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Fix imports and handling of trade regarding changes from PR#9065

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Joe Schr
2023-10-09 11:26:07 +02:00
parent 9f507e0146
commit a81a3be8d6
3 changed files with 42 additions and 26 deletions
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24
freqtrade/exchange/exchange.py
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@@ -8,6 +8,7 @@ import logging
import signal
from copy import deepcopy
from datetime import datetime, timedelta, timezone
import arrow
from math import floor
from threading import Lock
from typing import Any, Coroutine, Dict, List, Literal, Optional, Tuple, Union, Callable
@@ -2319,7 +2320,7 @@ class Exchange:
results_df = {}
for pair, timeframe, candle_type in set(pair_list):
new_ticks = []
all_stored_ticks = []
all_stored_ticks_df = DataFrame(columns=DEFAULT_TRADES_COLUMNS + ['date'])
first_candle_ms = self.needed_candle_ms(timeframe, candle_type)
# refresh, if
# a. not in _trades
@@ -2340,19 +2341,20 @@ class Exchange:
else:
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:
last_cached_ms = all_stored_ticks[-1][0]
all_stored_ticks_df = data_handler.trades_load(f"{pair}-cached")
if not all_stored_ticks_df.empty:
if all_stored_ticks_df.iloc[0]['timestamp'] <= first_candle_ms:
last_cached_ms = all_stored_ticks_df.iloc[-1]['timestamp']
# 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:
all_stored_ticks = []
all_stored_ticks_df = DataFrame(columns=DEFAULT_TRADES_COLUMNS + ['date'])
# from_id overrules with exchange set to id paginate
# TODO: DEBUG:
# since_ms = 1682609520000
# since_ms = 1695832200000
# from_id = None
# TODO: /DEBUG
[ticks_pair, new_ticks]=self._download_trades_history(pair,
@@ -2367,12 +2369,14 @@ class Exchange:
if new_ticks:
drop_incomplete = False # TODO: remove, no incomplete trades
all_stored_ticks.extend(new_ticks)
# drop 'date' column from stored ticks
all_stored_ticks_list = all_stored_ticks_df[DEFAULT_TRADES_COLUMNS].values.tolist()
all_stored_ticks_list.extend(new_ticks)
# NOTE: only process new trades
# self._trades = until_first_candle(stored_trades) + fetch_trades
trades_df = self._process_trades_df(pair, timeframe, candle_type, all_stored_ticks, cache, drop_incomplete, first_candle_ms)
trades_df = self._process_trades_df(pair, timeframe, candle_type, all_stored_ticks_list, cache, drop_incomplete, first_candle_ms)
results_df[(pair, timeframe, candle_type)] = trades_df
data_handler.trades_store(f"{pair}-cached", trades_df[DEFAULT_TRADES_COLUMNS].values.tolist())
data_handler.trades_store(f"{pair}-cached", trades_df[DEFAULT_TRADES_COLUMNS])
return results_df