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Merge pull request #9878 from TheJoeSchr/chore/extract-timeframe-to-xyz-from-exchange-utils

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chore: extract `timeframe_to_*` functions into `exchange_utils_timeframe.py`
This commit is contained in:
Matthias
2024-03-15 20:01:43 +01:00
committed by GitHub
parent 45bb9ee9a0 b55105ec82
commit 9a72003c74
4 changed files with 92 additions and 80 deletions
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8
freqtrade/exchange/__init__.py
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@@ -15,10 +15,12 @@ from freqtrade.exchange.exchange_utils import (ROUND_DOWN, ROUND_UP, amount_to_c
contracts_to_amount, date_minus_candles,
is_exchange_known_ccxt, list_available_exchanges,
market_is_active, price_to_precision,
timeframe_to_minutes, timeframe_to_msecs,
timeframe_to_next_date, timeframe_to_prev_date,
timeframe_to_resample_freq, timeframe_to_seconds,
validate_exchange)
from freqtrade.exchange.exchange_utils_timeframe import (timeframe_to_minutes, timeframe_to_msecs,
timeframe_to_next_date,
timeframe_to_prev_date,
timeframe_to_resample_freq,
timeframe_to_seconds)
from freqtrade.exchange.gate import Gate
from freqtrade.exchange.hitbtc import Hitbtc
from freqtrade.exchange.htx import Htx

9
freqtrade/exchange/exchange.py
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@@ -33,10 +33,11 @@ from freqtrade.exchange.exchange_utils import (ROUND, ROUND_DOWN, ROUND_UP, Ccxt
amount_to_contract_precision, amount_to_contracts,
amount_to_precision, contracts_to_amount,
date_minus_candles, is_exchange_known_ccxt,
market_is_active, price_to_precision,
timeframe_to_minutes, timeframe_to_msecs,
timeframe_to_next_date, timeframe_to_prev_date,
timeframe_to_seconds)
market_is_active, price_to_precision)
from freqtrade.exchange.exchange_utils_timeframe import (timeframe_to_minutes, timeframe_to_msecs,
timeframe_to_next_date,
timeframe_to_prev_date,
timeframe_to_seconds)
from freqtrade.exchange.types import OHLCVResponse, OrderBook, Ticker, Tickers
from freqtrade.misc import (chunks, deep_merge_dicts, file_dump_json, file_load_json,
safe_value_fallback2)

74
freqtrade/exchange/exchange_utils.py
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@@ -11,9 +11,9 @@ from ccxt import (DECIMAL_PLACES, ROUND, ROUND_DOWN, ROUND_UP, SIGNIFICANT_DIGIT
from freqtrade.exchange.common import (BAD_EXCHANGES, EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED,
SUPPORTED_EXCHANGES)
from freqtrade.exchange.exchange_utils_timeframe import timeframe_to_minutes, timeframe_to_prev_date
from freqtrade.types import ValidExchangesType
from freqtrade.util import FtPrecise
from freqtrade.util.datetime_helpers import dt_from_ts, dt_ts
CcxtModuleType = Any
@@ -108,78 +108,6 @@ def list_available_exchanges(all_exchanges: bool) -> List[ValidExchangesType]:
return exchanges_valid
def timeframe_to_seconds(timeframe: str) -> int:
"""
Translates the timeframe interval value written in the human readable
form ('1m', '5m', '1h', '1d', '1w', etc.) to the number
of seconds for one timeframe interval.
"""
return ccxt.Exchange.parse_timeframe(timeframe)
def timeframe_to_minutes(timeframe: str) -> int:
"""
Same as timeframe_to_seconds, but returns minutes.
"""
return ccxt.Exchange.parse_timeframe(timeframe) // 60
def timeframe_to_msecs(timeframe: str) -> int:
"""
Same as timeframe_to_seconds, but returns milliseconds.
"""
return ccxt.Exchange.parse_timeframe(timeframe) * 1000
def timeframe_to_resample_freq(timeframe: str) -> str:
"""
Translates the timeframe interval value written in the human readable
form ('1m', '5m', '1h', '1d', '1w', etc.) to the resample frequency
used by pandas ('1T', '5T', '1H', '1D', '1W', etc.)
"""
if timeframe == '1y':
return '1YS'
timeframe_seconds = timeframe_to_seconds(timeframe)
timeframe_minutes = timeframe_seconds // 60
resample_interval = f'{timeframe_seconds}s'
if 10000 < timeframe_minutes < 43200:
resample_interval = '1W-MON'
elif timeframe_minutes >= 43200 and timeframe_minutes < 525600:
# Monthly candles need special treatment to stick to the 1st of the month
resample_interval = f'{timeframe}S'
elif timeframe_minutes > 43200:
resample_interval = timeframe
return resample_interval
def timeframe_to_prev_date(timeframe: str, date: Optional[datetime] = None) -> datetime:
"""
Use Timeframe and determine the candle start date for this date.
Does not round when given a candle start date.
:param timeframe: timeframe in string format (e.g. "5m")
:param date: date to use. Defaults to now(utc)
:returns: date of previous candle (with utc timezone)
"""
if not date:
date = datetime.now(timezone.utc)
new_timestamp = ccxt.Exchange.round_timeframe(timeframe, dt_ts(date), ROUND_DOWN) // 1000
return dt_from_ts(new_timestamp)
def timeframe_to_next_date(timeframe: str, date: Optional[datetime] = None) -> datetime:
"""
Use Timeframe and determine next candle.
:param timeframe: timeframe in string format (e.g. "5m")
:param date: date to use. Defaults to now(utc)
:returns: date of next candle (with utc timezone)
"""
if not date:
date = datetime.now(timezone.utc)
new_timestamp = ccxt.Exchange.round_timeframe(timeframe, dt_ts(date), ROUND_UP) // 1000
return dt_from_ts(new_timestamp)
def date_minus_candles(
timeframe: str, candle_count: int, date: Optional[datetime] = None) -> datetime:
"""

81
freqtrade/exchange/exchange_utils_timeframe.py Normal file
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@@ -0,0 +1,81 @@
from datetime import datetime, timezone
from typing import Optional
import ccxt
from ccxt import ROUND_DOWN, ROUND_UP
from freqtrade.util.datetime_helpers import dt_from_ts, dt_ts
def timeframe_to_seconds(timeframe: str) -> int:
"""
Translates the timeframe interval value written in the human readable
form ('1m', '5m', '1h', '1d', '1w', etc.) to the number
of seconds for one timeframe interval.
"""
return ccxt.Exchange.parse_timeframe(timeframe)
def timeframe_to_minutes(timeframe: str) -> int:
"""
Same as timeframe_to_seconds, but returns minutes.
"""
return ccxt.Exchange.parse_timeframe(timeframe) // 60
def timeframe_to_msecs(timeframe: str) -> int:
"""
Same as timeframe_to_seconds, but returns milliseconds.
"""
return ccxt.Exchange.parse_timeframe(timeframe) * 1000
def timeframe_to_resample_freq(timeframe: str) -> str:
"""
Translates the timeframe interval value written in the human readable
form ('1m', '5m', '1h', '1d', '1w', etc.) to the resample frequency
used by pandas ('1T', '5T', '1H', '1D', '1W', etc.)
"""
if timeframe == '1y':
return '1YS'
timeframe_seconds = timeframe_to_seconds(timeframe)
timeframe_minutes = timeframe_seconds // 60
resample_interval = f'{timeframe_seconds}s'
if 10000 < timeframe_minutes < 43200:
resample_interval = '1W-MON'
elif timeframe_minutes >= 43200 and timeframe_minutes < 525600:
# Monthly candles need special treatment to stick to the 1st of the month
resample_interval = f'{timeframe}S'
elif timeframe_minutes > 43200:
resample_interval = timeframe
return resample_interval
def timeframe_to_prev_date(timeframe: str, date: Optional[datetime] = None) -> datetime:
"""
Use Timeframe and determine the candle start date for this date.
Does not round when given a candle start date.
:param timeframe: timeframe in string format (e.g. "5m")
:param date: date to use. Defaults to now(utc)
:returns: date of previous candle (with utc timezone)
"""
if not date:
date = datetime.now(timezone.utc)
new_timestamp = ccxt.Exchange.round_timeframe(
timeframe, dt_ts(date), ROUND_DOWN) // 1000
return dt_from_ts(new_timestamp)
def timeframe_to_next_date(timeframe: str, date: Optional[datetime] = None) -> datetime:
"""
Use Timeframe and determine next candle.
:param timeframe: timeframe in string format (e.g. "5m")
:param date: date to use. Defaults to now(utc)
:returns: date of next candle (with utc timezone)
"""
if not date:
date = datetime.now(timezone.utc)
new_timestamp = ccxt.Exchange.round_timeframe(
timeframe, dt_ts(date), ROUND_UP) // 1000
return dt_from_ts(new_timestamp)