17,5 +17,5 @@ class Ticker(TypedDict): Tickers = Dict[str, Ticker] -# pair, timeframe, candleType, OHLCV -OHLCVResponse = Tuple[str, str, CandleType, List] +# pair, timeframe, candleType, OHLCV, drop last?, +OHLCVResponse = Tuple[str, str, CandleType, List, bool] diff --git a/tests/exchange/test_binance.py b/tests/exchange/test_binance.py index 306a30985..189f0488d 100644 --- a/tests/exchange/test_binance.py +++ b/tests/exchange/test_binance.py @@ -557,7 +557,7 @@ async def test__async_get_historic_ohlcv_binance(default_conf, mocker, caplog, c exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv) pair = 'ETH/BTC' - respair, restf, restype, res = await exchange._async_get_historic_ohlcv( + respair, restf, restype, res, _ = await exchange._async_get_historic_ohlcv( pair, "5m", 1500000000000, is_new_pair=False, candle_type=candle_type) assert respair == pair assert restf == '5m' @@ -566,7 +566,7 @@ async def test__async_get_historic_ohlcv_binance(default_conf, mocker, caplog, c assert exchange._api_async.fetch_ohlcv.call_count > 400 # assert res == ohlcv exchange._api_async.fetch_ohlcv.reset_mock() - _, _, _, res = await exchange._async_get_historic_ohlcv( + _, _, _, res, _ = await exchange._async_get_historic_ohlcv( pair, "5m", 1500000000000, is_new_pair=True, candle_type=candle_type) # Called twice - one "init" call - and one to get the actual data. diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 843a5fbc1..3714291d1 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -1955,7 +1955,7 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name, candle_ pair = 'ETH/BTC' async def mock_candle_hist(pair, timeframe, candle_type, since_ms): - return pair, timeframe, candle_type, ohlcv + return pair, timeframe, candle_type, ohlcv, True exchange._async_get_candle_history = Mock(wraps=mock_candle_hist) # one_call calculation * 1.8 should do 2 calls @@ -2007,7 +2007,7 @@ async def test__async_get_historic_ohlcv(default_conf, mocker, caplog, exchange_ exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv) pair = 'ETH/USDT' - respair, restf, _, res = await exchange._async_get_historic_ohlcv( + respair, restf, _, res, _ = await exchange._async_get_historic_ohlcv( pair, "5m", 1500000000000, candle_type=candle_type, is_new_pair=False) assert respair == pair assert restf == '5m' @@ -2018,7 +2018,7 @@ async def test__async_get_historic_ohlcv(default_conf, mocker, caplog, exchange_ exchange._api_async.fetch_ohlcv.reset_mock() end_ts = 1_500_500_000_000 start_ts = 1_500_000_000_000 - respair, restf, _, res = await exchange._async_get_historic_ohlcv( + 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 ) @@ -2250,7 +2250,7 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_ pair = 'ETH/BTC' res = await exchange._async_get_candle_history(pair, "5m", CandleType.SPOT) assert type(res) is tuple - assert len(res) == 4 + assert len(res) == 5 assert res[0] == pair assert res[1] == "5m" assert res[2] == CandleType.SPOT @@ -2337,7 +2337,7 @@ async def test__async_get_candle_history_empty(default_conf, mocker, caplog): pair = 'ETH/BTC' res = await exchange._async_get_candle_history(pair, "5m", CandleType.SPOT) assert type(res) is tuple - assert len(res) == 4 + assert len(res) == 5 assert res[0] == pair assert res[1] == "5m" assert res[2] == CandleType.SPOT